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
Uncertainty propagation through dynamic models of assemblies of mechanical structures
International Nuclear Information System (INIS)
Daouk, Sami
2016-01-01
When studying the behaviour of mechanical systems, mathematical models and structural parameters are usually considered deterministic. Return on experience shows however that these elements are uncertain in most cases, due to natural variability or lack of knowledge. Therefore, quantifying the quality and reliability of the numerical model of an industrial assembly remains a major question in low-frequency dynamics. The purpose of this thesis is to improve the vibratory design of bolted assemblies through setting up a dynamic connector model that takes account of different types and sources of uncertainty on stiffness parameters, in a simple, efficient and exploitable in industrial context. This work has been carried out in the framework of the SICODYN project, led by EDF R and D, that aims to characterise and quantify, numerically and experimentally, the uncertainties in the dynamic behaviour of bolted industrial assemblies. Comparative studies of several numerical methods of uncertainty propagation demonstrate the advantage of using the Lack-Of-Knowledge theory. An experimental characterisation of uncertainties in bolted structures is performed on a dynamic test rig and on an industrial assembly. The propagation of many small and large uncertainties through different dynamic models of mechanical assemblies leads to the assessment of the efficiency of the Lack-Of-Knowledge theory and its applicability in an industrial environment. (author)
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
Advanced Modeling and Uncertainty Quantification for Flight Dynamics; Interim Results and Challenges
Hyde, David C.; Shweyk, Kamal M.; Brown, Frank; Shah, Gautam
2014-01-01
As part of the NASA Vehicle Systems Safety Technologies (VSST), Assuring Safe and Effective Aircraft Control Under Hazardous Conditions (Technical Challenge #3), an effort is underway within Boeing Research and Technology (BR&T) to address Advanced Modeling and Uncertainty Quantification for Flight Dynamics (VSST1-7). The scope of the effort is to develop and evaluate advanced multidisciplinary flight dynamics modeling techniques, including integrated uncertainties, to facilitate higher fidelity response characterization of current and future aircraft configurations approaching and during loss-of-control conditions. This approach is to incorporate multiple flight dynamics modeling methods for aerodynamics, structures, and propulsion, including experimental, computational, and analytical. Also to be included are techniques for data integration and uncertainty characterization and quantification. This research shall introduce new and updated multidisciplinary modeling and simulation technologies designed to improve the ability to characterize airplane response in off-nominal flight conditions. The research shall also introduce new techniques for uncertainty modeling that will provide a unified database model comprised of multiple sources, as well as an uncertainty bounds database for each data source such that a full vehicle uncertainty analysis is possible even when approaching or beyond Loss of Control boundaries. Methodologies developed as part of this research shall be instrumental in predicting and mitigating loss of control precursors and events directly linked to causal and contributing factors, such as stall, failures, damage, or icing. The tasks will include utilizing the BR&T Water Tunnel to collect static and dynamic data to be compared to the GTM extended WT database, characterizing flight dynamics in off-nominal conditions, developing tools for structural load estimation under dynamic conditions, devising methods for integrating various modeling elements
Sustainable infrastructure system modeling under uncertainties and dynamics
Huang, Yongxi
potential risks caused by feedstock seasonality and demand uncertainty. Facility spatiality, time variation of feedstock yields, and demand uncertainty are integrated into a two-stage stochastic programming (SP) framework. In the study of Transitional Energy System Modeling under Uncertainty, a multistage stochastic dynamic programming is established to optimize the process of building and operating fuel production facilities during the transition. Dynamics due to the evolving technologies and societal changes and uncertainty due to demand fluctuations are the major issues to be addressed.
Numerical solution of dynamic equilibrium models under Poisson uncertainty
DEFF Research Database (Denmark)
Posch, Olaf; Trimborn, Timo
2013-01-01
We propose a simple and powerful numerical algorithm to compute the transition process in continuous-time dynamic equilibrium models with rare events. In this paper we transform the dynamic system of stochastic differential equations into a system of functional differential equations of the retar...... solution to Lucas' endogenous growth model under Poisson uncertainty are used to compute the exact numerical error. We show how (potential) catastrophic events such as rare natural disasters substantially affect the economic decisions of households....
Quantification of Dynamic Model Validation Metrics Using Uncertainty Propagation from Requirements
Brown, Andrew M.; Peck, Jeffrey A.; Stewart, Eric C.
2018-01-01
The Space Launch System, NASA's new large launch vehicle for long range space exploration, is presently in the final design and construction phases, with the first launch scheduled for 2019. A dynamic model of the system has been created and is critical for calculation of interface loads and natural frequencies and mode shapes for guidance, navigation, and control (GNC). Because of the program and schedule constraints, a single modal test of the SLS will be performed while bolted down to the Mobile Launch Pad just before the first launch. A Monte Carlo and optimization scheme will be performed to create thousands of possible models based on given dispersions in model properties and to determine which model best fits the natural frequencies and mode shapes from modal test. However, the question still remains as to whether this model is acceptable for the loads and GNC requirements. An uncertainty propagation and quantification (UP and UQ) technique to develop a quantitative set of validation metrics that is based on the flight requirements has therefore been developed and is discussed in this paper. There has been considerable research on UQ and UP and validation in the literature, but very little on propagating the uncertainties from requirements, so most validation metrics are "rules-of-thumb;" this research seeks to come up with more reason-based metrics. One of the main assumptions used to achieve this task is that the uncertainty in the modeling of the fixed boundary condition is accurate, so therefore that same uncertainty can be used in propagating the fixed-test configuration to the free-free actual configuration. The second main technique applied here is the usage of the limit-state formulation to quantify the final probabilistic parameters and to compare them with the requirements. These techniques are explored with a simple lumped spring-mass system and a simplified SLS model. When completed, it is anticipated that this requirements-based validation
Avendaño-Valencia, Luis David; Fassois, Spilios D.
2017-12-01
The problem of vibration-based damage diagnosis in structures characterized by time-dependent dynamics under significant environmental and/or operational uncertainty is considered. A stochastic framework consisting of a Gaussian Mixture Random Coefficient model of the uncertain time-dependent dynamics under each structural health state, proper estimation methods, and Bayesian or minimum distance type decision making, is postulated. The Random Coefficient (RC) time-dependent stochastic model with coefficients following a multivariate Gaussian Mixture Model (GMM) allows for significant flexibility in uncertainty representation. Certain of the model parameters are estimated via a simple procedure which is founded on the related Multiple Model (MM) concept, while the GMM weights are explicitly estimated for optimizing damage diagnostic performance. The postulated framework is demonstrated via damage detection in a simple simulated model of a quarter-car active suspension with time-dependent dynamics and considerable uncertainty on the payload. Comparisons with a simpler Gaussian RC model based method are also presented, with the postulated framework shown to be capable of offering considerable improvement in diagnostic performance.
DEFF Research Database (Denmark)
Montes, Frederico C. C.; Gernaey, Krist; Sin, Gürkan
2018-01-01
A dynamic plantwide model was developed for the synthesis of the Active pharmaceutical Ingredient (API) ibuprofen, following the Hoescht synthesis process. The kinetic parameters, reagents, products and by-products of the different reactions were adapted from literature, and the different process...... operations integrated until the end process, crystallization and isolation of the ibuprofen crystals. The dynamic model simulations were validated against available measurements from literature and then used as enabling tool to analyze the robustness of design space. To this end, sensitivity of the design...... space towards input disturbances and process uncertainties (from physical and model parameters) is studied using Monte Carlo simulations. The results quantify the uncertainty of the quality of product attributes, with particular focus on crystal size distribution and ibuprofen crystalized. The ranking...
Park, DaeKil
2018-06-01
The dynamics of entanglement and uncertainty relation is explored by solving the time-dependent Schrödinger equation for coupled harmonic oscillator system analytically when the angular frequencies and coupling constant are arbitrarily time dependent. We derive the spectral and Schmidt decompositions for vacuum solution. Using the decompositions, we derive the analytical expressions for von Neumann and Rényi entropies. Making use of Wigner distribution function defined in phase space, we derive the time dependence of position-momentum uncertainty relations. To show the dynamics of entanglement and uncertainty relation graphically, we introduce two toy models and one realistic quenched model. While the dynamics can be conjectured by simple consideration in the toy models, the dynamics in the realistic quenched model is somewhat different from that in the toy models. In particular, the dynamics of entanglement exhibits similar pattern to dynamics of uncertainty parameter in the realistic quenched model.
The dynamic correlation between policy uncertainty and stock market returns in China
Yang, Miao; Jiang, Zhi-Qiang
2016-11-01
The dynamic correlation is examined between government's policy uncertainty and Chinese stock market returns in the period from January 1995 to December 2014. We find that the stock market is significantly correlated to policy uncertainty based on the results of the Vector Auto Regression (VAR) and Structural Vector Auto Regression (SVAR) models. In contrast, the results of the Dynamic Conditional Correlation Generalized Multivariate Autoregressive Conditional Heteroscedasticity (DCC-MGARCH) model surprisingly show a low dynamic correlation coefficient between policy uncertainty and market returns, suggesting that the fluctuations of each variable are greatly influenced by their values in the preceding period. Our analysis highlights the understanding of the dynamical relationship between stock market and fiscal and monetary policy.
Energy Technology Data Exchange (ETDEWEB)
Capiez-Lernout, E.; Soize, Ch. [Universite de Marne la Vallee, Lab. de Mecanique, 77 (France)
2003-10-01
The mis-tuning of blades is frequently the cause of spatial localizations for the dynamic forced response in turbomachinery industry. The random character of mis-tuning requires the construction of probabilistic models of random uncertainties. A usual parametric probabilistic description considers the mis-tuning through the Young modulus of each blade. This model consists in mis-tuning blade eigenfrequencies, assuming the blade modal shapes unchanged. Recently a new approach known as a non-parametric model of random uncertainties has been introduced for modelling random uncertainties in elasto-dynamics. This paper proposes the construction of a non-parametric model which is coherent with all the uncertainties which characterize mis-tuning. As mis-tuning is a phenomenon which is independent from one blade to another one, the structure is considered as an assemblage of substructures. The mean reduced matrix model required by the non-parametric approach is thus constructed by dynamic sub-structuring. A comparative approach is also needed to study the influence of the non-parametric approach for a usual parametric model adapted to mis-tuning. A numerical example is presented. (authors)
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
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
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).
Sapsis, Themistoklis P; Majda, Andrew J
2013-08-20
A framework for low-order predictive statistical modeling and uncertainty quantification in turbulent dynamical systems is developed here. These reduced-order, modified quasilinear Gaussian (ROMQG) algorithms apply to turbulent dynamical systems in which there is significant linear instability or linear nonnormal dynamics in the unperturbed system and energy-conserving nonlinear interactions that transfer energy from the unstable modes to the stable modes where dissipation occurs, resulting in a statistical steady state; such turbulent dynamical systems are ubiquitous in geophysical and engineering turbulence. The ROMQG method involves constructing a low-order, nonlinear, dynamical system for the mean and covariance statistics in the reduced subspace that has the unperturbed statistics as a stable fixed point and optimally incorporates the indirect effect of non-Gaussian third-order statistics for the unperturbed system in a systematic calibration stage. This calibration procedure is achieved through information involving only the mean and covariance statistics for the unperturbed equilibrium. The performance of the ROMQG algorithm is assessed on two stringent test cases: the 40-mode Lorenz 96 model mimicking midlatitude atmospheric turbulence and two-layer baroclinic models for high-latitude ocean turbulence with over 125,000 degrees of freedom. In the Lorenz 96 model, the ROMQG algorithm with just a single mode captures the transient response to random or deterministic forcing. For the baroclinic ocean turbulence models, the inexpensive ROMQG algorithm with 252 modes, less than 0.2% of the total, captures the nonlinear response of the energy, the heat flux, and even the one-dimensional energy and heat flux spectra.
Yan, Zheng; Wang, Jun
2014-03-01
This paper presents a neural network approach to robust model predictive control (MPC) for constrained discrete-time nonlinear systems with unmodeled dynamics affected by bounded uncertainties. The exact nonlinear model of underlying process is not precisely known, but a partially known nominal model is available. This partially known nonlinear model is first decomposed to an affine term plus an unknown high-order term via Jacobian linearization. The linearization residue combined with unmodeled dynamics is then modeled using an extreme learning machine via supervised learning. The minimax methodology is exploited to deal with bounded uncertainties. The minimax optimization problem is reformulated as a convex minimization problem and is iteratively solved by a two-layer recurrent neural network. The proposed neurodynamic approach to nonlinear MPC improves the computational efficiency and sheds a light for real-time implementability of MPC technology. Simulation results are provided to substantiate the effectiveness and characteristics of the proposed approach.
Resseguier, V.; Memin, E.; Chapron, B.; Fox-Kemper, B.
2017-12-01
In order to better observe and predict geophysical flows, ensemble-based data assimilation methods are of high importance. In such methods, an ensemble of random realizations represents the variety of the simulated flow's likely behaviors. For this purpose, randomness needs to be introduced in a suitable way and physically-based stochastic subgrid parametrizations are promising paths. This talk will propose a new kind of such a parametrization referred to as modeling under location uncertainty. The fluid velocity is decomposed into a resolved large-scale component and an aliased small-scale one. The first component is possibly random but time-correlated whereas the second is white-in-time but spatially-correlated and possibly inhomogeneous and anisotropic. With such a velocity, the material derivative of any - possibly active - tracer is modified. Three new terms appear: a correction of the large-scale advection, a multiplicative noise and a possibly heterogeneous and anisotropic diffusion. This parameterization naturally ensures attractive properties such as energy conservation for each realization. Additionally, this stochastic material derivative and the associated Reynolds' transport theorem offer a systematic method to derive stochastic models. In particular, we will discuss the consequences of the Quasi-Geostrophic assumptions in our framework. Depending on the turbulence amount, different models with different physical behaviors are obtained. Under strong turbulence assumptions, a simplified diagnosis of frontolysis and frontogenesis at the surface of the ocean is possible in this framework. A Surface Quasi-Geostrophic (SQG) model with a weaker noise influence has also been simulated. A single realization better represents small scales than a deterministic SQG model at the same resolution. Moreover, an ensemble accurately predicts extreme events, bifurcations as well as the amplitudes and the positions of the simulation errors. Figure 1 highlights this last
Parametric uncertainty modeling for robust control
DEFF Research Database (Denmark)
Rasmussen, K.H.; Jørgensen, Sten Bay
1999-01-01
The dynamic behaviour of a non-linear process can often be approximated with a time-varying linear model. In the presented methodology the dynamics is modeled non-conservatively as parametric uncertainty in linear lime invariant models. The obtained uncertainty description makes it possible...... to perform robustness analysis on a control system using the structured singular value. The idea behind the proposed method is to fit a rational function to the parameter variation. The parameter variation can then be expressed as a linear fractional transformation (LFT), It is discussed how the proposed...... point changes. It is shown that a diagonal PI control structure provides robust performance towards variations in feed flow rate or feed concentrations. However including both liquid and vapor flow delays robust performance specifications cannot be satisfied with this simple diagonal control structure...
Energy Technology Data Exchange (ETDEWEB)
Lehikoinen, A.; Huttunen, J.M.J.; Finsterle, S.; Kowalsky, M.B.; Kaipio, J.P.
2009-08-01
We propose an approach for imaging the dynamics of complex hydrological processes. The evolution of electrically conductive fluids in porous media is imaged using time-lapse electrical resistance tomography. The related dynamic inversion problem is solved using Bayesian filtering techniques, that is, it is formulated as a sequential state estimation problem in which the target is an evolving posterior probability density of the system state. The dynamical inversion framework is based on the state space representation of the system, which involves the construction of a stochastic evolution model and an observation model. The observation model used in this paper consists of the complete electrode model for ERT, with Archie's law relating saturations to electrical conductivity. The evolution model is an approximate model for simulating flow through partially saturated porous media. Unavoidable modeling and approximation errors in both the observation and evolution models are considered by computing approximate statistics for these errors. These models are then included in the construction of the posterior probability density of the estimated system state. This approximation error method allows the use of approximate - and therefore computationally efficient - observation and evolution models in the Bayesian filtering. We consider a synthetic example and show that the incorporation of an explicit model for the model uncertainties in the state space representation can yield better estimates than a frame-by-frame imaging approach.
Model structures amplify uncertainty in predicted soil carbon responses to climate change.
Shi, Zheng; Crowell, Sean; Luo, Yiqi; Moore, Berrien
2018-06-04
Large model uncertainty in projected future soil carbon (C) dynamics has been well documented. However, our understanding of the sources of this uncertainty is limited. Here we quantify the uncertainties arising from model parameters, structures and their interactions, and how those uncertainties propagate through different models to projections of future soil carbon stocks. Both the vertically resolved model and the microbial explicit model project much greater uncertainties to climate change than the conventional soil C model, with both positive and negative C-climate feedbacks, whereas the conventional model consistently predicts positive soil C-climate feedback. Our findings suggest that diverse model structures are necessary to increase confidence in soil C projection. However, the larger uncertainty in the complex models also suggests that we need to strike a balance between model complexity and the need to include diverse model structures in order to forecast soil C dynamics with high confidence and low uncertainty.
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
DEFF Research Database (Denmark)
Vezzaro, Luca; Mikkelsen, Peter Steen
2012-01-01
of uncertainty in a conceptual lumped dynamic stormwater runoff quality model that is used in a study catchment to estimate (i) copper loads, (ii) compliance with dissolved Cu concentration limits on stormwater discharge and (iii) the fraction of Cu loads potentially intercepted by a planned treatment facility...
Sulman, B. N.; Moore, J.; Averill, C.; Abramoff, R. Z.; Bradford, M.; Classen, A. T.; Hartman, M. D.; Kivlin, S. N.; Luo, Y.; Mayes, M. A.; Morrison, E. W.; Riley, W. J.; Salazar, A.; Schimel, J.; Sridhar, B.; Tang, J.; Wang, G.; Wieder, W. R.
2016-12-01
Soil carbon (C) dynamics are crucial to understanding and predicting C cycle responses to global change and soil C modeling is a key tool for understanding these dynamics. While first order model structures have historically dominated this area, a recent proliferation of alternative model structures representing different assumptions about microbial activity and mineral protection is providing new opportunities to explore process uncertainties related to soil C dynamics. We conducted idealized simulations of soil C responses to warming and litter addition using models from five research groups that incorporated different sets of assumptions about processes governing soil C decomposition and stabilization. We conducted a meta-analysis of published warming and C addition experiments for comparison with simulations. Assumptions related to mineral protection and microbial dynamics drove strong differences among models. In response to C additions, some models predicted long-term C accumulation while others predicted transient increases that were counteracted by accelerating decomposition. In experimental manipulations, doubling litter addition did not change soil C stocks in studies spanning as long as two decades. This result agreed with simulations from models with strong microbial growth responses and limited mineral sorption capacity. In observations, warming initially drove soil C loss via increased CO2 production, but in some studies soil C rebounded and increased over decadal time scales. In contrast, all models predicted sustained C losses under warming. The disagreement with experimental results could be explained by physiological or community-level acclimation, or by warming-related changes in plant growth. In addition to the role of microbial activity, assumptions related to mineral sorption and protected C played a key role in driving long-term model responses. In general, simulations were similar in their initial responses to perturbations but diverged over
DEFF Research Database (Denmark)
Prunescu, Remus Mihail; Sin, Gürkan
2014-01-01
This study presents the uncertainty and sensitivity analysis of a lignocellulosic enzymatic hydrolysis model considering both model and feed parameters as sources of uncertainty. The dynamic model is parametrized for accommodating various types of biomass, and different enzymatic complexes...
Approaches to Learning to Control Dynamic Uncertainty
Directory of Open Access Journals (Sweden)
Magda Osman
2015-10-01
Full Text Available In dynamic environments, when faced with a choice of which learning strategy to adopt, do people choose to mostly explore (maximizing their long term gains or exploit (maximizing their short term gains? More to the point, how does this choice of learning strategy influence one’s later ability to control the environment? In the present study, we explore whether people’s self-reported learning strategies and levels of arousal (i.e., surprise, stress correspond to performance measures of controlling a Highly Uncertain or Moderately Uncertain dynamic environment. Generally, self-reports suggest a preference for exploring the environment to begin with. After which, those in the Highly Uncertain environment generally indicated they exploited more than those in the Moderately Uncertain environment; this difference did not impact on performance on later tests of people’s ability to control the dynamic environment. Levels of arousal were also differentially associated with the uncertainty of the environment. Going beyond behavioral data, our model of dynamic decision-making revealed that, in actual fact, there was no difference in exploitation levels between those in the highly uncertain or moderately uncertain environments, but there were differences based on sensitivity to negative reinforcement. We consider the implications of our findings with respect to learning and strategic approaches to controlling dynamic uncertainty.
Monte-Carlo-based uncertainty propagation with hierarchical models—a case study in dynamic torque
Klaus, Leonard; Eichstädt, Sascha
2018-04-01
For a dynamic calibration, a torque transducer is described by a mechanical model, and the corresponding model parameters are to be identified from measurement data. A measuring device for the primary calibration of dynamic torque, and a corresponding model-based calibration approach, have recently been developed at PTB. The complete mechanical model of the calibration set-up is very complex, and involves several calibration steps—making a straightforward implementation of a Monte Carlo uncertainty evaluation tedious. With this in mind, we here propose to separate the complete model into sub-models, with each sub-model being treated with individual experiments and analysis. The uncertainty evaluation for the overall model then has to combine the information from the sub-models in line with Supplement 2 of the Guide to the Expression of Uncertainty in Measurement. In this contribution, we demonstrate how to carry this out using the Monte Carlo method. The uncertainty evaluation involves various input quantities of different origin and the solution of a numerical optimisation problem.
Cailleret, Maxime; Snell, Rebecca; von Waldow, Harald; Kotlarski, Sven; Bugmann, Harald
2015-04-01
Different levels of uncertainty should be considered in climate impact projections by Dynamic Vegetation Models (DVMs), particularly when it comes to managing climate risks. Such information is useful to detect the key processes and uncertainties in the climate model - impact model chain and may be used to support recommendations for future improvements in the simulation of both climate and biological systems. In addition, determining which uncertainty source is dominant is an important aspect to recognize the limitations of climate impact projections by a multi-model ensemble mean approach. However, to date, few studies have clarified how each uncertainty source (baseline climate data, greenhouse gas emission scenario, climate model, and DVM) affects the projection of ecosystem properties. Focusing on one greenhouse gas emission scenario, we assessed the uncertainty in the projections of a forest landscape model (LANDCLIM) and a stand-scale forest gap model (FORCLIM) that is caused by linking climate data with an impact model. LANDCLIM was used to assess the uncertainty in future landscape properties of the Visp valley in Switzerland that is due to (i) the use of different 'baseline' climate data (gridded data vs. data from weather stations), and (ii) differences in climate projections among 10 GCM-RCM chains. This latter point was also considered for the projections of future forest properties by FORCLIM at several sites along an environmental gradient in Switzerland (14 GCM-RCM chains), for which we also quantified the uncertainty caused by (iii) the model chain specific statistical properties of the climate time-series, and (iv) the stochasticity of the demographic processes included in the model, e.g., the annual number of saplings that establish, or tree mortality. Using methods of variance decomposition analysis, we found that (i) The use of different baseline climate data strongly impacts the prediction of forest properties at the lowest and highest, but
A polynomial chaos approach to the analysis of vehicle dynamics under uncertainty
Kewlani, Gaurav; Crawford, Justin; Iagnemma, Karl
2012-05-01
The ability of ground vehicles to quickly and accurately analyse their dynamic response to a given input is critical to their safety and efficient autonomous operation. In field conditions, significant uncertainty is associated with terrain and/or vehicle parameter estimates, and this uncertainty must be considered in the analysis of vehicle motion dynamics. Here, polynomial chaos approaches that explicitly consider parametric uncertainty during modelling of vehicle dynamics are presented. They are shown to be computationally more efficient than the standard Monte Carlo scheme, and experimental results compared with the simulation results performed on ANVEL (a vehicle simulator) indicate that the method can be utilised for efficient and accurate prediction of vehicle motion in realistic scenarios.
Dealing with uncertainty in modeling intermittent water supply
Lieb, A. M.; Rycroft, C.; Wilkening, J.
2015-12-01
Intermittency in urban water supply affects hundreds of millions of people in cities around the world, impacting water quality and infrastructure. Building on previous work to dynamically model the transient flows in water distribution networks undergoing frequent filling and emptying, we now consider the hydraulic implications of uncertain input data. Water distribution networks undergoing intermittent supply are often poorly mapped, and household metering frequently ranges from patchy to nonexistent. In the face of uncertain pipe material, pipe slope, network connectivity, and outflow, we investigate how uncertainty affects dynamical modeling results. We furthermore identify which parameters exert the greatest influence on uncertainty, helping to prioritize data collection.
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 in microscale gas damping: Implications on dynamics of capacitive MEMS switches
International Nuclear Information System (INIS)
Alexeenko, Alina; Chigullapalli, Sruti; Zeng Juan; Guo Xiaohui; Kovacs, Andrew; Peroulis, Dimitrios
2011-01-01
Effects of uncertainties in gas damping models, geometry and mechanical properties on the dynamics of micro-electro-mechanical systems (MEMS) capacitive switch are studied. A sample of typical capacitive switches has been fabricated and characterized at Purdue University. High-fidelity simulations of gas damping on planar microbeams are developed and verified under relevant conditions. This and other gas damping models are then applied to study the dynamics of a single closing event for switches with experimentally measured properties. It has been demonstrated that although all damping models considered predict similar damping quality factor and agree well for predictions of closing time, the models differ by a factor of two and more in predicting the impact velocity and acceleration at contact. Implications of parameter uncertainties on the key reliability-related parameters such as the pull-in voltage, closing time and impact velocity are discussed. A notable effect of uncertainty is that the nominal switch, i.e. the switch with the average properties, does not actuate at the mean actuation voltage. Additionally, the device-to-device variability leads to significant differences in dynamics. For example, the mean impact velocity for switches actuated under the 90%-actuation voltage (about 150 V), i.e. the voltage required to actuate 90% of the sample, is about 129 cm/s and increases to 173 cm/s for the 99%-actuation voltage (of about 173 V). Response surfaces of impact velocity and closing time to five input variables were constructed using the Smolyak sparse grid algorithm. The sensitivity analysis showed that impact velocity is most sensitive to the damping coefficient whereas the closing time is most affected by the geometric parameters such as gap and beam thickness. - Highlights: → We examine stochastic non-linear response of a microsystem switch subject to multiple input uncertainties. → Sample devices have been fabricated and device
Analysis of Uncertainty in Dynamic Processes Development of Banks Functioning
Directory of Open Access Journals (Sweden)
Aleksei V. Korovyakovskii
2013-01-01
Full Text Available The paper offers the approach to measure of uncertainty estimation in dynamic processes of banks functioning, using statistic data of different banking operations indicators. To calculate measure of uncertainty in dynamic processes of banks functioning the phase images of relevant sets of statistic data are considered. Besides, it is shown that the form of phase image of the studied sets of statistic data can act as a basis of measure of uncertainty estimation in dynamic processes of banks functioning. The set of analytical characteristics are offered to formalize the form of phase image definition of the studied sets of statistic data. It is shown that the offered analytical characteristics consider inequality of changes in values of the studied sets of statistic data, which is one of the ways of uncertainty display in dynamic processes development. The invariant estimates of measure of uncertainty in dynamic processes of banks functioning, considering significant changes in absolute values of the same indicators for different banks were obtained. The examples of calculation of measure of uncertainty in dynamic processes of concrete banks functioning were cited.
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.
Uncertainty propagation in a multiscale model of nanocrystalline plasticity
International Nuclear Information System (INIS)
Koslowski, M.; Strachan, Alejandro
2011-01-01
We characterize how uncertainties propagate across spatial and temporal scales in a physics-based model of nanocrystalline plasticity of fcc metals. Our model combines molecular dynamics (MD) simulations to characterize atomic-level processes that govern dislocation-based-plastic deformation with a phase field approach to dislocation dynamics (PFDD) that describes how an ensemble of dislocations evolve and interact to determine the mechanical response of the material. We apply this approach to a nanocrystalline Ni specimen of interest in micro-electromechanical (MEMS) switches. Our approach enables us to quantify how internal stresses that result from the fabrication process affect the properties of dislocations (using MD) and how these properties, in turn, affect the yield stress of the metallic membrane (using the PFMM model). Our predictions show that, for a nanocrystalline sample with small grain size (4 nm), a variation in residual stress of 20 MPa (typical in today's microfabrication techniques) would result in a variation on the critical resolved shear yield stress of approximately 15 MPa, a very small fraction of the nominal value of approximately 9 GPa. - Highlights: → Quantify how fabrication uncertainties affect yield stress in a microswitch component. → Propagate uncertainties in a multiscale model of single crystal plasticity. → Molecular dynamics quantifies how fabrication variations affect dislocations. → Dislocation dynamics relate variations in dislocation properties to yield stress.
Uncertainty of Modal Parameters Estimated by ARMA Models
DEFF Research Database (Denmark)
Jensen, Jacob Laigaard; Brincker, Rune; Rytter, Anders
1990-01-01
In this paper the uncertainties of identified modal parameters such as eidenfrequencies and damping ratios are assed. From the measured response of dynamic excited structures the modal parameters may be identified and provide important structural knowledge. However the uncertainty of the parameters...... by simulation study of a lightly damped single degree of freedom system. Identification by ARMA models has been choosen as system identification method. It is concluded that both the sampling interval and number of sampled points may play a significant role with respect to the statistical errors. Furthermore......, it is shown that the model errors may also contribute significantly to the uncertainty....
DEFF Research Database (Denmark)
Luczak, Marcin; Peeters, Bart; Kahsin, Maciej
2014-01-01
for uncertainty evaluation in experimentally estimated models. Investigated structures are plates, fuselage panels and helicopter main rotor blades as they represent different complexity levels ranging from coupon, through sub-component up to fully assembled structures made of composite materials. To evaluate......Aerospace and wind energy structures are extensively using components made of composite materials. Since these structures are subjected to dynamic environments with time-varying loading conditions, it is important to model their dynamic behavior and validate these models by means of vibration...
Robustness of dynamic systems with parameter uncertainties
Balemi, S; Truöl, W
1992-01-01
Robust Control is one of the fastest growing and promising areas of research today. In many practical systems there exist uncertainties which have to be considered in the analysis and design of control systems. In the last decade methods were developed for dealing with dynamic systems with unstructured uncertainties such as HOO_ and £I-optimal control. For systems with parameter uncertainties, the seminal paper of V. L. Kharitonov has triggered a large amount of very promising research. An international workshop dealing with all aspects of robust control was successfully organized by S. P. Bhattacharyya and L. H. Keel in San Antonio, Texas, USA in March 1991. We organized the second international workshop in this area in Ascona, Switzer land in April 1992. However, this second workshop was restricted to robust control of dynamic systems with parameter uncertainties with the objective to concentrate on some aspects of robust control. This book contains a collection of papers presented at the International W...
Modeling Multibody Systems with Uncertainties. Part I: Theoretical and Computational Aspects
International Nuclear Information System (INIS)
Sandu, Adrian; Sandu, Corina; Ahmadian, Mehdi
2006-01-01
This study explores the use of generalized polynomial chaos theory for modeling complex nonlinear multibody dynamic systems in the presence of parametric and external uncertainty. The polynomial chaos framework has been chosen because it offers an efficient computational approach for the large, nonlinear multibody models of engineering systems of interest, where the number of uncertain parameters is relatively small, while the magnitude of uncertainties can be very large (e.g., vehicle-soil interaction). The proposed methodology allows the quantification of uncertainty distributions in both time and frequency domains, and enables the simulations of multibody systems to produce results with 'error bars'. The first part of this study presents the theoretical and computational aspects of the polynomial chaos methodology. Both unconstrained and constrained formulations of multibody dynamics are considered. Direct stochastic collocation is proposed as less expensive alternative to the traditional Galerkin approach. It is established that stochastic collocation is equivalent to a stochastic response surface approach. We show that multi-dimensional basis functions are constructed as tensor products of one-dimensional basis functions and discuss the treatment of polynomial and trigonometric nonlinearities. Parametric uncertainties are modeled by finite-support probability densities. Stochastic forcings are discretized using truncated Karhunen-Loeve expansions. The companion paper 'Modeling Multibody Dynamic Systems With Uncertainties. Part II: Numerical Applications' illustrates the use of the proposed methodology on a selected set of test problems. The overall conclusion is that despite its limitations, polynomial chaos is a powerful approach for the simulation of multibody systems with 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.
Sensitivity and uncertainty analysis of the PATHWAY radionuclide transport model
International Nuclear Information System (INIS)
Otis, M.D.
1983-01-01
Procedures were developed for the uncertainty and sensitivity analysis of a dynamic model of radionuclide transport through human food chains. Uncertainty in model predictions was estimated by propagation of parameter uncertainties using a Monte Carlo simulation technique. Sensitivity of model predictions to individual parameters was investigated using the partial correlation coefficient of each parameter with model output. Random values produced for the uncertainty analysis were used in the correlation analysis for sensitivity. These procedures were applied to the PATHWAY model which predicts concentrations of radionuclides in foods grown in Nevada and Utah and exposed to fallout during the period of atmospheric nuclear weapons testing in Nevada. Concentrations and time-integrated concentrations of iodine-131, cesium-136, and cesium-137 in milk and other foods were investigated. 9 figs., 13 tabs
Uncertainty in predictions of forest carbon dynamics: separating driver error from model error.
Spadavecchia, L; Williams, M; Law, B E
2011-07-01
We present an analysis of the relative magnitude and contribution of parameter and driver uncertainty to the confidence intervals on estimates of net carbon fluxes. Model parameters may be difficult or impractical to measure, while driver fields are rarely complete, with data gaps due to sensor failure and sparse observational networks. Parameters are generally derived through some optimization method, while driver fields may be interpolated from available data sources. For this study, we used data from a young ponderosa pine stand at Metolius, Central Oregon, and a simple daily model of coupled carbon and water fluxes (DALEC). An ensemble of acceptable parameterizations was generated using an ensemble Kalman filter and eddy covariance measurements of net C exchange. Geostatistical simulations generated an ensemble of meteorological driving variables for the site, consistent with the spatiotemporal autocorrelations inherent in the observational data from 13 local weather stations. Simulated meteorological data were propagated through the model to derive the uncertainty on the CO2 flux resultant from driver uncertainty typical of spatially extensive modeling studies. Furthermore, the model uncertainty was partitioned between temperature and precipitation. With at least one meteorological station within 25 km of the study site, driver uncertainty was relatively small ( 10% of the total net flux), while parameterization uncertainty was larger, 50% of the total net flux. The largest source of driver uncertainty was due to temperature (8% of the total flux). The combined effect of parameter and driver uncertainty was 57% of the total net flux. However, when the nearest meteorological station was > 100 km from the study site, uncertainty in net ecosystem exchange (NEE) predictions introduced by meteorological drivers increased by 88%. Precipitation estimates were a larger source of bias in NEE estimates than were temperature estimates, although the biases partly
A structured analysis of uncertainty surrounding modeled impacts of groundwater-extraction rules
Guillaume, Joseph H. A.; Qureshi, M. Ejaz; Jakeman, Anthony J.
2012-08-01
Integrating economic and groundwater models for groundwater-management can help improve understanding of trade-offs involved between conflicting socioeconomic and biophysical objectives. However, there is significant uncertainty in most strategic decision-making situations, including in the models constructed to represent them. If not addressed, this uncertainty may be used to challenge the legitimacy of the models and decisions made using them. In this context, a preliminary uncertainty analysis was conducted of a dynamic coupled economic-groundwater model aimed at assessing groundwater extraction rules. The analysis demonstrates how a variety of uncertainties in such a model can be addressed. A number of methods are used including propagation of scenarios and bounds on parameters, multiple models, block bootstrap time-series sampling and robust linear regression for model calibration. These methods are described within the context of a theoretical uncertainty management framework, using a set of fundamental uncertainty management tasks and an uncertainty typology.
Robust nonlinear control of nuclear reactors under model uncertainty
International Nuclear Information System (INIS)
Park, Moon Ghu
1993-02-01
A nonlinear model-based control method is developed for the robust control of a nuclear reactor. The nonlinear plant model is used to design a unique control law which covers a wide operating range. The robustness is a crucial factor for the fully automatic control of reactor power due to time-varying, uncertain parameters, and state estimation error, or unmodeled dynamics. A variable structure control (VSC) method is introduced which consists of an adaptive performance specification (fime control) after the tracking error reaches the narrow boundary-layer by a time-optimal control (coarse control). Variable structure control is a powerful method for nonlinear system controller design which has inherent robustness to parameter variations or external disturbances using the known uncertainty bounds, and it requires very low computational efforts. In spite of its desirable properties, conventional VSC presents several important drawbacks that limit its practical applicability. One of the most undesirable phenomena is chattering, which implies extremely high control activity and may excite high-frequency unmodeled dynamics. This problem is due to the neglected actuator time-delay or sampling effects. The problem was partially remedied by replacing chattering control by a smooth control inter-polation in a boundary layer neighnboring a time-varying sliding surface. But, for the nuclear reactor systems which has very fast dynamic response, the sampling effect may destroy the narrow boundary layer when a large uncertainty bound is used. Due to the very short neutron life time, large uncertainty bound leads to the high gain in feedback control. To resolve this problem, a derivative feedback is introduced that gives excellent performance by reducing the uncertainty bound. The stability of tracking error dynamics is guaranteed by the second method of Lyapunov using the two-level uncertainty bounds that are obtained from the knowledge of uncertainty bound and the estimated
Statistical approach for uncertainty quantification of experimental modal model parameters
DEFF Research Database (Denmark)
Luczak, M.; Peeters, B.; Kahsin, M.
2014-01-01
Composite materials are widely used in manufacture of aerospace and wind energy structural components. These load carrying structures are subjected to dynamic time-varying loading conditions. Robust structural dynamics identification procedure impose tight constraints on the quality of modal models...... represent different complexity levels ranging from coupon, through sub-component up to fully assembled aerospace and wind energy structural components made of composite materials. The proposed method is demonstrated on two application cases of a small and large wind turbine blade........ This paper aims at a systematic approach for uncertainty quantification of the parameters of the modal models estimated from experimentally obtained data. Statistical analysis of modal parameters is implemented to derive an assessment of the entire modal model uncertainty measure. Investigated structures...
Essays on model uncertainty in financial models
Li, Jing
2018-01-01
This dissertation studies model uncertainty, particularly in financial models. It consists of two empirical chapters and one theoretical chapter. The first empirical chapter (Chapter 2) classifies model uncertainty into parameter uncertainty and misspecification uncertainty. It investigates the
DEFF Research Database (Denmark)
Liu, Dedi; Li, Xiang; Guo, Shenglian
2015-01-01
Dynamic control of the flood limiting water level (FLWL) is a valuable and effective way to maximize the benefits from reservoir operation without exceeding the design risk. In order to analyze the impacts of input uncertainty, a Bayesian forecasting system (BFS) is adopted. Applying quantile water...... inflow values and their uncertainties obtained from the BFS, the reservoir operation results from different schemes can be analyzed in terms of benefits, dam safety, and downstream impacts during the flood season. When the reservoir FLWL dynamic control operation is implemented, there are two fundamental......, also deterministic water inflow was tested. The proposed model in the paper emphasizes the importance of analyzing the uncertainties of the water inflow forecasting system for real-time dynamic control of the FLWL for reservoir operation. For the case study, the selected quantile inflow from...
Stochastic dynamic analysis of marine risers considering Gaussian system uncertainties
Ni, Pinghe; Li, Jun; Hao, Hong; Xia, Yong
2018-03-01
This paper performs the stochastic dynamic response analysis of marine risers with material uncertainties, i.e. in the mass density and elastic modulus, by using Stochastic Finite Element Method (SFEM) and model reduction technique. These uncertainties are assumed having Gaussian distributions. The random mass density and elastic modulus are represented by using the Karhunen-Loève (KL) expansion. The Polynomial Chaos (PC) expansion is adopted to represent the vibration response because the covariance of the output is unknown. Model reduction based on the Iterated Improved Reduced System (IIRS) technique is applied to eliminate the PC coefficients of the slave degrees of freedom to reduce the dimension of the stochastic system. Monte Carlo Simulation (MCS) is conducted to obtain the reference response statistics. Two numerical examples are studied in this paper. The response statistics from the proposed approach are compared with those from MCS. It is noted that the computational time is significantly reduced while the accuracy is kept. The results demonstrate the efficiency of the proposed approach for stochastic dynamic response analysis of marine risers.
Tülin Erdem; Michael P. Keane
1996-01-01
We construct two models of the behavior of consumers in an environment where there is uncertainty about brand attributes. In our models, both usage experience and advertising exposure give consumers noisy signals about brand attributes. Consumers use these signals to update their expectations of brand attributes in a Bayesian manner. The two models are (1) a dynamic model with immediate utility maximization, and (2) a dynamic “forward-looking” model in which consumers maximize the expected pr...
A simplified model of choice behavior under uncertainty
Directory of Open Access Journals (Sweden)
Ching-Hung Lin
2016-08-01
Full Text Available The Iowa Gambling Task (IGT has been standardized as a clinical assessment tool (Bechara, 2007. Nonetheless, numerous research groups have attempted to modify IGT models to optimize parameters for predicting the choice behavior of normal controls and patients. A decade ago, most researchers considered the expected utility (EU model (Busemeyer and Stout, 2002 to be the optimal model for predicting choice behavior under uncertainty. However, in recent years, studies have demonstrated the prospect utility (PU models (Ahn et al., 2008 to be more effective than the EU models in the IGT. Nevertheless, after some preliminary tests, we propose that Ahn et al. (2008 PU model is not optimal due to some incompatible results between our behavioral and modeling data. This study aims to modify Ahn et al. (2008 PU model to a simplified model and collected 145 subjects’ IGT performance as the benchmark data for comparison. In our simplified PU model, the best goodness-of-fit was found mostly while α approaching zero. More specifically, we retested the key parameters α, λ , and A in the PU model. Notably, the power of influence of the parameters α, λ, and A has a hierarchical order in terms of manipulating the goodness-of-fit in the PU model. Additionally, we found that the parameters λ and A may be ineffective when the parameter α is close to zero in the PU model. The present simplified model demonstrated that decision makers mostly adopted the strategy of gain-stay-loss-shift rather than foreseeing the long-term outcome. However, there still have other behavioral variables that are not well revealed under these dynamic uncertainty situations. Therefore, the optimal behavioral models may not have been found. In short, the best model for predicting choice behavior under dynamic-uncertainty situations should be further evaluated.
Quantum-memory-assisted entropic uncertainty in spin models with Dzyaloshinskii-Moriya interaction
Huang, Zhiming
2018-02-01
In this article, we investigate the dynamics and correlations of quantum-memory-assisted entropic uncertainty, the tightness of the uncertainty, entanglement, quantum correlation and mixedness for various spin chain models with Dzyaloshinskii-Moriya (DM) interaction, including the XXZ model with DM interaction, the XY model with DM interaction and the Ising model with DM interaction. We find that the uncertainty grows to a stable value with growing temperature but reduces as the coupling coefficient, anisotropy parameter and DM values increase. It is found that the entropic uncertainty is closely correlated with the mixedness of the system. The increasing quantum correlation can result in a decrease in the uncertainty, and the robustness of quantum correlation is better than entanglement since entanglement means sudden birth and death. The tightness of the uncertainty drops to zero, apart from slight volatility as various parameters increase. Furthermore, we propose an effective approach to steering the uncertainty by weak measurement reversal.
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.)
Model uncertainty in safety assessment
Energy Technology Data Exchange (ETDEWEB)
Pulkkinen, U; Huovinen, T [VTT Automation, Espoo (Finland). Industrial Automation
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.).
Adaptive control of an exoskeleton robot with uncertainties on kinematics and dynamics.
Brahmi, Brahim; Saad, Maarouf; Ochoa-Luna, Cristobal; Rahman, Mohammad H
2017-07-01
In this paper, we propose a new adaptive control technique based on nonlinear sliding mode control (JSTDE) taking into account kinematics and dynamics uncertainties. This approach is applied to an exoskeleton robot with uncertain kinematics and dynamics. The adaptation design is based on Time Delay Estimation (TDE). The proposed strategy does not necessitate the well-defined dynamic and kinematic models of the system robot. The updated laws are designed using Lyapunov-function to solve the adaptation problem systematically, proving the close loop stability and ensuring the convergence asymptotically of the outputs tracking errors. Experiments results show the effectiveness and feasibility of JSTDE technique to deal with the variation of the unknown nonlinear dynamics and kinematics of the exoskeleton model.
Qi, Di
Turbulent dynamical systems are ubiquitous in science and engineering. Uncertainty quantification (UQ) in turbulent dynamical systems is a grand challenge where the goal is to obtain statistical estimates for key physical quantities. In the development of a proper UQ scheme for systems characterized by both a high-dimensional phase space and a large number of instabilities, significant model errors compared with the true natural signal are always unavoidable due to both the imperfect understanding of the underlying physical processes and the limited computational resources available. One central issue in contemporary research is the development of a systematic methodology for reduced order models that can recover the crucial features both with model fidelity in statistical equilibrium and with model sensitivity in response to perturbations. In the first part, we discuss a general mathematical framework to construct statistically accurate reduced-order models that have skill in capturing the statistical variability in the principal directions of a general class of complex systems with quadratic nonlinearity. A systematic hierarchy of simple statistical closure schemes, which are built through new global statistical energy conservation principles combined with statistical equilibrium fidelity, are designed and tested for UQ of these problems. Second, the capacity of imperfect low-order stochastic approximations to model extreme events in a passive scalar field advected by turbulent flows is investigated. The effects in complicated flow systems are considered including strong nonlinear and non-Gaussian interactions, and much simpler and cheaper imperfect models with model error are constructed to capture the crucial statistical features in the stationary tracer field. Several mathematical ideas are introduced to improve the prediction skill of the imperfect reduced-order models. Most importantly, empirical information theory and statistical linear response theory are
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
Nonlinear dynamics and numerical uncertainties in CFD
Yee, H. C.; Sweby, P. K.
1996-01-01
The application of nonlinear dynamics to improve the understanding of numerical uncertainties in computational fluid dynamics (CFD) is reviewed. Elementary examples in the use of dynamics to explain the nonlinear phenomena and spurious behavior that occur in numerics are given. The role of dynamics in the understanding of long time behavior of numerical integrations and the nonlinear stability, convergence, and reliability of using time-marching, approaches for obtaining steady-state numerical solutions in CFD is explained. The study is complemented with spurious behavior observed in CFD computations.
Supply based on demand dynamical model
Levi, Asaf; Sabuco, Juan; Sanjuán, Miguel A. F.
2018-04-01
We propose and numerically analyze a simple dynamical model that describes the firm behaviors under uncertainty of demand. Iterating this simple model and varying some parameter values, we observe a wide variety of market dynamics such as equilibria, periodic, and chaotic behaviors. Interestingly, the model is also able to reproduce market collapses.
DEFF Research Database (Denmark)
Thomsen, Nanna Isbak; Troldborg, Mads; McKnight, Ursula S.
2012-01-01
site. The different conceptual models consider different source characterizations and hydrogeological descriptions. The idea is to include a set of essentially different conceptual models where each model is believed to be realistic representation of the given site, based on the current level...... the appropriate management option. The uncertainty of mass discharge estimates depends greatly on the extent of the site characterization. A good approach for uncertainty estimation will be flexible with respect to the investigation level, and account for both parameter and conceptual model uncertainty. We...... propose a method for quantifying the uncertainty of dynamic mass discharge estimates from contaminant point sources on the local scale. The method considers both parameter and conceptual uncertainty through a multi-model approach. The multi-model approach evaluates multiple conceptual models for the same...
Brasseur, Pierre; Candille, Guillem; Bouttier, Pierre-Antoine; Brankart, Jean-Michel; Verron, Jacques
2015-04-01
The objective of this study is to explicitly simulate and quantify the uncertainty related to sea-level anomalies diagnosed from eddy-resolving ocean circulation models, in order to develop advanced methods suitable for addressing along-track altimetric data assimilation into such models. This work is carried out jointly with the MyOcean and SANGOMA (Stochastic Assimilation for the Next Generation Ocean Model Applications) consortium, funded by EU under the GMES umbrella over the 2012-2015 period. In this framework, a realistic circulation model of the North Atlantic ocean at 1/4° resolution (NATL025 configuration) has been adapted to include effects of unresolved scales on the dynamics. This is achieved by introducing stochastic perturbations of the equation of state to represent the associated model uncertainty. Assimilation experiments are designed using altimetric data from past and on-going missions (Jason-2 and Saral/AltiKA experiments, and Cryosat-2 for fully independent altimetric validation) to better control the Gulf Stream circulation, especially the frontal regions which are predominantly affected by the non-resolved dynamical scales. An ensemble based on such stochastic perturbations is then produced and evaluated -through the probabilistic criteria: the reliability and the resolution- using the model equivalent of along-track altimetric observations. These three elements (stochastic parameterization, ensemble simulation and 4D observation operator) are used together to perform optimal 4D analysis of along-track altimetry over 10-day assimilation windows. In this presentation, the results show that the free ensemble -before starting the assimilation process- well reproduces the climatological variability over the Gulf Stream area: the system is then pretty reliable but no informative (null probabilistic resolution). Updating the free ensemble with altimetric data leads to a better reliability and to an improvement of the information (resolution
Uncertainty analysis technique of dynamic response and cumulative damage properties of piping system
International Nuclear Information System (INIS)
Suzuki, Kohei; Aoki, Shigeru; Hara, Fumio; Hanaoka, Masaaki; Yamashita, Tadashi.
1982-01-01
It is a technologically important subject to establish the method of uncertainty analysis statistically examining the variation of the earthquake response and damage properties of equipment and piping system due to the change of input load and the parameters of structural system, for evaluating the aseismatic capability and dynamic structural reliability of these systems. The uncertainty in the response and damage properties when equipment and piping system are subjected to excessive vibration load is mainly dependent on the irregularity of acting input load such as the unsteady vibration of earthquakes, and structural uncertainty in forms and dimensions. This study is the basic one to establish the method for evaluating the uncertainty in the cumulative damage property at the time of resonant vibration of piping system due to the disperse of structural parameters with a simple model. First, the piping models with simple form were broken by resonant vibration, and the uncertainty in the cumulative damage property was evaluated. Next, the response analysis using an elasto-plastic mechanics model was performed by numerical simulation. Finally, the method of uncertainty analysis for response and damage properties by the perturbation method utilizing equivalent linearization was proposed, and its propriety was proved. (Kako, I.)
Uncertainty Quantification of CFD Data Generated for a Model Scramjet Isolator Flowfield
Baurle, R. A.; Axdahl, E. L.
2017-01-01
Computational fluid dynamics is now considered to be an indispensable tool for the design and development of scramjet engine components. Unfortunately, the quantification of uncertainties is rarely addressed with anything other than sensitivity studies, so the degree of confidence associated with the numerical results remains exclusively with the subject matter expert that generated them. This practice must be replaced with a formal uncertainty quantification process for computational fluid dynamics to play an expanded role in the system design, development, and flight certification process. Given the limitations of current hypersonic ground test facilities, this expanded role is believed to be a requirement by some in the hypersonics community if scramjet engines are to be given serious consideration as a viable propulsion system. The present effort describes a simple, relatively low cost, nonintrusive approach to uncertainty quantification that includes the basic ingredients required to handle both aleatoric (random) and epistemic (lack of knowledge) sources of uncertainty. The nonintrusive nature of the approach allows the computational fluid dynamicist to perform the uncertainty quantification with the flow solver treated as a "black box". Moreover, a large fraction of the process can be automated, allowing the uncertainty assessment to be readily adapted into the engineering design and development workflow. In the present work, the approach is applied to a model scramjet isolator problem where the desire is to validate turbulence closure models in the presence of uncertainty. In this context, the relevant uncertainty sources are determined and accounted for to allow the analyst to delineate turbulence model-form errors from other sources of uncertainty associated with the simulation of the facility flow.
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
Confronting dynamics and uncertainty in optimal decision making for conservation
Williams, Byron K.; Johnson, Fred A.
2013-06-01
The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a
Confronting dynamics and uncertainty in optimal decision making for conservation
Williams, Byron K.; Johnson, Fred A.
2013-01-01
The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a
Confronting dynamics and uncertainty in optimal decision making for conservation
International Nuclear Information System (INIS)
Williams, Byron K; Johnson, Fred A
2013-01-01
The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a
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
Ming, Fei; Wang, Dong; Shi, Wei-Nan; Huang, Ai-Jun; Sun, Wen-Yang; Ye, Liu
2018-04-01
The uncertainty principle is recognized as an elementary ingredient of quantum theory and sets up a significant bound to predict outcome of measurement for a couple of incompatible observables. In this work, we develop dynamical features of quantum memory-assisted entropic uncertainty relations (QMA-EUR) in a two-qubit Heisenberg XXZ spin chain with an inhomogeneous magnetic field. We specifically derive the dynamical evolutions of the entropic uncertainty with respect to the measurement in the Heisenberg XXZ model when spin A is initially correlated with quantum memory B. It has been found that the larger coupling strength J of the ferromagnetism ( J 0 ) chains can effectively degrade the measuring uncertainty. Besides, it turns out that the higher temperature can induce the inflation of the uncertainty because the thermal entanglement becomes relatively weak in this scenario, and there exists a distinct dynamical behavior of the uncertainty when an inhomogeneous magnetic field emerges. With the growing magnetic field | B | , the variation of the entropic uncertainty will be non-monotonic. Meanwhile, we compare several different optimized bounds existing with the initial bound proposed by Berta et al. and consequently conclude Adabi et al.'s result is optimal. Moreover, we also investigate the mixedness of the system of interest, dramatically associated with the uncertainty. Remarkably, we put forward a possible physical interpretation to explain the evolutionary phenomenon of the uncertainty. Finally, we take advantage of a local filtering operation to steer the magnitude of the uncertainty. Therefore, our explorations may shed light on the entropic uncertainty under the Heisenberg XXZ model and hence be of importance to quantum precision measurement over solid state-based quantum information processing.
The role of uncertainty in supply chains under dynamic modeling
Directory of Open Access Journals (Sweden)
M. Fera
2017-01-01
Full Text Available The uncertainty in the supply chains (SCs for manufacturing and services firms is going to be, over the coming decades, more important for the companies that are called to compete in a new globalized economy. Risky situations for manufacturing are considered in trying to individuate the optimal positioning of the order penetration point (OPP. It aims at defining the best level of information of the client’s order going back through the several supply chain (SC phases, i.e. engineering, procurement, production and distribution. This work aims at defining a system dynamics model to assess competitiveness coming from the positioning of the order in different SC locations. A Taguchi analysis has been implemented to create a decision map for identifying possible strategic decisions under different scenarios and with alternatives for order location in the SC levels. Centralized and decentralized strategies for SC integration are discussed. In the model proposed, the location of OPP is influenced by the demand variation, production time, stock-outs and stock amount. Results of this research are as follows: (i customer-oriented strategies are preferable under high volatility of demand, (ii production-focused strategies are suggested when the probability of stock-outs is high, (iii no specific location is preferable if a centralized control architecture is implemented, (iv centralization requires cooperation among partners to achieve the SC optimum point, (v the producer must not prefer the OPP location at the Retailer level when the general strategy is focused on a decentralized approach.
Uncertainty Quantification in Control Problems for Flocking Models
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Giacomo Albi
2015-01-01
Full Text Available The optimal control of flocking models with random inputs is investigated from a numerical point of view. The effect of uncertainty in the interaction parameters is studied for a Cucker-Smale type model using a generalized polynomial chaos (gPC approach. Numerical evidence of threshold effects in the alignment dynamic due to the random parameters is given. The use of a selective model predictive control permits steering of the system towards the desired state even in unstable regimes.
Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window.
Onorante, Luca; Raftery, Adrian E
2016-01-01
Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam's window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods.
Directory of Open Access Journals (Sweden)
S. Arnold
2009-10-01
Full Text Available In this paper we develop and apply a conceptual ecohydrological model to investigate the effects of model structure and parameter uncertainty on the simulation of vegetation structure and hydrological dynamics. The model is applied for a typical water limited riparian ecosystem along an ephemeral river: the middle section of the Kuiseb River in Namibia. We modelled this system by coupling an ecological model with a conceptual hydrological model. The hydrological model is storage based with stochastical forcing from the flood. The ecosystem is modelled with a population model, and represents three dominating riparian plant populations. In appreciation of uncertainty about population dynamics, we applied three model versions with increasing complexity. Population parameters were found by Latin hypercube sampling of the parameter space and with the constraint that three species should coexist as observed. Two of the three models were able to reproduce the observed coexistence. However, both models relied on different coexistence mechanisms, and reacted differently to change of long term memory in the flood forcing. The coexistence requirement strongly constrained the parameter space for both successful models. Only very few parameter sets (0.5% of 150 000 samples allowed for coexistence in a representative number of repeated simulations (at least 10 out of 100 and the success of the coexistence mechanism was controlled by the combination of population parameters. The ensemble statistics of average values of hydrologic variables like transpiration and depth to ground water were similar for both models, suggesting that they were mainly controlled by the applied hydrological model. The ensemble statistics of the fluctuations of depth to groundwater and transpiration, however, differed significantly, suggesting that they were controlled by the applied ecological model and coexistence mechanisms. Our study emphasizes that uncertainty about ecosystem
Michalik, Thomas; Multsch, Sebastian; Frede, Hans-Georg; Breuer, Lutz
2016-04-01
Water for agriculture is strongly limited in arid and semi-arid regions and often of low quality in terms of salinity. The application of saline waters for irrigation increases the salt load in the rooting zone and has to be managed by leaching to maintain a healthy soil, i.e. to wash out salts by additional irrigation. Dynamic simulation models are helpful tools to calculate the root zone water fluxes and soil salinity content in order to investigate best management practices. However, there is little information on structural and parameter uncertainty for simulations regarding the water and salt balance of saline irrigation. Hence, we established a multi-model system with four different models (AquaCrop, RZWQM, SWAP, Hydrus1D/UNSATCHEM) to analyze the structural and parameter uncertainty by using the Global Likelihood and Uncertainty Estimation (GLUE) method. Hydrus1D/UNSATCHEM and SWAP were set up with multiple sets of different implemented functions (e.g. matric and osmotic stress for root water uptake) which results in a broad range of different model structures. The simulations were evaluated against soil water and salinity content observations. The posterior distribution of the GLUE analysis gives behavioral parameters sets and reveals uncertainty intervals for parameter uncertainty. Throughout all of the model sets, most parameters accounting for the soil water balance show a low uncertainty, only one or two out of five to six parameters in each model set displays a high uncertainty (e.g. pore-size distribution index in SWAP and Hydrus1D/UNSATCHEM). The differences between the models and model setups reveal the structural uncertainty. The highest structural uncertainty is observed for deep percolation fluxes between the model sets of Hydrus1D/UNSATCHEM (~200 mm) and RZWQM (~500 mm) that are more than twice as high for the latter. The model sets show a high variation in uncertainty intervals for deep percolation as well, with an interquartile range (IQR) of
Zhang, Zuo-Yuan; Wei, DaXiu; Liu, Jin-Ming
2018-06-01
The precision of measurements for two incompatible observables in a physical system can be improved with the assistance of quantum memory. In this paper, we investigate the quantum-memory-assisted entropic uncertainty relation for a spin-1 Heisenberg model in the presence of external magnetic fields, the systemic quantum entanglement (characterized by the negativity) is analyzed as contrast. Our results show that for the XY spin chain in thermal equilibrium, the entropic uncertainty can be reduced by reinforcing the coupling between the two particles or decreasing the temperature of the environment. At zero-temperature, the strong magnetic field can result in the growth of the entropic uncertainty. Moreover, in the Ising case, the variation trends of the uncertainty are relied on the choices of anisotropic parameters. Taking the influence of intrinsic decoherence into account, we find that the strong coupling accelerates the inflation of the uncertainty over time, whereas the high magnetic field contributes to its reduction during the temporal evolution. Furthermore, we also verify that the evolution behavior of the entropic uncertainty is roughly anti-correlated with that of the entanglement in the whole dynamical process. Our results could offer new insights into quantum precision measurement for the high spin solid-state systems.
Fuzzy parametric uncertainty analysis of linear dynamical systems: A surrogate modeling approach
Chowdhury, R.; Adhikari, S.
2012-10-01
Uncertainty propagation engineering systems possess significant computational challenges. This paper explores the possibility of using correlated function expansion based metamodelling approach when uncertain system parameters are modeled using Fuzzy variables. In particular, the application of High-Dimensional Model Representation (HDMR) is proposed for fuzzy finite element analysis of dynamical systems. The HDMR expansion is a set of quantitative model assessment and analysis tools for capturing high-dimensional input-output system behavior based on a hierarchy of functions of increasing dimensions. The input variables may be either finite-dimensional (i.e., a vector of parameters chosen from the Euclidean space RM) or may be infinite-dimensional as in the function space CM[0,1]. The computational effort to determine the expansion functions using the alpha cut method scales polynomially with the number of variables rather than exponentially. This logic is based on the fundamental assumption underlying the HDMR representation that only low-order correlations among the input variables are likely to have significant impacts upon the outputs for most high-dimensional complex systems. The proposed method is integrated with a commercial Finite Element software. Modal analysis of a simplified aircraft wing with Fuzzy parameters has been used to illustrate the generality of the proposed approach. In the numerical examples, triangular membership functions have been used and the results have been validated against direct Monte Carlo simulations.
Debry, E.; Malherbe, L.; Schillinger, C.; Bessagnet, B.; Rouil, L.
2009-04-01
Evaluation of human exposure to atmospheric pollution usually requires the knowledge of pollutants concentrations in ambient air. In the framework of PAISA project, which studies the influence of socio-economical status on relationships between air pollution and short term health effects, the concentrations of gas and particle pollutants are computed over Strasbourg with the ADMS-Urban model. As for any modeling result, simulated concentrations come with uncertainties which have to be characterized and quantified. There are several sources of uncertainties related to input data and parameters, i.e. fields used to execute the model like meteorological fields, boundary conditions and emissions, related to the model formulation because of incomplete or inaccurate treatment of dynamical and chemical processes, and inherent to the stochastic behavior of atmosphere and human activities [1]. Our aim is here to assess the uncertainties of the simulated concentrations with respect to input data and model parameters. In this scope the first step consisted in bringing out the input data and model parameters that contribute most effectively to space and time variability of predicted concentrations. Concentrations of several pollutants were simulated for two months in winter 2004 and two months in summer 2004 over five areas of Strasbourg. The sensitivity analysis shows the dominating influence of boundary conditions and emissions. Among model parameters, the roughness and Monin-Obukhov lengths appear to have non neglectable local effects. Dry deposition is also an important dynamic process. The second step of the characterization and quantification of uncertainties consists in attributing a probability distribution to each input data and model parameter and in propagating the joint distribution of all data and parameters into the model so as to associate a probability distribution to the modeled concentrations. Several analytical and numerical methods exist to perform an
Uncertainty analysis for dynamic properties of MEMS resonator supported by fuzzy arithmetics
Directory of Open Access Journals (Sweden)
A Martowicz
2016-04-01
Full Text Available In the paper the application of uncertainty analysis performed formicroelectromechanical resonator is presented. Main objective ofundertaken analysis is to assess the propagation of considered uncertaintiesin the variation of chosen dynamic characteristics of Finite Element model ofmicroresonator. Many different model parameters have been assumed tobe uncertain: geometry and material properties. Apart from total uncertaintypropagation, sensitivity analysis has been carried out to study separateinfluences of all input uncertain characteristics. Uncertainty analysis has beenperformed by means of fuzzy arithmetics in which alpha-cut strategy hasbeen applied to assemble output fuzzy number. Monte Carlo Simulation andGenetic Algorithms have been employed to calculate intervals connectedwith each alpha-cut of searched fuzzy number. Elaborated model ofmicroresonator has taken into account in a simplified way the presence ofsurrounding air and constant electrostatic field.
On the relationship between aerosol model uncertainty and radiative forcing uncertainty.
Lee, Lindsay A; Reddington, Carly L; Carslaw, Kenneth S
2016-05-24
The largest uncertainty in the historical radiative forcing of climate is caused by the interaction of aerosols with clouds. Historical forcing is not a directly measurable quantity, so reliable assessments depend on the development of global models of aerosols and clouds that are well constrained by observations. However, there has been no systematic assessment of how reduction in the uncertainty of global aerosol models will feed through to the uncertainty in the predicted forcing. We use a global model perturbed parameter ensemble to show that tight observational constraint of aerosol concentrations in the model has a relatively small effect on the aerosol-related uncertainty in the calculated forcing between preindustrial and present-day periods. One factor is the low sensitivity of present-day aerosol to natural emissions that determine the preindustrial aerosol state. However, the major cause of the weak constraint is that the full uncertainty space of the model generates a large number of model variants that are equally acceptable compared to present-day aerosol observations. The narrow range of aerosol concentrations in the observationally constrained model gives the impression of low aerosol model uncertainty. However, these multiple "equifinal" models predict a wide range of forcings. To make progress, we need to develop a much deeper understanding of model uncertainty and ways to use observations to constrain it. Equifinality in the aerosol model means that tuning of a small number of model processes to achieve model-observation agreement could give a misleading impression of model robustness.
Bilcke, Joke; Chapman, Ruth; Atchison, Christina; Cromer, Deborah; Johnson, Helen; Willem, Lander; Cox, Martin; Edmunds, William John; Jit, Mark
2015-07-01
Two vaccines (Rotarix and RotaTeq) are highly effective at preventing severe rotavirus disease. Rotavirus vaccination has been introduced in the United Kingdom and other countries partly based on modeling and cost-effectiveness results. However, most of these models fail to account for the uncertainty about several vaccine characteristics and the mechanism of vaccine action. A deterministic dynamic transmission model of rotavirus vaccination in the United Kingdom was developed. This improves on previous models by 1) allowing for 2 different mechanisms of action for Rotarix and RotaTeq, 2) using clinical trial data to understand these mechanisms, and 3) accounting for uncertainty by using Markov Chain Monte Carlo. In the long run, Rotarix and RotaTeq are predicted to reduce the overall rotavirus incidence by 50% (39%-63%) and 44% (30%-62%), respectively but with an increase in incidence in primary school children and adults up to 25 y of age. The vaccines are estimated to give more protection than 1 or 2 natural infections. The duration of protection is highly uncertain but has only impact on the predicted reduction in rotavirus burden for values lower than 10 y. The 2 vaccine mechanism structures fit equally well with the clinical trial data. Long-term postvaccination dynamics cannot be predicted reliably with the data available. Accounting for the joint uncertainty of several vaccine characteristics resulted in more insight into which of these are crucial for determining the impact of rotavirus vaccination. Data for up to at least 10 y postvaccination and covering older children and adults are crucial to address remaining questions on the impact of widespread rotavirus vaccination. © The Author(s) 2015.
A Bayesian framework for parameter estimation in dynamical models.
Directory of Open Access Journals (Sweden)
Flávio Codeço Coelho
Full Text Available Mathematical models in biology are powerful tools for the study and exploration of complex dynamics. Nevertheless, bringing theoretical results to an agreement with experimental observations involves acknowledging a great deal of uncertainty intrinsic to our theoretical representation of a real system. Proper handling of such uncertainties is key to the successful usage of models to predict experimental or field observations. This problem has been addressed over the years by many tools for model calibration and parameter estimation. In this article we present a general framework for uncertainty analysis and parameter estimation that is designed to handle uncertainties associated with the modeling of dynamic biological systems while remaining agnostic as to the type of model used. We apply the framework to fit an SIR-like influenza transmission model to 7 years of incidence data in three European countries: Belgium, the Netherlands and Portugal.
Malard, J. J.; Rojas, M.; Adamowski, J. F.; Gálvez, J.; Tuy, H. A.; Melgar-Quiñonez, H.
2015-12-01
While cropping models represent the biophysical aspects of agricultural systems, system dynamics modelling offers the possibility of representing the socioeconomic (including social and cultural) aspects of these systems. The two types of models can then be coupled in order to include the socioeconomic dimensions of climate change adaptation in the predictions of cropping models.We develop a dynamically coupled socioeconomic-biophysical model of agricultural production and its repercussions on food security in two case studies from Guatemala (a market-based, intensive agricultural system and a low-input, subsistence crop-based system). Through the specification of the climate inputs to the cropping model, the impacts of climate change on the entire system can be analysed, and the participatory nature of the system dynamics model-building process, in which stakeholders from NGOs to local governmental extension workers were included, helps ensure local trust in and use of the model.However, the analysis of climate variability's impacts on agroecosystems includes uncertainty, especially in the case of joint physical-socioeconomic modelling, and the explicit representation of this uncertainty in the participatory development of the models is important to ensure appropriate use of the models by the end users. In addition, standard model calibration, validation, and uncertainty interval estimation techniques used for physically-based models are impractical in the case of socioeconomic modelling. We present a methodology for the calibration and uncertainty analysis of coupled biophysical (cropping) and system dynamics (socioeconomic) agricultural models, using survey data and expert input to calibrate and evaluate the uncertainty of the system dynamics as well as of the overall coupled model. This approach offers an important tool for local decision makers to evaluate the potential impacts of climate change and their feedbacks through the associated socioeconomic system.
Chemical model reduction under uncertainty
Najm, Habib; Galassi, R. Malpica; Valorani, M.
2016-01-01
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.
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.
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
Dynamic pricing for demand response considering market price uncertainty
DEFF Research Database (Denmark)
Ghazvini, Mohammad Ali Fotouhi; Soares, Joao; Morais, Hugo
2017-01-01
Retail energy providers (REPs) can employ different strategies such as offering demand response (DR) programs, participating in bilateral contracts, and employing self-generation distributed generation (DG) units to avoid financial losses in the volatile electricity markets. In this paper......, the problem of setting dynamic retail sales price by a REP is addressed with a robust optimization technique. In the proposed model, the REP offers price-based DR programs while it faces uncertainties in the wholesale market price. The main contribution of this paper is using a robust optimization approach...
Uncertainties in Nuclear Proliferation Modeling
International Nuclear Information System (INIS)
Kim, Chul Min; Yim, Man-Sung; Park, Hyeon Seok
2015-01-01
There have been various efforts in the research community to understand the determinants of nuclear proliferation and develop quantitative tools to predict nuclear proliferation events. Such systematic approaches have shown the possibility to provide warning for the international community to prevent nuclear proliferation activities. However, there are still large debates for the robustness of the actual effect of determinants and projection results. Some studies have shown that several factors can cause uncertainties in previous quantitative nuclear proliferation modeling works. This paper analyzes the uncertainties in the past approaches and suggests future works in the view of proliferation history, analysis methods, and variable selection. The research community still lacks the knowledge for the source of uncertainty in current models. Fundamental problems in modeling will remain even other advanced modeling method is developed. Before starting to develop fancy model based on the time dependent proliferation determinants' hypothesis, using graph theory, etc., it is important to analyze the uncertainty of current model to solve the fundamental problems of nuclear proliferation modeling. The uncertainty from different proliferation history coding is small. Serious problems are from limited analysis methods and correlation among the variables. Problems in regression analysis and survival analysis cause huge uncertainties when using the same dataset, which decreases the robustness of the result. Inaccurate variables for nuclear proliferation also increase the uncertainty. To overcome these problems, further quantitative research should focus on analyzing the knowledge suggested on the qualitative nuclear proliferation studies
Handling uncertainty in dynamic models: the pentose phosphate pathway in Trypanosoma brucei.
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Eduard J Kerkhoven
Full Text Available Dynamic models of metabolism can be useful in identifying potential drug targets, especially in unicellular organisms. A model of glycolysis in the causative agent of human African trypanosomiasis, Trypanosoma brucei, has already shown the utility of this approach. Here we add the pentose phosphate pathway (PPP of T. brucei to the glycolytic model. The PPP is localized to both the cytosol and the glycosome and adding it to the glycolytic model without further adjustments leads to a draining of the essential bound-phosphate moiety within the glycosome. This phosphate "leak" must be resolved for the model to be a reasonable representation of parasite physiology. Two main types of theoretical solution to the problem could be identified: (i including additional enzymatic reactions in the glycosome, or (ii adding a mechanism to transfer bound phosphates between cytosol and glycosome. One example of the first type of solution would be the presence of a glycosomal ribokinase to regenerate ATP from ribose 5-phosphate and ADP. Experimental characterization of ribokinase in T. brucei showed that very low enzyme levels are sufficient for parasite survival, indicating that other mechanisms are required in controlling the phosphate leak. Examples of the second type would involve the presence of an ATP:ADP exchanger or recently described permeability pores in the glycosomal membrane, although the current absence of identified genes encoding such molecules impedes experimental testing by genetic manipulation. Confronted with this uncertainty, we present a modeling strategy that identifies robust predictions in the context of incomplete system characterization. We illustrate this strategy by exploring the mechanism underlying the essential function of one of the PPP enzymes, and validate it by confirming the model predictions experimentally.
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
Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam’s Window*
Onorante, Luca; Raftery, Adrian E.
2015-01-01
Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam’s window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods. PMID:26917859
Uncertainties in radioecological assessment models
International Nuclear Information System (INIS)
Hoffman, F.O.; Miller, C.W.; Ng, Y.C.
1983-01-01
Environmental radiological assessments rely heavily on the use of mathematical models. The predictions of these models are inherently uncertain because models are inexact representations of real systems. The major sources of this uncertainty are related to bias in model formulation and imprecision in parameter estimation. The magnitude of uncertainty is a function of the questions asked of the model and the specific radionuclides and exposure pathways of dominant importance. It is concluded that models developed as research tools should be distinguished from models developed for assessment applications. Furthermore, increased model complexity does not necessarily guarantee increased accuracy. To improve the realism of assessment modeling, stochastic procedures are recommended that translate uncertain parameter estimates into a distribution of predicted values. These procedures also permit the importance of model parameters to be ranked according to their relative contribution to the overall predicted uncertainty. Although confidence in model predictions can be improved through site-specific parameter estimation and increased model validation, health risk factors and internal dosimetry models will probably remain important contributors to the amount of uncertainty that is irreducible. 41 references, 4 figures, 4 tables
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...
Model Uncertainty for Bilinear Hysteretic Systems
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Thoft-Christensen, Palle
1984-01-01
. The statistical uncertainty -due to lack of information can e.g. be taken into account by describing the variables by predictive 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-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...
Uncertainty and validation. Effect of model complexity on uncertainty estimates
Energy Technology Data Exchange (ETDEWEB)
Elert, M. [Kemakta Konsult AB, Stockholm (Sweden)] [ed.
1996-09-01
In the Model Complexity subgroup of BIOMOVS II, models of varying complexity have been applied to the problem of downward transport of radionuclides in soils. A scenario describing a case of surface contamination of a pasture soil was defined. Three different radionuclides with different environmental behavior and radioactive half-lives were considered: Cs-137, Sr-90 and I-129. The intention was to give a detailed specification of the parameters required by different kinds of model, together with reasonable values for the parameter uncertainty. A total of seven modelling teams participated in the study using 13 different models. Four of the modelling groups performed uncertainty calculations using nine different modelling approaches. The models used range in complexity from analytical solutions of a 2-box model using annual average data to numerical models coupling hydrology and transport using data varying on a daily basis. The complex models needed to consider all aspects of radionuclide transport in a soil with a variable hydrology are often impractical to use in safety assessments. Instead simpler models, often box models, are preferred. The comparison of predictions made with the complex models and the simple models for this scenario show that the predictions in many cases are very similar, e g in the predictions of the evolution of the root zone concentration. However, in other cases differences of many orders of magnitude can appear. One example is the prediction of the flux to the groundwater of radionuclides being transported through the soil column. Some issues that have come to focus in this study: There are large differences in the predicted soil hydrology and as a consequence also in the radionuclide transport, which suggests that there are large uncertainties in the calculation of effective precipitation and evapotranspiration. The approach used for modelling the water transport in the root zone has an impact on the predictions of the decline in root
Feature Extraction for Structural Dynamics Model Validation
Energy Technology Data Exchange (ETDEWEB)
Farrar, Charles [Los Alamos National Laboratory; Nishio, Mayuko [Yokohama University; Hemez, Francois [Los Alamos National Laboratory; Stull, Chris [Los Alamos National Laboratory; Park, Gyuhae [Chonnam Univesity; Cornwell, Phil [Rose-Hulman Institute of Technology; Figueiredo, Eloi [Universidade Lusófona; Luscher, D. J. [Los Alamos National Laboratory; Worden, Keith [University of Sheffield
2016-01-13
As structural dynamics becomes increasingly non-modal, stochastic and nonlinear, finite element model-updating technology must adopt the broader notions of model validation and uncertainty quantification. For example, particular re-sampling procedures must be implemented to propagate uncertainty through a forward calculation, and non-modal features must be defined to analyze nonlinear data sets. The latter topic is the focus of this report, but first, some more general comments regarding the concept of model validation will be discussed.
Development of a Dynamic Lidar Uncertainty Framework
Energy Technology Data Exchange (ETDEWEB)
Newman, Jennifer [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Clifton, Andrew [WindForS; Bonin, Timothy [CIRES/NOAA ESRL; Choukulkar, Aditya [CIRES/NOAA ESRL; Brewer, W. Alan [NOAA ESRL; Delgado, Ruben [University of Maryland Baltimore County
2017-08-07
As wind turbine sizes increase and wind energy expands to more complex and remote sites, remote-sensing devices such as lidars are expected to play a key role in wind resource assessment and power performance testing. The switch to remote-sensing devices represents a paradigm shift in the way the wind industry typically obtains and interprets measurement data for wind energy. For example, the measurement techniques and sources of uncertainty for a remote-sensing device are vastly different from those associated with a cup anemometer on a meteorological tower. Current IEC standards for quantifying remote sensing device uncertainty for power performance testing consider uncertainty due to mounting, calibration, and classification of the remote sensing device, among other parameters. Values of the uncertainty are typically given as a function of the mean wind speed measured by a reference device and are generally fixed, leading to climatic uncertainty values that apply to the entire measurement campaign. However, real-world experience and a consideration of the fundamentals of the measurement process have shown that lidar performance is highly dependent on atmospheric conditions, such as wind shear, turbulence, and aerosol content. At present, these conditions are not directly incorporated into the estimated uncertainty of a lidar device. In this presentation, we describe the development of a new dynamic lidar uncertainty framework that adapts to current flow conditions and more accurately represents the actual uncertainty inherent in lidar measurements under different conditions. In this new framework, sources of uncertainty are identified for estimation of the line-of-sight wind speed and reconstruction of the three-dimensional wind field. These sources are then related to physical processes caused by the atmosphere and lidar operating conditions. The framework is applied to lidar data from a field measurement site to assess the ability of the framework to predict
Evaluating Predictive Uncertainty of Hyporheic Exchange Modelling
Chow, R.; Bennett, J.; Dugge, J.; Wöhling, T.; Nowak, W.
2017-12-01
Hyporheic exchange is the interaction of water between rivers and groundwater, and is difficult to predict. One of the largest contributions to predictive uncertainty for hyporheic fluxes have been attributed to the representation of heterogeneous subsurface properties. This research aims to evaluate which aspect of the subsurface representation - the spatial distribution of hydrofacies or the model for local-scale (within-facies) heterogeneity - most influences the predictive uncertainty. Also, we seek to identify data types that help reduce this uncertainty best. For this investigation, we conduct a modelling study of the Steinlach River meander, in Southwest Germany. The Steinlach River meander is an experimental site established in 2010 to monitor hyporheic exchange at the meander scale. We use HydroGeoSphere, a fully integrated surface water-groundwater model, to model hyporheic exchange and to assess the predictive uncertainty of hyporheic exchange transit times (HETT). A highly parameterized complex model is built and treated as `virtual reality', which is in turn modelled with simpler subsurface parameterization schemes (Figure). Then, we conduct Monte-Carlo simulations with these models to estimate the predictive uncertainty. Results indicate that: Uncertainty in HETT is relatively small for early times and increases with transit times. Uncertainty from local-scale heterogeneity is negligible compared to uncertainty in the hydrofacies distribution. Introducing more data to a poor model structure may reduce predictive variance, but does not reduce predictive bias. Hydraulic head observations alone cannot constrain the uncertainty of HETT, however an estimate of hyporheic exchange flux proves to be more effective at reducing this uncertainty. Figure: Approach for evaluating predictive model uncertainty. A conceptual model is first developed from the field investigations. A complex model (`virtual reality') is then developed based on that conceptual model
Development of Property Models with Uncertainty Estimate for Process Design under Uncertainty
DEFF Research Database (Denmark)
Hukkerikar, Amol; Sarup, Bent; Abildskov, Jens
more reliable predictions with a new and improved set of model parameters for GC (group contribution) based and CI (atom connectivity index) based models and to quantify the uncertainties in the estimated property values from a process design point-of-view. This includes: (i) parameter estimation using....... The comparison of model prediction uncertainties with reported range of measurement uncertainties is presented for the properties with related available data. The application of the developed methodology to quantify the effect of these uncertainties on the design of different unit operations (distillation column......, the developed methodology can be used to quantify the sensitivity of process design to uncertainties in property estimates; obtain rationally the risk/safety factors in process design; and identify additional experimentation needs in order to reduce most critical uncertainties....
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
Modeling Uncertainty in Climate Change: A Multi-Model Comparison
Energy Technology Data Exchange (ETDEWEB)
Gillingham, Kenneth; Nordhaus, William; Anthoff, David; Blanford, Geoffrey J.; Bosetti, Valentina; Christensen, Peter; McJeon, Haewon C.; Reilly, J. M.; Sztorc, Paul
2015-10-01
The economics of climate change involves a vast array of uncertainties, complicating both the analysis and development of climate policy. This study presents the results of the first comprehensive study of uncertainty in climate change using multiple integrated assessment models. The study looks at model and parametric uncertainties for population, total factor productivity, and climate sensitivity and estimates the pdfs of key output variables, including CO_{2} concentrations, temperature, damages, and the social cost of carbon (SCC). One key finding is that parametric uncertainty is more important than uncertainty in model structure. Our resulting pdfs also provide insight on tail events.
Assessing scenario and parametric uncertainties in risk analysis: a model uncertainty audit
International Nuclear Information System (INIS)
Tarantola, S.; Saltelli, A.; Draper, D.
1999-01-01
In the present study a process of model audit is addressed on a computational model used for predicting maximum radiological doses to humans in the field of nuclear waste disposal. Global uncertainty and sensitivity analyses are employed to assess output uncertainty and to quantify the contribution of parametric and scenario uncertainties to the model output. These tools are of fundamental importance for risk analysis and decision making purposes
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
Uncertainty of Modal Parameters Estimated by ARMA Models
DEFF Research Database (Denmark)
Jensen, Jakob Laigaard; Brincker, Rune; Rytter, Anders
In this paper the uncertainties of identified modal parameters such as eigenfrequencies and damping ratios are assessed. From the measured response of dynamic excited structures the modal parameters may be identified and provide important structural knowledge. However the uncertainty of the param...
Uncertainty and validation. Effect of model complexity on uncertainty estimates
International Nuclear Information System (INIS)
Elert, M.
1996-09-01
In the Model Complexity subgroup of BIOMOVS II, models of varying complexity have been applied to the problem of downward transport of radionuclides in soils. A scenario describing a case of surface contamination of a pasture soil was defined. Three different radionuclides with different environmental behavior and radioactive half-lives were considered: Cs-137, Sr-90 and I-129. The intention was to give a detailed specification of the parameters required by different kinds of model, together with reasonable values for the parameter uncertainty. A total of seven modelling teams participated in the study using 13 different models. Four of the modelling groups performed uncertainty calculations using nine different modelling approaches. The models used range in complexity from analytical solutions of a 2-box model using annual average data to numerical models coupling hydrology and transport using data varying on a daily basis. The complex models needed to consider all aspects of radionuclide transport in a soil with a variable hydrology are often impractical to use in safety assessments. Instead simpler models, often box models, are preferred. The comparison of predictions made with the complex models and the simple models for this scenario show that the predictions in many cases are very similar, e g in the predictions of the evolution of the root zone concentration. However, in other cases differences of many orders of magnitude can appear. One example is the prediction of the flux to the groundwater of radionuclides being transported through the soil column. Some issues that have come to focus in this study: There are large differences in the predicted soil hydrology and as a consequence also in the radionuclide transport, which suggests that there are large uncertainties in the calculation of effective precipitation and evapotranspiration. The approach used for modelling the water transport in the root zone has an impact on the predictions of the decline in root
DEFF Research Database (Denmark)
Mørkholt, Jakob
1997-01-01
Optimal feedback control of broadband sound radiation from a rectangular baffled panel has been investigated through computer simulations. Special emphasis has been put on the sensitivity of the optimal feedback control to uncertainties in the modelling of the system under control.A model...... in terms of a set of radiation filters modelling the radiation dynamics.Linear quadratic feedback control applied to the panel in order to minimise the radiated sound power has then been simulated. The sensitivity of the model based controller to modelling uncertainties when using feedback from actual...
Climate change decision-making: Model & parameter uncertainties explored
Energy Technology Data Exchange (ETDEWEB)
Dowlatabadi, H.; Kandlikar, M.; Linville, C.
1995-12-31
A critical aspect of climate change decision-making is uncertainties in current understanding of the socioeconomic, climatic and biogeochemical processes involved. Decision-making processes are much better informed if these uncertainties are characterized and their implications understood. Quantitative analysis of these uncertainties serve to inform decision makers about the likely outcome of policy initiatives, and help set priorities for research so that outcome ambiguities faced by the decision-makers are reduced. A family of integrated assessment models of climate change have been developed at Carnegie Mellon. These models are distinguished from other integrated assessment efforts in that they were designed from the outset to characterize and propagate parameter, model, value, and decision-rule uncertainties. The most recent of these models is ICAM 2.1. This model includes representation of the processes of demographics, economic activity, emissions, atmospheric chemistry, climate and sea level change and impacts from these changes and policies for emissions mitigation, and adaptation to change. The model has over 800 objects of which about one half are used to represent uncertainty. In this paper we show, that when considering parameter uncertainties, the relative contribution of climatic uncertainties are most important, followed by uncertainties in damage calculations, economic uncertainties and direct aerosol forcing uncertainties. When considering model structure uncertainties we find that the choice of policy is often dominated by model structure choice, rather than parameter uncertainties.
Incorporating uncertainty in predictive species distribution modelling.
Beale, Colin M; Lennon, Jack J
2012-01-19
Motivated by the need to solve ecological problems (climate change, habitat fragmentation and biological invasions), there has been increasing interest in species distribution models (SDMs). Predictions from these models inform conservation policy, invasive species management and disease-control measures. However, predictions are subject to uncertainty, the degree and source of which is often unrecognized. Here, we review the SDM literature in the context of uncertainty, focusing on three main classes of SDM: niche-based models, demographic models and process-based models. We identify sources of uncertainty for each class and discuss how uncertainty can be minimized or included in the modelling process to give realistic measures of confidence around predictions. Because this has typically not been performed, we conclude that uncertainty in SDMs has often been underestimated and a false precision assigned to predictions of geographical distribution. We identify areas where development of new statistical tools will improve predictions from distribution models, notably the development of hierarchical models that link different types of distribution model and their attendant uncertainties across spatial scales. Finally, we discuss the need to develop more defensible methods for assessing predictive performance, quantifying model goodness-of-fit and for assessing the significance of model covariates.
Uncertainty modeling process for semantic technology
Directory of Open Access Journals (Sweden)
Rommel N. Carvalho
2016-08-01
Full Text Available The ubiquity of uncertainty across application domains generates a need for principled support for uncertainty management in semantically aware systems. A probabilistic ontology provides constructs for representing uncertainty in domain ontologies. While the literature has been growing on formalisms for representing uncertainty in ontologies, there remains little guidance in the knowledge engineering literature for how to design probabilistic ontologies. To address the gap, this paper presents the Uncertainty Modeling Process for Semantic Technology (UMP-ST, a new methodology for modeling probabilistic ontologies. To explain how the methodology works and to verify that it can be applied to different scenarios, this paper describes step-by-step the construction of a proof-of-concept probabilistic ontology. The resulting domain model can be used to support identification of fraud in public procurements in Brazil. While the case study illustrates the development of a probabilistic ontology in the PR-OWL probabilistic ontology language, the methodology is applicable to any ontology formalism that properly integrates uncertainty with domain semantics.
Observational uncertainty and regional climate model evaluation: A pan-European perspective
Kotlarski, Sven; Szabó, Péter; Herrera, Sixto; Räty, Olle; Keuler, Klaus; Soares, Pedro M.; Cardoso, Rita M.; Bosshard, Thomas; Pagé, Christian; Boberg, Fredrik; Gutiérrez, José M.; Jaczewski, Adam; Kreienkamp, Frank; Liniger, Mark. A.; Lussana, Cristian; Szepszo, Gabriella
2017-04-01
Local and regional climate change assessments based on downscaling methods crucially depend on the existence of accurate and reliable observational reference data. In dynamical downscaling via regional climate models (RCMs) observational data can influence model development itself and, later on, model evaluation, parameter calibration and added value assessment. In empirical-statistical downscaling, observations serve as predictand data and directly influence model calibration with corresponding effects on downscaled climate change projections. Focusing on the evaluation of RCMs, we here analyze the influence of uncertainties in observational reference data on evaluation results in a well-defined performance assessment framework and on a European scale. For this purpose we employ three different gridded observational reference grids, namely (1) the well-established EOBS dataset (2) the recently developed EURO4M-MESAN regional re-analysis, and (3) several national high-resolution and quality-controlled gridded datasets that recently became available. In terms of climate models five reanalysis-driven experiments carried out by five different RCMs within the EURO-CORDEX framework are used. Two variables (temperature and precipitation) and a range of evaluation metrics that reflect different aspects of RCM performance are considered. We furthermore include an illustrative model ranking exercise and relate observational spread to RCM spread. The results obtained indicate a varying influence of observational uncertainty on model evaluation depending on the variable, the season, the region and the specific performance metric considered. Over most parts of the continent, the influence of the choice of the reference dataset for temperature is rather small for seasonal mean values and inter-annual variability. Here, model uncertainty (as measured by the spread between the five RCM simulations considered) is typically much larger than reference data uncertainty. For
Reducing structural uncertainty in conceptual hydrological modeling in the semi-arid Andes
Hublart, P.; Ruelland, D.; Dezetter, A.; Jourde, H.
2014-10-01
The use of lumped, conceptual models in hydrological impact studies requires placing more emphasis on the uncertainty arising from deficiencies and/or ambiguities in the model structure. This study provides an opportunity to combine a multiple-hypothesis framework with a multi-criteria assessment scheme to reduce structural uncertainty in the conceptual modeling of a meso-scale Andean catchment (1515 km2) over a 30 year period (1982-2011). The modeling process was decomposed into six model-building decisions related to the following aspects of the system behavior: snow accumulation and melt, runoff generation, redistribution and delay of water fluxes, and natural storage effects. Each of these decisions was provided with a set of alternative modeling options, resulting in a total of 72 competing model structures. These structures were calibrated using the concept of Pareto optimality with three criteria pertaining to streamflow simulations and one to the seasonal dynamics of snow processes. The results were analyzed in the four-dimensional space of performance measures using a fuzzy c-means clustering technique and a differential split sample test, leading to identify 14 equally acceptable model hypotheses. A filtering approach was then applied to these best-performing structures in order to minimize the overall uncertainty envelope while maximizing the number of enclosed observations. This led to retain 8 model hypotheses as a representation of the minimum structural uncertainty that could be obtained with this modeling framework. Future work to better consider model predictive uncertainty should include a proper assessment of parameter equifinality and data errors, as well as the testing of new or refined hypotheses to allow for the use of additional auxiliary observations.
Reducing structural uncertainty in conceptual hydrological modelling in the semi-arid Andes
Hublart, P.; Ruelland, D.; Dezetter, A.; Jourde, H.
2015-05-01
The use of lumped, conceptual models in hydrological impact studies requires placing more emphasis on the uncertainty arising from deficiencies and/or ambiguities in the model structure. This study provides an opportunity to combine a multiple-hypothesis framework with a multi-criteria assessment scheme to reduce structural uncertainty in the conceptual modelling of a mesoscale Andean catchment (1515 km2) over a 30-year period (1982-2011). The modelling process was decomposed into six model-building decisions related to the following aspects of the system behaviour: snow accumulation and melt, runoff generation, redistribution and delay of water fluxes, and natural storage effects. Each of these decisions was provided with a set of alternative modelling options, resulting in a total of 72 competing model structures. These structures were calibrated using the concept of Pareto optimality with three criteria pertaining to streamflow simulations and one to the seasonal dynamics of snow processes. The results were analyzed in the four-dimensional (4-D) space of performance measures using a fuzzy c-means clustering technique and a differential split sample test, leading to identify 14 equally acceptable model hypotheses. A filtering approach was then applied to these best-performing structures in order to minimize the overall uncertainty envelope while maximizing the number of enclosed observations. This led to retain eight model hypotheses as a representation of the minimum structural uncertainty that could be obtained with this modelling framework. Future work to better consider model predictive uncertainty should include a proper assessment of parameter equifinality and data errors, as well as the testing of new or refined hypotheses to allow for the use of additional auxiliary observations.
Lall, U.
2010-12-01
To honor the passing this year of eminent hydrologists, Dooge, Klemes and Shiklomanov, I offer an irreverent look at the issues of uncertainty and stationarity as the hydrologic industry prepares climate change products. In an AGU keynote, Dooge said that the principle of mass balance was the only hydrologic law. It was not clear how one should apply it. Klemes observed that Rippl’s 1872 mass curve analyses could essentially subsume many of the advances in stochastic modeling and reservoir optimization. Shiklomanov tackled data challenges to present a comprehensive view of the world’s water supply and demand highlighting the imbalance and sustainability challenge we face. He did not characterize the associated uncertainties. It is remarkable how little data can provide insights, while at times much information from models and data hihglights uncertainty. Hydrologists have focused on parameter uncertainties in hydrologic models. The indeterminacy of the typical situation offered Beven the opportunity to coin the term equifinality. However, this ignores the fact that the traditional continuum model fails us across scales if we don’t re-derive the correct averaged equations accounting for subscale heterogeneity. Nevertheless, the operating paradigm here has been a stimulus response model y = f(x,P), where y are the observations of the state variables, x are observations of hydrologic drivers, P are model parameters, and f(.,.) is an appropriate differential or integral transform. The uncertainty analyses then focuses on P, such that the resulting field of y is approximately unbiased and has minimum variance or maximum likelihood. The parameters P are usually time invariant, and x and/or f(.,.) are expected to account for changes in the boundary conditions. Thus the dynamics is stationary, while the time series of either x or y may not be. Given the lack of clarity as to whether the dynamical system or the trajectory is stationary it is amusing that the paper
Empirical Bayesian inference and model uncertainty
International Nuclear Information System (INIS)
Poern, K.
1994-01-01
This paper presents a hierarchical or multistage empirical Bayesian approach for the estimation of uncertainty concerning the intensity of a homogeneous Poisson process. A class of contaminated gamma distributions is considered to describe the uncertainty concerning the intensity. These distributions in turn are defined through a set of secondary parameters, the knowledge of which is also described and updated via Bayes formula. This two-stage Bayesian approach is an example where the modeling uncertainty is treated in a comprehensive way. Each contaminated gamma distributions, represented by a point in the 3D space of secondary parameters, can be considered as a specific model of the uncertainty about the Poisson intensity. Then, by the empirical Bayesian method each individual model is assigned a posterior probability
The Leadership Game : Experiencing Dynamic Complexity under Deep Uncertainty
Pruyt, E.; Segers, J.; Oruc, S.
2011-01-01
In this ever more complex, interconnected, and uncertain world, leadership is needed more than ever. But the literature and most leaders largely ignore dynamic complexity and deep uncertainty: only futures characterized by ever faster change, ever more (required) flexibility, and ever more scarcity
Uncertainties regarding dengue modeling in Rio de Janeiro, Brazil
Directory of Open Access Journals (Sweden)
Paula Mendes Luz
2003-10-01
Full Text Available Dengue fever is currently the most important arthropod-borne viral disease in Brazil. Mathematical modeling of disease dynamics is a very useful tool for the evaluation of control measures. To be used in decision-making, however, a mathematical model must be carefully parameterized and validated with epidemiological and entomological data. In this work, we developed a simple dengue model to answer three questions: (i which parameters are worth pursuing in the field in order to develop a dengue transmission model for Brazilian cities; (ii how vector density spatial heterogeneity influences control efforts; (iii with a degree of uncertainty, what is the invasion potential of dengue virus type 4 (DEN-4 in Rio de Janeiro city. Our model consists of an expression for the basic reproductive number (R0 that incorporates vector density spatial heterogeneity. To deal with the uncertainty regarding parameter values, we parameterized the model using a priori probability density functions covering a range of plausible values for each parameter. Using the Latin Hypercube Sampling procedure, values for the parameters were generated. We conclude that, even in the presence of vector spatial heterogeneity, the two most important entomological parameters to be estimated in the field are the mortality rate and the extrinsic incubation period. The spatial heterogeneity of the vector population increases the risk of epidemics and makes the control strategies more complex. At last, we conclude that Rio de Janeiro is at risk of a DEN-4 invasion. Finally, we stress the point that epidemiologists, mathematicians, and entomologists need to interact more to find better approaches to the measuring and interpretation of the transmission dynamics of arthropod-borne diseases.
Uncertainties regarding dengue modeling in Rio de Janeiro, Brazil
Directory of Open Access Journals (Sweden)
Luz Paula Mendes
2003-01-01
Full Text Available Dengue fever is currently the most important arthropod-borne viral disease in Brazil. Mathematical modeling of disease dynamics is a very useful tool for the evaluation of control measures. To be used in decision-making, however, a mathematical model must be carefully parameterized and validated with epidemiological and entomological data. In this work, we developed a simple dengue model to answer three questions: (i which parameters are worth pursuing in the field in order to develop a dengue transmission model for Brazilian cities; (ii how vector density spatial heterogeneity influences control efforts; (iii with a degree of uncertainty, what is the invasion potential of dengue virus type 4 (DEN-4 in Rio de Janeiro city. Our model consists of an expression for the basic reproductive number (R0 that incorporates vector density spatial heterogeneity. To deal with the uncertainty regarding parameter values, we parameterized the model using a priori probability density functions covering a range of plausible values for each parameter. Using the Latin Hypercube Sampling procedure, values for the parameters were generated. We conclude that, even in the presence of vector spatial heterogeneity, the two most important entomological parameters to be estimated in the field are the mortality rate and the extrinsic incubation period. The spatial heterogeneity of the vector population increases the risk of epidemics and makes the control strategies more complex. At last, we conclude that Rio de Janeiro is at risk of a DEN-4 invasion. Finally, we stress the point that epidemiologists, mathematicians, and entomologists need to interact more to find better approaches to the measuring and interpretation of the transmission dynamics of arthropod-borne diseases.
Quantifying Key Climate Parameter Uncertainties Using an Earth System Model with a Dynamic 3D Ocean
Olson, R.; Sriver, R. L.; Goes, M. P.; Urban, N.; Matthews, D.; Haran, M.; Keller, K.
2011-12-01
Climate projections hinge critically on uncertain climate model parameters such as climate sensitivity, vertical ocean diffusivity and anthropogenic sulfate aerosol forcings. Climate sensitivity is defined as the equilibrium global mean temperature response to a doubling of atmospheric CO2 concentrations. Vertical ocean diffusivity parameterizes sub-grid scale ocean vertical mixing processes. These parameters are typically estimated using Intermediate Complexity Earth System Models (EMICs) that lack a full 3D representation of the oceans, thereby neglecting the effects of mixing on ocean dynamics and meridional overturning. We improve on these studies by employing an EMIC with a dynamic 3D ocean model to estimate these parameters. We carry out historical climate simulations with the University of Victoria Earth System Climate Model (UVic ESCM) varying parameters that affect climate sensitivity, vertical ocean mixing, and effects of anthropogenic sulfate aerosols. We use a Bayesian approach whereby the likelihood of each parameter combination depends on how well the model simulates surface air temperature and upper ocean heat content. We use a Gaussian process emulator to interpolate the model output to an arbitrary parameter setting. We use Markov Chain Monte Carlo method to estimate the posterior probability distribution function (pdf) of these parameters. We explore the sensitivity of the results to prior assumptions about the parameters. In addition, we estimate the relative skill of different observations to constrain the parameters. We quantify the uncertainty in parameter estimates stemming from climate variability, model and observational errors. We explore the sensitivity of key decision-relevant climate projections to these parameters. We find that climate sensitivity and vertical ocean diffusivity estimates are consistent with previously published results. The climate sensitivity pdf is strongly affected by the prior assumptions, and by the scaling
Mockler, E. M.; Chun, K. P.; Sapriza-Azuri, G.; Bruen, M.; Wheater, H. S.
2016-11-01
Predictions of river flow dynamics provide vital information for many aspects of water management including water resource planning, climate adaptation, and flood and drought assessments. Many of the subjective choices that modellers make including model and criteria selection can have a significant impact on the magnitude and distribution of the output uncertainty. Hydrological modellers are tasked with understanding and minimising the uncertainty surrounding streamflow predictions before communicating the overall uncertainty to decision makers. Parameter uncertainty in conceptual rainfall-runoff models has been widely investigated, and model structural uncertainty and forcing data have been receiving increasing attention. This study aimed to assess uncertainties in streamflow predictions due to forcing data and the identification of behavioural parameter sets in 31 Irish catchments. By combining stochastic rainfall ensembles and multiple parameter sets for three conceptual rainfall-runoff models, an analysis of variance model was used to decompose the total uncertainty in streamflow simulations into contributions from (i) forcing data, (ii) identification of model parameters and (iii) interactions between the two. The analysis illustrates that, for our subjective choices, hydrological model selection had a greater contribution to overall uncertainty, while performance criteria selection influenced the relative intra-annual uncertainties in streamflow predictions. Uncertainties in streamflow predictions due to the method of determining parameters were relatively lower for wetter catchments, and more evenly distributed throughout the year when the Nash-Sutcliffe Efficiency of logarithmic values of flow (lnNSE) was the evaluation criterion.
Wastewater treatment modelling: dealing with uncertainties
DEFF Research Database (Denmark)
Belia, E.; Amerlinck, Y.; Benedetti, L.
2009-01-01
This paper serves as a problem statement of the issues surrounding uncertainty in wastewater treatment modelling. The paper proposes a structure for identifying the sources of uncertainty introduced during each step of an engineering project concerned with model-based design or optimisation...
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
Directory of Open Access Journals (Sweden)
Hong Zhang
2017-01-01
Full Text Available In order to formulate water allocation schemes under uncertainties in the water resources management systems, an inexact multistage stochastic chance constrained programming (IMSCCP model is proposed. The model integrates stochastic chance constrained programming, multistage stochastic programming, and inexact stochastic programming within a general optimization framework to handle the uncertainties occurring in both constraints and objective. These uncertainties are expressed as probability distributions, interval with multiply distributed stochastic boundaries, dynamic features of the long-term water allocation plans, and so on. Compared with the existing inexact multistage stochastic programming, the IMSCCP can be used to assess more system risks and handle more complicated uncertainties in water resources management systems. The IMSCCP model is applied to a hypothetical case study of water resources management. In order to construct an approximate solution for the model, a hybrid algorithm, which incorporates stochastic simulation, back propagation neural network, and genetic algorithm, is proposed. The results show that the optimal value represents the maximal net system benefit achieved with a given confidence level under chance constraints, and the solutions provide optimal water allocation schemes to multiple users over a multiperiod planning horizon.
Data-Driven Model Uncertainty Estimation in Hydrologic Data Assimilation
Pathiraja, S.; Moradkhani, H.; Marshall, L.; Sharma, A.; Geenens, G.
2018-02-01
The increasing availability of earth observations necessitates mathematical methods to optimally combine such data with hydrologic models. Several algorithms exist for such purposes, under the umbrella of data assimilation (DA). However, DA methods are often applied in a suboptimal fashion for complex real-world problems, due largely to several practical implementation issues. One such issue is error characterization, which is known to be critical for a successful assimilation. Mischaracterized errors lead to suboptimal forecasts, and in the worst case, to degraded estimates even compared to the no assimilation case. Model uncertainty characterization has received little attention relative to other aspects of DA science. Traditional methods rely on subjective, ad hoc tuning factors or parametric distribution assumptions that may not always be applicable. We propose a novel data-driven approach (named SDMU) to model uncertainty characterization for DA studies where (1) the system states are partially observed and (2) minimal prior knowledge of the model error processes is available, except that the errors display state dependence. It includes an approach for estimating the uncertainty in hidden model states, with the end goal of improving predictions of observed variables. The SDMU is therefore suited to DA studies where the observed variables are of primary interest. Its efficacy is demonstrated through a synthetic case study with low-dimensional chaotic dynamics and a real hydrologic experiment for one-day-ahead streamflow forecasting. In both experiments, the proposed method leads to substantial improvements in the hidden states and observed system outputs over a standard method involving perturbation with Gaussian noise.
Significant uncertainty in global scale hydrological modeling from precipitation data errors
Sperna Weiland, Frederiek C.; Vrugt, Jasper A.; van Beek, Rens (L.) P. H.; Weerts, Albrecht H.; Bierkens, Marc F. P.
2015-10-01
In the past decades significant progress has been made in the fitting of hydrologic models to data. Most of this work has focused on simple, CPU-efficient, lumped hydrologic models using discharge, water table depth, soil moisture, or tracer data from relatively small river basins. In this paper, we focus on large-scale hydrologic modeling and analyze the effect of parameter and rainfall data uncertainty on simulated discharge dynamics with the global hydrologic model PCR-GLOBWB. We use three rainfall data products; the CFSR reanalysis, the ERA-Interim reanalysis, and a combined ERA-40 reanalysis and CRU dataset. Parameter uncertainty is derived from Latin Hypercube Sampling (LHS) using monthly discharge data from five of the largest river systems in the world. Our results demonstrate that the default parameterization of PCR-GLOBWB, derived from global datasets, can be improved by calibrating the model against monthly discharge observations. Yet, it is difficult to find a single parameterization of PCR-GLOBWB that works well for all of the five river basins considered herein and shows consistent performance during both the calibration and evaluation period. Still there may be possibilities for regionalization based on catchment similarities. Our simulations illustrate that parameter uncertainty constitutes only a minor part of predictive uncertainty. Thus, the apparent dichotomy between simulations of global-scale hydrologic behavior and actual data cannot be resolved by simply increasing the model complexity of PCR-GLOBWB and resolving sub-grid processes. Instead, it would be more productive to improve the characterization of global rainfall amounts at spatial resolutions of 0.5° and smaller.
Uncertainty Assessment in Urban Storm Water Drainage Modelling
DEFF Research Database (Denmark)
Thorndahl, Søren
The object of this paper is to make an overall description of the author's PhD study, concerning uncertainties in numerical urban storm water drainage models. Initially an uncertainty localization and assessment of model inputs and parameters as well as uncertainties caused by different model...
International Nuclear Information System (INIS)
Jin Danqing; Andrec, Michael; Montelione, Gaetano T.; Levy, Ronald M.
1998-01-01
In this paper we make use of the graphical procedure previously described [Jin, D. et al. (1997) J. Am. Chem. Soc., 119, 6923-6924] to analyze NMR relaxation data using the Lipari-Szabo model-free formalism. The graphical approach is advantageous in that it allows the direct visualization of the experimental uncertainties in the motional parameter space. Some general 'rules' describing the relationship between the precision of the relaxation measurements and the precision of the model-free parameters and how this relationship changes with the overall tumbling time (τm) are summarized. The effect of the precision in the relaxation measurements on the detection of internal motions not close to the extreme narrowing limit is analyzed. We also show that multiple timescale internal motions may be obscured by experimental uncertainty, and that the collection of relaxation data at very high field strength can improve the ability to detect such deviations from the simple Lipari-Szabo model
Poulter, B.; Ciais, P.; Joetzjer, E.; Maignan, F.; Luyssaert, S.; Barichivich, J.
2015-12-01
Accurately estimating forest biomass and forest carbon dynamics requires new integrated remote sensing, forest inventory, and carbon cycle modeling approaches. Presently, there is an increasing and urgent need to reduce forest biomass uncertainty in order to meet the requirements of carbon mitigation treaties, such as Reducing Emissions from Deforestation and forest Degradation (REDD+). Here we describe a new parameterization and assimilation methodology used to estimate tropical forest biomass using the ORCHIDEE-CAN dynamic global vegetation model. ORCHIDEE-CAN simulates carbon uptake and allocation to individual trees using a mechanistic representation of photosynthesis, respiration and other first-order processes. The model is first parameterized using forest inventory data to constrain background mortality rates, i.e., self-thinning, and productivity. Satellite remote sensing data for forest structure, i.e., canopy height, is used to constrain simulated forest stand conditions using a look-up table approach to match canopy height distributions. The resulting forest biomass estimates are provided for spatial grids that match REDD+ project boundaries and aim to provide carbon estimates for the criteria described in the IPCC Good Practice Guidelines Tier 3 category. With the increasing availability of forest structure variables derived from high-resolution LIDAR, RADAR, and optical imagery, new methodologies and applications with process-based carbon cycle models are becoming more readily available to inform land management.
Urban drainage models - making uncertainty analysis simple
DEFF Research Database (Denmark)
Vezzaro, Luca; Mikkelsen, Peter Steen; Deletic, Ana
2012-01-01
in each measured/observed datapoint; an issue which is commonly overlook in the uncertainty analysis of urban drainage models. This comparison allows the user to intuitively estimate the optimum number of simulations required to conduct uncertainty analyses. The output of the method includes parameter......There is increasing awareness about uncertainties in modelling of urban drainage systems and, as such, many new methods for uncertainty analyses have been developed. Despite this, all available methods have limitations which restrict their widespread application among practitioners. Here...
Incorporating parametric uncertainty into population viability analysis models
McGowan, Conor P.; Runge, Michael C.; Larson, Michael A.
2011-01-01
Uncertainty in parameter estimates from sampling variation or expert judgment can introduce substantial uncertainty into ecological predictions based on those estimates. However, in standard population viability analyses, one of the most widely used tools for managing plant, fish and wildlife populations, parametric uncertainty is often ignored in or discarded from model projections. We present a method for explicitly incorporating this source of uncertainty into population models to fully account for risk in management and decision contexts. Our method involves a two-step simulation process where parametric uncertainty is incorporated into the replication loop of the model and temporal variance is incorporated into the loop for time steps in the model. Using the piping plover, a federally threatened shorebird in the USA and Canada, as an example, we compare abundance projections and extinction probabilities from simulations that exclude and include parametric uncertainty. Although final abundance was very low for all sets of simulations, estimated extinction risk was much greater for the simulation that incorporated parametric uncertainty in the replication loop. Decisions about species conservation (e.g., listing, delisting, and jeopardy) might differ greatly depending on the treatment of parametric uncertainty in population models.
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.
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.
Energy Technology Data Exchange (ETDEWEB)
Kumar, Vikas, E-mail: vikas.kumar@urv.cat [Department of Chemical Engineering, Rovira i Virgili University, Tarragona 43007 (Spain); Barros, Felipe P.J. de [Sonny Astani Department of Civil and Environmental Engineering, University of Southern California, Los Angeles 90089, CA (United States); Schuhmacher, Marta [Department of Chemical Engineering, Rovira i Virgili University, Tarragona 43007 (Spain); Fernàndez-Garcia, Daniel; Sanchez-Vila, Xavier [Hydrogeology Group, Department of Geotechnical Engineering and Geosciences, University Politècnica de Catalunya-BarcelonaTech, Barcelona 08034 (Spain)
2013-12-15
Highlights: • Dynamic parametric interaction in daily dose prediction under uncertainty. • Importance of temporal dynamics associated with the dose. • Different dose experienced by different population cohorts as a function of time. • Relevance of uncertainty reduction in the input parameters shows temporal dynamism. -- Abstract: We study the time dependent interaction between hydrogeological and exposure parameters in daily dose predictions due to exposure of humans to groundwater contamination. Dose predictions are treated stochastically to account for an incomplete hydrogeological and geochemical field characterization, and an incomplete knowledge of the physiological response. We used a nested Monte Carlo framework to account for uncertainty and variability arising from both hydrogeological and exposure variables. Our interest is in the temporal dynamics of the total dose and their effects on parametric uncertainty reduction. We illustrate the approach to a HCH (lindane) pollution problem at the Ebro River, Spain. The temporal distribution of lindane in the river water can have a strong impact in the evaluation of risk. The total dose displays a non-linear effect on different population cohorts, indicating the need to account for population variability. We then expand the concept of Comparative Information Yield Curves developed earlier (see de Barros et al. [29]) to evaluate parametric uncertainty reduction under temporally variable exposure dose. Results show that the importance of parametric uncertainty reduction varies according to the temporal dynamics of the lindane plume. The approach could be used for any chemical to aid decision makers to better allocate resources towards reducing uncertainty.
Model uncertainty from a regulatory point of view
International Nuclear Information System (INIS)
Abramson, L.R.
1994-01-01
This paper discusses model uncertainty in the larger context of knowledge and random uncertainty. It explores some regulatory implications of model uncertainty and argues that, from a regulator's perspective, a conservative approach must be taken. As a consequence of this perspective, averaging over model results is ruled out
International Nuclear Information System (INIS)
Jin Hosang; Palta, Jatinder R.; Kim, You-Hyun; Kim, Siyong
2010-01-01
Purpose: To analyze dose uncertainty using a previously published dose-uncertainty model, and to assess potential dosimetric risks existing in prostate intensity-modulated radiotherapy (IMRT). Methods and Materials: The dose-uncertainty model provides a three-dimensional (3D) dose-uncertainty distribution in a given confidence level. For 8 retrospectively selected patients, dose-uncertainty maps were constructed using the dose-uncertainty model at the 95% CL. In addition to uncertainties inherent to the radiation treatment planning system, four scenarios of spatial errors were considered: machine only (S1), S1 + intrafraction, S1 + interfraction, and S1 + both intrafraction and interfraction errors. To evaluate the potential risks of the IMRT plans, three dose-uncertainty-based plan evaluation tools were introduced: confidence-weighted dose-volume histogram, confidence-weighted dose distribution, and dose-uncertainty-volume histogram. Results: Dose uncertainty caused by interfraction setup error was more significant than that of intrafraction motion error. The maximum dose uncertainty (95% confidence) of the clinical target volume (CTV) was smaller than 5% of the prescribed dose in all but two cases (13.9% and 10.2%). The dose uncertainty for 95% of the CTV volume ranged from 1.3% to 2.9% of the prescribed dose. Conclusions: The dose uncertainty in prostate IMRT could be evaluated using the dose-uncertainty model. Prostate IMRT plans satisfying the same plan objectives could generate a significantly different dose uncertainty because a complex interplay of many uncertainty sources. The uncertainty-based plan evaluation contributes to generating reliable and error-resistant treatment plans.
Directory of Open Access Journals (Sweden)
Javid Jouzdani
2016-01-01
Full Text Available With the constantly increasing pressure of the competitive environment, supply chain (SC decision makers are forced to consider several aspects of business climate. More specifically, they should take into account the endogenous features (e.g., available means of transportation, and the variety of products and exogenous criteria (e.g., the environmental uncertainty, and transportation system conditions. In this paper, a mixed integer nonlinear programming (MINLP model for dynamic design of a supply chain network is proposed. In this model, multiple products and multiple transportation modes, the time value of money, traffic congestion, and both supply-side and demand-side uncertainties are considered. Due to the complexity of such models, conventional solution methods are not applicable; therefore, two hybrid Electromagnetism-Like Algorithms (EMA are designed and discussed for tackling the problem. The numerical results show the applicability of the proposed model and the capabilities of the solution approaches to the MINLP problem.
Dynamics of entropic uncertainty for atoms immersed in thermal fluctuating massless scalar field
Huang, Zhiming
2018-04-01
In this article, the dynamics of quantum memory-assisted entropic uncertainty relation for two atoms immersed in a thermal bath of fluctuating massless scalar field is investigated. The master equation that governs the system evolution process is derived. It is found that the mixedness is closely associated with entropic uncertainty. For equilibrium state, the tightness of uncertainty vanishes. For the initial maximum entangled state, the tightness of uncertainty undergoes a slight increase and then declines to zero with evolution time. It is found that temperature can increase the uncertainty, but two-atom separation does not always increase the uncertainty. The uncertainty evolves to different relatively stable values for different temperatures and converges to a fixed value for different two-atom distances with evolution time. Furthermore, weak measurement reversal is employed to control the entropic uncertainty.
Classification and moral evaluation of uncertainties in engineering modeling.
Murphy, Colleen; Gardoni, Paolo; Harris, Charles E
2011-09-01
Engineers must deal with risks and uncertainties as a part of their professional work and, in particular, uncertainties are inherent to engineering models. Models play a central role in engineering. Models often represent an abstract and idealized version of the mathematical properties of a target. Using models, engineers can investigate and acquire understanding of how an object or phenomenon will perform under specified conditions. This paper defines the different stages of the modeling process in engineering, classifies the various sources of uncertainty that arise in each stage, and discusses the categories into which these uncertainties fall. The paper then considers the way uncertainty and modeling are approached in science and the criteria for evaluating scientific hypotheses, in order to highlight the very different criteria appropriate for the development of models and the treatment of the inherent uncertainties in engineering. Finally, the paper puts forward nine guidelines for the treatment of uncertainty in engineering modeling.
Parametric uncertainty in optical image modeling
Potzick, James; Marx, Egon; Davidson, Mark
2006-10-01
Optical photomask feature metrology and wafer exposure process simulation both rely on optical image modeling for accurate results. While it is fair to question the accuracies of the available models, model results also depend on several input parameters describing the object and imaging system. Errors in these parameter values can lead to significant errors in the modeled image. These parameters include wavelength, illumination and objective NA's, magnification, focus, etc. for the optical system, and topography, complex index of refraction n and k, etc. for the object. In this paper each input parameter is varied over a range about its nominal value and the corresponding images simulated. Second order parameter interactions are not explored. Using the scenario of the optical measurement of photomask features, these parametric sensitivities are quantified by calculating the apparent change of the measured linewidth for a small change in the relevant parameter. Then, using reasonable values for the estimated uncertainties of these parameters, the parametric linewidth uncertainties can be calculated and combined to give a lower limit to the linewidth measurement uncertainty for those parameter uncertainties.
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)
Some remarks on modeling uncertainties
International Nuclear Information System (INIS)
Ronen, Y.
1983-01-01
Several topics related to the question of modeling uncertainties are considered. The first topic is related to the use of the generalized bias operator method for modeling uncertainties. The method is expanded to a more general form of operators. The generalized bias operator is also used in the inverse problem and applied to determine the anisotropic scattering law. The last topic discussed is related to the question of the limit to accuracy and how to establish its value. (orig.) [de
Evidence-based quantification of uncertainties induced via simulation-based modeling
International Nuclear Information System (INIS)
Riley, Matthew E.
2015-01-01
The quantification of uncertainties in simulation-based modeling traditionally focuses upon quantifying uncertainties in the parameters input into the model, referred to as parametric uncertainties. Often neglected in such an approach are the uncertainties induced by the modeling process itself. This deficiency is often due to a lack of information regarding the problem or the models considered, which could theoretically be reduced through the introduction of additional data. Because of the nature of this epistemic uncertainty, traditional probabilistic frameworks utilized for the quantification of uncertainties are not necessarily applicable to quantify the uncertainties induced in the modeling process itself. This work develops and utilizes a methodology – incorporating aspects of Dempster–Shafer Theory and Bayesian model averaging – to quantify uncertainties of all forms for simulation-based modeling problems. The approach expands upon classical parametric uncertainty approaches, allowing for the quantification of modeling-induced uncertainties as well, ultimately providing bounds on classical probability without the loss of epistemic generality. The approach is demonstrated on two different simulation-based modeling problems: the computation of the natural frequency of a simple two degree of freedom non-linear spring mass system and the calculation of the flutter velocity coefficient for the AGARD 445.6 wing given a subset of commercially available modeling choices. - Highlights: • Modeling-induced uncertainties are often mishandled or ignored in the literature. • Modeling-induced uncertainties are epistemic in nature. • Probabilistic representations of modeling-induced uncertainties are restrictive. • Evidence theory and Bayesian model averaging are integrated. • Developed approach is applicable for simulation-based modeling problems
Energy Technology Data Exchange (ETDEWEB)
Reeve, Samuel Temple; Strachan, Alejandro, E-mail: strachan@purdue.edu
2017-04-01
We use functional, Fréchet, derivatives to quantify how thermodynamic outputs of a molecular dynamics (MD) simulation depend on the potential used to compute atomic interactions. Our approach quantifies the sensitivity of the quantities of interest with respect to the input functions as opposed to its parameters as is done in typical uncertainty quantification methods. We show that the functional sensitivity of the average potential energy and pressure in isothermal, isochoric MD simulations using Lennard–Jones two-body interactions can be used to accurately predict those properties for other interatomic potentials (with different functional forms) without re-running the simulations. This is demonstrated under three different thermodynamic conditions, namely a crystal at room temperature, a liquid at ambient pressure, and a high pressure liquid. The method provides accurate predictions as long as the change in potential can be reasonably described to first order and does not significantly affect the region in phase space explored by the simulation. The functional uncertainty quantification approach can be used to estimate the uncertainties associated with constitutive models used in the simulation and to correct predictions if a more accurate representation becomes available.
National Research Council Canada - National Science Library
Raftery, Adrian E; Karny, Miroslav; Andrysek, Josef; Ettler, Pavel
2007-01-01
... is. We develop a method called Dynamic Model Averaging (DMA) in which a state space model for the parameters of each model is combined with a Markov chain model for the correct model. This allows the (correct...
Uncertainties in soil-plant interactions in advanced models for long-timescale dose assessment
Energy Technology Data Exchange (ETDEWEB)
Klos, R. [Aleksandria Sciences Ltd. (United Kingdom); Limer, L. [Limer Scientific Ltd. (United Kingdom); Perez-Sanchez, D. [Centro de Investigaciones Energeticas, Medioambientales y Tecnologicas - CIEMAT (Spain); Xu, S.; Andersson, P. [Swedish Radiation Safty Authority (Sweden)
2014-07-01
Traditional models for long-timescale dose assessment are generally conceptually straightforward, featuring one, two or three spatial compartments in the soil column and employing data based on annually averaged parameters for climate characteristics. The soil-plant system is usually modelled using concentration ratios. The justification for this approach is that the timescales relevant to the geologic disposal of radioactive waste are so long that simple conceptual models are necessary to account for the inherent uncertainties over the timescale of the dose assessment. In the past few years, attention has been given to more detailed 'advanced' models for use dose assessment that have a high degree of site-specific detail. These recognise more features, events and processes since they have higher spatial and temporal resolution. This modelling approach has been developed to account for redox sensitive radionuclides, variability of the water table position and accumulation in non-agricultural ecosystems prior to conversion to an agricultural ecosystem. The models feature higher spatial and temporal resolution in the soil column (up to ten layers with spatially varying k{sub d}s dependent on soil conditions) and monthly rather than annually averaged parameters. Soil-plant interaction is treated as a dynamic process, allowing for root uptake as a function of time and depth, according to the root profile. Uncertainty in dose assessment models associated with the treatment of prior accumulations in agricultural soils has demonstrated the importance of the model's representation of the soil-plant interaction. The treatment of root uptake as a dynamic process as opposed to a simple concentration ratio implies a potentially important difference despite the dynamic soil-plant transfer rate being based on established concentration ratio values. These discrepancies have also appeared in the results from the higher spatio-temporal resolution models. This paper
Rivera, Diego; Rivas, Yessica; Godoy, Alex
2015-02-01
Hydrological models are simplified representations of natural processes and subject to errors. Uncertainty bounds are a commonly used way to assess the impact of an input or model architecture uncertainty in model outputs. Different sets of parameters could have equally robust goodness-of-fit indicators, which is known as Equifinality. We assessed the outputs from a lumped conceptual hydrological model to an agricultural watershed in central Chile under strong interannual variability (coefficient of variability of 25%) by using the Equifinality concept and uncertainty bounds. The simulation period ran from January 1999 to December 2006. Equifinality and uncertainty bounds from GLUE methodology (Generalized Likelihood Uncertainty Estimation) were used to identify parameter sets as potential representations of the system. The aim of this paper is to exploit the use of uncertainty bounds to differentiate behavioural parameter sets in a simple hydrological model. Then, we analyze the presence of equifinality in order to improve the identification of relevant hydrological processes. The water balance model for Chillan River exhibits, at a first stage, equifinality. However, it was possible to narrow the range for the parameters and eventually identify a set of parameters representing the behaviour of the watershed (a behavioural model) in agreement with observational and soft data (calculation of areal precipitation over the watershed using an isohyetal map). The mean width of the uncertainty bound around the predicted runoff for the simulation period decreased from 50 to 20 m3s-1 after fixing the parameter controlling the areal precipitation over the watershed. This decrement is equivalent to decreasing the ratio between simulated and observed discharge from 5.2 to 2.5. Despite the criticisms against the GLUE methodology, such as the lack of statistical formality, it is identified as a useful tool assisting the modeller with the identification of critical parameters.
Directory of Open Access Journals (Sweden)
Mousong Wu
2016-02-01
Full Text Available Water and energy processes in frozen soils are important for better understanding hydrologic processes and water resources management in cold regions. To investigate the water and energy balance in seasonally frozen soils, CoupModel combined with the generalized likelihood uncertainty estimation (GLUE method was used. Simulation work on water and heat processes in frozen soil in northern China during the 2012/2013 winter was conducted. Ensemble simulations through the Monte Carlo sampling method were generated for uncertainty analysis. Behavioral simulations were selected based on combinations of multiple model performance index criteria with respect to simulated soil water and temperature at four depths (5 cm, 15 cm, 25 cm, and 35 cm. Posterior distributions for parameters related to soil hydraulic, radiation processes, and heat transport indicated that uncertainties in both input and model structures could influence model performance in modeling water and heat processes in seasonally frozen soils. Seasonal courses in water and energy partitioning were obvious during the winter. Within the day-cycle, soil evaporation/condensation and energy distributions were well captured and clarified as an important phenomenon in the dynamics of the energy balance system. The combination of the CoupModel simulations with the uncertainty-based calibration method provides a way of understanding the seasonal courses of hydrology and energy processes in cold regions with limited data. Additional measurements may be used to further reduce the uncertainty of regulating factors during the different stages of freezing–thawing.
Are subject-specific musculoskeletal models robust to the uncertainties in parameter identification?
Directory of Open Access Journals (Sweden)
Giordano Valente
Full Text Available Subject-specific musculoskeletal modeling can be applied to study musculoskeletal disorders, allowing inclusion of personalized anatomy and properties. Independent of the tools used for model creation, there are unavoidable uncertainties associated with parameter identification, whose effect on model predictions is still not fully understood. The aim of the present study was to analyze the sensitivity of subject-specific model predictions (i.e., joint angles, joint moments, muscle and joint contact forces during walking to the uncertainties in the identification of body landmark positions, maximum muscle tension and musculotendon geometry. To this aim, we created an MRI-based musculoskeletal model of the lower limbs, defined as a 7-segment, 10-degree-of-freedom articulated linkage, actuated by 84 musculotendon units. We then performed a Monte-Carlo probabilistic analysis perturbing model parameters according to their uncertainty, and solving a typical inverse dynamics and static optimization problem using 500 models that included the different sets of perturbed variable values. Model creation and gait simulations were performed by using freely available software that we developed to standardize the process of model creation, integrate with OpenSim and create probabilistic simulations of movement. The uncertainties in input variables had a moderate effect on model predictions, as muscle and joint contact forces showed maximum standard deviation of 0.3 times body-weight and maximum range of 2.1 times body-weight. In addition, the output variables significantly correlated with few input variables (up to 7 out of 312 across the gait cycle, including the geometry definition of larger muscles and the maximum muscle tension in limited gait portions. Although we found subject-specific models not markedly sensitive to parameter identification, researchers should be aware of the model precision in relation to the intended application. In fact, force
Raben, Jaime S; Hariharan, Prasanna; Robinson, Ronald; Malinauskas, Richard; Vlachos, Pavlos P
2016-03-01
We present advanced particle image velocimetry (PIV) processing, post-processing, and uncertainty estimation techniques to support the validation of computational fluid dynamics analyses of medical devices. This work is an extension of a previous FDA-sponsored multi-laboratory study, which used a medical device mimicking geometry referred to as the FDA benchmark nozzle model. Experimental measurements were performed using time-resolved PIV at five overlapping regions of the model for Reynolds numbers in the nozzle throat of 500, 2000, 5000, and 8000. Images included a twofold increase in spatial resolution in comparison to the previous study. Data was processed using ensemble correlation, dynamic range enhancement, and phase correlations to increase signal-to-noise ratios and measurement accuracy, and to resolve flow regions with large velocity ranges and gradients, which is typical of many blood-contacting medical devices. Parameters relevant to device safety, including shear stress at the wall and in bulk flow, were computed using radial basis functions. In addition, in-field spatially resolved pressure distributions, Reynolds stresses, and energy dissipation rates were computed from PIV measurements. Velocity measurement uncertainty was estimated directly from the PIV correlation plane, and uncertainty analysis for wall shear stress at each measurement location was performed using a Monte Carlo model. Local velocity uncertainty varied greatly and depended largely on local conditions such as particle seeding, velocity gradients, and particle displacements. Uncertainty in low velocity regions in the sudden expansion section of the nozzle was greatly reduced by over an order of magnitude when dynamic range enhancement was applied. Wall shear stress uncertainty was dominated by uncertainty contributions from velocity estimations, which were shown to account for 90-99% of the total uncertainty. This study provides advancements in the PIV processing methodologies over
Meteorological uncertainty of atmospheric dispersion model results (MUD)
Energy Technology Data Exchange (ETDEWEB)
Havskov Soerensen, J.; Amstrup, B.; Feddersen, H. [Danish Meteorological Institute, Copenhagen (Denmark)] [and others
2013-08-15
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)
Hou, Dibo; Ge, Xiaofan; Huang, Pingjie; Zhang, Guangxin; Loáiciga, Hugo
2014-01-01
A real-time, dynamic, early-warning model (EP-risk model) is proposed to cope with sudden water quality pollution accidents affecting downstream areas with raw-water intakes (denoted as EPs). The EP-risk model outputs the risk level of water pollution at the EP by calculating the likelihood of pollution and evaluating the impact of pollution. A generalized form of the EP-risk model for river pollution accidents based on Monte Carlo simulation, the analytic hierarchy process (AHP) method, and the risk matrix method is proposed. The likelihood of water pollution at the EP is calculated by the Monte Carlo method, which is used for uncertainty analysis of pollutants' transport in rivers. The impact of water pollution at the EP is evaluated by expert knowledge and the results of Monte Carlo simulation based on the analytic hierarchy process. The final risk level of water pollution at the EP is determined by the risk matrix method. A case study of the proposed method is illustrated with a phenol spill accident in China.
A Bayesian approach for quantification of model uncertainty
International Nuclear Information System (INIS)
Park, Inseok; Amarchinta, Hemanth K.; Grandhi, Ramana V.
2010-01-01
In most engineering problems, more than one model can be created to represent an engineering system's behavior. Uncertainty is inevitably involved in selecting the best model from among the models that are possible. Uncertainty in model selection cannot be ignored, especially when the differences between the predictions of competing models are significant. In this research, a methodology is proposed to quantify model uncertainty using measured differences between experimental data and model outcomes under a Bayesian statistical framework. The adjustment factor approach is used to propagate model uncertainty into prediction of a system response. A nonlinear vibration system is used to demonstrate the processes for implementing the adjustment factor approach. Finally, the methodology is applied on the engineering benefits of a laser peening process, and a confidence band for residual stresses is established to indicate the reliability of model prediction.
The uncertainty analysis of model results a practical guide
Hofer, Eduard
2018-01-01
This book is a practical guide to the uncertainty analysis of computer model applications. Used in many areas, such as engineering, ecology and economics, computer models are subject to various uncertainties at the level of model formulations, parameter values and input data. Naturally, it would be advantageous to know the combined effect of these uncertainties on the model results as well as whether the state of knowledge should be improved in order to reduce the uncertainty of the results most effectively. The book supports decision-makers, model developers and users in their argumentation for an uncertainty analysis and assists them in the interpretation of the analysis results.
The Beam Dynamics and Beam Related Uncertainties in Fermilab Muon $g-2$ Experiment
Energy Technology Data Exchange (ETDEWEB)
Wu, Wanwei [Mississippi U.
2018-05-01
The anomaly of the muon magnetic moment, $a_{\\mu}\\equiv (g-2)/2$, has played an important role in constraining physics beyond the Standard Model for many years. Currently, the Standard Model prediction for $a_{\\mu}$ is accurate to 0.42 parts per million (ppm). The most recent muon $g-2$ experiment was done at Brookhaven National Laboratory (BNL) and determined $a_{\\mu}$ to 0.54 ppm, with a central value that differs from the Standard Model prediction by 3.3-3.6 standard deviations and provides a strong hint of new physics. The Fermilab Muon $g-2$ Experiment has a goal to measure $a_{\\mu}$ to unprecedented precision: 0.14 ppm, which could provide an unambiguous answer to the question whether there are new particles and forces that exist in nature. To achieve this goal, several items have been identified to lower the systematic uncertainties. In this work, we focus on the beam dynamics and beam associated uncertainties, which are important and must be better understood. We will discuss the electrostatic quadrupole system, particularly the hardware-related quad plate alignment and the quad extension and readout system. We will review the beam dynamics in the muon storage ring, present discussions on the beam related systematic errors, simulate the 3D electric fields of the electrostatic quadrupoles and examine the beam resonances. We will use a fast rotation analysis to study the muon radial momentum distribution, which provides the key input for evaluating the electric field correction to the measured $a_{\\mu}$.
Modeling of uncertainties in statistical inverse problems
International Nuclear Information System (INIS)
Kaipio, Jari
2008-01-01
In all real world problems, the models that tie the measurements to the unknowns of interest, are at best only approximations for reality. While moderate modeling and approximation errors can be tolerated with stable problems, inverse problems are a notorious exception. Typical modeling errors include inaccurate geometry, unknown boundary and initial data, properties of noise and other disturbances, and simply the numerical approximations of the physical models. In principle, the Bayesian approach to inverse problems, in which all uncertainties are modeled as random variables, is capable of handling these uncertainties. Depending on the type of uncertainties, however, different strategies may be adopted. In this paper we give an overview of typical modeling errors and related strategies within the Bayesian framework.
Thomsen, N. I.; Troldborg, M.; McKnight, U. S.; Binning, P. J.; Bjerg, P. L.
2012-04-01
Mass discharge estimates are increasingly being used in the management of contaminated sites. Such estimates have proven useful for supporting decisions related to the prioritization of contaminated sites in a groundwater catchment. Potential management options can be categorised as follows: (1) leave as is, (2) clean up, or (3) further investigation needed. However, mass discharge estimates are often very uncertain, which may hamper the management decisions. If option 1 is incorrectly chosen soil and water quality will decrease, threatening or destroying drinking water resources. The risk of choosing option 2 is to spend money on remediating a site that does not pose a problem. Choosing option 3 will often be safest, but may not be the optimal economic solution. Quantification of the uncertainty in mass discharge estimates can therefore greatly improve the foundation for selecting the appropriate management option. The uncertainty of mass discharge estimates depends greatly on the extent of the site characterization. A good approach for uncertainty estimation will be flexible with respect to the investigation level, and account for both parameter and conceptual model uncertainty. We propose a method for quantifying the uncertainty of dynamic mass discharge estimates from contaminant point sources on the local scale. The method considers both parameter and conceptual uncertainty through a multi-model approach. The multi-model approach evaluates multiple conceptual models for the same site. The different conceptual models consider different source characterizations and hydrogeological descriptions. The idea is to include a set of essentially different conceptual models where each model is believed to be realistic representation of the given site, based on the current level of information. Parameter uncertainty is quantified using Monte Carlo simulations. For each conceptual model we calculate a transient mass discharge estimate with uncertainty bounds resulting from
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
Bayesian models for comparative analysis integrating phylogenetic uncertainty
Directory of Open Access Journals (Sweden)
Villemereuil Pierre de
2012-06-01
Full Text Available Abstract Background Uncertainty in comparative analyses can come from at least two sources: a phylogenetic uncertainty in the tree topology or branch lengths, and b uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow and inflated significance in hypothesis testing (e.g. p-values will be too small. Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible
Bayesian models for comparative analysis integrating phylogenetic uncertainty
2012-01-01
Background Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for
Uncertainty in hydrological change modelling
DEFF Research Database (Denmark)
Seaby, Lauren Paige
applied at the grid scale. Flux and state hydrological outputs which integrate responses over time and space showed more sensitivity to precipitation mean spatial biases and less so on extremes. In the investigated catchments, the projected change of groundwater levels and basin discharge between current......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...
Realising the Uncertainty Enabled Model Web
Cornford, D.; Bastin, L.; Pebesma, E. J.; Williams, M.; Stasch, C.; Jones, R.; Gerharz, L.
2012-12-01
The FP7 funded UncertWeb project aims to create the "uncertainty enabled model web". The central concept here is that geospatial models and data resources are exposed via standard web service interfaces, such as the Open Geospatial Consortium (OGC) suite of encodings and interface standards, allowing the creation of complex workflows combining both data and models. The focus of UncertWeb is on the issue of managing uncertainty in such workflows, and providing the standards, architecture, tools and software support necessary to realise the "uncertainty enabled model web". In this paper we summarise the developments in the first two years of UncertWeb, illustrating several key points with examples taken from the use case requirements that motivate the project. Firstly we address the issue of encoding specifications. We explain the usage of UncertML 2.0, a flexible encoding for representing uncertainty based on a probabilistic approach. This is designed to be used within existing standards such as Observations and Measurements (O&M) and data quality elements of ISO19115 / 19139 (geographic information metadata and encoding specifications) as well as more broadly outside the OGC domain. We show profiles of O&M that have been developed within UncertWeb and how UncertML 2.0 is used within these. We also show encodings based on NetCDF and discuss possible future directions for encodings in JSON. We then discuss the issues of workflow construction, considering discovery of resources (both data and models). We discuss why a brokering approach to service composition is necessary in a world where the web service interfaces remain relatively heterogeneous, including many non-OGC approaches, in particular the more mainstream SOAP and WSDL approaches. We discuss the trade-offs between delegating uncertainty management functions to the service interfaces themselves and integrating the functions in the workflow management system. We describe two utility services to address
Model-specification uncertainty in future forest pest outbreak.
Boulanger, Yan; Gray, David R; Cooke, Barry J; De Grandpré, Louis
2016-04-01
Climate change will modify forest pest outbreak characteristics, although there are disagreements regarding the specifics of these changes. A large part of this variability may be attributed to model specifications. As a case study, we developed a consensus model predicting spruce budworm (SBW, Choristoneura fumiferana [Clem.]) outbreak duration using two different predictor data sets and six different correlative methods. The model was used to project outbreak duration and the uncertainty associated with using different data sets and correlative methods (=model-specification uncertainty) for 2011-2040, 2041-2070 and 2071-2100, according to three forcing scenarios (RCP 2.6, RCP 4.5 and RCP 8.5). The consensus model showed very high explanatory power and low bias. The model projected a more important northward shift and decrease in outbreak duration under the RCP 8.5 scenario. However, variation in single-model projections increases with time, making future projections highly uncertain. Notably, the magnitude of the shifts in northward expansion, overall outbreak duration and the patterns of outbreaks duration at the southern edge were highly variable according to the predictor data set and correlative method used. We also demonstrated that variation in forcing scenarios contributed only slightly to the uncertainty of model projections compared with the two sources of model-specification uncertainty. Our approach helped to quantify model-specification uncertainty in future forest pest outbreak characteristics. It may contribute to sounder decision-making by acknowledging the limits of the projections and help to identify areas where model-specification uncertainty is high. As such, we further stress that this uncertainty should be strongly considered when making forest management plans, notably by adopting adaptive management strategies so as to reduce future risks. © 2015 Her Majesty the Queen in Right of Canada Global Change Biology © 2015 Published by John
Aspects of uncertainty analysis in accident consequence modeling
International Nuclear Information System (INIS)
Travis, C.C.; Hoffman, F.O.
1981-01-01
Mathematical models are frequently used to determine probable dose to man from an accidental release of radionuclides by a nuclear facility. With increased emphasis on the accuracy of these models, the incorporation of uncertainty analysis has become one of the most crucial and sensitive components in evaluating the significance of model predictions. In the present paper, we address three aspects of uncertainty in models used to assess the radiological impact to humans: uncertainties resulting from the natural variability in human biological parameters; the propagation of parameter variability by mathematical models; and comparison of model predictions to observational data
International Nuclear Information System (INIS)
Hasegawa, Keita; Komiyama, Ryoichi; Fujii, Yasumasa
2016-01-01
The paper presents an economic rationality analysis of power generation mix by stochastic dynamic programming considering fuel price uncertainties and supply disruption risks such as import disruption and nuclear power plant shutdown risk. The situation revolving around Japan's energy security adopted the past statistics, it cannot be applied to a quantitative analysis of future uncertainties. Further objective and quantitative evaluation methods are required in order to analyze Japan's energy system and make it more resilient in sight of long time scale. In this paper, the authors firstly develop the cost minimization model considering oil and natural gas price respectively by stochastic dynamic programming. Then, the authors show several premises of model and an example of result with related to crude oil stockpile, liquefied natural gas stockpile and nuclear power plant capacity. (author)
Including model uncertainty in risk-informed decision making
International Nuclear Information System (INIS)
Reinert, Joshua M.; Apostolakis, George E.
2006-01-01
Model uncertainties can have a significant impact on decisions regarding licensing basis changes. We present a methodology to identify basic events in the risk assessment that have the potential to change the decision and are known to have significant model uncertainties. Because we work with basic event probabilities, this methodology is not appropriate for analyzing uncertainties that cause a structural change to the model, such as success criteria. We use the risk achievement worth (RAW) importance measure with respect to both the core damage frequency (CDF) and the change in core damage frequency (ΔCDF) to identify potentially important basic events. We cross-check these with generically important model uncertainties. Then, sensitivity analysis is performed on the basic event probabilities, which are used as a proxy for the model parameters, to determine how much error in these probabilities would need to be present in order to impact the decision. A previously submitted licensing basis change is used as a case study. Analysis using the SAPHIRE program identifies 20 basic events as important, four of which have model uncertainties that have been identified in the literature as generally important. The decision is fairly insensitive to uncertainties in these basic events. In three of these cases, one would need to show that model uncertainties would lead to basic event probabilities that would be between two and four orders of magnitude larger than modeled in the risk assessment before they would become important to the decision. More detailed analysis would be required to determine whether these higher probabilities are reasonable. Methods to perform this analysis from the literature are reviewed and an example is demonstrated using the case study
Directory of Open Access Journals (Sweden)
Li Zhao
2016-01-01
Full Text Available An improved smooth adaptive internal model control based on U model control method is presented to simplify modeling structure and parameter identification for a class of uncertain dynamic systems with unknown model parameters and bounded external disturbances. Differing from traditional adaptive methods, the proposed controller can simplify the identification of time-varying parameters in presence of bounded external disturbances. Combining the small gain theorem and the virtual equivalent system theory, learning rate of smooth adaptive internal model controller has been analyzed and the closed-loop virtual equivalent system based on discrete U model has been constructed as well. The convergence of this virtual equivalent system is proved, which further shows the convergence of the complex closed-loop discrete U model system. Finally, simulation and experimental results on a typical nonlinear dynamic system verified the feasibility of the proposed algorithm. The proposed method is shown to have lighter identification burden and higher control accuracy than the traditional adaptive controller.
Anderson, R.; Gronewold, A.; Alameddine, I.; Reckhow, K.
2008-12-01
The latest official assessment of United States (US) surface water quality indicates that pathogens are a leading cause of coastal shoreline water quality standard violations. Rainfall-runoff and hydrodynamic water quality models are commonly used to predict fecal indicator bacteria (FIB) concentrations in these waters and to subsequently identify climate change, land use, and pollutant mitigation scenarios which might improve water quality and lead to reinstatement of a designated use. While decay, settling, and other loss kinetics dominate FIB fate and transport in freshwater systems, previous authors identify tidal advection as a dominant fate and transport process in coastal estuaries. As a result, acknowledging hydrodynamic model input (e.g. watershed runoff) variability and parameter (e.g tidal dynamics parameter) uncertainty is critical to building a robust coastal water quality model. Despite the widespread application of watershed models (and associated model calibration procedures), we find model inputs and parameters are commonly encoded as deterministic point estimates (as opposed to random variables), an approach which effectively ignores potential sources of variability and uncertainty. Here, we present an innovative approach to building, calibrating, and propagating uncertainty and variability through a coupled data-based mechanistic (DBM) rainfall-runoff and tidal prism water quality model. While we apply the model to an ungauged tributary of the Newport River Estuary (one of many currently impaired shellfish harvesting waters in Eastern North Carolina), our model can be used to evaluate water quality restoration scenarios for coastal waters with a wide range of designated uses. We begin by calibrating the DBM rainfall-runoff model, as implemented in the IHACRES software package, using a regionalized calibration approach. We then encode parameter estimates as random variables (in the rainfall-runoff component of our comprehensive model) via the
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.
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.
Urban drainage models simplifying uncertainty analysis for practitioners
DEFF Research Database (Denmark)
Vezzaro, Luca; Mikkelsen, Peter Steen; Deletic, Ana
2013-01-01
in each measured/observed datapoint; an issue that is commonly overlooked in the uncertainty analysis of urban drainage models. This comparison allows the user to intuitively estimate the optimum number of simulations required to conduct uncertainty analyses. The output of the method includes parameter......There is increasing awareness about uncertainties in the modelling of urban drainage systems and, as such, many new methods for uncertainty analyses have been developed. Despite this, all available methods have limitations which restrict their widespread application among practitioners. Here...
Liu, Shiyong; Triantis, Konstantinos P; Zhao, Li; Wang, Youfa
2018-01-01
In practical research, it was found that most people made health-related decisions not based on numerical data but on perceptions. Examples include the perceptions and their corresponding linguistic values of health risks such as, smoking, syringe sharing, eating energy-dense food, drinking sugar-sweetened beverages etc. For the sake of understanding the mechanisms that affect the implementations of health-related interventions, we employ fuzzy variables to quantify linguistic variable in healthcare modeling where we employ an integrated system dynamics and agent-based model. In a nonlinear causal-driven simulation environment driven by feedback loops, we mathematically demonstrate how interventions at an aggregate level affect the dynamics of linguistic variables that are captured by fuzzy agents and how interactions among fuzzy agents, at the same time, affect the formation of different clusters(groups) that are targeted by specific interventions. In this paper, we provide an innovative framework to capture multi-stage fuzzy uncertainties manifested among interacting heterogeneous agents (individuals) and intervention decisions that affect homogeneous agents (groups of individuals) in a hybrid model that combines an agent-based simulation model (ABM) and a system dynamics models (SDM). Having built the platform to incorporate high-dimension data in a hybrid ABM/SDM model, this paper demonstrates how one can obtain the state variable behaviors in the SDM and the corresponding values of linguistic variables in the ABM. This research provides a way to incorporate high-dimension data in a hybrid ABM/SDM model. This research not only enriches the application of fuzzy set theory by capturing the dynamics of variables associated with interacting fuzzy agents that lead to aggregate behaviors but also informs implementation research by enabling the incorporation of linguistic variables at both individual and institutional levels, which makes unstructured linguistic data
Sensitivity and uncertainty analyses for performance assessment modeling
International Nuclear Information System (INIS)
Doctor, P.G.
1988-08-01
Sensitivity and uncertainty analyses methods for computer models are being applied in performance assessment modeling in the geologic high level radioactive waste repository program. The models used in performance assessment tend to be complex physical/chemical models with large numbers of input variables. There are two basic approaches to sensitivity and uncertainty analyses: deterministic and statistical. The deterministic approach to sensitivity analysis involves numerical calculation or employs the adjoint form of a partial differential equation to compute partial derivatives; the uncertainty analysis is based on Taylor series expansions of the input variables propagated through the model to compute means and variances of the output variable. The statistical approach to sensitivity analysis involves a response surface approximation to the model with the sensitivity coefficients calculated from the response surface parameters; the uncertainty analysis is based on simulation. The methods each have strengths and weaknesses. 44 refs
Pathmanathan, Pras; Shotwell, Matthew S; Gavaghan, David J; Cordeiro, Jonathan M; Gray, Richard A
2015-01-01
Perhaps the most mature area of multi-scale systems biology is the modelling of the heart. Current models are grounded in over fifty years of research in the development of biophysically detailed models of the electrophysiology (EP) of cardiac cells, but one aspect which is inadequately addressed is the incorporation of uncertainty and physiological variability. Uncertainty quantification (UQ) is the identification and characterisation of the uncertainty in model parameters derived from experimental data, and the computation of the resultant uncertainty in model outputs. It is a necessary tool for establishing the credibility of computational models, and will likely be expected of EP models for future safety-critical clinical applications. The focus of this paper is formal UQ of one major sub-component of cardiac EP models, the steady-state inactivation of the fast sodium current, INa. To better capture average behaviour and quantify variability across cells, we have applied for the first time an 'individual-based' statistical methodology to assess voltage clamp data. Advantages of this approach over a more traditional 'population-averaged' approach are highlighted. The method was used to characterise variability amongst cells isolated from canine epi and endocardium, and this variability was then 'propagated forward' through a canine model to determine the resultant uncertainty in model predictions at different scales, such as of upstroke velocity and spiral wave dynamics. Statistically significant differences between epi and endocardial cells (greater half-inactivation and less steep slope of steady state inactivation curve for endo) was observed, and the forward propagation revealed a lack of robustness of the model to underlying variability, but also surprising robustness to variability at the tissue scale. Overall, the methodology can be used to: (i) better analyse voltage clamp data; (ii) characterise underlying population variability; (iii) investigate
Implications of model uncertainty for the practice of risk assessment
International Nuclear Information System (INIS)
Laskey, K.B.
1994-01-01
A model is a representation of a system that can be used to answer questions about the system's behavior. The term model uncertainty refers to problems in which there is no generally agreed upon, validated model that can be used as a surrogate for the system itself. Model uncertainty affects both the methodology appropriate for building models and how models should be used. This paper discusses representations of model uncertainty, methodologies for exercising and interpreting models in the presence of model uncertainty, and the appropriate use of fallible models for policy making
Effect of Streamflow Forecast Uncertainty on Real-Time Reservoir Operation
Zhao, T.; Cai, X.; Yang, D.
2010-12-01
Various hydrological forecast products have been applied to real-time reservoir operation, including deterministic streamflow forecast (DSF), DSF-based probabilistic streamflow forecast (DPSF), and ensemble streamflow forecast (ESF), which represent forecast uncertainty in the form of deterministic forecast error, deterministic forecast error-based uncertainty distribution, and ensemble forecast errors, respectively. Compared to previous studies that treat these forecast products as ad hoc inputs for reservoir operation models, this paper attempts to model the uncertainties involved in the various forecast products and explores their effect on real-time reservoir operation decisions. In hydrology, there are various indices reflecting the magnitude of streamflow forecast uncertainty; meanwhile, few models illustrate the forecast uncertainty evolution process. This research introduces Martingale Model of Forecast Evolution (MMFE) from supply chain management and justifies its assumptions for quantifying the evolution of uncertainty in streamflow forecast as time progresses. Based on MMFE, this research simulates the evolution of forecast uncertainty in DSF, DPSF, and ESF, and applies the reservoir operation models (dynamic programming, DP; stochastic dynamic programming, SDP; and standard operation policy, SOP) to assess the effect of different forms of forecast uncertainty on real-time reservoir operation. Through a hypothetical single-objective real-time reservoir operation model, the results illustrate that forecast uncertainty exerts significant effects. Reservoir operation efficiency, as measured by a utility function, decreases as the forecast uncertainty increases. Meanwhile, these effects also depend on the type of forecast product being used. In general, the utility of reservoir operation with ESF is nearly as high as the utility obtained with a perfect forecast; the utilities of DSF and DPSF are similar to each other but not as efficient as ESF. Moreover
International Nuclear Information System (INIS)
Park, Inseok; Grandhi, Ramana V.
2014-01-01
Apart from parametric uncertainty, model form uncertainty as well as prediction error may be involved in the analysis of engineering system. Model form uncertainty, inherently existing in selecting the best approximation from a model set cannot be ignored, especially when the predictions by competing models show significant differences. In this research, a methodology based on maximum likelihood estimation is presented to quantify model form uncertainty using the measured differences of experimental and model outcomes, and is compared with a fully Bayesian estimation to demonstrate its effectiveness. While a method called the adjustment factor approach is utilized to propagate model form uncertainty alone into the prediction of a system response, a method called model averaging is utilized to incorporate both model form uncertainty and prediction error into it. A numerical problem of concrete creep is used to demonstrate the processes for quantifying model form uncertainty and implementing the adjustment factor approach and model averaging. Finally, the presented methodology is applied to characterize the engineering benefits of a laser peening process
DEFF Research Database (Denmark)
Morales Rodriguez, Ricardo; Meyer, Anne S.; Gernaey, Krist
2011-01-01
This study presents the development and application of a systematic model-based framework for bioprocess optimization, evaluated on a cellulosic ethanol production case study. The implementation of the framework involves the use of dynamic simulations, sophisticated uncertainty analysis (Monte...
Observation uncertainty in reversible Markov chains.
Metzner, Philipp; Weber, Marcus; Schütte, Christof
2010-09-01
In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .
Variability of dynamic source parameters inferred from kinematic models of past earthquakes
Causse, M.
2013-12-24
We analyse the scaling and distribution of average dynamic source properties (fracture energy, static, dynamic and apparent stress drops) using 31 kinematic inversion models from 21 crustal earthquakes. Shear-stress histories are computed by solving the elastodynamic equations while imposing the slip velocity of a kinematic source model as a boundary condition on the fault plane. This is achieved using a 3-D finite difference method in which the rupture kinematics are modelled with the staggered-grid-split-node fault representation method of Dalguer & Day. Dynamic parameters are then estimated from the calculated stress-slip curves and averaged over the fault plane. Our results indicate that fracture energy, static, dynamic and apparent stress drops tend to increase with magnitude. The epistemic uncertainty due to uncertainties in kinematic inversions remains small (ϕ ∼ 0.1 in log10 units), showing that kinematic source models provide robust information to analyse the distribution of average dynamic source parameters. The proposed scaling relations may be useful to constrain friction law parameters in spontaneous dynamic rupture calculations for earthquake source studies, and physics-based near-source ground-motion prediction for seismic hazard and risk mitigation.
A Bayesian Framework of Uncertainties Integration in 3D Geological Model
Liang, D.; Liu, X.
2017-12-01
3D geological model can describe complicated geological phenomena in an intuitive way while its application may be limited by uncertain factors. Great progress has been made over the years, lots of studies decompose the uncertainties of geological model to analyze separately, while ignored the comprehensive impacts of multi-source uncertainties. Great progress has been made over the years, while lots of studies ignored the comprehensive impacts of multi-source uncertainties when analyzed them item by item from each source. To evaluate the synthetical uncertainty, we choose probability distribution to quantify uncertainty, and propose a bayesian framework of uncertainties integration. With this framework, we integrated data errors, spatial randomness, and cognitive information into posterior distribution to evaluate synthetical uncertainty of geological model. Uncertainties propagate and cumulate in modeling process, the gradual integration of multi-source uncertainty is a kind of simulation of the uncertainty propagation. Bayesian inference accomplishes uncertainty updating in modeling process. Maximum entropy principle makes a good effect on estimating prior probability distribution, which ensures the prior probability distribution subjecting to constraints supplied by the given information with minimum prejudice. In the end, we obtained a posterior distribution to evaluate synthetical uncertainty of geological model. This posterior distribution represents the synthetical impact of all the uncertain factors on the spatial structure of geological model. The framework provides a solution to evaluate synthetical impact on geological model of multi-source uncertainties and a thought to study uncertainty propagation mechanism in geological modeling.
Modelling ecosystem service flows under uncertainty with stochiastic SPAN
Johnson, Gary W.; Snapp, Robert R.; Villa, Ferdinando; Bagstad, Kenneth J.
2012-01-01
Ecosystem service models are increasingly in demand for decision making. However, the data required to run these models are often patchy, missing, outdated, or untrustworthy. Further, communication of data and model uncertainty to decision makers is often either absent or unintuitive. In this work, we introduce a systematic approach to addressing both the data gap and the difﬁculty in communicating uncertainty through a stochastic adaptation of the Service Path Attribution Networks (SPAN) framework. The SPAN formalism assesses ecosystem services through a set of up to 16 maps, which characterize the services in a study area in terms of ﬂow pathways between ecosystems and human beneﬁciaries. Although the SPAN algorithms were originally deﬁned deterministically, we present them here in a stochastic framework which combines probabilistic input data with a stochastic transport model in order to generate probabilistic spatial outputs. This enables a novel feature among ecosystem service models: the ability to spatially visualize uncertainty in the model results. The stochastic SPAN model can analyze areas where data limitations are prohibitive for deterministic models. Greater uncertainty in the model inputs (including missing data) should lead to greater uncertainty expressed in the model’s output distributions. By using Bayesian belief networks to ﬁll data gaps and expert-provided trust assignments to augment untrustworthy or outdated information, we can account for uncertainty in input data, producing a model that is still able to run and provide information where strictly deterministic models could not. Taken together, these attributes enable more robust and intuitive modelling of ecosystem services under uncertainty.
Modeling dynamics of western juniper under climate change in a semiarid ecosystem
Shrestha, R.; Glenn, N. F.; Flores, A. N.
2013-12-01
Modeling future vegetation dynamics in response to climate change and disturbances such as fire relies heavily on model parameterization. Fine-scale field-based measurements can provide the necessary parameters for constraining models at a larger scale. But the time- and labor-intensive nature of field-based data collection leads to sparse sampling and significant spatial uncertainties in retrieved parameters. In this study we quantify the fine-scale carbon dynamics and uncertainty of juniper woodland in the Reynolds Creek Experimental Watershed (RCEW) in southern Idaho, which is a proposed critical zone observatory (CZO) site for soil carbon processes. We leverage field-measured vegetation data along with airborne lidar and timeseries Landsat imagery to initialize a state-and-transition model (VDDT) and a process-based fire-model (FlamMap) to examine the vegetation dynamics in response to stochastic fire events and climate change. We utilize recently developed and novel techniques to measure biomass and canopy characteristics of western juniper at the individual tree scale using terrestrial and airborne laser scanning techniques in RCEW. These fine-scale data are upscaled across the watershed for the VDDT and FlamMap models. The results will immediately improve our understanding of fine-scale dynamics and carbon stocks and fluxes of woody vegetation in a semi-arid ecosystem. Moreover, quantification of uncertainty will also provide a basis for generating ensembles of spatially-explicit alternative scenarios to guide future land management decisions in the region.
Model Uncertainty Quantification Methods In Data Assimilation
Pathiraja, S. D.; Marshall, L. A.; Sharma, A.; Moradkhani, H.
2017-12-01
Data Assimilation involves utilising observations to improve model predictions in a seamless and statistically optimal fashion. Its applications are wide-ranging; from improving weather forecasts to tracking targets such as in the Apollo 11 mission. The use of Data Assimilation methods in high dimensional complex geophysical systems is an active area of research, where there exists many opportunities to enhance existing methodologies. One of the central challenges is in model uncertainty quantification; the outcome of any Data Assimilation study is strongly dependent on the uncertainties assigned to both observations and models. I focus on developing improved model uncertainty quantification methods that are applicable to challenging real world scenarios. These include developing methods for cases where the system states are only partially observed, where there is little prior knowledge of the model errors, and where the model error statistics are likely to be highly non-Gaussian.
Addressing model uncertainty in dose-response: The case of chloroform
International Nuclear Information System (INIS)
Evans, J.S.
1994-01-01
This paper discusses the issues involved in addressing model uncertainty in the analysis of dose-response relationships. A method for addressing model uncertainty is described and applied to characterize the uncertainty in estimates of the carcinogenic potency of chloroform. The approach, which is rooted in Bayesian concepts of subjective probability, uses probability trees and formally-elicited expert judgments to address model uncertainty. It is argued that a similar approach could be used to improve the characterization of model uncertainty in the dose-response relationships for health effects from ionizing radiation
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.
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...... are made between alternative modeling methods, and characteristics of the methods are discussed....
International Nuclear Information System (INIS)
Monte, Luigi; Hakanson, Lars; Bergstroem, Ulla; Brittain, John; Heling, Rudie
1996-01-01
The principles of Empirically Based Uncertainty Analysis (EBUA) are described. EBUA is based on the evaluation of 'performance indices' that express the level of agreement between the model and sets of empirical independent data collected in different experimental circumstances. Some of these indices may be used to evaluate the confidence limits of the model output. The method is based on the statistical analysis of the distribution of the index values and on the quantitative relationship of these values with the ratio 'experimental data/model output'. Some performance indices are described in the present paper. Among these, the so-called 'functional distance' (d) between the logarithm of model output and the logarithm of the experimental data, defined as d 2 =Σ n 1 ( ln M i - ln O i ) 2 /n where M i is the i-th experimental value, O i the corresponding model evaluation and n the number of the couplets 'experimental value, predicted value', is an important tool for the EBUA method. From the statistical distribution of this performance index, it is possible to infer the characteristics of the distribution of the ratio 'experimental data/model output' and, consequently to evaluate the confidence limits for the model predictions. This method was applied to calculate the uncertainty level of a model developed to predict the migration of radiocaesium in lacustrine systems. Unfortunately, performance indices are affected by the uncertainty of the experimental data used in validation. Indeed, measurement results of environmental levels of contamination are generally associated with large uncertainty due to the measurement and sampling techniques and to the large variability in space and time of the measured quantities. It is demonstrated that this non-desired effect, in some circumstances, may be corrected by means of simple formulae
UNCERTAINTIES IN GALACTIC CHEMICAL EVOLUTION MODELS
International Nuclear Information System (INIS)
Côté, Benoit; Ritter, Christian; Herwig, Falk; O’Shea, Brian W.; Pignatari, Marco; Jones, Samuel; Fryer, Chris L.
2016-01-01
We use a simple one-zone galactic chemical evolution model to quantify the uncertainties generated by the input parameters in numerical predictions for a galaxy with properties similar to those of the Milky Way. We compiled several studies from the literature to gather the current constraints for our simulations regarding the typical value and uncertainty of the following seven basic parameters: the lower and upper mass limits of the stellar initial mass function (IMF), the slope of the high-mass end of the stellar IMF, the slope of the delay-time distribution function of Type Ia supernovae (SNe Ia), the number of SNe Ia per M ⊙ formed, the total stellar mass formed, and the final mass of gas. We derived a probability distribution function to express the range of likely values for every parameter, which were then included in a Monte Carlo code to run several hundred simulations with randomly selected input parameters. This approach enables us to analyze the predicted chemical evolution of 16 elements in a statistical manner by identifying the most probable solutions, along with their 68% and 95% confidence levels. Our results show that the overall uncertainties are shaped by several input parameters that individually contribute at different metallicities, and thus at different galactic ages. The level of uncertainty then depends on the metallicity and is different from one element to another. Among the seven input parameters considered in this work, the slope of the IMF and the number of SNe Ia are currently the two main sources of uncertainty. The thicknesses of the uncertainty bands bounded by the 68% and 95% confidence levels are generally within 0.3 and 0.6 dex, respectively. When looking at the evolution of individual elements as a function of galactic age instead of metallicity, those same thicknesses range from 0.1 to 0.6 dex for the 68% confidence levels and from 0.3 to 1.0 dex for the 95% confidence levels. The uncertainty in our chemical evolution model
A tool for efficient, model-independent management optimization under uncertainty
White, Jeremy; Fienen, Michael N.; Barlow, Paul M.; Welter, Dave E.
2018-01-01
To fill a need for risk-based environmental management optimization, we have developed PESTPP-OPT, a model-independent tool for resource management optimization under uncertainty. PESTPP-OPT solves a sequential linear programming (SLP) problem and also implements (optional) efficient, “on-the-fly” (without user intervention) first-order, second-moment (FOSM) uncertainty techniques to estimate model-derived constraint uncertainty. Combined with a user-specified risk value, the constraint uncertainty estimates are used to form chance-constraints for the SLP solution process, so that any optimal solution includes contributions from model input and observation uncertainty. In this way, a “single answer” that includes uncertainty is yielded from the modeling analysis. PESTPP-OPT uses the familiar PEST/PEST++ model interface protocols, which makes it widely applicable to many modeling analyses. The use of PESTPP-OPT is demonstrated with a synthetic, integrated surface-water/groundwater model. The function and implications of chance constraints for this synthetic model are discussed.
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
Imprecision and Uncertainty in the UFO Database Model.
Van Gyseghem, Nancy; De Caluwe, Rita
1998-01-01
Discusses how imprecision and uncertainty are dealt with in the UFO (Uncertainty and Fuzziness in an Object-oriented) database model. Such information is expressed by means of possibility distributions, and modeled by means of the proposed concept of "role objects." The role objects model uncertain, tentative information about objects,…
Physical and Model Uncertainty for Fatigue Design of Composite Material
DEFF Research Database (Denmark)
Toft, Henrik Stensgaard; Sørensen, John Dalsgaard
The main aim of the present report is to establish stochastic models for the uncertainties related to fatigue design of composite materials. The uncertainties considered are the physical uncertainty related to the static and fatigue strength and the model uncertainty related to Miners rule...
Uncertainty propagation in urban hydrology water quality modelling
Torres Matallana, Arturo; Leopold, U.; Heuvelink, G.B.M.
2016-01-01
Uncertainty is often ignored in urban hydrology modelling. Engineering practice typically ignores uncertainties and uncertainty propagation. This can have large impacts, such as the wrong dimensioning of urban drainage systems and the inaccurate estimation of pollution in the environment caused
Nonlinear Dynamics in a Cournot Duopoly with Different Attitudes towards Strategic Uncertainty
Directory of Open Access Journals (Sweden)
Luciano Fanti
2013-01-01
Full Text Available This paper analyses the dynamics of a duopoly with quantity-setting firms and different attitudes towards strategic uncertainty. By following the recent literature on decision making under uncertainty, where the Choquet expected utility theory is adopted to allow firms to plan their strategies, we investigate the effects of the interaction between pessimistic and optimistic firms on economic dynamics described by a two-dimensional map. In particular, the study of the local and global behaviour of the map is performed under three assumptions: (1 both firms have complete information on the market demand and adjust production over time depending on past behaviours (static expectations—“best reply” dynamics; (2 both firms have incomplete information and production is adjusted over time by following a mechanism based on marginal profits; and (3 one firm has incomplete information on the market demand and production decisions are based on the behaviour of marginal profits, and the rival has complete information on the market demand and static expectations. In cases 2 and 3 it is shown that complex dynamics and coexistence of attractors may arise. The analysis is carried forward through numerical simulations and the critical lines technique.
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
International Nuclear Information System (INIS)
Ahn, Kwang Il; Yang, Joon Eon
2003-01-01
In the risk and reliability analysis of complex technological systems, the primary concern of formal uncertainty analysis is to understand why uncertainties arise, and to evaluate how they impact the results of the analysis. In recent times, many of the uncertainty analyses have focused on parameters of the risk and reliability analysis models, whose values are uncertain in an aleatory or an epistemic way. As the field of parametric uncertainty analysis matures, however, more attention is being paid to the explicit treatment of uncertainties that are addressed in the predictive model itself as well as the accuracy of the predictive model. The essential steps for evaluating impacts of these model uncertainties in the presence of parameter uncertainties are to determine rigorously various sources of uncertainties to be addressed in an underlying model itself and in turn model parameters, based on our state-of-knowledge and relevant evidence. Answering clearly the question of how to characterize and treat explicitly the forgoing different sources of uncertainty is particularly important for practical aspects such as risk and reliability optimization of systems as well as more transparent risk information and decision-making under various uncertainties. The main purpose of this paper is to provide practical guidance for quantitatively treating various model uncertainties that would often be encountered in the risk and reliability modeling process of complex technological systems
Identifying the effects of parameter uncertainty on the reliability of riverbank stability modelling
Samadi, A.; Amiri-Tokaldany, E.; Darby, S. E.
2009-05-01
Bank retreat is a key process in fluvial dynamics affecting a wide range of physical, ecological and socioeconomic issues in the fluvial environment. To predict the undesirable effects of bank retreat and to inform effective measures to prevent it, a wide range of bank stability models have been presented in the literature. These models typically express bank stability by defining a factor of safety as the ratio of driving and resisting forces acting on the incipient failure block. These forces are affected by a range of controlling factors that include such aspects as the bank profile (bank height and angle), the geotechnical properties of the bank materials, as well as the hydrological status of the riverbanks. In this paper we evaluate the extent to which uncertainties in the parameterization of these controlling factors feed through to influence the reliability of the resulting bank stability estimate. This is achieved by employing a simple model of riverbank stability with respect to planar failure (which is the most common type of bank stability model) in a series of sensitivity tests and Monte Carlo analyses to identify, for each model parameter, the range of values that induce significant changes in the simulated factor of safety. These identified parameter value ranges are compared to empirically derived parameter uncertainties to determine whether they are likely to confound the reliability of the resulting bank stability calculations. Our results show that parameter uncertainties are typically high enough that the likelihood of generating unreliable predictions is typically very high (> ˜ 80% for predictions requiring a precision of < ± 15%). Because parameter uncertainties are derived primarily from the natural variability of the parameters, rather than measurement errors, much more careful attention should be paid to field sampling strategies, such that the parameter uncertainties and consequent prediction unreliabilities can be quantified more
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
Model parameter uncertainty analysis for annual field-scale P loss model
Phosphorous (P) loss models are important tools for developing and evaluating conservation practices aimed at reducing P losses from agricultural fields. All P loss models, however, have an inherent amount of uncertainty associated with them. In this study, we conducted an uncertainty analysis with ...
Model uncertainties in top-quark physics
Seidel, Markus
2014-01-01
The ATLAS and CMS collaborations at the Large Hadron Collider (LHC) are studying the top quark in pp collisions at 7 and 8 TeV. Due to the large integrated luminosity, precision measurements of production cross-sections and properties are often limited by systematic uncertainties. An overview of the modeling uncertainties for simulated events is given in this report.
Munoz-Carpena, R.; Muller, S. J.; Chu, M.; Kiker, G. A.; Perz, S. G.
2014-12-01
Model Model complexity resulting from the need to integrate environmental system components cannot be understated. In particular, additional emphasis is urgently needed on rational approaches to guide decision making through uncertainties surrounding the integrated system across decision-relevant scales. However, in spite of the difficulties that the consideration of modeling uncertainty represent for the decision process, it should not be avoided or the value and science behind the models will be undermined. These two issues; i.e., the need for coupled models that can answer the pertinent questions and the need for models that do so with sufficient certainty, are the key indicators of a model's relevance. Model relevance is inextricably linked with model complexity. Although model complexity has advanced greatly in recent years there has been little work to rigorously characterize the threshold of relevance in integrated and complex models. Formally assessing the relevance of the model in the face of increasing complexity would be valuable because there is growing unease among developers and users of complex models about the cumulative effects of various sources of uncertainty on model outputs. In particular, this issue has prompted doubt over whether the considerable effort going into further elaborating complex models will in fact yield the expected payback. New approaches have been proposed recently to evaluate the uncertainty-complexity-relevance modeling trilemma (Muller, Muñoz-Carpena and Kiker, 2011) by incorporating state-of-the-art global sensitivity and uncertainty analysis (GSA/UA) in every step of the model development so as to quantify not only the uncertainty introduced by the addition of new environmental components, but the effect that these new components have over existing components (interactions, non-linear responses). Outputs from the analysis can also be used to quantify system resilience (stability, alternative states, thresholds or tipping
Uncertainty Quantification in Geomagnetic Field Modeling
Chulliat, A.; Nair, M. C.; Alken, P.; Meyer, B.; Saltus, R.; Woods, A.
2017-12-01
Geomagnetic field models are mathematical descriptions of the various sources of the Earth's magnetic field, and are generally obtained by solving an inverse problem. They are widely used in research to separate and characterize field sources, but also in many practical applications such as aircraft and ship navigation, smartphone orientation, satellite attitude control, and directional drilling. In recent years, more sophisticated models have been developed, thanks to the continuous availability of high quality satellite data and to progress in modeling techniques. Uncertainty quantification has become an integral part of model development, both to assess the progress made and to address specific users' needs. Here we report on recent advances made by our group in quantifying the uncertainty of geomagnetic field models. We first focus on NOAA's World Magnetic Model (WMM) and the International Geomagnetic Reference Field (IGRF), two reference models of the main (core) magnetic field produced every five years. We describe the methods used in quantifying the model commission error as well as the omission error attributed to various un-modeled sources such as magnetized rocks in the crust and electric current systems in the atmosphere and near-Earth environment. A simple error model was derived from this analysis, to facilitate usage in practical applications. We next report on improvements brought by combining a main field model with a high resolution crustal field model and a time-varying, real-time external field model, like in NOAA's High Definition Geomagnetic Model (HDGM). The obtained uncertainties are used by the directional drilling industry to mitigate health, safety and environment risks.
Discussion of OECD LWR Uncertainty Analysis in Modelling Benchmark
International Nuclear Information System (INIS)
Ivanov, K.; Avramova, M.; Royer, E.; Gillford, J.
2013-01-01
The demand for best estimate calculations in nuclear reactor design and safety evaluations has increased in recent years. Uncertainty quantification has been highlighted as part of the best estimate calculations. The modelling aspects of uncertainty and sensitivity analysis are to be further developed and validated on scientific grounds in support of their performance and application to multi-physics reactor simulations. The Organization for Economic Co-operation and Development (OECD) / Nuclear Energy Agency (NEA) Nuclear Science Committee (NSC) has endorsed the creation of an Expert Group on Uncertainty Analysis in Modelling (EGUAM). Within the framework of activities of EGUAM/NSC the OECD/NEA initiated the Benchmark for Uncertainty Analysis in Modelling for Design, Operation, and Safety Analysis of Light Water Reactor (OECD LWR UAM benchmark). The general objective of the benchmark is to propagate the predictive uncertainties of code results through complex coupled multi-physics and multi-scale simulations. The benchmark is divided into three phases with Phase I highlighting the uncertainty propagation in stand-alone neutronics calculations, while Phase II and III are focused on uncertainty analysis of reactor core and system respectively. This paper discusses the progress made in Phase I calculations, the Specifications for Phase II and the incoming challenges in defining Phase 3 exercises. The challenges of applying uncertainty quantification to complex code systems, in particular the time-dependent coupled physics models are the large computational burden and the utilization of non-linear models (expected due to the physics coupling). (authors)
Quantification of uncertainties of modeling and simulation
International Nuclear Information System (INIS)
Ma Zhibo; Yin Jianwei
2012-01-01
The principles of Modeling and Simulation (M and S) is interpreted by a functional relation, from which the total uncertainties of M and S are identified and sorted to three parts considered to vary along with the conceptual models' parameters. According to the idea of verification and validation, the space of the parameters is parted to verified and applied domains, uncertainties in the verified domain are quantified by comparison between numerical and standard results, and those in the applied domain are quantified by a newly developed extrapolating method. Examples are presented to demonstrate and qualify the ideas aimed to build a framework to quantify the uncertainties of M and S. (authors)
Characterization uncertainty and its effects on models and performance
International Nuclear Information System (INIS)
Rautman, C.A.; Treadway, A.H.
1991-01-01
Geostatistical simulation is being used to develop multiple geologic models of rock properties at the proposed Yucca Mountain repository site. Because each replicate model contains the same known information, and is thus essentially indistinguishable statistically from others, the differences between models may be thought of as representing the uncertainty in the site description. The variability among performance measures, such as ground water travel time, calculated using these replicate models therefore quantifies the uncertainty in performance that arises from uncertainty in site characterization
Analysis of uncertainty in modeling perceived risks
International Nuclear Information System (INIS)
Melnyk, R.; Sandquist, G.M.
2005-01-01
Expanding on a mathematical model developed for quantifying and assessing perceived risks, the distribution functions, variances, and uncertainties associated with estimating the model parameters are quantified. The analytical model permits the identification and assignment of any number of quantifiable risk perception factors that can be incorporated within standard risk methodology. Those risk perception factors associated with major technical issues are modeled using lognormal probability density functions to span the potentially large uncertainty variations associated with these risk perceptions. The model quantifies the logic of public risk perception and provides an effective means for measuring and responding to perceived risks. (authors)
The sensitivity of flowline models of tidewater glaciers to parameter uncertainty
Directory of Open Access Journals (Sweden)
E. M. Enderlin
2013-10-01
Full Text Available Depth-integrated (1-D flowline models have been widely used to simulate fast-flowing tidewater glaciers and predict change because the continuous grounding line tracking, high horizontal resolution, and physically based calving criterion that are essential to realistic modeling of tidewater glaciers can easily be incorporated into the models while maintaining high computational efficiency. As with all models, the values for parameters describing ice rheology and basal friction must be assumed and/or tuned based on observations. For prognostic studies, these parameters are typically tuned so that the glacier matches observed thickness and speeds at an initial state, to which a perturbation is applied. While it is well know that ice flow models are sensitive to these parameters, the sensitivity of tidewater glacier models has not been systematically investigated. Here we investigate the sensitivity of such flowline models of outlet glacier dynamics to uncertainty in three key parameters that influence a glacier's resistive stress components. We find that, within typical observational uncertainty, similar initial (i.e., steady-state glacier configurations can be produced with substantially different combinations of parameter values, leading to differing transient responses after a perturbation is applied. In cases where the glacier is initially grounded near flotation across a basal over-deepening, as typically observed for rapidly changing glaciers, these differences can be dramatic owing to the threshold of stability imposed by the flotation criterion. The simulated transient response is particularly sensitive to the parameterization of ice rheology: differences in ice temperature of ~ 2 °C can determine whether the glaciers thin to flotation and retreat unstably or remain grounded on a marine shoal. Due to the highly non-linear dependence of tidewater glaciers on model parameters, we recommend that their predictions are accompanied by
Identifying influences on model uncertainty: an application using a forest carbon budget model
James E. Smith; Linda S. Heath
2001-01-01
Uncertainty is an important consideration for both developers and users of environmental simulation models. Establishing quantitative estimates of uncertainty for deterministic models can be difficult when the underlying bases for such information are scarce. We demonstrate an application of probabilistic uncertainty analysis that provides for refinements in...
Estimating Coastal Digital Elevation Model (DEM) Uncertainty
Amante, C.; Mesick, S.
2017-12-01
Integrated bathymetric-topographic digital elevation models (DEMs) are representations of the Earth's solid surface and are fundamental to the modeling of coastal processes, including tsunami, storm surge, and sea-level rise inundation. Deviations in elevation values from the actual seabed or land surface constitute errors in DEMs, which originate from numerous sources, including: (i) the source elevation measurements (e.g., multibeam sonar, lidar), (ii) the interpolative gridding technique (e.g., spline, kriging) used to estimate elevations in areas unconstrained by source measurements, and (iii) the datum transformation used to convert bathymetric and topographic data to common vertical reference systems. The magnitude and spatial distribution of the errors from these sources are typically unknown, and the lack of knowledge regarding these errors represents the vertical uncertainty in the DEM. The National Oceanic and Atmospheric Administration (NOAA) National Centers for Environmental Information (NCEI) has developed DEMs for more than 200 coastal communities. This study presents a methodology developed at NOAA NCEI to derive accompanying uncertainty surfaces that estimate DEM errors at the individual cell-level. The development of high-resolution (1/9th arc-second), integrated bathymetric-topographic DEMs along the southwest coast of Florida serves as the case study for deriving uncertainty surfaces. The estimated uncertainty can then be propagated into the modeling of coastal processes that utilize DEMs. Incorporating the uncertainty produces more reliable modeling results, and in turn, better-informed coastal management decisions.
An evaluation of uncertainties in radioecological models
International Nuclear Information System (INIS)
Hoffmann, F.O.; Little, C.A.; Miller, C.W.; Dunning, D.E. Jr.; Rupp, E.M.; Shor, R.W.; Schaeffer, D.L.; Baes, C.F. III
1978-01-01
The paper presents results of analyses for seven selected parameters commonly used in environmental radiological assessment models, assuming that the available data are representative of the true distribution of parameter values and that their respective distributions are lognormal. Estimates of the most probable, median, mean, and 99th percentile for each parameter are fiven and compared to U.S. NRC default values. The regulatory default values are generally greater than the median values for the selected parameters, but some are associated with percentiles significantly less than the 50th. The largest uncertainties appear to be associated with aquatic bioaccumulation factors for fresh water fish. Approximately one order of magnitude separates median values and values of the 99th percentile. The uncertainty is also estimated for the annual dose rate predicted by a multiplicative chain model for the transport of molecular iodine-131 via the air-pasture-cow-milk-child's thyroid pathway. The value for the 99th percentile is ten times larger than the median value of the predicted dose normalized for a given air concentration of 131 I 2 . About 72% of the uncertainty in this model is contributed by the dose conversion factor and the milk transfer coefficient. Considering the difficulties in obtaining a reliable quantification of the true uncertainties in model predictions, methods for taking these uncertainties into account when determining compliance with regulatory statutes are discussed. (orig./HP) [de
Evaluating system behavior through Dynamic Master Logic Diagram (DMLD) modeling
International Nuclear Information System (INIS)
Hu, Y.-S.; Modarres, Mohammad
1999-01-01
In this paper, the Dynamic Master Logic Diagram (DMLD) is introduced for representing full-scale time-dependent behavior and uncertain behavior of complex physical systems. Conceptually, the DMLD allows one to decompose a complex system hierarchically to model and to represent: (1) partial success/failure of the system, (2) full-scale logical, physical and fuzzy connectivity relations, (3) probabilistic, resolutional or linguistic uncertainty, (4) multiple-state system dynamics, and (5) floating threshold and transition effects. To demonstrate the technique, examples of using DMLD to model, to diagnose and to control dynamic behavior of a system are presented. A DMLD-based expert system building tool, called Dynamic Reliability Expert System (DREXs), is introduced to automate the DMLD modeling process
A novel dose uncertainty model and its application for dose verification
International Nuclear Information System (INIS)
Jin Hosang; Chung Heetaek; Liu Chihray; Palta, Jatinder; Suh, Tae-Suk; Kim, Siyong
2005-01-01
Based on statistical approach, a novel dose uncertainty model was introduced considering both nonspatial and spatial dose deviations. Non-space-oriented uncertainty is mainly caused by dosimetric uncertainties, and space-oriented dose uncertainty is the uncertainty caused by all spatial displacements. Assuming these two parts are independent, dose difference between measurement and calculation is a linear combination of nonspatial and spatial dose uncertainties. Two assumptions were made: (1) the relative standard deviation of nonspatial dose uncertainty is inversely proportional to the dose standard deviation σ, and (2) the spatial dose uncertainty is proportional to the gradient of dose. The total dose uncertainty is a quadratic sum of the nonspatial and spatial uncertainties. The uncertainty model provides the tolerance dose bound for comparison between calculation and measurement. In the statistical uncertainty model based on a Gaussian distribution, a confidence level of 3σ theoretically confines 99.74% of measurements within the bound. By setting the confidence limit, the tolerance bound for dose comparison can be made analogous to that of existing dose comparison methods (e.g., a composite distribution analysis, a γ test, a χ evaluation, and a normalized agreement test method). However, the model considers the inherent dose uncertainty characteristics of the test points by taking into account the space-specific history of dose accumulation, while the previous methods apply a single tolerance criterion to the points, although dose uncertainty at each point is significantly different from others. Three types of one-dimensional test dose distributions (a single large field, a composite flat field made by two identical beams, and three-beam intensity-modulated fields) were made to verify the robustness of the model. For each test distribution, the dose bound predicted by the uncertainty model was compared with simulated measurements. The simulated
Uncertainty in a spatial evacuation model
Mohd Ibrahim, Azhar; Venkat, Ibrahim; Wilde, Philippe De
2017-08-01
Pedestrian movements in crowd motion can be perceived in terms of agents who basically exhibit patient or impatient behavior. We model crowd motion subject to exit congestion under uncertainty conditions in a continuous space and compare the proposed model via simulations with the classical social force model. During a typical emergency evacuation scenario, agents might not be able to perceive with certainty the strategies of opponents (other agents) owing to the dynamic changes entailed by the neighborhood of opponents. In such uncertain scenarios, agents will try to update their strategy based on their own rules or their intrinsic behavior. We study risk seeking, risk averse and risk neutral behaviors of such agents via certain game theory notions. We found that risk averse agents tend to achieve faster evacuation time whenever the time delay in conflicts appears to be longer. The results of our simulations also comply with previous work and conform to the fact that evacuation time of agents becomes shorter once mutual cooperation among agents is achieved. Although the impatient strategy appears to be the rational strategy that might lead to faster evacuation times, our study scientifically shows that the more the agents are impatient, the slower is the egress time.
Energy Technology Data Exchange (ETDEWEB)
Picard, Richard Roy [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Bhat, Kabekode Ghanasham [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2017-07-18
We examine sensitivity analysis and uncertainty quantification for molecular dynamics simulation. Extreme (large or small) output values for the LAMMPS code often occur at the boundaries of input regions, and uncertainties in those boundary values are overlooked by common SA methods. Similarly, input values for which code outputs are consistent with calibration data can also occur near boundaries. Upon applying approaches in the literature for imprecise probabilities (IPs), much more realistic results are obtained than for the complacent application of standard SA and code calibration.
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
Directory of Open Access Journals (Sweden)
Pradeep Pillai
Full Text Available We utilize a standard competition-colonization metapopulation model in order to study the evolutionary assembly of species. Based on earlier work showing how models assuming strict competitive hierarchies will likely lead to runaway evolution and self-extinction for all species, we adopt a continuous competition function that allows for levels of uncertainty in the outcome of competition. We then, by extending the standard patch-dynamic metapopulation model in order to include evolutionary dynamics, allow for the coevolution of species into stable communities composed of species with distinct limiting similarities. Runaway evolution towards stochastic extinction then becomes a limiting case controlled by the level of competitive uncertainty. We demonstrate how intermediate competitive uncertainty maximizes the equilibrium species richness as well as maximizes the adaptive radiation and self-assembly of species under adaptive dynamics with mutations of non-negligible size. By reconciling competition-colonization tradeoff theory with co-evolutionary dynamics, our results reveal the importance of intermediate levels of competitive uncertainty for the evolutionary assembly of species.
Uncertainty analyses of the calibrated parameter values of a water quality model
Rode, M.; Suhr, U.; Lindenschmidt, K.-E.
2003-04-01
For river basin management water quality models are increasingly used for the analysis and evaluation of different management measures. However substantial uncertainties exist in parameter values depending on the available calibration data. In this paper an uncertainty analysis for a water quality model is presented, which considers the impact of available model calibration data and the variance of input variables. The investigation was conducted based on four extensive flowtime related longitudinal surveys in the River Elbe in the years 1996 to 1999 with varying discharges and seasonal conditions. For the model calculations the deterministic model QSIM of the BfG (Germany) was used. QSIM is a one dimensional water quality model and uses standard algorithms for hydrodynamics and phytoplankton dynamics in running waters, e.g. Michaelis Menten/Monod kinetics, which are used in a wide range of models. The multi-objective calibration of the model was carried out with the nonlinear parameter estimator PEST. The results show that for individual flow time related measuring surveys very good agreements between model calculation and measured values can be obtained. If these parameters are applied to deviating boundary conditions, substantial errors in model calculation can occur. These uncertainties can be decreased with an increased calibration database. More reliable model parameters can be identified, which supply reasonable results for broader boundary conditions. The extension of the application of the parameter set on a wider range of water quality conditions leads to a slight reduction of the model precision for the specific water quality situation. Moreover the investigations show that highly variable water quality variables like the algal biomass always allow a smaller forecast accuracy than variables with lower coefficients of variation like e.g. nitrate.
Uncertainty Management of Dynamic Tariff Method for Congestion Management in Distribution Networks
DEFF Research Database (Denmark)
Huang, Shaojun; Wu, Qiuwei; Cheng, Lin
2016-01-01
The dynamic tariff (DT) method is designed for the distribution system operator (DSO) to alleviate congestions that might occur in a distribution network with high penetration of distributed energy resources (DERs). Uncertainty management is required for the decentralized DT method because the DT...... is de- termined based on optimal day-ahead energy planning with forecasted parameters such as day-ahead energy prices and en- ergy needs which might be different from the parameters used by aggregators. The uncertainty management is to quantify and mitigate the risk of the congestion when employing...
Partitioning uncertainty in streamflow projections under nonstationary model conditions
Chawla, Ila; Mujumdar, P. P.
2018-02-01
Assessing the impacts of Land Use (LU) and climate change on future streamflow projections is necessary for efficient management of water resources. However, model projections are burdened with significant uncertainty arising from various sources. Most of the previous studies have considered climate models and scenarios as major sources of uncertainty, but uncertainties introduced by land use change and hydrologic model assumptions are rarely investigated. In this paper an attempt is made to segregate the contribution from (i) general circulation models (GCMs), (ii) emission scenarios, (iii) land use scenarios, (iv) stationarity assumption of the hydrologic model, and (v) internal variability of the processes, to overall uncertainty in streamflow projections using analysis of variance (ANOVA) approach. Generally, most of the impact assessment studies are carried out with unchanging hydrologic model parameters in future. It is, however, necessary to address the nonstationarity in model parameters with changing land use and climate. In this paper, a regression based methodology is presented to obtain the hydrologic model parameters with changing land use and climate scenarios in future. The Upper Ganga Basin (UGB) in India is used as a case study to demonstrate the methodology. The semi-distributed Variable Infiltration Capacity (VIC) model is set-up over the basin, under nonstationary conditions. Results indicate that model parameters vary with time, thereby invalidating the often-used assumption of model stationarity. The streamflow in UGB under the nonstationary model condition is found to reduce in future. The flows are also found to be sensitive to changes in land use. Segregation results suggest that model stationarity assumption and GCMs along with their interactions with emission scenarios, act as dominant sources of uncertainty. This paper provides a generalized framework for hydrologists to examine stationarity assumption of models before considering them
Immersive Data Comprehension: Visualizing Uncertainty in Measurable Models
Directory of Open Access Journals (Sweden)
Pere eBrunet
2015-09-01
Full Text Available Recent advances in 3D scanning technologies have opened new possibilities in a broad range of applications includingcultural heritage, medicine, civil engineering and urban planning. Virtual Reality systems can provide new tools toprofessionals that want to understand acquired 3D models. In this paper, we review the concept of data comprehension with an emphasis on visualization and inspection tools on immersive setups. We claim that in most application fields, data comprehension requires model measurements which in turn should be based on the explicit visualization of uncertainty. As 3D digital representations are not faithful, information on their fidelity at local level should be included in the model itself as uncertainty bounds. We propose the concept of Measurable 3D Models as digital models that explicitly encode local uncertainty bounds related to their quality. We claim that professionals and experts can strongly benefit from immersive interaction through new specific, fidelity-aware measurement tools which can facilitate 3D data comprehension. Since noise and processing errors are ubiquitous in acquired datasets, we discuss the estimation, representation and visualization of data uncertainty. We show that, based on typical user requirements in Cultural Heritage and other domains, application-oriented measuring tools in 3D models must consider uncertainty and local error bounds. We also discuss the requirements of immersive interaction tools for the comprehension of huge 3D and nD datasets acquired from real objects.
Dynamics and control of quadcopter using linear model predictive control approach
Islam, M.; Okasha, M.; Idres, M. M.
2017-12-01
This paper investigates the dynamics and control of a quadcopter using the Model Predictive Control (MPC) approach. The dynamic model is of high fidelity and nonlinear, with six degrees of freedom that include disturbances and model uncertainties. The control approach is developed based on MPC to track different reference trajectories ranging from simple ones such as circular to complex helical trajectories. In this control technique, a linearized model is derived and the receding horizon method is applied to generate the optimal control sequence. Although MPC is computer expensive, it is highly effective to deal with the different types of nonlinearities and constraints such as actuators’ saturation and model uncertainties. The MPC parameters (control and prediction horizons) are selected by trial-and-error approach. Several simulation scenarios are performed to examine and evaluate the performance of the proposed control approach using MATLAB and Simulink environment. Simulation results show that this control approach is highly effective to track a given reference trajectory.
Energy Technology Data Exchange (ETDEWEB)
Cipiti, Benjamin B. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-03-01
The Co-Decontamination (CoDCon) Demonstration project is designed to test the separation of a mixed U and Pu product from dissolved spent nuclear fuel. The primary purpose of the project is to quantify the accuracy and precision to which a U/Pu mass ratio can be achieved without removing a pure Pu product. The system includes an on-line monitoring system using spectroscopy to monitor the ratios throughout the process. A dynamic model of the CoDCon flowsheet and on-line monitoring system was developed in order to expand the range of scenarios that can be examined for process control and determine overall measurement uncertainty. The model development and initial results are presented here.
How to: understanding SWAT model uncertainty relative to measured results
Watershed models are being relied upon to contribute to most policy-making decisions of watershed management, and the demand for an accurate accounting of complete model uncertainty is rising. Generalized likelihood uncertainty estimation (GLUE) is a widely used method for quantifying uncertainty i...
A Model-Free Definition of Increasing Uncertainty
Grant, S.; Quiggin, J.
2001-01-01
We present a definition of increasing uncertainty, independent of any notion of subjective probabilities, or of any particular model of preferences.Our notion of an elementary increase in the uncertainty of any act corresponds to the addition of an 'elementary bet' which increases consumption by a
Study on Uncertainty and Contextual Modelling
Czech Academy of Sciences Publication Activity Database
Klimešová, Dana; Ocelíková, E.
2007-01-01
Roč. 1, č. 1 (2007), s. 12-15 ISSN 1998-0140 Institutional research plan: CEZ:AV0Z10750506 Keywords : Knowledge * contextual modelling * temporal modelling * uncertainty * knowledge management Subject RIV: BD - Theory of Information
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...
Analytic uncertainty and sensitivity analysis of models with input correlations
Zhu, Yueying; Wang, Qiuping A.; Li, Wei; Cai, Xu
2018-03-01
Probabilistic uncertainty analysis is a common means of evaluating mathematical models. In mathematical modeling, the uncertainty in input variables is specified through distribution laws. Its contribution to the uncertainty in model response is usually analyzed by assuming that input variables are independent of each other. However, correlated parameters are often happened in practical applications. In the present paper, an analytic method is built for the uncertainty and sensitivity analysis of models in the presence of input correlations. With the method, it is straightforward to identify the importance of the independence and correlations of input variables in determining the model response. This allows one to decide whether or not the input correlations should be considered in practice. Numerical examples suggest the effectiveness and validation of our analytic method in the analysis of general models. A practical application of the method is also proposed to the uncertainty and sensitivity analysis of a deterministic HIV model.
Uncertainties in environmental radiological assessment models and their implications
International Nuclear Information System (INIS)
Hoffman, F.O.; Miller, C.W.
1983-01-01
Environmental radiological assessments rely heavily on the use of mathematical models. The predictions of these models are inherently uncertain because these models are inexact representations of real systems. The major sources of this uncertainty are related to biases in model formulation and parameter estimation. The best approach for estimating the actual extent of over- or underprediction is model validation, a procedure that requires testing over the range of the intended realm of model application. Other approaches discussed are the use of screening procedures, sensitivity and stochastic analyses, and model comparison. The magnitude of uncertainty in model predictions is a function of the questions asked of the model and the specific radionuclides and exposure pathways of dominant importance. Estimates are made of the relative magnitude of uncertainty for situations requiring predictions of individual and collective risks for both chronic and acute releases of radionuclides. It is concluded that models developed as research tools should be distinguished from models developed for assessment applications. Furthermore, increased model complexity does not necessarily guarantee increased accuracy. To improve the realism of assessment modeling, stochastic procedures are recommended that translate uncertain parameter estimates into a distribution of predicted values. These procedures also permit the importance of model parameters to be ranked according to their relative contribution to the overall predicted uncertainty. Although confidence in model predictions can be improved through site-specific parameter estimation and increased model validation, risk factors and internal dosimetry models will probably remain important contributors to the amount of uncertainty that is irreducible
Energy Technology Data Exchange (ETDEWEB)
He, L., E-mail: li.he@ryerson.ca [Department of Civil Engineering, Faculty of Engineering, Architecture and Science, Ryerson University, 350 Victoria Street, Toronto, Ontario, M5B 2K3 (Canada); Huang, G.H. [Environmental Systems Engineering Program, Faculty of Engineering, University of Regina, Regina, Saskatchewan, S4S 0A2 (Canada); College of Urban Environmental Sciences, Peking University, Beijing 100871 (China); Lu, H.W. [Environmental Systems Engineering Program, Faculty of Engineering, University of Regina, Regina, Saskatchewan, S4S 0A2 (Canada)
2010-04-15
Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the 'true' ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes.
Peña, Carlos; Espeland, Marianne
2015-01-01
The species rich butterfly family Nymphalidae has been used to study evolutionary interactions between plants and insects. Theories of insect-hostplant dynamics predict accelerated diversification due to key innovations. In evolutionary biology, analysis of maximum credibility trees in the software MEDUSA (modelling evolutionary diversity using stepwise AIC) is a popular method for estimation of shifts in diversification rates. We investigated whether phylogenetic uncertainty can produce different results by extending the method across a random sample of trees from the posterior distribution of a Bayesian run. Using the MultiMEDUSA approach, we found that phylogenetic uncertainty greatly affects diversification rate estimates. Different trees produced diversification rates ranging from high values to almost zero for the same clade, and both significant rate increase and decrease in some clades. Only four out of 18 significant shifts found on the maximum clade credibility tree were consistent across most of the sampled trees. Among these, we found accelerated diversification for Ithomiini butterflies. We used the binary speciation and extinction model (BiSSE) and found that a hostplant shift to Solanaceae is correlated with increased net diversification rates in Ithomiini, congruent with the diffuse cospeciation hypothesis. Our results show that taking phylogenetic uncertainty into account when estimating net diversification rate shifts is of great importance, as very different results can be obtained when using the maximum clade credibility tree and other trees from the posterior distribution. PMID:25830910
Directory of Open Access Journals (Sweden)
Carlos Peña
Full Text Available The species rich butterfly family Nymphalidae has been used to study evolutionary interactions between plants and insects. Theories of insect-hostplant dynamics predict accelerated diversification due to key innovations. In evolutionary biology, analysis of maximum credibility trees in the software MEDUSA (modelling evolutionary diversity using stepwise AIC is a popular method for estimation of shifts in diversification rates. We investigated whether phylogenetic uncertainty can produce different results by extending the method across a random sample of trees from the posterior distribution of a Bayesian run. Using the MultiMEDUSA approach, we found that phylogenetic uncertainty greatly affects diversification rate estimates. Different trees produced diversification rates ranging from high values to almost zero for the same clade, and both significant rate increase and decrease in some clades. Only four out of 18 significant shifts found on the maximum clade credibility tree were consistent across most of the sampled trees. Among these, we found accelerated diversification for Ithomiini butterflies. We used the binary speciation and extinction model (BiSSE and found that a hostplant shift to Solanaceae is correlated with increased net diversification rates in Ithomiini, congruent with the diffuse cospeciation hypothesis. Our results show that taking phylogenetic uncertainty into account when estimating net diversification rate shifts is of great importance, as very different results can be obtained when using the maximum clade credibility tree and other trees from the posterior distribution.
Geological-structural models used in SR 97. Uncertainty analysis
Energy Technology Data Exchange (ETDEWEB)
Saksa, P.; Nummela, J. [FINTACT Oy (Finland)
1998-10-01
The uncertainty of geological-structural models was studied for the three sites in SR 97, called Aberg, Beberg and Ceberg. The evaluation covered both regional and site scale models, the emphasis being placed on fracture zones in the site scale. Uncertainty is a natural feature of all geoscientific investigations. It originates from measurements (errors in data, sampling limitations, scale variation) and conceptualisation (structural geometries and properties, ambiguous geometric or parametric solutions) to name the major ones. The structures of A-, B- and Ceberg are fracture zones of varying types. No major differences in the conceptualisation between the sites were noted. One source of uncertainty in the site models is the non-existence of fracture and zone information in the scale from 10 to 300 - 1000 m. At Aberg the development of the regional model has been performed very thoroughly. At the site scale one major source of uncertainty is that a clear definition of the target area is missing. Structures encountered in the boreholes are well explained and an interdisciplinary approach in interpretation have taken place. Beberg and Ceberg regional models contain relatively large uncertainties due to the investigation methodology and experience available at that time. In site scale six additional structures were proposed both to Beberg and Ceberg to variant analysis of these sites. Both sites include uncertainty in the form of many non-interpreted fractured sections along the boreholes. Statistical analysis gives high occurrences of structures for all three sites: typically 20 - 30 structures/km{sup 3}. Aberg has highest structural frequency, Beberg comes next and Ceberg has the lowest. The borehole configuration, orientations and surveying goals were inspected to find whether preferences or factors causing bias were present. Data from Aberg supports the conclusion that Aespoe sub volume would be an anomalously fractured, tectonised unit of its own. This means that
Geological-structural models used in SR 97. Uncertainty analysis
International Nuclear Information System (INIS)
Saksa, P.; Nummela, J.
1998-10-01
The uncertainty of geological-structural models was studied for the three sites in SR 97, called Aberg, Beberg and Ceberg. The evaluation covered both regional and site scale models, the emphasis being placed on fracture zones in the site scale. Uncertainty is a natural feature of all geoscientific investigations. It originates from measurements (errors in data, sampling limitations, scale variation) and conceptualisation (structural geometries and properties, ambiguous geometric or parametric solutions) to name the major ones. The structures of A-, B- and Ceberg are fracture zones of varying types. No major differences in the conceptualisation between the sites were noted. One source of uncertainty in the site models is the non-existence of fracture and zone information in the scale from 10 to 300 - 1000 m. At Aberg the development of the regional model has been performed very thoroughly. At the site scale one major source of uncertainty is that a clear definition of the target area is missing. Structures encountered in the boreholes are well explained and an interdisciplinary approach in interpretation have taken place. Beberg and Ceberg regional models contain relatively large uncertainties due to the investigation methodology and experience available at that time. In site scale six additional structures were proposed both to Beberg and Ceberg to variant analysis of these sites. Both sites include uncertainty in the form of many non-interpreted fractured sections along the boreholes. Statistical analysis gives high occurrences of structures for all three sites: typically 20 - 30 structures/km 3 . Aberg has highest structural frequency, Beberg comes next and Ceberg has the lowest. The borehole configuration, orientations and surveying goals were inspected to find whether preferences or factors causing bias were present. Data from Aberg supports the conclusion that Aespoe sub volume would be an anomalously fractured, tectonised unit of its own. This means that the
Molecular nonlinear dynamics and protein thermal uncertainty quantification
Xia, Kelin; Wei, Guo-Wei
2014-01-01
This work introduces molecular nonlinear dynamics (MND) as a new approach for describing protein folding and aggregation. By using a mode system, we show that the MND of disordered proteins is chaotic while that of folded proteins exhibits intrinsically low dimensional manifolds (ILDMs). The stability of ILDMs is found to strongly correlate with protein energies. We propose a novel method for protein thermal uncertainty quantification based on persistently invariant ILDMs. Extensive comparison with experimental data and the state-of-the-art methods in the field validate the proposed new method for protein B-factor prediction. PMID:24697365
Model parameter uncertainty analysis for an annual field-scale phosphorus loss model
Phosphorous (P) loss models are important tools for developing and evaluating conservation practices aimed at reducing P losses from agricultural fields. All P loss models, however, have an inherent amount of uncertainty associated with them. In this study, we conducted an uncertainty analysis with ...
He, L; Huang, G H; Lu, H W
2010-04-15
Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the "true" ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes. 2009 Elsevier B.V. All rights reserved.
Robustness for slope stability modelling under deep uncertainty
Almeida, Susana; Holcombe, Liz; Pianosi, Francesca; Wagener, Thorsten
2015-04-01
Landslides can have large negative societal and economic impacts, such as loss of life and damage to infrastructure. However, the ability of slope stability assessment to guide management is limited by high levels of uncertainty in model predictions. Many of these uncertainties cannot be easily quantified, such as those linked to climate change and other future socio-economic conditions, restricting the usefulness of traditional decision analysis tools. Deep uncertainty can be managed more effectively by developing robust, but not necessarily optimal, policies that are expected to perform adequately under a wide range of future conditions. Robust strategies are particularly valuable when the consequences of taking a wrong decision are high as is often the case of when managing natural hazard risks such as landslides. In our work a physically based numerical model of hydrologically induced slope instability (the Combined Hydrology and Stability Model - CHASM) is applied together with robust decision making to evaluate the most important uncertainties (storm events, groundwater conditions, surface cover, slope geometry, material strata and geotechnical properties) affecting slope stability. Specifically, impacts of climate change on long-term slope stability are incorporated, accounting for the deep uncertainty in future climate projections. Our findings highlight the potential of robust decision making to aid decision support for landslide hazard reduction and risk management under conditions of deep uncertainty.
Energy Technology Data Exchange (ETDEWEB)
Rankinen, K.; Granlund, K. [Finnish Environmental Inst., Helsinki (Finland); Futter, M. N. [Swedish Univ. of Agricultural Sciences, Uppsala (Sweden)
2013-11-01
The semi-distributed, dynamic INCA-N model was used to simulate the behaviour of dissolved inorganic nitrogen (DIN) in two Finnish research catchments. Parameter sensitivity and model structural uncertainty were analysed using generalized sensitivity analysis. The Mustajoki catchment is a forested upstream catchment, while the Savijoki catchment represents intensively cultivated lowlands. In general, there were more influential parameters in Savijoki than Mustajoki. Model results were sensitive to N-transformation rates, vegetation dynamics, and soil and river hydrology. Values of the sensitive parameters were based on long-term measurements covering both warm and cold years. The highest measured DIN concentrations fell between minimum and maximum values estimated during the uncertainty analysis. The lowest measured concentrations fell outside these bounds, suggesting that some retention processes may be missing from the current model structure. The lowest concentrations occurred mainly during low flow periods; so effects on total loads were small. (orig.)
Uncertainty analysis of flexible rotors considering fuzzy parameters and fuzzy-random parameters
Directory of Open Access Journals (Sweden)
Fabian Andres Lara-Molina
Full Text Available Abstract The components of flexible rotors are subjected to uncertainties. The main sources of uncertainties include the variation of mechanical properties. This contribution aims at analyzing the dynamics of flexible rotors under uncertain parameters modeled as fuzzy and fuzzy random variables. The uncertainty analysis encompasses the modeling of uncertain parameters and the numerical simulation of the corresponding flexible rotor model by using an approach based on fuzzy dynamic analysis. The numerical simulation is accomplished by mapping the fuzzy parameters of the deterministic flexible rotor model. Thereby, the flexible rotor is modeled by using both the Fuzzy Finite Element Method and the Fuzzy Stochastic Finite Element Method. Numerical simulations illustrate the methodology conveyed in terms of orbits and frequency response functions subject to uncertain parameters.
Holistic uncertainty analysis in river basin modeling for climate vulnerability assessment
Taner, M. U.; Wi, S.; Brown, C.
2017-12-01
The challenges posed by uncertain future climate are a prominent concern for water resources managers. A number of frameworks exist for assessing the impacts of climate-related uncertainty, including internal climate variability and anthropogenic climate change, such as scenario-based approaches and vulnerability-based approaches. While in many cases climate uncertainty may be dominant, other factors such as future evolution of the river basin, hydrologic response and reservoir operations are potentially significant sources of uncertainty. While uncertainty associated with modeling hydrologic response has received attention, very little attention has focused on the range of uncertainty and possible effects of the water resources infrastructure and management. This work presents a holistic framework that allows analysis of climate, hydrologic and water management uncertainty in water resources systems analysis with the aid of a water system model designed to integrate component models for hydrology processes and water management activities. The uncertainties explored include those associated with climate variability and change, hydrologic model parameters, and water system operation rules. A Bayesian framework is used to quantify and model the uncertainties at each modeling steps in integrated fashion, including prior and the likelihood information about model parameters. The framework is demonstrated in a case study for the St. Croix Basin located at border of United States and Canada.
Bayesian uncertainty analyses of probabilistic risk models
International Nuclear Information System (INIS)
Pulkkinen, U.
1989-01-01
Applications of Bayesian principles to the uncertainty analyses are discussed in the paper. A short review of the most important uncertainties and their causes is provided. An application of the principle of maximum entropy to the determination of Bayesian prior distributions is described. An approach based on so called probabilistic structures is presented in order to develop a method of quantitative evaluation of modelling uncertainties. The method is applied to a small example case. Ideas for application areas for the proposed method are discussed
Appropriatie spatial scales to achieve model output uncertainty goals
Booij, Martijn J.; Melching, Charles S.; Chen, Xiaohong; Chen, Yongqin; Xia, Jun; Zhang, Hailun
2008-01-01
Appropriate spatial scales of hydrological variables were determined using an existing methodology based on a balance in uncertainties from model inputs and parameters extended with a criterion based on a maximum model output uncertainty. The original methodology uses different relationships between
Gerven, M.A.J. van
2007-01-01
This dissertation deals with decision support in the context of clinical oncology. (Dynamic) Bayesian networks are used as a framework for (dynamic) decision-making under uncertainty and applied to a variety of diagnostic, prognostic, and treatment problems in medicine. It is shown that the proposed
International Nuclear Information System (INIS)
Onat, Nuri Cihat; Kucukvar, Murat; Tatari, Omer
2016-01-01
Alternative vehicle technologies have a great potential to minimize the transportation-related environmental impacts, reduce the reliance of the U.S. on imported petroleum, and increase energy security. However, they introduce new uncertainties related to their environmental, economic, and social impacts and certain challenges for widespread adoption. In this study, a novel method, uncertainty-embedded dynamic life cycle sustainability assessment framework, is developed to address both methodological challenges and uncertainties in transportation sustainability research. The proposed approach provides a more comprehensive, system-based sustainability assessment framework by capturing the dynamic relations among the parameters within the U.S. transportation system as a whole with respect to its environmental, social, and economic impacts. Using multivariate uncertainty analysis, likelihood of the impact reduction potentials of different vehicle types, as well as the behavioral limits of the sustainability potentials of each vehicle type are analyzed. Seven sustainability impact categories are dynamically quantified for four different vehicle types (internal combustion, hybrid, plug-in hybrid, and battery electric vehicles) from 2015 to 2050. Although impacts of electric vehicles have the largest uncertainty, they are expected (90% confidence) to be the best alternative in long-term for reducing human health impacts and air pollution from transportation. While results based on deterministic (average) values indicate that electric vehicles have greater potential of reducing greenhouse gas emissions, plug-in hybrid vehicles have the largest potential according to the results with 90% confidence interval. - Highlights: • Uncertainty-embedded dynamic sustainability assessment framework, is developed. • Methodological challenges and uncertainties are addressed. • Seven impact categories are quantified for four different vehicle types.
Modeling Input Errors to Improve Uncertainty Estimates for Sediment Transport Model Predictions
Jung, J. Y.; Niemann, J. D.; Greimann, B. P.
2016-12-01
Bayesian methods using Markov chain Monte Carlo algorithms have recently been applied to sediment transport models to assess the uncertainty in the model predictions due to the parameter values. Unfortunately, the existing approaches can only attribute overall uncertainty to the parameters. This limitation is critical because no model can produce accurate forecasts if forced with inaccurate input data, even if the model is well founded in physical theory. In this research, an existing Bayesian method is modified to consider the potential errors in input data during the uncertainty evaluation process. The input error is modeled using Gaussian distributions, and the means and standard deviations are treated as uncertain parameters. The proposed approach is tested by coupling it to the Sedimentation and River Hydraulics - One Dimension (SRH-1D) model and simulating a 23-km reach of the Tachia River in Taiwan. The Wu equation in SRH-1D is used for computing the transport capacity for a bed material load of non-cohesive material. Three types of input data are considered uncertain: (1) the input flowrate at the upstream boundary, (2) the water surface elevation at the downstream boundary, and (3) the water surface elevation at a hydraulic structure in the middle of the reach. The benefits of modeling the input errors in the uncertainty analysis are evaluated by comparing the accuracy of the most likely forecast and the coverage of the observed data by the credible intervals to those of the existing method. The results indicate that the internal boundary condition has the largest uncertainty among those considered. Overall, the uncertainty estimates from the new method are notably different from those of the existing method for both the calibration and forecast periods.
Uncertainty analysis of hydrological modeling in a tropical area using different algorithms
Rafiei Emam, Ammar; Kappas, Martin; Fassnacht, Steven; Linh, Nguyen Hoang Khanh
2018-01-01
Hydrological modeling outputs are subject to uncertainty resulting from different sources of errors (e.g., error in input data, model structure, and model parameters), making quantification of uncertainty in hydrological modeling imperative and meant to improve reliability of modeling results. The uncertainty analysis must solve difficulties in calibration of hydrological models, which further increase in areas with data scarcity. The purpose of this study is to apply four uncertainty analysis algorithms to a semi-distributed hydrological model, quantifying different source of uncertainties (especially parameter uncertainty) and evaluate their performance. In this study, the Soil and Water Assessment Tools (SWAT) eco-hydrological model was implemented for the watershed in the center of Vietnam. The sensitivity of parameters was analyzed, and the model was calibrated. The uncertainty analysis for the hydrological model was conducted based on four algorithms: Generalized Likelihood Uncertainty Estimation (GLUE), Sequential Uncertainty Fitting (SUFI), Parameter Solution method (ParaSol) and Particle Swarm Optimization (PSO). The performance of the algorithms was compared using P-factor and Rfactor, coefficient of determination (R 2), the Nash Sutcliffe coefficient of efficiency (NSE) and Percent Bias (PBIAS). The results showed the high performance of SUFI and PSO with P-factor>0.83, R-factor 0.91, NSE>0.89, and 0.18
Energy Technology Data Exchange (ETDEWEB)
Jung, Byung Jin; Koo, Ja Choon; Choi, Hyouk Ryeol; Moon, Hyung Pil [Sungkyunkwan University, Suwon (Korea, Republic of)
2014-11-15
This paper presents the development and experimental evaluation of a collision detection method for robotic manipulators sharing a workspace with humans. Fast and robust collision detection is important for guaranteeing safety and preventing false alarms. The main cause of a false alarm is modeling error. We use the characteristic of the maximum frequency boundary of the manipulator's dynamic model. The tendency of the frequency boundary's location in the frequency domain is applied to the collision detection algorithm using a band pass filter (band designed disturbance observer, BdDOB) with changing frequency windows. Thanks to the band pass filter, which considers the frequency boundary of the dynamic model, our collision detection algorithm can extract the collision caused by the disturbance from the mixed estimation signal. As a result, the collision was successfully detected under the usage conditions of faulty sensors and uncertain model data. The experimental result of a collision between a 7-DOF serial manipulator and a human body is reported.
Compilation of information on uncertainties involved in deposition modeling
International Nuclear Information System (INIS)
Lewellen, W.S.; Varma, A.K.; Sheng, Y.P.
1985-04-01
The current generation of dispersion models contains very simple parameterizations of deposition processes. The analysis here looks at the physical mechanisms governing these processes in an attempt to see if more valid parameterizations are available and what level of uncertainty is involved in either these simple parameterizations or any more advanced parameterization. The report is composed of three parts. The first, on dry deposition model sensitivity, provides an estimate of the uncertainty existing in current estimates of the deposition velocity due to uncertainties in independent variables such as meteorological stability, particle size, surface chemical reactivity and canopy structure. The range of uncertainty estimated for an appropriate dry deposition velocity for a plume generated by a nuclear power plant accident is three orders of magnitude. The second part discusses the uncertainties involved in precipitation scavenging rates for effluents resulting from a nuclear reactor accident. The conclusion is that major uncertainties are involved both as a result of the natural variability of the atmospheric precipitation process and due to our incomplete understanding of the underlying process. The third part involves a review of the important problems associated with modeling the interaction between the atmosphere and a forest. It gives an indication of the magnitude of the problem involved in modeling dry deposition in such environments. Separate analytics have been done for each section and are contained in the EDB
Bayesian analysis for uncertainty estimation of a canopy transpiration model
Samanta, S.; Mackay, D. S.; Clayton, M. K.; Kruger, E. L.; Ewers, B. E.
2007-04-01
A Bayesian approach was used to fit a conceptual transpiration model to half-hourly transpiration rates for a sugar maple (Acer saccharum) stand collected over a 5-month period and probabilistically estimate its parameter and prediction uncertainties. The model used the Penman-Monteith equation with the Jarvis model for canopy conductance. This deterministic model was extended by adding a normally distributed error term. This extension enabled using Markov chain Monte Carlo simulations to sample the posterior parameter distributions. The residuals revealed approximate conformance to the assumption of normally distributed errors. However, minor systematic structures in the residuals at fine timescales suggested model changes that would potentially improve the modeling of transpiration. Results also indicated considerable uncertainties in the parameter and transpiration estimates. This simple methodology of uncertainty analysis would facilitate the deductive step during the development cycle of deterministic conceptual models by accounting for these uncertainties while drawing inferences from data.
A long run intertemporal model of the oil market with uncertainty and strategic interaction
International Nuclear Information System (INIS)
Lensberg, T.; Rasmussen, H.
1991-06-01
This paper describes a model of the long run price uncertainty in the oil market. The main feature of the model is that the uncertainty about OPEC's price strategy is assumed to be generated not by irrational behavior on the part of OPEC, but by uncertainty about OPEC's size and time preference. The control of OPEC's pricing decision is assumed to shift among a set of OPEC-types over time according to a stochastic process, with each type implementing that price strategy which best fits the interests of its supporters. The model is fully dynamic on the supply side in the sense that all oil producers are assumed to understand the working of OPEC and the oil market, in particular, the non-OPEC producers base their investment decisions on rational price expectations. On the demand side, we assume that the market insight is less developed on the average, and model it by means of a long run demand curve on current prices and a simple lag structure. The long run demand curve for crude oil is generated by a fairly detailed static long-run equilibrium model of the product markets. Preliminary experience with the model indicate that prices are likely to stay below 20 dollars in the foreseeable future, but that prices around 30 dollars may occur if the present long run time perspective of OPEC is abandoned in favor of a more short run one. 26 refs., 4 figs., 7 tabs
On Evaluation of Recharge Model Uncertainty: a Priori and a Posteriori
International Nuclear Information System (INIS)
Ming Ye; Karl Pohlmann; Jenny Chapman; David Shafer
2006-01-01
Hydrologic environments are open and complex, rendering them prone to multiple interpretations and mathematical descriptions. Hydrologic analyses typically rely on a single conceptual-mathematical model, which ignores conceptual model uncertainty and may result in bias in predictions and under-estimation of predictive uncertainty. This study is to assess conceptual model uncertainty residing in five recharge models developed to date by different researchers based on different theories for Nevada and Death Valley area, CA. A recently developed statistical method, Maximum Likelihood Bayesian Model Averaging (MLBMA), is utilized for this analysis. In a Bayesian framework, the recharge model uncertainty is assessed, a priori, using expert judgments collected through an expert elicitation in the form of prior probabilities of the models. The uncertainty is then evaluated, a posteriori, by updating the prior probabilities to estimate posterior model probability. The updating is conducted through maximum likelihood inverse modeling by calibrating the Death Valley Regional Flow System (DVRFS) model corresponding to each recharge model against observations of head and flow. Calibration results of DVRFS for the five recharge models are used to estimate three information criteria (AIC, BIC, and KIC) used to rank and discriminate these models. Posterior probabilities of the five recharge models, evaluated using KIC, are used as weights to average head predictions, which gives posterior mean and variance. The posterior quantities incorporate both parametric and conceptual model uncertainties
Modeling theoretical uncertainties in phenomenological analyses for particle physics
Energy Technology Data Exchange (ETDEWEB)
Charles, Jerome [CNRS, Aix-Marseille Univ, Universite de Toulon, CPT UMR 7332, Marseille Cedex 9 (France); Descotes-Genon, Sebastien [CNRS, Univ. Paris-Sud, Universite Paris-Saclay, Laboratoire de Physique Theorique (UMR 8627), Orsay Cedex (France); Niess, Valentin [CNRS/IN2P3, UMR 6533, Laboratoire de Physique Corpusculaire, Aubiere Cedex (France); Silva, Luiz Vale [CNRS, Univ. Paris-Sud, Universite Paris-Saclay, Laboratoire de Physique Theorique (UMR 8627), Orsay Cedex (France); Univ. Paris-Sud, CNRS/IN2P3, Universite Paris-Saclay, Groupe de Physique Theorique, Institut de Physique Nucleaire, Orsay Cedex (France); J. Stefan Institute, Jamova 39, P. O. Box 3000, Ljubljana (Slovenia)
2017-04-15
The determination of the fundamental parameters of the Standard Model (and its extensions) is often limited by the presence of statistical and theoretical uncertainties. We present several models for the latter uncertainties (random, nuisance, external) in the frequentist framework, and we derive the corresponding p values. In the case of the nuisance approach where theoretical uncertainties are modeled as biases, we highlight the important, but arbitrary, issue of the range of variation chosen for the bias parameters. We introduce the concept of adaptive p value, which is obtained by adjusting the range of variation for the bias according to the significance considered, and which allows us to tackle metrology and exclusion tests with a single and well-defined unified tool, which exhibits interesting frequentist properties. We discuss how the determination of fundamental parameters is impacted by the model chosen for theoretical uncertainties, illustrating several issues with examples from quark flavor physics. (orig.)
Representing and managing uncertainty in qualitative ecological models
Nuttle, T.; Bredeweg, B.; Salles, P.; Neumann, M.
2009-01-01
Ecologists and decision makers need ways to understand systems, test ideas, and make predictions and explanations about systems. However, uncertainty about causes and effects of processes and parameter values is pervasive in models of ecological systems. Uncertainty associated with incomplete
Meteorological Uncertainty of atmospheric Dispersion model results (MUD)
DEFF Research Database (Denmark)
Havskov Sørensen, Jens; Amstrup, Bjarne; Feddersen, Henrik
The MUD project addresses assessment of uncertainties of atmospheric dispersion model predictions, as well as 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....
Optical Model and Cross Section Uncertainties
Energy Technology Data Exchange (ETDEWEB)
Herman,M.W.; Pigni, M.T.; Dietrich, F.S.; Oblozinsky, P.
2009-10-05
Distinct minima and maxima in the neutron total cross section uncertainties were observed in model calculations using spherical optical potential. We found this oscillating structure to be a general feature of quantum mechanical wave scattering. Specifically, we analyzed neutron interaction with 56Fe from 1 keV up to 65 MeV, and investigated physical origin of the minima.We discuss their potential importance for practical applications as well as the implications for the uncertainties in total and absorption cross sections.
Probabilistic Radiological Performance Assessment Modeling and Uncertainty
Tauxe, J.
2004-12-01
A generic probabilistic radiological Performance Assessment (PA) model is presented. The model, built using the GoldSim systems simulation software platform, concerns contaminant transport and dose estimation in support of decision making with uncertainty. Both the U.S. Nuclear Regulatory Commission (NRC) and the U.S. Department of Energy (DOE) require assessments of potential future risk to human receptors of disposal of LLW. Commercially operated LLW disposal facilities are licensed by the NRC (or agreement states), and the DOE operates such facilities for disposal of DOE-generated LLW. The type of PA model presented is probabilistic in nature, and hence reflects the current state of knowledge about the site by using probability distributions to capture what is expected (central tendency or average) and the uncertainty (e.g., standard deviation) associated with input parameters, and propagating through the model to arrive at output distributions that reflect expected performance and the overall uncertainty in the system. Estimates of contaminant release rates, concentrations in environmental media, and resulting doses to human receptors well into the future are made by running the model in Monte Carlo fashion, with each realization representing a possible combination of input parameter values. Statistical summaries of the results can be compared to regulatory performance objectives, and decision makers are better informed of the inherently uncertain aspects of the model which supports their decision-making. While this information may make some regulators uncomfortable, they must realize that uncertainties which were hidden in a deterministic analysis are revealed in a probabilistic analysis, and the chance of making a correct decision is now known rather than hoped for. The model includes many typical features and processes that would be part of a PA, but is entirely fictitious. This does not represent any particular site and is meant to be a generic example. A
A robust Bayesian approach to modeling epistemic uncertainty in common-cause failure models
International Nuclear Information System (INIS)
Troffaes, Matthias C.M.; Walter, Gero; Kelly, Dana
2014-01-01
In a standard Bayesian approach to the alpha-factor model for common-cause failure, a precise Dirichlet prior distribution models epistemic uncertainty in the alpha-factors. This Dirichlet prior is then updated with observed data to obtain a posterior distribution, which forms the basis for further inferences. In this paper, we adapt the imprecise Dirichlet model of Walley to represent epistemic uncertainty in the alpha-factors. In this approach, epistemic uncertainty is expressed more cautiously via lower and upper expectations for each alpha-factor, along with a learning parameter which determines how quickly the model learns from observed data. For this application, we focus on elicitation of the learning parameter, and find that values in the range of 1 to 10 seem reasonable. The approach is compared with Kelly and Atwood's minimally informative Dirichlet prior for the alpha-factor model, which incorporated precise mean values for the alpha-factors, but which was otherwise quite diffuse. Next, we explore the use of a set of Gamma priors to model epistemic uncertainty in the marginal failure rate, expressed via a lower and upper expectation for this rate, again along with a learning parameter. As zero counts are generally less of an issue here, we find that the choice of this learning parameter is less crucial. Finally, we demonstrate how both epistemic uncertainty models can be combined to arrive at lower and upper expectations for all common-cause failure rates. Thereby, we effectively provide a full sensitivity analysis of common-cause failure rates, properly reflecting epistemic uncertainty of the analyst on all levels of the common-cause failure model
UNCERTAINTY SUPPLY CHAIN MODEL AND TRANSPORT IN ITS DEPLOYMENTS
Directory of Open Access Journals (Sweden)
Fabiana Lucena Oliveira
2014-05-01
Full Text Available This article discusses the Model Uncertainty of Supply Chain, and proposes a matrix with their transportation modes best suited to their chains. From the detailed analysis of the matrix of uncertainty, it is suggested transportation modes best suited to the management of these chains, so that transport is the most appropriate optimization of the gains previously proposed by the original model, particularly when supply chains are distant from suppliers of raw materials and / or supplies.Here we analyze in detail Agile Supply Chains, which is a result of Uncertainty Supply Chain Model, with special attention to Manaus Industrial Center. This research was done at Manaus Industrial Pole, which is a model of industrial agglomerations, based in Manaus, State of Amazonas (Brazil, which contemplates different supply chains and strategies sharing same infrastructure of transport, handling and storage and clearance process and uses inbound for suppliers of raw material. The state of art contemplates supply chain management, uncertainty supply chain model, agile supply chains, Manaus Industrial Center (MIC and Brazilian legislation, as a business case, and presents concepts and features, of each one. The main goal is to present and discuss how transport is able to support Uncertainty Supply Chain Model, in order to complete management model. The results obtained confirms the hypothesis of integrated logistics processes are able to guarantee attractivity for industrial agglomerations, and open discussions when the suppliers are far from the manufacturer center, in a logistics management.
Modelling Spatial Compositional Data: Reconstructions of past land cover and uncertainties
DEFF Research Database (Denmark)
Pirzamanbein, Behnaz; Lindström, Johan; Poska, Anneli
2018-01-01
In this paper, we construct a hierarchical model for spatial compositional data, which is used to reconstruct past land-cover compositions (in terms of coniferous forest, broadleaved forest, and unforested/open land) for five time periods during the past $6\\,000$ years over Europe. The model...... to a fast MCMC algorithm. Reconstructions are obtained by combining pollen-based estimates of vegetation cover at a limited number of locations with scenarios of past deforestation and output from a dynamic vegetation model. To evaluate uncertainties in the predictions a novel way of constructing joint...... confidence regions for the entire composition at each prediction location is proposed. The hierarchical model's ability to reconstruct past land cover is evaluated through cross validation for all time periods, and by comparing reconstructions for the recent past to a present day European forest map...
Simple Models for the Dynamic Modeling of Rotating Tires
Directory of Open Access Journals (Sweden)
J.C. Delamotte
2008-01-01
Full Text Available Large Finite Element (FE models of tires are currently used to predict low frequency behavior and to obtain dynamic model coefficients used in multi-body models for riding and comfort. However, to predict higher frequency behavior, which may explain irregular wear, critical rotating speeds and noise radiation, FE models are not practical. Detailed FE models are not adequate for optimization and uncertainty predictions either, as in such applications the dynamic solution must be computed a number of times. Therefore, there is a need for simpler models that can capture the physics of the tire and be used to compute the dynamic response with a low computational cost. In this paper, the spectral (or continuous element approach is used to derive such a model. A circular beam spectral element that takes into account the string effect is derived, and a method to simulate the response to a rotating force is implemented in the frequency domain. The behavior of a circular ring under different internal pressures is investigated using modal and frequency/wavenumber representations. Experimental results obtained with a real untreaded truck tire are presented and qualitatively compared with the simple model predictions with good agreement. No attempt is made to obtain equivalent parameters for the simple model from the real tire results. On the other hand, the simple model fails to represent the correct variation of the quotient of the natural frequency by the number of circumferential wavelengths with the mode count. Nevertheless, some important features of the real tire dynamic behavior, such as the generation of standing waves and part of the frequency/wavenumber behavior, can be investigated using the proposed simplified model.
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...
Identification and communication of uncertainties of phenomenological models in PSA
International Nuclear Information System (INIS)
Pulkkinen, U.; Simola, K.
2001-11-01
This report aims at presenting a view upon uncertainty analysis of phenomenological models with an emphasis on the identification and documentation of various types of uncertainties and assumptions in the modelling of the phenomena. In an uncertainty analysis, it is essential to include and document all unclear issues, in order to obtain a maximal coverage of unresolved issues. This holds independently on their nature or type of the issues. The classification of uncertainties is needed in the decomposition of the problem and it helps in the identification of means for uncertainty reduction. Further, an enhanced documentation serves to evaluate the applicability of the results to various risk-informed applications. (au)
Two-stage robust UC including a novel scenario-based uncertainty model for wind power applications
International Nuclear Information System (INIS)
Álvarez-Miranda, Eduardo; Campos-Valdés, Camilo; Rahmann, Claudia
2015-01-01
Highlights: • Methodological framework for obtaining Robust Unit Commitment (UC) policies. • Wind-power forecast using a revisited bootstrap predictive inference approach. • Novel scenario-based model for wind-power uncertainty. • Efficient modeling framework for obtaining nearly optimal UC policies in reasonable time. • Effective incorporation of wind-power uncertainty in the UC modeling. - Abstract: The complex processes involved in the determination of the availability of power from renewable energy sources, such as wind power, impose great challenges in the forecasting processes carried out by transmission system operators (TSOs). Nowadays, many of these TSOs use operation planning tools that take into account the uncertainty of the wind-power. However, most of these methods typically require strict assumptions about the probabilistic behavior of the forecast error, and usually ignore the dynamic nature of the forecasting process. In this paper a methodological framework to obtain Robust Unit Commitment (UC) policies is presented; such methodology considers a novel scenario-based uncertainty model for wind power applications. The proposed method is composed by three main phases. The first two phases generate a sound wind-power forecast using a bootstrap predictive inference approach. The third phase corresponds to modeling and solving a one-day ahead Robust UC considering the output of the first phase. The performance of proposed approach is evaluated using as case study a new wind farm to be incorporated into the Northern Interconnected System (NIS) of Chile. A projection of wind-based power installation, as well as different characteristic of the uncertain data, are considered in this study
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
International Nuclear Information System (INIS)
Teles, Francisco A.S.; Santos, Ebenezer F.; Dantas, Carlos C.; Melo, Silvio B.; Santos, Valdemir A. dos; Lima, Emerson A.O.
2013-01-01
In this paper, fluid dynamics of Fluid Catalytic Cracking (FCC) process is investigated by means of a Cold Flow Pilot Unit (CFPU) constructed in Plexiglas to visualize operational conditions. Axial and radial catalyst profiles were measured by gamma ray transmission in the riser of the CFPU. Standard uncertainty was evaluated in volumetric solid fraction measurements for several concentrations at a given point of axial profile. Monitoring of the pressure drop in riser shows a good agreement with measured standard uncertainty data. A further evaluation of the combined uncertainty was applied to volumetric solid fraction equation using gamma transmission data. Limit condition of catalyst concentration in riser was defined and simulation with random numbers provided by MATLAB software has tested uncertainty evaluation. The Guide to the expression of Uncertainty in Measurement (GUM) is based on the law of propagation of uncertainty and on the characterization of the quantities measured by means of either a Gaussian distribution or a t-distribution, which allows measurement uncertainty to be delimited by means of a confidence interval. A variety of supplements to GUM are being developed, which will progressively enter into effect. The first of these supplements [3] describes an alternative procedure for the calculation of uncertainties: the Monte Carlo Method (MCM).MCM is an alternative to GUM, since it performs a characterization of the quantities measured based on the random sampling of the probability distribution functions. This paper also explains the basic implementation of the MCM method in MATLAB. (author)
Energy Technology Data Exchange (ETDEWEB)
Teles, Francisco A.S.; Santos, Ebenezer F.; Dantas, Carlos C., E-mail: francisco.teles@ufpe.br [Universidade Federal de Pernambuco (UFPE), Recife, PE (Brazil). Centro de Tecnologia e Geociencias. Departamento de Energia Nuclear; Melo, Silvio B., E-mail: sbm@cin.ufpe.br [Universidade Federal de Pernambuco (CIN/UFPE), Recife, PE (Brazil). Centro de Informatica; Santos, Valdemir A. dos, E-mail: vas@unicap.br [Universidade Catolica de Pernambuco (UNICAP), Recife, PE (Brazil). Dept. de Quimica; Lima, Emerson A.O., E-mail: emathematics@gmail.com [Universidade de Pernambuco (POLI/UPE), Recife, PE (Brazil). Escola Politecnica
2013-07-01
In this paper, fluid dynamics of Fluid Catalytic Cracking (FCC) process is investigated by means of a Cold Flow Pilot Unit (CFPU) constructed in Plexiglas to visualize operational conditions. Axial and radial catalyst profiles were measured by gamma ray transmission in the riser of the CFPU. Standard uncertainty was evaluated in volumetric solid fraction measurements for several concentrations at a given point of axial profile. Monitoring of the pressure drop in riser shows a good agreement with measured standard uncertainty data. A further evaluation of the combined uncertainty was applied to volumetric solid fraction equation using gamma transmission data. Limit condition of catalyst concentration in riser was defined and simulation with random numbers provided by MATLAB software has tested uncertainty evaluation. The Guide to the expression of Uncertainty in Measurement (GUM) is based on the law of propagation of uncertainty and on the characterization of the quantities measured by means of either a Gaussian distribution or a t-distribution, which allows measurement uncertainty to be delimited by means of a confidence interval. A variety of supplements to GUM are being developed, which will progressively enter into effect. The first of these supplements [3] describes an alternative procedure for the calculation of uncertainties: the Monte Carlo Method (MCM).MCM is an alternative to GUM, since it performs a characterization of the quantities measured based on the random sampling of the probability distribution functions. This paper also explains the basic implementation of the MCM method in MATLAB. (author)
Meteorological Uncertainty of atmospheric Dispersion model results (MUD)
DEFF Research Database (Denmark)
Havskov Sørensen, Jens; Amstrup, Bjarne; Feddersen, Henrik
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’ di...
Debry, Edouard; Mallet, Vivien; Garaud, Damien; Malherbe, Laure; Bessagnet, Bertrand; Rouïl, Laurence
2010-05-01
Prev'Air is the French operational system for air pollution forecasting. It is developed and maintained by INERIS with financial support from the French Ministry for Environment. On a daily basis it delivers forecasts up to three days ahead for ozone, nitrogene dioxide and particles over France and Europe. Maps of concentration peaks and daily averages are freely available to the general public. More accurate data can be provided to customers and modelers. Prev'Air forecasts are based on the Chemical Transport Model CHIMERE. French authorities rely more and more on this platform to alert the general public in case of high pollution events and to assess the efficiency of regulation measures when such events occur. For example the road speed limit may be reduced in given areas when the ozone level exceeds one regulatory threshold. These operational applications require INERIS to assess the quality of its forecasts and to sensitize end users about the confidence level. Indeed concentrations always remain an approximation of the true concentrations because of the high uncertainty on input data, such as meteorological fields and emissions, because of incomplete or inaccurate representation of physical processes, and because of efficiencies in numerical integration [1]. We would like to present in this communication the uncertainty analysis of the CHIMERE model led in the framework of an INERIS research project aiming, on the one hand, to assess the uncertainty of several deterministic models and, on the other hand, to propose relevant indicators describing air quality forecast and their uncertainty. There exist several methods to assess the uncertainty of one model. Under given assumptions the model may be differentiated into an adjoint model which directly provides the concentrations sensitivity to given parameters. But so far Monte Carlo methods seem to be the most widely and oftenly used [2,3] as they are relatively easy to implement. In this framework one
Adaptive relative pose control of spacecraft with model couplings and uncertainties
Sun, Liang; Zheng, Zewei
2018-02-01
The spacecraft pose tracking control problem for an uncertain pursuer approaching to a space target is researched in this paper. After modeling the nonlinearly coupled dynamics for relative translational and rotational motions between two spacecraft, position tracking and attitude synchronization controllers are developed independently by using a robust adaptive control approach. The unknown kinematic couplings, parametric uncertainties, and bounded external disturbances are handled with adaptive updating laws. It is proved via Lyapunov method that the pose tracking errors converge to zero asymptotically. Spacecraft close-range rendezvous and proximity operations are introduced as an example to validate the effectiveness of the proposed control approach.
Innovative supply chain optimization models with multiple uncertainty factors
DEFF Research Database (Denmark)
Choi, Tsan Ming; Govindan, Kannan; Li, Xiang
2017-01-01
Uncertainty is an inherent factor that affects all dimensions of supply chain activities. In today’s business environment, initiatives to deal with one specific type of uncertainty might not be effective since other types of uncertainty factors and disruptions may be present. These factors relate...... to supply chain competition and coordination. Thus, to achieve a more efficient and effective supply chain requires the deployment of innovative optimization models and novel methods. This preface provides a concise review of critical research issues regarding innovative supply chain optimization models...
Perdigão, R. A. P.
2017-12-01
Predictability assessments are traditionally made on a case-by-case basis, often by running the particular model of interest with randomly perturbed initial/boundary conditions and parameters, producing computationally expensive ensembles. These approaches provide a lumped statistical view of uncertainty evolution, without eliciting the fundamental processes and interactions at play in the uncertainty dynamics. In order to address these limitations, we introduce a systematic dynamical framework for predictability assessment and forecast, by analytically deriving governing equations of predictability in terms of the fundamental architecture of dynamical systems, independent of any particular problem under consideration. The framework further relates multiple uncertainty sources along with their coevolutionary interplay, enabling a comprehensive and explicit treatment of uncertainty dynamics along time, without requiring the actual model to be run. In doing so, computational resources are freed and a quick and effective a-priori systematic dynamic evaluation is made of predictability evolution and its challenges, including aspects in the model architecture and intervening variables that may require optimization ahead of initiating any model runs. It further brings out universal dynamic features in the error dynamics elusive to any case specific treatment, ultimately shedding fundamental light on the challenging issue of predictability. The formulated approach, framed with broad mathematical physics generality in mind, is then implemented in dynamic models of nonlinear geophysical systems with various degrees of complexity, in order to evaluate their limitations and provide informed assistance on how to optimize their design and improve their predictability in fundamental dynamical terms.
Effect of Baseflow Separation on Uncertainty of Hydrological Modeling in the Xinanjiang Model
Directory of Open Access Journals (Sweden)
Kairong Lin
2014-01-01
Full Text Available Based on the idea of inputting more available useful information for evaluation to gain less uncertainty, this study focuses on how well the uncertainty can be reduced by considering the baseflow estimation information obtained from the smoothed minima method (SMM. The Xinanjiang model and the generalized likelihood uncertainty estimation (GLUE method with the shuffled complex evolution Metropolis (SCEM-UA sampling algorithm were used for hydrological modeling and uncertainty analysis, respectively. The Jiangkou basin, located in the upper of the Hanjiang River, was selected as case study. It was found that the number and standard deviation of behavioral parameter sets both decreased when the threshold value for the baseflow efficiency index increased, and the high Nash-Sutcliffe efficiency coefficients correspond well with the high baseflow efficiency coefficients. The results also showed that uncertainty interval width decreased significantly, while containing ratio did not decrease by much and the simulated runoff with the behavioral parameter sets can fit better to the observed runoff, when threshold for the baseflow efficiency index was taken into consideration. These implied that using the baseflow estimation information can reduce the uncertainty in hydrological modeling to some degree and gain more reasonable prediction bounds.
Tyler Jon Smith; Lucy Amanda Marshall
2010-01-01
Model selection is an extremely important aspect of many hydrologic modeling studies because of the complexity, variability, and uncertainty that surrounds the current understanding of watershed-scale systems. However, development and implementation of a complete precipitation-runoff modeling framework, from model selection to calibration and uncertainty analysis, are...
Sensitivities and uncertainties of modeled ground temperatures in mountain environments
Directory of Open Access Journals (Sweden)
S. Gubler
2013-08-01
Full Text Available Model evaluation is often performed at few locations due to the lack of spatially distributed data. Since the quantification of model sensitivities and uncertainties can be performed independently from ground truth measurements, these analyses are suitable to test the influence of environmental variability on model evaluation. In this study, the sensitivities and uncertainties of a physically based mountain permafrost model are quantified within an artificial topography. The setting consists of different elevations and exposures combined with six ground types characterized by porosity and hydraulic properties. The analyses are performed for a combination of all factors, that allows for quantification of the variability of model sensitivities and uncertainties within a whole modeling domain. We found that model sensitivities and uncertainties vary strongly depending on different input factors such as topography or different soil types. The analysis shows that model evaluation performed at single locations may not be representative for the whole modeling domain. For example, the sensitivity of modeled mean annual ground temperature to ground albedo ranges between 0.5 and 4 °C depending on elevation, aspect and the ground type. South-exposed inclined locations are more sensitive to changes in ground albedo than north-exposed slopes since they receive more solar radiation. The sensitivity to ground albedo increases with decreasing elevation due to shorter duration of the snow cover. The sensitivity in the hydraulic properties changes considerably for different ground types: rock or clay, for instance, are not sensitive to uncertainties in the hydraulic properties, while for gravel or peat, accurate estimates of the hydraulic properties significantly improve modeled ground temperatures. The discretization of ground, snow and time have an impact on modeled mean annual ground temperature (MAGT that cannot be neglected (more than 1 °C for several
Energy Technology Data Exchange (ETDEWEB)
Eguchi, H; Tanaka, T [Defence Agency, Tokyo (Japan); Yamashita, T [Kyushu Inst. of Technology, Fukuoka (Japan)
1990-08-05
The stability of a missile guidance system was analyzed with the Popov {prime} s hyperstability theory, considering target tracker model uncertainties. After the basic block diagram was derived as a mathematical model of the guidance system, the stability of the guidance system was analyzed as a nonlinear time-variable system, based on the Popov {prime} s hyperstability theory. Based on the results, several requirements of target tracker model uncertainties, and dynamic properties such as a natural frequency and damping characteristics of missiles, were derived for the hyperstability of the guidance system. In addition, after the hyperstable minimum range of missiles was defined, the relation was given by the use of an example between target tracker model uncertainties and the hyperstable minimum range or miss distance. As a result, the analysis allowed to derive design requirements such as dynamic properties for robust guidance systems. 12 refs., 11 figs., 2 tabs.
Dynamic Uncertainty for Compensated Second-Order Systems
Directory of Open Access Journals (Sweden)
Clemens Elster
2010-08-01
Full Text Available The compensation of LTI systems and the evaluation of the according uncertainty is of growing interest in metrology. Uncertainty evaluation in metrology ought to follow specific guidelines, and recently two corresponding uncertainty evaluation schemes have been proposed for FIR and IIR filtering. We employ these schemes to compare an FIR and an IIR approach for compensating a second-order LTI system which has relevance in metrology. Our results suggest that the FIR approach is superior in the sense that it yields significantly smaller uncertainties when real-time evaluation of uncertainties is desired.
Uncertainty and endogenous technical change in climate policy models
International Nuclear Information System (INIS)
Baker, Erin; Shittu, Ekundayo
2008-01-01
Until recently endogenous technical change and uncertainty have been modeled separately in climate policy models. In this paper, we review the emerging literature that considers both these elements together. Taken as a whole the literature indicates that explicitly including uncertainty has important quantitative and qualitative impacts on optimal climate change technology policy. (author)
Wu, Y.; Liu, S.
2012-01-01
Parameter optimization and uncertainty issues are a great challenge for the application of large environmental models like the Soil and Water Assessment Tool (SWAT), which is a physically-based hydrological model for simulating water and nutrient cycles at the watershed scale. In this study, we present a comprehensive modeling environment for SWAT, including automated calibration, and sensitivity and uncertainty analysis capabilities through integration with the R package Flexible Modeling Environment (FME). To address challenges (e.g., calling the model in R and transferring variables between Fortran and R) in developing such a two-language coupling framework, 1) we converted the Fortran-based SWAT model to an R function (R-SWAT) using the RFortran platform, and alternatively 2) we compiled SWAT as a Dynamic Link Library (DLL). We then wrapped SWAT (via R-SWAT) with FME to perform complex applications including parameter identifiability, inverse modeling, and sensitivity and uncertainty analysis in the R environment. The final R-SWAT-FME framework has the following key functionalities: automatic initialization of R, running Fortran-based SWAT and R commands in parallel, transferring parameters and model output between SWAT and R, and inverse modeling with visualization. To examine this framework and demonstrate how it works, a case study simulating streamflow in the Cedar River Basin in Iowa in the United Sates was used, and we compared it with the built-in auto-calibration tool of SWAT in parameter optimization. Results indicate that both methods performed well and similarly in searching a set of optimal parameters. Nonetheless, the R-SWAT-FME is more attractive due to its instant visualization, and potential to take advantage of other R packages (e.g., inverse modeling and statistical graphics). The methods presented in the paper are readily adaptable to other model applications that require capability for automated calibration, and sensitivity and uncertainty
Directory of Open Access Journals (Sweden)
Risto K Heikkinen
Full Text Available Dynamic models for range expansion provide a promising tool for assessing species' capacity to respond to climate change by shifting their ranges to new areas. However, these models include a number of uncertainties which may affect how successfully they can be applied to climate change oriented conservation planning. We used RangeShifter, a novel dynamic and individual-based modelling platform, to study two potential sources of such uncertainties: the selection of land cover data and the parameterization of key life-history traits. As an example, we modelled the range expansion dynamics of two butterfly species, one habitat specialist (Maniola jurtina and one generalist (Issoria lathonia. Our results show that projections of total population size, number of occupied grid cells and the mean maximal latitudinal range shift were all clearly dependent on the choice made between using CORINE land cover data vs. using more detailed grassland data from three alternative national databases. Range expansion was also sensitive to the parameterization of the four considered life-history traits (magnitude and probability of long-distance dispersal events, population growth rate and carrying capacity, with carrying capacity and magnitude of long-distance dispersal showing the strongest effect. Our results highlight the sensitivity of dynamic species population models to the selection of existing land cover data and to uncertainty in the model parameters and indicate that these need to be carefully evaluated before the models are applied to conservation planning.
Evaluation of uncertainties in selected environmental dispersion models
International Nuclear Information System (INIS)
Little, C.A.; Miller, C.W.
1979-01-01
Compliance with standards of radiation dose to the general public has necessitated the use of dispersion models to predict radionuclide concentrations in the environment due to releases from nuclear facilities. Because these models are only approximations of reality and because of inherent variations in the input parameters used in these models, their predictions are subject to uncertainty. Quantification of this uncertainty is necessary to assess the adequacy of these models for use in determining compliance with protection standards. This paper characterizes the capabilities of several dispersion models to predict accurately pollutant concentrations in environmental media. Three types of models are discussed: aquatic or surface water transport models, atmospheric transport models, and terrestrial and aquatic food chain models. Using data published primarily by model users, model predictions are compared to observations
Bayesian uncertainty quantification in linear models for diffusion MRI.
Sjölund, Jens; Eklund, Anders; Özarslan, Evren; Herberthson, Magnus; Bånkestad, Maria; Knutsson, Hans
2018-03-29
Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification. Copyright © 2018 Elsevier Inc. All rights reserved.
Study of system dynamics model and control of a high-power LED lighting luminaire
International Nuclear Information System (INIS)
Huang, B.-J.; Hsu, P.-C.; Wu, M.-S.; Tang, C.-W.
2007-01-01
The purpose of the present study is to design a current control system which is robust to the system dynamics uncertainty and the disturbance of ambient temperature to assure a stable optical output property of LED. The system dynamics model of the LED lighting system was first derived. A 96 W high-power LED luminaire was designed and built in the present study. The linearly perturbed system dynamics model for the LED luminaire is derived experimentally. The dynamics model of LED lighting system is of a multiple-input-multiple-output (MIMO) system with two inputs (applied voltage and ambient temperature) and two outputs (forward current and heat conducting body temperature). A step response test method was employed to the 96 W LED luminaire to identify the system dynamics model. It is found that the current model is just a constant gain (resistance) and the disturbance model is of first order, both changing with operating conditions (voltage and ambient temperature). A feedback control system using PI algorithm was designed using the results of the system dynamics model. The control system was implemented on a PIC microprocessor. Experimental results show that the control system can stably and accurately control the LED current to a constant value at the variation of ambient temperature up to 40 o C. The control system is shown to have a robust property with respect to the plant uncertainty and the ambient temperature disturbance
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.
Uncertainty analysis of a low flow model for the Rhine River
Demirel, M.C.; Booij, Martijn J.
2011-01-01
It is widely recognized that hydrological models are subject to parameter uncertainty. However, little attention has been paid so far to the uncertainty in parameters of the data-driven models like weights in neural networks. This study aims at applying a structured uncertainty analysis to a
Return Predictability, Model Uncertainty, and Robust Investment
DEFF Research Database (Denmark)
Lukas, Manuel
Stock return predictability is subject to great uncertainty. In this paper we use the model confidence set approach to quantify uncertainty about expected utility from investment, accounting for potential return predictability. For monthly US data and six representative return prediction models, we...... find that confidence sets are very wide, change significantly with the predictor variables, and frequently include expected utilities for which the investor prefers not to invest. The latter motivates a robust investment strategy maximizing the minimal element of the confidence set. The robust investor...... allocates a much lower share of wealth to stocks compared to a standard investor....
Sensitivity and uncertainty analysis for the annual phosphorus loss estimator model.
Bolster, Carl H; Vadas, Peter A
2013-07-01
Models are often used to predict phosphorus (P) loss from agricultural fields. Although it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study we assessed the effect of model input error on predictions of annual P loss by the Annual P Loss Estimator (APLE) model. Our objectives were (i) to conduct a sensitivity analyses for all APLE input variables to determine which variables the model is most sensitive to, (ii) to determine whether the relatively easy-to-implement first-order approximation (FOA) method provides accurate estimates of model prediction uncertainties by comparing results with the more accurate Monte Carlo simulation (MCS) method, and (iii) to evaluate the performance of the APLE model against measured P loss data when uncertainties in model predictions and measured data are included. Our results showed that for low to moderate uncertainties in APLE input variables, the FOA method yields reasonable estimates of model prediction uncertainties, although for cases where manure solid content is between 14 and 17%, the FOA method may not be as accurate as the MCS method due to a discontinuity in the manure P loss component of APLE at a manure solid content of 15%. The estimated uncertainties in APLE predictions based on assumed errors in the input variables ranged from ±2 to 64% of the predicted value. Results from this study highlight the importance of including reasonable estimates of model uncertainty when using models to predict P loss. Copyright © by the American Society of Agronomy, Crop Science Society of America, and Soil Science Society of America, Inc.
Measurement Model Nonlinearity in Estimation of Dynamical Systems
Majji, Manoranjan; Junkins, J. L.; Turner, J. D.
2012-06-01
The role of nonlinearity of the measurement model and its interactions with the uncertainty of measurements and geometry of the problem is studied in this paper. An examination of the transformations of the probability density function in various coordinate systems is presented for several astrodynamics applications. Smooth and analytic nonlinear functions are considered for the studies on the exact transformation of uncertainty. Special emphasis is given to understanding the role of change of variables in the calculus of random variables. The transformation of probability density functions through mappings is shown to provide insight in to understanding the evolution of uncertainty in nonlinear systems. Examples are presented to highlight salient aspects of the discussion. A sequential orbit determination problem is analyzed, where the transformation formula provides useful insights for making the choice of coordinates for estimation of dynamic systems.
Uncertainties and novel prospects in the study of the soil carbon dynamics
International Nuclear Information System (INIS)
Yang Wang; Yuch-Ping Hsieh
2002-01-01
Establishment of the Kyoto Protocol has resulted in an effort to look towards living biomass and soils for carbon sequestration. In order for carbon credits to be meaningful, sustained carbon sequestration for decades or longer is required. It has been speculated that improved land management could result in sequestration of a substantial amount of carbon in soils within several decades and therefore can be an important option in reducing atmospheric CO 2 concentration. However, evaluation of soil carbon sources and sinks is difficult because the dynamics of soil carbon storage and release is complex and still not well understood. There has been rapid development of quantitative techniques over the past two decades for measuring the component fluxes of the global carbon cycle and for studying the soil carbon cycle. Most significant development in the soil carbon cycle study is the application of accelerator mass spectrometry (AMS) in radiocarbon measurements. This has made it possible to unravel rates of carbon cycling in soils, by studying natural levels of radiocarbon in soil organic matter and soil CO 2 . Despite the advances in the study of the soil carbon cycle in the recent decades, tremendous uncertainties exist in the sizes and turnover times of soil carbon pools. The uncertainties result from lack of standard methods and incomplete understanding of soil organic carbon dynamics, compounded by natural variability in soil carbon and carbon isotopic content even within the same ecosystem. Many fundamental questions concerning the dynamics of the soil carbon cycle have yet to be answered. This paper reviews and synthesizes the isotopic approaches to the study of the soil carbon cycle. We will focus on uncertainties and limitations associated with these approaches and point out areas where more research is needed to improve our understanding of this important component of the global carbon cycle. (author)
Radomyski, Artur; Giubilato, Elisa; Ciffroy, Philippe; Critto, Andrea; Brochot, Céline; Marcomini, Antonio
2016-11-01
The study is focused on applying uncertainty and sensitivity analysis to support the application and evaluation of large exposure models where a significant number of parameters and complex exposure scenarios might be involved. The recently developed MERLIN-Expo exposure modelling tool was applied to probabilistically assess the ecological and human exposure to PCB 126 and 2,3,7,8-TCDD in the Venice lagoon (Italy). The 'Phytoplankton', 'Aquatic Invertebrate', 'Fish', 'Human intake' and PBPK models available in MERLIN-Expo library were integrated to create a specific food web to dynamically simulate bioaccumulation in various aquatic species and in the human body over individual lifetimes from 1932 until 1998. MERLIN-Expo is a high tier exposure modelling tool allowing propagation of uncertainty on the model predictions through Monte Carlo simulation. Uncertainty in model output can be further apportioned between parameters by applying built-in sensitivity analysis tools. In this study, uncertainty has been extensively addressed in the distribution functions to describe the data input and the effect on model results by applying sensitivity analysis techniques (screening Morris method, regression analysis, and variance-based method EFAST). In the exposure scenario developed for the Lagoon of Venice, the concentrations of 2,3,7,8-TCDD and PCB 126 in human blood turned out to be mainly influenced by a combination of parameters (half-lives of the chemicals, body weight variability, lipid fraction, food assimilation efficiency), physiological processes (uptake/elimination rates), environmental exposure concentrations (sediment, water, food) and eating behaviours (amount of food eaten). In conclusion, this case study demonstrated feasibility of MERLIN-Expo to be successfully employed in integrated, high tier exposure assessment. Copyright © 2016 Elsevier B.V. All rights reserved.
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...
Assessing Groundwater Model Uncertainty for the Central Nevada Test Area
International Nuclear Information System (INIS)
Pohll, Greg; Pohlmann, Karl; Hassan, Ahmed; Chapman, Jenny; Mihevc, Todd
2002-01-01
The purpose of this study is to quantify the flow and transport model uncertainty for the Central Nevada Test Area (CNTA). Six parameters were identified as uncertain, including the specified head boundary conditions used in the flow model, the spatial distribution of the underlying welded tuff unit, effective porosity, sorption coefficients, matrix diffusion coefficient, and the geochemical release function which describes nuclear glass dissolution. The parameter uncertainty was described by assigning prior statistical distributions for each of these parameters. Standard Monte Carlo techniques were used to sample from the parameter distributions to determine the full prediction uncertainty. Additional analysis is performed to determine the most cost-beneficial characterization activities. The maximum radius of the tritium and strontium-90 contaminant boundary was used as the output metric for evaluation of prediction uncertainty. The results indicate that combining all of the uncertainty in the parameters listed above propagates to a prediction uncertainty in the maximum radius of the contaminant boundary of 234 to 308 m and 234 to 302 m, for tritium and strontium-90, respectively. Although the uncertainty in the input parameters is large, the prediction uncertainty in the contaminant boundary is relatively small. The relatively small prediction uncertainty is primarily due to the small transport velocities such that large changes in the uncertain input parameters causes small changes in the contaminant boundary. This suggests that the model is suitable in terms of predictive capability for the contaminant boundary delineation
Structural system identification: Structural dynamics model validation
Energy Technology Data Exchange (ETDEWEB)
Red-Horse, J.R.
1997-04-01
Structural system identification is concerned with the development of systematic procedures and tools for developing predictive analytical models based on a physical structure`s dynamic response characteristics. It is a multidisciplinary process that involves the ability (1) to define high fidelity physics-based analysis models, (2) to acquire accurate test-derived information for physical specimens using diagnostic experiments, (3) to validate the numerical simulation model by reconciling differences that inevitably exist between the analysis model and the experimental data, and (4) to quantify uncertainties in the final system models and subsequent numerical simulations. The goal of this project was to develop structural system identification techniques and software suitable for both research and production applications in code and model validation.
International Nuclear Information System (INIS)
Abrahamse, Augusta; Knox, Lloyd; Schmidt, Samuel; Thorman, Paul; Anthony Tyson, J.; Zhan Hu
2011-01-01
The uncertainty in the redshift distributions of galaxies has a significant potential impact on the cosmological parameter values inferred from multi-band imaging surveys. The accuracy of the photometric redshifts measured in these surveys depends not only on the quality of the flux data, but also on a number of modeling assumptions that enter into both the training set and spectral energy distribution (SED) fitting methods of photometric redshift estimation. In this work we focus on the latter, considering two types of modeling uncertainties: uncertainties in the SED template set and uncertainties in the magnitude and type priors used in a Bayesian photometric redshift estimation method. We find that SED template selection effects dominate over magnitude prior errors. We introduce a method for parameterizing the resulting ignorance of the redshift distributions, and for propagating these uncertainties to uncertainties in cosmological parameters.
Wu, Yiping; Liu, Shuguang; Huang, Zhihong; Yan, Wende
2014-01-01
Ecosystem models are useful tools for understanding ecological processes and for sustainable management of resources. In biogeochemical field, numerical models have been widely used for investigating carbon dynamics under global changes from site to regional and global scales. However, it is still challenging to optimize parameters and estimate parameterization uncertainty for complex process-based models such as the Erosion Deposition Carbon Model (EDCM), a modified version of CENTURY, that consider carbon, water, and nutrient cycles of ecosystems. This study was designed to conduct the parameter identifiability, optimization, sensitivity, and uncertainty analysis of EDCM using our developed EDCM-Auto, which incorporated a comprehensive R package—Flexible Modeling Framework (FME) and the Shuffled Complex Evolution (SCE) algorithm. Using a forest flux tower site as a case study, we implemented a comprehensive modeling analysis involving nine parameters and four target variables (carbon and water fluxes) with their corresponding measurements based on the eddy covariance technique. The local sensitivity analysis shows that the plant production-related parameters (e.g., PPDF1 and PRDX) are most sensitive to the model cost function. Both SCE and FME are comparable and performed well in deriving the optimal parameter set with satisfactory simulations of target variables. Global sensitivity and uncertainty analysis indicate that the parameter uncertainty and the resulting output uncertainty can be quantified, and that the magnitude of parameter-uncertainty effects depends on variables and seasons. This study also demonstrates that using the cutting-edge R functions such as FME can be feasible and attractive for conducting comprehensive parameter analysis for ecosystem modeling.
Improved Wave-vessel Transfer Functions by Uncertainty Modelling
DEFF Research Database (Denmark)
Nielsen, Ulrik Dam; Fønss Bach, Kasper; Iseki, Toshio
2016-01-01
This paper deals with uncertainty modelling of wave-vessel transfer functions used to calculate or predict wave-induced responses of a ship in a seaway. Although transfer functions, in theory, can be calculated to exactly reflect the behaviour of the ship when exposed to waves, uncertainty in inp...
An Adaptation Dilemma Caused by Impacts-Modeling Uncertainty
Frieler, K.; Müller, C.; Elliott, J. W.; Heinke, J.; Arneth, A.; Bierkens, M. F.; Ciais, P.; Clark, D. H.; Deryng, D.; Doll, P. M.; Falloon, P.; Fekete, B. M.; Folberth, C.; Friend, A. D.; Gosling, S. N.; Haddeland, I.; Khabarov, N.; Lomas, M. R.; Masaki, Y.; Nishina, K.; Neumann, K.; Oki, T.; Pavlick, R.; Ruane, A. C.; Schmid, E.; Schmitz, C.; Stacke, T.; Stehfest, E.; Tang, Q.; Wisser, D.
2013-12-01
Ensuring future well-being for a growing population under either strong climate change or an aggressive mitigation strategy requires a subtle balance of potentially conflicting response measures. In the case of competing goals, uncertainty in impact estimates plays a central role when high confidence in achieving a primary objective (such as food security) directly implies an increased probability of uncertainty induced failure with regard to a competing target (such as climate protection). We use cross sectoral consistent multi-impact model simulations from the Inter-Sectoral Impact Model Intercomparison Project (ISI-MIP, www.isi-mip.org) to illustrate this uncertainty dilemma: RCP projections from 7 global crop, 11 hydrological, and 7 biomes models are combined to analyze irrigation and land use changes as possible responses to climate change and increasing crop demand due to population growth and economic development. We show that - while a no-regrets option with regard to climate protection - additional irrigation alone is not expected to balance the demand increase by 2050. In contrast, a strong expansion of cultivated land closes the projected production-demand gap in some crop models. However, it comes at the expense of a loss of natural carbon sinks of order 50%. Given the large uncertainty of state of the art crop model projections even these strong land use changes would not bring us ';on the safe side' with respect to food supply. In a world where increasing carbon emissions continue to shrink the overall solution space, we demonstrate that current impacts-modeling uncertainty is a luxury we cannot afford. ISI-MIP is intended to provide cross sectoral consistent impact projections for model intercomparison and improvement as well as cross-sectoral integration. The results presented here were generated within the first Fast-Track phase of the project covering global impact projections. The second phase will also include regional projections. It is the aim
Towards quantifying uncertainty in predictions of Amazon 'dieback'.
Huntingford, Chris; Fisher, Rosie A; Mercado, Lina; Booth, Ben B B; Sitch, Stephen; Harris, Phil P; Cox, Peter M; Jones, Chris D; Betts, Richard A; Malhi, Yadvinder; Harris, Glen R; Collins, Mat; Moorcroft, Paul
2008-05-27
Simulations with the Hadley Centre general circulation model (HadCM3), including carbon cycle model and forced by a 'business-as-usual' emissions scenario, predict a rapid loss of Amazonian rainforest from the middle of this century onwards. The robustness of this projection to both uncertainty in physical climate drivers and the formulation of the land surface scheme is investigated. We analyse how the modelled vegetation cover in Amazonia responds to (i) uncertainty in the parameters specified in the atmosphere component of HadCM3 and their associated influence on predicted surface climate. We then enhance the land surface description and (ii) implement a multilayer canopy light interception model and compare with the simple 'big-leaf' approach used in the original simulations. Finally, (iii) we investigate the effect of changing the method of simulating vegetation dynamics from an area-based model (TRIFFID) to a more complex size- and age-structured approximation of an individual-based model (ecosystem demography). We find that the loss of Amazonian rainforest is robust across the climate uncertainty explored by perturbed physics simulations covering a wide range of global climate sensitivity. The introduction of the refined light interception model leads to an increase in simulated gross plant carbon uptake for the present day, but, with altered respiration, the net effect is a decrease in net primary productivity. However, this does not significantly affect the carbon loss from vegetation and soil as a consequence of future simulated depletion in soil moisture; the Amazon forest is still lost. The introduction of the more sophisticated dynamic vegetation model reduces but does not halt the rate of forest dieback. The potential for human-induced climate change to trigger the loss of Amazon rainforest appears robust within the context of the uncertainties explored in this paper. Some further uncertainties should be explored, particularly with respect to the
International Nuclear Information System (INIS)
Sporn, Michael; Hurtado, Antonio
2016-01-01
Loss of coolant accident must take uncertainties with potentially strong effects on the accident sequence prediction into account. For example, uncertainties in computational model input parameters resulting from varying geometry and material data due to manufacturing tolerances or unavailable measurements should be considered. The uncertainties of physical models used by the software program are also significant. In this paper, use of the ''Dynamic Best-Estimate Safety Analysis'' (DYBESA) method to quantify the uncertainties in the TRACE thermal-hydraulic program is demonstrated. For demonstration purposes loss of coolant accidents with breaks of various types and sizes in a DN 700 reactor coolant pipe are used as an example Application.
OOK power model based dynamic error testing for smart electricity meter
International Nuclear Information System (INIS)
Wang, Xuewei; Chen, Jingxia; Jia, Xiaolu; Zhu, Meng; Yuan, Ruiming; Jiang, Zhenyu
2017-01-01
This paper formulates the dynamic error testing problem for a smart meter, with consideration and investigation of both the testing signal and the dynamic error testing method. To solve the dynamic error testing problems, the paper establishes an on-off-keying (OOK) testing dynamic current model and an OOK testing dynamic load energy (TDLE) model. Then two types of TDLE sequences and three modes of OOK testing dynamic power are proposed. In addition, a novel algorithm, which helps to solve the problem of dynamic electric energy measurement’s traceability, is derived for dynamic errors. Based on the above researches, OOK TDLE sequence generation equipment is developed and a dynamic error testing system is constructed. Using the testing system, five kinds of meters were tested in the three dynamic power modes. The test results show that the dynamic error is closely related to dynamic power mode and the measurement uncertainty is 0.38%. (paper)
OOK power model based dynamic error testing for smart electricity meter
Wang, Xuewei; Chen, Jingxia; Yuan, Ruiming; Jia, Xiaolu; Zhu, Meng; Jiang, Zhenyu
2017-02-01
This paper formulates the dynamic error testing problem for a smart meter, with consideration and investigation of both the testing signal and the dynamic error testing method. To solve the dynamic error testing problems, the paper establishes an on-off-keying (OOK) testing dynamic current model and an OOK testing dynamic load energy (TDLE) model. Then two types of TDLE sequences and three modes of OOK testing dynamic power are proposed. In addition, a novel algorithm, which helps to solve the problem of dynamic electric energy measurement’s traceability, is derived for dynamic errors. Based on the above researches, OOK TDLE sequence generation equipment is developed and a dynamic error testing system is constructed. Using the testing system, five kinds of meters were tested in the three dynamic power modes. The test results show that the dynamic error is closely related to dynamic power mode and the measurement uncertainty is 0.38%.
Uncertainty Quantification for Large-Scale Ice Sheet Modeling
Energy Technology Data Exchange (ETDEWEB)
Ghattas, Omar [Univ. of Texas, Austin, TX (United States)
2016-02-05
This report summarizes our work to develop advanced forward and inverse solvers and uncertainty quantification capabilities for a nonlinear 3D full Stokes continental-scale ice sheet flow model. The components include: (1) forward solver: a new state-of-the-art parallel adaptive scalable high-order-accurate mass-conservative Newton-based 3D nonlinear full Stokes ice sheet flow simulator; (2) inverse solver: a new adjoint-based inexact Newton method for solution of deterministic inverse problems governed by the above 3D nonlinear full Stokes ice flow model; and (3) uncertainty quantification: a novel Hessian-based Bayesian method for quantifying uncertainties in the inverse ice sheet flow solution and propagating them forward into predictions of quantities of interest such as ice mass flux to the ocean.
Grimm, Sabine E; Dixon, Simon; Stevens, John W
2017-07-01
With low implementation of cost-effective health technologies being a problem in many health systems, it is worth considering the potential effects of research on implementation at the time of health technology assessment. Meaningful and realistic implementation estimates must be of dynamic nature. To extend existing methods for assessing the value of research studies in terms of both reduction of uncertainty and improvement in implementation by considering diffusion based on expert beliefs with and without further research conditional on the strength of evidence. We use expected value of sample information and expected value of specific implementation measure concepts accounting for the effects of specific research studies on implementation and the reduction of uncertainty. Diffusion theory and elicitation of expert beliefs about the shape of diffusion curves inform implementation dynamics. We illustrate use of the resulting dynamic expected value of research in a preterm birth screening technology and results are compared with those from a static analysis. Allowing for diffusion based on expert beliefs had a significant impact on the expected value of research in the case study, suggesting that mistakes are made where static implementation levels are assumed. Incorporating the effects of research on implementation resulted in an increase in the expected value of research compared to the expected value of sample information alone. Assessing the expected value of research in reducing uncertainty and improving implementation dynamics has the potential to complement currently used analyses in health technology assessments, especially in recommendations for further research. The combination of expected value of research, diffusion theory, and elicitation described in this article is an important addition to the existing methods of health technology assessment.
International Nuclear Information System (INIS)
Hofer, E.; Hoffman, F.O.
1987-02-01
The uncertainty analysis of model predictions has to discriminate between two fundamentally different types of uncertainty. The presence of stochastic variability (Type 1 uncertainty) necessitates the use of a probabilistic model instead of the much simpler deterministic one. Lack of knowledge (Type 2 uncertainty), however, applies to deterministic as well as to probabilistic model predictions and often dominates over uncertainties of Type 1. The term ''probability'' is interpreted differently in the probabilistic analysis of either type of uncertainty. After these discriminations have been explained the discussion centers on the propagation of parameter uncertainties through the model, the derivation of quantitative uncertainty statements for model predictions and the presentation and interpretation of the results of a Type 2 uncertainty analysis. Various alternative approaches are compared for a very simple deterministic model
Energy Technology Data Exchange (ETDEWEB)
Tchamen, G.W.; Gaucher, J. [Hydro-Quebec Production, Montreal, PQ (Canada). Direction Barrage et Environnement, Unite Barrages et Hydraulique
2010-08-15
Owners and operators of high capacity dams in Quebec have a legal obligation to conduct dam break analysis for each of their dams in order to ensure public safety. This paper described traditional hydraulic methodologies and models used to perform dam break analyses. In particular, it examined the influence of the reservoir drawdown submodel on the numerical results of a dam break analysis. Numerical techniques from the field of fluid mechanics and aerodynamics have provided the basis for developing effective hydrodynamic codes that reduce the level of uncertainties associated with dam-break analysis. A static representation that considers the storage curve was compared with a dynamic representation based on Saint-Venant equations and the real bathymetry of the reservoir. The comparison was based on breach of reservoir, maximum water level, flooded area, and wave arrival time in the valley downstream. The study showed that the greatest difference in attained water level was in the vicinity of the dam, and the difference decreased as the distance from the reservoir increased. The analysis showed that the static representation overestimated the maximum depth and inundated area by as much as 20 percent. This overestimation can be reduced by 30 to 40 percent by using dynamic representation. A dynamic model based on a synthetic trapezoidal reconstruction of the storage curve was used, given the lack of bathymetric data for the reservoir. It was concluded that this model can significantly reduce the uncertainty associated with the static model. 7 refs., 9 tabs., 7 figs.
Wholesale energy market in a smart grid. Dynamic modeling, stability, and robustness
Energy Technology Data Exchange (ETDEWEB)
Kiani Bejestani, Arman
2013-01-24
The recent paradigm shift in the architecture of the smart grid is driven by the need to integrate Renewable Energy Resources (RER), the availability of information through communication networks, and an emerging policy of demand that is intertwined with pricing. A major component of this architecture is the design of electricity markets, which pertains to the optimal scheduling of power generation and reserve requirements. The challenge is to carry out this scheduling with a high level of integration of renewable generation sources, a formidable task due to intermittency and uncertainty. Introducing huge intermittency and uncertainty in the smart grid will demand a dynamic framework for addressing the operation, scheduling and financial settlements in the uncertain environment. The temporal components in scheduling generation are necessary due to increasing penetration of renewable sources, and increasing potential of adjustable demand via Demand Response (DR). The former brings issues of strong intermittency and uncertainty, and the latter brings a feedback structure, where demand can be modulated over a range of time-scales. Both of these components are dictating a new look at market mechanisms, with a controls viewpoint enabling a novel framework for analysis and synthesis. This dissertation provides static and dynamic models that capture the various aspects of electrical power systems, including the dynamics of market participants, the physical and technical constraints of power systems, and the uncertainty of RER. The proposed models shed new light on wholesale electricity market design, allowing an understanding to be gained of how to create markets, which enhance the stability of price profiles, and efficiency of the power systems, in the presence of uncertain demand and intermittent resources. The notion of market equilibrium in the presence of RER and DR is presented. The effects of uncertainties due to forecast errors in RER and variations due to DR on
Investigation of discrete-fracture network conceptual model uncertainty at Forsmark
International Nuclear Information System (INIS)
Geier, Joel
2011-04-01
In the present work a discrete fracture model has been further developed and implemented using the latest SKB site investigation data. The model can be used for analysing the fracture network and to model flow through the rock in Forsmark. The aim has been to study uncertainties in the hydrological discrete fracture network (DFN) for the repository model. More specifically the objective has been to study to which extent available data limits uncertainties in the DFN model and how data that can be obtained in future underground work can further limit these uncertainties. Moreover, the effects on deposition hole utilisation and placement have been investigated as well as the effects on the flow to deposition holes
Bayesian Inference of High-Dimensional Dynamical Ocean Models
Lin, J.; Lermusiaux, P. F. J.; Lolla, S. V. T.; Gupta, A.; Haley, P. J., Jr.
2015-12-01
This presentation addresses a holistic set of challenges in high-dimension ocean Bayesian nonlinear estimation: i) predict the probability distribution functions (pdfs) of large nonlinear dynamical systems using stochastic partial differential equations (PDEs); ii) assimilate data using Bayes' law with these pdfs; iii) predict the future data that optimally reduce uncertainties; and (iv) rank the known and learn the new model formulations themselves. Overall, we allow the joint inference of the state, equations, geometry, boundary conditions and initial conditions of dynamical models. Examples are provided for time-dependent fluid and ocean flows, including cavity, double-gyre and Strait flows with jets and eddies. The Bayesian model inference, based on limited observations, is illustrated first by the estimation of obstacle shapes and positions in fluid flows. Next, the Bayesian inference of biogeochemical reaction equations and of their states and parameters is presented, illustrating how PDE-based machine learning can rigorously guide the selection and discovery of complex ecosystem models. Finally, the inference of multiscale bottom gravity current dynamics is illustrated, motivated in part by classic overflows and dense water formation sites and their relevance to climate monitoring and dynamics. This is joint work with our MSEAS group at MIT.
Time-Varying Uncertainty in Shock and Vibration Applications Using the Impulse Response
Directory of Open Access Journals (Sweden)
J.B. Weathers
2012-01-01
Full Text Available Design of mechanical systems often necessitates the use of dynamic simulations to calculate the displacements (and their derivatives of the bodies in a system as a function of time in response to dynamic inputs. These types of simulations are especially prevalent in the shock and vibration community where simulations associated with models having complex inputs are routine. If the forcing functions as well as the parameters used in these simulations are subject to uncertainties, then these uncertainties will propagate through the models resulting in uncertainties in the outputs of interest. The uncertainty analysis procedure for these kinds of time-varying problems can be challenging, and in many instances, explicit data reduction equations (DRE's, i.e., analytical formulas, are not available because the outputs of interest are obtained from complex simulation software, e.g. FEA programs. Moreover, uncertainty propagation in systems modeled using nonlinear differential equations can prove to be difficult to analyze. However, if (1 the uncertainties propagate through the models in a linear manner, obeying the principle of superposition, then the complexity of the problem can be significantly simplified. If in addition, (2 the uncertainty in the model parameters do not change during the simulation and the manner in which the outputs of interest respond to small perturbations in the external input forces is not dependent on when the perturbations are applied, then the number of calculations required can be greatly reduced. Conditions (1 and (2 characterize a Linear Time Invariant (LTI uncertainty model. This paper seeks to explain one possible approach to obtain the uncertainty results based on these assumptions.
Uncertainty Quantification of Turbulence Model Closure Coefficients for Transonic Wall-Bounded Flows
Schaefer, John; West, Thomas; Hosder, Serhat; Rumsey, Christopher; Carlson, Jan-Renee; Kleb, William
2015-01-01
The goal of this work was to quantify the uncertainty and sensitivity of commonly used turbulence models in Reynolds-Averaged Navier-Stokes codes due to uncertainty in the values of closure coefficients for transonic, wall-bounded flows and to rank the contribution of each coefficient to uncertainty in various output flow quantities of interest. Specifically, uncertainty quantification of turbulence model closure coefficients was performed for transonic flow over an axisymmetric bump at zero degrees angle of attack and the RAE 2822 transonic airfoil at a lift coefficient of 0.744. Three turbulence models were considered: the Spalart-Allmaras Model, Wilcox (2006) k-w Model, and the Menter Shear-Stress Trans- port Model. The FUN3D code developed by NASA Langley Research Center was used as the flow solver. The uncertainty quantification analysis employed stochastic expansions based on non-intrusive polynomial chaos as an efficient means of uncertainty propagation. Several integrated and point-quantities are considered as uncertain outputs for both CFD problems. All closure coefficients were treated as epistemic uncertain variables represented with intervals. Sobol indices were used to rank the relative contributions of each closure coefficient to the total uncertainty in the output quantities of interest. This study identified a number of closure coefficients for each turbulence model for which more information will reduce the amount of uncertainty in the output significantly for transonic, wall-bounded flows.
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)
Uncertainties in neural network model based on carbon dioxide concentration for occupancy estimation
Energy Technology Data Exchange (ETDEWEB)
Alam, Azimil Gani; Rahman, Haolia; Kim, Jung-Kyung; Han, Hwataik [Kookmin University, Seoul (Korea, Republic of)
2017-05-15
Demand control ventilation is employed to save energy by adjusting airflow rate according to the ventilation load of a building. This paper investigates a method for occupancy estimation by using a dynamic neural network model based on carbon dioxide concentration in an occupied zone. The method can be applied to most commercial and residential buildings where human effluents to be ventilated. An indoor simulation program CONTAMW is used to generate indoor CO{sub 2} data corresponding to various occupancy schedules and airflow patterns to train neural network models. Coefficients of variation are obtained depending on the complexities of the physical parameters as well as the system parameters of neural networks, such as the numbers of hidden neurons and tapped delay lines. We intend to identify the uncertainties caused by the model parameters themselves, by excluding uncertainties in input data inherent in measurement. Our results show estimation accuracy is highly influenced by the frequency of occupancy variation but not significantly influenced by fluctuation in the airflow rate. Furthermore, we discuss the applicability and validity of the present method based on passive environmental conditions for estimating occupancy in a room from the viewpoint of demand control ventilation applications.
Universal quantum uncertainty relations between nonergodicity and loss of information
Awasthi, Natasha; Bhattacharya, Samyadeb; SenDe, Aditi; Sen, Ujjwal
2018-03-01
We establish uncertainty relations between information loss in general open quantum systems and the amount of nonergodicity of the corresponding dynamics. The relations hold for arbitrary quantum systems interacting with an arbitrary quantum environment. The elements of the uncertainty relations are quantified via distance measures on the space of quantum density matrices. The relations hold for arbitrary distance measures satisfying a set of intuitively satisfactory axioms. The relations show that as the nonergodicity of the dynamics increases, the lower bound on information loss decreases, which validates the belief that nonergodicity plays an important role in preserving information of quantum states undergoing lossy evolution. We also consider a model of a central qubit interacting with a fermionic thermal bath and derive its reduced dynamics to subsequently investigate the information loss and nonergodicity in such dynamics. We comment on the "minimal" situations that saturate the uncertainty relations.
Modeling Uncertainty and the Economics of Climate Change. Recommendations for Robust Energy Policy
International Nuclear Information System (INIS)
Haurie, A.; Tavoni, M.; Van der Zwaan, B.C.C.
2011-01-01
This special issue is meant to gather front-edge research and innovative analysis in the modeling of uncertainty related to the economics of climate change. The focus is notably on advancements in probabilistic integrated assessment modeling and stochastic analysis of climate futures. The possibility to use non-probabilistic economic methods to treat uncertainty in global or regional dynamic climate change models is explored as well. Given the intimate link between climate change and the nature of mankind's energy production and consumption system, this special issue also proffers direct practical recommendations for energy decision making at the global, regional, and national levels. The special issue originated from a series of research tasks carried out under the PLANETS project, funded by the European Commission under its 7th Framework Programme and co-coordinated by the Fondazione Eni Enrico Mattei (FEEM) and the Energy research Centre of the Netherlands (ECN). This project, accomplished in 2010, had, as main focus, how to incorporate uncertainty when carrying out numerical analysis of climate and energy policies. A special PLANETS session was organized during the 2010 edition of the International Energy Workshop (IEW 2010, Royal Institute of Technology, Stockholm), which generated broad expert discussion on both methodology and policy-related issues. The recognition of the importance of these topics and the diversity of approaches undertaken, plus a concern over them becoming fragmented in the literature, constituted the motivation to edit this special issue gathering the generated material in one orchestrated publication. Several contributions, in the form of 12 papers, have been brought together with the aim of providing a comprehensive overview of some of the main recent developments in the modeling of uncertainty in the economics of climate change. We categorize these 12 articles in five distinct domains in hybrid integrated assessment EEE (Energy
Modeling Uncertainty and the Economics of Climate Change. Recommendations for Robust Energy Policy
Energy Technology Data Exchange (ETDEWEB)
Haurie, A. [ORDECSYS, Geneva (Switzerland); Tavoni, M. [Princeton University, Princeton, NJ (United States); Van der Zwaan, B.C.C. [Policy Studies Department, Energy research Centre of the Netherlands ECN, Amsterdam (Netherlands)
2011-07-15
This special issue is meant to gather front-edge research and innovative analysis in the modeling of uncertainty related to the economics of climate change. The focus is notably on advancements in probabilistic integrated assessment modeling and stochastic analysis of climate futures. The possibility to use non-probabilistic economic methods to treat uncertainty in global or regional dynamic climate change models is explored as well. Given the intimate link between climate change and the nature of mankind's energy production and consumption system, this special issue also proffers direct practical recommendations for energy decision making at the global, regional, and national levels. The special issue originated from a series of research tasks carried out under the PLANETS project, funded by the European Commission under its 7th Framework Programme and co-coordinated by the Fondazione Eni Enrico Mattei (FEEM) and the Energy research Centre of the Netherlands (ECN). This project, accomplished in 2010, had, as main focus, how to incorporate uncertainty when carrying out numerical analysis of climate and energy policies. A special PLANETS session was organized during the 2010 edition of the International Energy Workshop (IEW 2010, Royal Institute of Technology, Stockholm), which generated broad expert discussion on both methodology and policy-related issues. The recognition of the importance of these topics and the diversity of approaches undertaken, plus a concern over them becoming fragmented in the literature, constituted the motivation to edit this special issue gathering the generated material in one orchestrated publication. Several contributions, in the form of 12 papers, have been brought together with the aim of providing a comprehensive overview of some of the main recent developments in the modeling of uncertainty in the economics of climate change. We categorize these 12 articles in five distinct domains in hybrid integrated assessment EEE (Energy
Sensitivity and uncertainty analysis for a field-scale P loss model
Models are often used to predict phosphorus (P) loss from agricultural fields. While it is commonly recognized that there are inherent uncertainties with model predictions, limited studies have addressed model prediction uncertainty. In this study we assess the effect of model input error on predict...
Addressing imperfect maintenance modelling uncertainty in unavailability and cost based optimization
International Nuclear Information System (INIS)
Sanchez, Ana; Carlos, Sofia; Martorell, Sebastian; Villanueva, Jose F.
2009-01-01
Optimization of testing and maintenance activities performed in the different systems of a complex industrial plant is of great interest as the plant availability and economy strongly depend on the maintenance activities planned. Traditionally, two types of models, i.e. deterministic and probabilistic, have been considered to simulate the impact of testing and maintenance activities on equipment unavailability and the cost involved. Both models present uncertainties that are often categorized as either aleatory or epistemic uncertainties. The second group applies when there is limited knowledge on the proper model to represent a problem, and/or the values associated to the model parameters, so the results of the calculation performed with them incorporate uncertainty. This paper addresses the problem of testing and maintenance optimization based on unavailability and cost criteria and considering epistemic uncertainty in the imperfect maintenance modelling. It is framed as a multiple criteria decision making problem where unavailability and cost act as uncertain and conflicting decision criteria. A tolerance interval based approach is used to address uncertainty with regard to effectiveness parameter and imperfect maintenance model embedded within a multiple-objective genetic algorithm. A case of application for a stand-by safety related system of a nuclear power plant is presented. The results obtained in this application show the importance of considering uncertainties in the modelling of imperfect maintenance, as the optimal solutions found are associated with a large uncertainty that influences the final decision making depending on, for example, if the decision maker is risk averse or risk neutral
Addressing imperfect maintenance modelling uncertainty in unavailability and cost based optimization
Energy Technology Data Exchange (ETDEWEB)
Sanchez, Ana [Department of Statistics and Operational Research, Polytechnic University of Valencia, Camino de Vera, s/n, 46071 Valencia (Spain); Carlos, Sofia [Department of Chemical and Nuclear Engineering, Polytechnic University of Valencia, Camino de Vera, s/n, 46071 Valencia (Spain); Martorell, Sebastian [Department of Chemical and Nuclear Engineering, Polytechnic University of Valencia, Camino de Vera, s/n, 46071 Valencia (Spain)], E-mail: smartore@iqn.upv.es; Villanueva, Jose F. [Department of Chemical and Nuclear Engineering, Polytechnic University of Valencia, Camino de Vera, s/n, 46071 Valencia (Spain)
2009-01-15
Optimization of testing and maintenance activities performed in the different systems of a complex industrial plant is of great interest as the plant availability and economy strongly depend on the maintenance activities planned. Traditionally, two types of models, i.e. deterministic and probabilistic, have been considered to simulate the impact of testing and maintenance activities on equipment unavailability and the cost involved. Both models present uncertainties that are often categorized as either aleatory or epistemic uncertainties. The second group applies when there is limited knowledge on the proper model to represent a problem, and/or the values associated to the model parameters, so the results of the calculation performed with them incorporate uncertainty. This paper addresses the problem of testing and maintenance optimization based on unavailability and cost criteria and considering epistemic uncertainty in the imperfect maintenance modelling. It is framed as a multiple criteria decision making problem where unavailability and cost act as uncertain and conflicting decision criteria. A tolerance interval based approach is used to address uncertainty with regard to effectiveness parameter and imperfect maintenance model embedded within a multiple-objective genetic algorithm. A case of application for a stand-by safety related system of a nuclear power plant is presented. The results obtained in this application show the importance of considering uncertainties in the modelling of imperfect maintenance, as the optimal solutions found are associated with a large uncertainty that influences the final decision making depending on, for example, if the decision maker is risk averse or risk neutral.
Inexact Socio-Dynamic Modeling of Groundwater Contamination Management
Vesselinov, V. V.; Zhang, X.
2015-12-01
Groundwater contamination may alter the behaviors of the public such as adaptation to such a contamination event. On the other hand, social behaviors may affect groundwater contamination and associated risk levels such as through changing ingestion amount of groundwater due to the contamination. Decisions should consider not only the contamination itself, but also social attitudes on such contamination events. Such decisions are inherently associated with uncertainty, such as subjective judgement from decision makers and their implicit knowledge on selection of whether to supply water or reduce the amount of supplied water under the scenario of the contamination. A socio-dynamic model based on the theories of information-gap and fuzzy sets is being developed to address the social behaviors facing the groundwater contamination and applied to a synthetic problem designed based on typical groundwater remediation sites where the effects of social behaviors on decisions are investigated and analyzed. Different uncertainties including deep uncertainty and vague/ambiguous uncertainty are effectively and integrally addressed. The results can provide scientifically-defensible decision supports for groundwater management in face of the contamination.
Li, L.; Xu, C.-Y.; Engeland, K.
2012-04-01
With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD
Model uncertainties of local-thermodynamic-equilibrium K-shell spectroscopy
Nagayama, T.; Bailey, J. E.; Mancini, R. C.; Iglesias, C. A.; Hansen, S. B.; Blancard, C.; Chung, H. K.; Colgan, J.; Cosse, Ph.; Faussurier, G.; Florido, R.; Fontes, C. J.; Gilleron, F.; Golovkin, I. E.; Kilcrease, D. P.; Loisel, G.; MacFarlane, J. J.; Pain, J.-C.; Rochau, G. A.; Sherrill, M. E.; Lee, R. W.
2016-09-01
Local-thermodynamic-equilibrium (LTE) K-shell spectroscopy is a common tool to diagnose electron density, ne, and electron temperature, Te, of high-energy-density (HED) plasmas. Knowing the accuracy of such diagnostics is important to provide quantitative conclusions of many HED-plasma research efforts. For example, Fe opacities were recently measured at multiple conditions at the Sandia National Laboratories Z machine (Bailey et al., 2015), showing significant disagreement with modeled opacities. Since the plasma conditions were measured using K-shell spectroscopy of tracer Mg (Nagayama et al., 2014), one concern is the accuracy of the inferred Fe conditions. In this article, we investigate the K-shell spectroscopy model uncertainties by analyzing the Mg spectra computed with 11 different models at the same conditions. We find that the inferred conditions differ by ±20-30% in ne and ±2-4% in Te depending on the choice of spectral model. Also, we find that half of the Te uncertainty comes from ne uncertainty. To refine the accuracy of the K-shell spectroscopy, it is important to scrutinize and experimentally validate line-shape theory. We investigate the impact of the inferred ne and Te model uncertainty on the Fe opacity measurements. Its impact is small and does not explain the reported discrepancies.
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 management in integrated modelling, the IMAGE case
International Nuclear Information System (INIS)
Van der Sluijs, J.P.
1995-01-01
Integrated assessment models of global environmental problems play an increasingly important role in decision making. This use demands a good insight regarding the reliability of these models. In this paper we analyze uncertainty management in the IMAGE-project (Integrated Model to Assess the Greenhouse Effect). We use a classification scheme comprising type and source of uncertainty. Our analysis shows reliability analysis as main area for improvement. We briefly review a recently developed methodology, NUSAP (Numerical, Unit, Spread, Assessment and Pedigree), that systematically addresses the strength of data in terms of spread, reliability and scientific status (pedigree) of information. This approach is being tested through interviews with model builders. 3 tabs., 20 refs
Some concepts of model uncertainty for performance assessments of nuclear waste repositories
International Nuclear Information System (INIS)
Eisenberg, N.A.; Sagar, B.; Wittmeyer, G.W.
1994-01-01
Models of the performance of nuclear waste repositories will be central to making regulatory decisions regarding the safety of such facilities. The conceptual model of repository performance is represented by mathematical relationships, which are usually implemented as one or more computer codes. A geologic system may allow many conceptual models, which are consistent with the observations. These conceptual models may or may not have the same mathematical representation. Experiences in modeling the performance of a waste repository representation. Experiences in modeling the performance of a waste repository (which is, in part, a geologic system), show that this non-uniqueness of conceptual models is a significant source of model uncertainty. At the same time, each conceptual model has its own set of parameters and usually, it is not be possible to completely separate model uncertainty from parameter uncertainty for the repository system. Issues related to the origin of model uncertainty, its relation to parameter uncertainty, and its incorporation in safety assessments are discussed from a broad regulatory perspective. An extended example in which these issues are explored numerically is also provided
Chowdhury, S.; Sharma, A.
2005-12-01
Hydrological model inputs are often derived from measurements at point locations taken at discrete time steps. The nature of uncertainty associated with such inputs is thus a function of the quality and number of measurements available in time. A change in these characteristics (such as a change in the number of rain-gauge inputs used to derive spatially averaged rainfall) results in inhomogeneity in the associated distributional profile. Ignoring such uncertainty can lead to models that aim to simulate based on the observed input variable instead of the true measurement, resulting in a biased representation of the underlying system dynamics as well as an increase in both bias and the predictive uncertainty in simulations. This is especially true of cases where the nature of uncertainty likely in the future is significantly different to that in the past. Possible examples include situations where the accuracy of the catchment averaged rainfall has increased substantially due to an increase in the rain-gauge density, or accuracy of climatic observations (such as sea surface temperatures) increased due to the use of more accurate remote sensing technologies. We introduce here a method to ascertain the true value of parameters in the presence of additive uncertainty in model inputs. This method, known as SIMulation EXtrapolation (SIMEX, [Cook, 1994]) operates on the basis of an empirical relationship between parameters and the level of additive input noise (or uncertainty). The method starts with generating a series of alternate realisations of model inputs by artificially adding white noise in increasing multiples of the known error variance. The alternate realisations lead to alternate sets of parameters that are increasingly biased with respect to the truth due to the increased variability in the inputs. Once several such realisations have been drawn, one is able to formulate an empirical relationship between the parameter values and the level of additive noise
Effects of input uncertainty on cross-scale crop modeling
Waha, Katharina; Huth, Neil; Carberry, Peter
2014-05-01
The quality of data on climate, soils and agricultural management in the tropics is in general low or data is scarce leading to uncertainty in process-based modeling of cropping systems. Process-based crop models are common tools for simulating crop yields and crop production in climate change impact studies, studies on mitigation and adaptation options or food security studies. Crop modelers are concerned about input data accuracy as this, together with an adequate representation of plant physiology processes and choice of model parameters, are the key factors for a reliable simulation. For example, assuming an error in measurements of air temperature, radiation and precipitation of ± 0.2°C, ± 2 % and ± 3 % respectively, Fodor & Kovacs (2005) estimate that this translates into an uncertainty of 5-7 % in yield and biomass simulations. In our study we seek to answer the following questions: (1) are there important uncertainties in the spatial variability of simulated crop yields on the grid-cell level displayed on maps, (2) are there important uncertainties in the temporal variability of simulated crop yields on the aggregated, national level displayed in time-series, and (3) how does the accuracy of different soil, climate and management information influence the simulated crop yields in two crop models designed for use at different spatial scales? The study will help to determine whether more detailed information improves the simulations and to advise model users on the uncertainty related to input data. We analyse the performance of the point-scale crop model APSIM (Keating et al., 2003) and the global scale crop model LPJmL (Bondeau et al., 2007) with different climate information (monthly and daily) and soil conditions (global soil map and African soil map) under different agricultural management (uniform and variable sowing dates) for the low-input maize-growing areas in Burkina Faso/West Africa. We test the models' response to different levels of input
Uncertainty quantification in wind farm flow models
DEFF Research Database (Denmark)
Murcia Leon, Juan Pablo
uncertainties through a model chain are presented and applied to several wind energy related problems such as: annual energy production estimation, wind turbine power curve estimation, wake model calibration and validation, and estimation of lifetime equivalent fatigue loads on a wind turbine. Statistical...
Exploring uncertainty in glacier mass balance modelling with Monte Carlo simulation
Machguth, H.; Purves, R.S.; Oerlemans, J.; Hoelzle, M.; Paul, F.
2008-01-01
By means of Monte Carlo simulations we calculated uncertainty in modelled cumulative mass balance over 400 days at one particular point on the tongue of Morteratsch Glacier, Switzerland, using a glacier energy balance model of intermediate complexity. Before uncertainty assessment, the model was
Parameter uncertainty analysis for the annual phosphorus loss estimator (APLE) model
Technical abstract: Models are often used to predict phosphorus (P) loss from agricultural fields. While it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study, we conduct an uncertainty analys...
Uncertainty Evaluation with Multi-Dimensional Model of LBLOCA in OPR1000 Plant
Energy Technology Data Exchange (ETDEWEB)
Kim, Jieun; Oh, Deog Yeon; Seul, Kwang-Won; Lee, Jin Ho [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)
2016-10-15
KINS has used KINS-REM (KINS-Realistic Evaluation Methodology) which developed for Best- Estimate (BE) calculation and uncertainty quantification for regulatory audit. This methodology has been improved continuously by numerous studies, such as uncertainty parameters and uncertainty ranges. In this study, to evaluate the applicability of improved KINS-REM for OPR1000 plant, uncertainty evaluation with multi-dimensional model for confirming multi-dimensional phenomena was conducted with MARS-KS code. In this study, the uncertainty evaluation with multi- dimensional model of OPR1000 plant was conducted for confirming the applicability of improved KINS- REM The reactor vessel modeled using MULTID component of MARS-KS code, and total 29 uncertainty parameters were considered by 124 sampled calculations. Through 124 calculations using Mosaique program with MARS-KS code, peak cladding temperature was calculated and final PCT was determined by the 3rd order Wilks' formula. The uncertainty parameters which has strong influence were investigated by Pearson coefficient analysis. They were mostly related with plant operation and fuel material properties. Evaluation results through the 124 calculations and sensitivity analysis show that improved KINS-REM could be reasonably applicable for uncertainty evaluation with multi-dimensional model calculations of OPR1000 plants.
Benchmarking novel approaches for modelling species range dynamics.
Zurell, Damaris; Thuiller, Wilfried; Pagel, Jörn; Cabral, Juliano S; Münkemüller, Tamara; Gravel, Dominique; Dullinger, Stefan; Normand, Signe; Schiffers, Katja H; Moore, Kara A; Zimmermann, Niklaus E
2016-08-01
Increasing biodiversity loss due to climate change is one of the most vital challenges of the 21st century. To anticipate and mitigate biodiversity loss, models are needed that reliably project species' range dynamics and extinction risks. Recently, several new approaches to model range dynamics have been developed to supplement correlative species distribution models (SDMs), but applications clearly lag behind model development. Indeed, no comparative analysis has been performed to evaluate their performance. Here, we build on process-based, simulated data for benchmarking five range (dynamic) models of varying complexity including classical SDMs, SDMs coupled with simple dispersal or more complex population dynamic models (SDM hybrids), and a hierarchical Bayesian process-based dynamic range model (DRM). We specifically test the effects of demographic and community processes on model predictive performance. Under current climate, DRMs performed best, although only marginally. Under climate change, predictive performance varied considerably, with no clear winners. Yet, all range dynamic models improved predictions under climate change substantially compared to purely correlative SDMs, and the population dynamic models also predicted reasonable extinction risks for most scenarios. When benchmarking data were simulated with more complex demographic and community processes, simple SDM hybrids including only dispersal often proved most reliable. Finally, we found that structural decisions during model building can have great impact on model accuracy, but prior system knowledge on important processes can reduce these uncertainties considerably. Our results reassure the clear merit in using dynamic approaches for modelling species' response to climate change but also emphasize several needs for further model and data improvement. We propose and discuss perspectives for improving range projections through combination of multiple models and for making these approaches
International Nuclear Information System (INIS)
Reutter, Bryan W.; Gullberg, Grant T.; Huesman, Ronald H.
2001-01-01
The estimation of time-activity curves and kinetic model parameters directly from projection data is potentially useful for clinical dynamic single photon emission computed tomography (SPECT) studies, particularly in those clinics that have only single-detector systems and thus are not able to perform rapid tomographic acquisitions. Because the radiopharmaceutical distribution changes while the SPECT gantry rotates, projections at different angles come from different tracer distributions. A dynamic image sequence reconstructed from the inconsistent projections acquired by a slowly rotating gantry can contain artifacts that lead to biases in kinetic parameters estimated from time-activity curves generated by overlaying regions of interest on the images. If cone beam collimators are used and the focal point of the collimators always remains in a particular transaxial plane, additional artifacts can arise in other planes reconstructed using insufficient projection samples [1]. If the projection samples truncate the patient's body, this can result in additional image artifacts. To overcome these sources of bias in conventional image based dynamic data analysis, we and others have been investigating the estimation of time-activity curves and kinetic model parameters directly from dynamic SPECT projection data by modeling the spatial and temporal distribution of the radiopharmaceutical throughout the projected field of view [2-8]. In our previous work we developed a computationally efficient method for fully four-dimensional (4-D) direct estimation of spatiotemporal distributions from dynamic SPECT projection data [5], which extended Formiconi's least squares algorithm for reconstructing temporally static distributions [9]. In addition, we studied the biases that result from modeling various orders temporal continuity and using various time samplings [5]. the present work, we address computational issues associated with evaluating the statistical uncertainty of
Parameters-related uncertainty in modeling sugar cane yield with an agro-Land Surface Model
Valade, A.; Ciais, P.; Vuichard, N.; Viovy, N.; Ruget, F.; Gabrielle, B.
2012-12-01
Agro-Land Surface Models (agro-LSM) have been developed from the coupling of specific crop models and large-scale generic vegetation models. They aim at accounting for the spatial distribution and variability of energy, water and carbon fluxes within soil-vegetation-atmosphere continuum with a particular emphasis on how crop phenology and agricultural management practice influence the turbulent fluxes exchanged with the atmosphere, and the underlying water and carbon pools. A part of the uncertainty in these models is related to the many parameters included in the models' equations. In this study, we quantify the parameter-based uncertainty in the simulation of sugar cane biomass production with the agro-LSM ORCHIDEE-STICS on a multi-regional approach with data from sites in Australia, La Reunion and Brazil. First, the main source of uncertainty for the output variables NPP, GPP, and sensible heat flux (SH) is determined through a screening of the main parameters of the model on a multi-site basis leading to the selection of a subset of most sensitive parameters causing most of the uncertainty. In a second step, a sensitivity analysis is carried out on the parameters selected from the screening analysis at a regional scale. For this, a Monte-Carlo sampling method associated with the calculation of Partial Ranked Correlation Coefficients is used. First, we quantify the sensitivity of the output variables to individual input parameters on a regional scale for two regions of intensive sugar cane cultivation in Australia and Brazil. Then, we quantify the overall uncertainty in the simulation's outputs propagated from the uncertainty in the input parameters. Seven parameters are identified by the screening procedure as driving most of the uncertainty in the agro-LSM ORCHIDEE-STICS model output at all sites. These parameters control photosynthesis (optimal temperature of photosynthesis, optimal carboxylation rate), radiation interception (extinction coefficient), root
Jacquin, A. P.
2012-04-01
This study analyses the effect of precipitation spatial distribution uncertainty on the uncertainty bounds of a snowmelt runoff model's discharge estimates. Prediction uncertainty bounds are derived using the Generalized Likelihood Uncertainty Estimation (GLUE) methodology. The model analysed is a conceptual watershed model operating at a monthly time step. The model divides the catchment into five elevation zones, where the fifth zone corresponds to the catchment glaciers. Precipitation amounts at each elevation zone i are estimated as the product between observed precipitation (at a single station within the catchment) and a precipitation factor FPi. Thus, these factors provide a simplified representation of the spatial variation of precipitation, specifically the shape of the functional relationship between precipitation and height. In the absence of information about appropriate values of the precipitation factors FPi, these are estimated through standard calibration procedures. The catchment case study is Aconcagua River at Chacabuquito, located in the Andean region of Central Chile. Monte Carlo samples of the model output are obtained by randomly varying the model parameters within their feasible ranges. In the first experiment, the precipitation factors FPi are considered unknown and thus included in the sampling process. The total number of unknown parameters in this case is 16. In the second experiment, precipitation factors FPi are estimated a priori, by means of a long term water balance between observed discharge at the catchment outlet, evapotranspiration estimates and observed precipitation. In this case, the number of unknown parameters reduces to 11. The feasible ranges assigned to the precipitation factors in the first experiment are slightly wider than the range of fixed precipitation factors used in the second experiment. The mean squared error of the Box-Cox transformed discharge during the calibration period is used for the evaluation of the
A possibilistic uncertainty model in classical reliability theory
International Nuclear Information System (INIS)
De Cooman, G.; Capelle, B.
1994-01-01
The authors argue that a possibilistic uncertainty model can be used to represent linguistic uncertainty about the states of a system and of its components. Furthermore, the basic properties of the application of this model to classical reliability theory are studied. The notion of the possibilistic reliability of a system or a component is defined. Based on the concept of a binary structure function, the important notion of a possibilistic function is introduced. It allows to calculate the possibilistic reliability of a system in terms of the possibilistic reliabilities of its components
Wang, S.; Huang, G. H.; Huang, W.; Fan, Y. R.; Li, Z.
2015-10-01
In this study, a fractional factorial probabilistic collocation method is proposed to reveal statistical significance of hydrologic model parameters and their multi-level interactions affecting model outputs, facilitating uncertainty propagation in a reduced dimensional space. The proposed methodology is applied to the Xiangxi River watershed in China to demonstrate its validity and applicability, as well as its capability of revealing complex and dynamic parameter interactions. A set of reduced polynomial chaos expansions (PCEs) only with statistically significant terms can be obtained based on the results of factorial analysis of variance (ANOVA), achieving a reduction of uncertainty in hydrologic predictions. The predictive performance of reduced PCEs is verified by comparing against standard PCEs and the Monte Carlo with Latin hypercube sampling (MC-LHS) method in terms of reliability, sharpness, and Nash-Sutcliffe efficiency (NSE). Results reveal that the reduced PCEs are able to capture hydrologic behaviors of the Xiangxi River watershed, and they are efficient functional representations for propagating uncertainties in hydrologic predictions.
Entropy Evolution and Uncertainty Estimation with Dynamical Systems
Directory of Open Access Journals (Sweden)
X. San Liang
2014-06-01
Full Text Available This paper presents a comprehensive introduction and systematic derivation of the evolutionary equations for absolute entropy H and relative entropy D, some of which exist sporadically in the literature in different forms under different subjects, within the framework of dynamical systems. In general, both H and D are dissipated, and the dissipation bears a form reminiscent of the Fisher information; in the absence of stochasticity, dH/dt is connected to the rate of phase space expansion, and D stays invariant, i.e., the separation of two probability density functions is always conserved. These formulas are validated with linear systems, and put to application with the Lorenz system and a large-dimensional stochastic quasi-geostrophic flow problem. In the Lorenz case, H falls at a constant rate with time, implying that H will eventually become negative, a situation beyond the capability of the commonly used computational technique like coarse-graining and bin counting. For the stochastic flow problem, it is first reduced to a computationally tractable low-dimensional system, using a reduced model approach, and then handled through ensemble prediction. Both the Lorenz system and the stochastic flow system are examples of self-organization in the light of uncertainty reduction. The latter particularly shows that, sometimes stochasticity may actually enhance the self-organization process.
Evaluating the uncertainty of input quantities in measurement models
Possolo, Antonio; Elster, Clemens
2014-06-01
The Guide to the Expression of Uncertainty in Measurement (GUM) gives guidance about how values and uncertainties should be assigned to the input quantities that appear in measurement models. This contribution offers a concrete proposal for how that guidance may be updated in light of the advances in the evaluation and expression of measurement uncertainty that were made in the course of the twenty years that have elapsed since the publication of the GUM, and also considering situations that the GUM does not yet contemplate. Our motivation is the ongoing conversation about a new edition of the GUM. While generally we favour a Bayesian approach to uncertainty evaluation, we also recognize the value that other approaches may bring to the problems considered here, and focus on methods for uncertainty evaluation and propagation that are widely applicable, including to cases that the GUM has not yet addressed. In addition to Bayesian methods, we discuss maximum-likelihood estimation, robust statistical methods, and measurement models where values of nominal properties play the same role that input quantities play in traditional models. We illustrate these general-purpose techniques in concrete examples, employing data sets that are realistic but that also are of conveniently small sizes. The supplementary material available online lists the R computer code that we have used to produce these examples (stacks.iop.org/Met/51/3/339/mmedia). Although we strive to stay close to clause 4 of the GUM, which addresses the evaluation of uncertainty for input quantities, we depart from it as we review the classes of measurement models that we believe are generally useful in contemporary measurement science. We also considerably expand and update the treatment that the GUM gives to Type B evaluations of uncertainty: reviewing the state-of-the-art, disciplined approach to the elicitation of expert knowledge, and its encapsulation in probability distributions that are usable in
Implications of Uncertainty in Fossil Fuel Emissions for Terrestrial Ecosystem Modeling
King, A. W.; Ricciuto, D. M.; Mao, J.; Andres, R. J.
2017-12-01
Given observations of the increase in atmospheric CO2, estimates of anthropogenic emissions and models of oceanic CO2 uptake, one can estimate net global CO2 exchange between the atmosphere and terrestrial ecosystems as the residual of the balanced global carbon budget. Estimates from the Global Carbon Project 2016 show that terrestrial ecosystems are a growing sink for atmospheric CO2 (averaging 2.12 Gt C y-1 for the period 1959-2015 with a growth rate of 0.03 Gt C y-1 per year) but with considerable year-to-year variability (standard deviation of 1.07 Gt C y-1). Within the uncertainty of the observations, emissions estimates and ocean modeling, this residual calculation is a robust estimate of a global terrestrial sink for CO2. A task of terrestrial ecosystem science is to explain the trend and variability in this estimate. However, "within the uncertainty" is an important caveat. The uncertainty (2σ; 95% confidence interval) in fossil fuel emissions is 8.4% (±0.8 Gt C in 2015). Combined with uncertainty in other carbon budget components, the 2σ uncertainty surrounding the global net terrestrial ecosystem CO2 exchange is ±1.6 Gt C y-1. Ignoring the uncertainty, the estimate of a general terrestrial sink includes 2 years (1987 and 1998) in which terrestrial ecosystems are a small source of CO2 to the atmosphere. However, with 2σ uncertainty, terrestrial ecosystems may have been a source in as many as 18 years. We examine how well global terrestrial biosphere models simulate the trend and interannual variability of the global-budget estimate of the terrestrial sink within the context of this uncertainty (e.g., which models fall outside the 2σ uncertainty and in what years). Models are generally capable of reproducing the trend in net terrestrial exchange, but are less able to capture interannual variability and often fall outside the 2σ uncertainty. The trend in the residual carbon budget estimate is primarily associated with the increase in atmospheric CO2
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
Giannini, A.
2016-12-01
The uncertainty in CMIP multi-model ensembles of regional precipitation change in tropical regions is well known: taken at face value, models do not agree on the direction of precipitation change. Consequently, in adaptation discourse, either projections are discounted, e.g., by giving more relevance to temperature projections, or outcomes are grossly misrepresented, e.g., in extrapolating recent drought into the long-term future. That this is an unsatisfactory state of affairs, given the dominant role of precipitation in shaping climate-sensitive human endeavors in the tropics, is an understatement.Here I will provide a dynamical characterization of the uncertainty in regional precipitation projections that exploits the CMIP multi-model ensembles. This characterization is based on decomposing the moisture budget and relating its terms to the influence of the oceans, specifically to the roles of moisture supply and stabilization of the vertical profile. I will discuss some preliminary findings highlighting the relevance of lessons learned from seasonal-to-interannual prediction. One such lesson is to go beyond the projection taken at face value, and understand physical processes, specifically, the role of the oceans, in order to be able to make qualitative arguments, in addition to quantitative predictions. One other lesson is to abandon the search for the "best model" and exploit the multi-model ensemble to characterize "emergent constraints".
International Nuclear Information System (INIS)
Karanki, D.R.; Rahman, S.; Dang, V.N.; Zerkak, O.
2017-01-01
The coupling of plant simulation models and stochastic models representing failure events in Dynamic Event Trees (DET) is a framework used to model the dynamic interactions among physical processes, equipment failures, and operator responses. The integration of physical and stochastic models may additionally enhance the treatment of uncertainties. Probabilistic Safety Assessments as currently implemented propagate the (epistemic) uncertainties in failure probabilities, rates, and frequencies; while the uncertainties in the physical model (parameters) are not propagated. The coupling of deterministic (physical) and probabilistic models in integrated simulations such as DET allows both types of uncertainties to be considered. However, integrated accident simulations with epistemic uncertainties will challenge even today's high performance computing infrastructure, especially for simulations of inherently complex nuclear or chemical plants. Conversely, intentionally limiting computations for practical reasons would compromise accuracy of results. This work investigates how to tradeoff accuracy and computations to quantify risk in light of both uncertainties and accident dynamics. A simple depleting tank problem that can be solved analytically is considered to examine the adequacy of a discrete DET approach. The results show that optimal allocation of computational resources between epistemic and aleatory calculations by means of convergence studies ensures accuracy within a limited budget. - Highlights: • Accident simulations considering uncertainties require intensive computations. • Tradeoff between accuracy and accident simulations is a challenge. • Optimal allocation between epistemic & aleatory computations ensures the tradeoff. • Online convergence gives an early indication of computational requirements. • Uncertainty propagation in DDET is examined on a tank problem solved analytically.
Uncertainty visualisation in the Model Web
Gerharz, L. E.; Autermann, C.; Hopmann, H.; Stasch, C.; Pebesma, E.
2012-04-01
Visualisation of geospatial data as maps is a common way to communicate spatially distributed information. If temporal and furthermore uncertainty information are included in the data, efficient visualisation methods are required. For uncertain spatial and spatio-temporal data, numerous visualisation methods have been developed and proposed, but only few tools for visualisation of data in a standardised way exist. Furthermore, usually they are realised as thick clients, and lack functionality of handling data coming from web services as it is envisaged in the Model Web. We present an interactive web tool for visualisation of uncertain spatio-temporal data developed in the UncertWeb project. The client is based on the OpenLayers JavaScript library. OpenLayers provides standard map windows and navigation tools, i.e. pan, zoom in/out, to allow interactive control for the user. Further interactive methods are implemented using jStat, a JavaScript library for statistics plots developed in UncertWeb, and flot. To integrate the uncertainty information into existing standards for geospatial data, the Uncertainty Markup Language (UncertML) was applied in combination with OGC Observations&Measurements 2.0 and JavaScript Object Notation (JSON) encodings for vector and NetCDF for raster data. The client offers methods to visualise uncertain vector and raster data with temporal information. Uncertainty information considered for the tool are probabilistic and quantified attribute uncertainties which can be provided as realisations or samples, full probability distributions functions and statistics. Visualisation is supported for uncertain continuous and categorical data. In the client, the visualisation is realised using a combination of different methods. Based on previously conducted usability studies, a differentiation between expert (in statistics or mapping) and non-expert users has been indicated as useful. Therefore, two different modes are realised together in the tool
Models of Easter Island Human-Resource Dynamics: Advances and Gaps
Directory of Open Access Journals (Sweden)
Agostino Merico
2017-12-01
Full Text Available Finding solutions to the entangled problems of human population growth, resource exploitation, ecosystem degradation, and biodiversity loss is considered humanity's grand challenge. Small and isolated societies of the past, such as the Rapanui of Easter Island, constitute ideal laboratories for understanding the consequences of human-driven environmental degradation and associated crises. By integrating different processes into a coherent and quantitative framework, mathematical models can be effective tools for investigating the ecological and socioeconomic history of these ancient civilizations. Most models of Easter Island are grounded around the Malthusian theory of population growth and designed as Lotka-Volterra predator-prey systems. Within ranges of plausible parameter values, these dynamic systems models predict a population overshoot and collapse sequence, in line with the ecocidal view about the Rapanui. With new archaeological evidence coming to light, casting doubts on the classical narrative of a human-induced collapse, models have begun to incorporate the new pieces of evidence and started to describe a more complex historical ecology, in line with the view of a resilient society that suffered genocide after the contact with Europeans. Uncertainties affecting the archaeological evidence contribute to the formulation of contradictory narratives. Surprisingly, no agent-based models have been applied to Easter Island. I argue that these tools offer appealing possibilities for overcoming the limits of dynamic systems models and the uncertainties in the available archaeological data.
A global model for residential energy use: Uncertainty in calibration to regional data
International Nuclear Information System (INIS)
van Ruijven, Bas; van Vuuren, Detlef P.; de Vries, Bert; van der Sluijs, Jeroen P.
2010-01-01
Uncertainties in energy demand modelling allow for the development of different models, but also leave room for different calibrations of a single model. We apply an automated model calibration procedure to analyse calibration uncertainty of residential sector energy use modelling in the TIMER 2.0 global energy model. This model simulates energy use on the basis of changes in useful energy intensity, technology development (AEEI) and price responses (PIEEI). We find that different implementations of these factors yield behavioural model results. Model calibration uncertainty is identified as influential source for variation in future projections: amounting 30% to 100% around the best estimate. Energy modellers should systematically account for this and communicate calibration uncertainty ranges. (author)
Uncertainty identification for robust control using a nuclear power plant model
International Nuclear Information System (INIS)
Power, M.; Edwards, R.M.
1995-01-01
An on-line technique which identifies the uncertainty between a lower order and a higher order nuclear power plant model is presented. The uncertainty identifier produces a hard upper bound in H ∞ on the additive uncertainty. This additive uncertainty description can be used for the design of H infinity or μ-synthesis controllers
Sensitivity of Earthquake Loss Estimates to Source Modeling Assumptions and Uncertainty
Reasenberg, Paul A.; Shostak, Nan; Terwilliger, Sharon
2006-01-01
Introduction: This report explores how uncertainty in an earthquake source model may affect estimates of earthquake economic loss. Specifically, it focuses on the earthquake source model for the San Francisco Bay region (SFBR) created by the Working Group on California Earthquake Probabilities. The loss calculations are made using HAZUS-MH, a publicly available computer program developed by the Federal Emergency Management Agency (FEMA) for calculating future losses from earthquakes, floods and hurricanes within the United States. The database built into HAZUS-MH includes a detailed building inventory, population data, data on transportation corridors, bridges, utility lifelines, etc. Earthquake hazard in the loss calculations is based upon expected (median value) ground motion maps called ShakeMaps calculated for the scenario earthquake sources defined in WGCEP. The study considers the effect of relaxing certain assumptions in the WG02 model, and explores the effect of hypothetical reductions in epistemic uncertainty in parts of the model. For example, it addresses questions such as what would happen to the calculated loss distribution if the uncertainty in slip rate in the WG02 model were reduced (say, by obtaining additional geologic data)? What would happen if the geometry or amount of aseismic slip (creep) on the region's faults were better known? And what would be the effect on the calculated loss distribution if the time-dependent earthquake probability were better constrained, either by eliminating certain probability models or by better constraining the inherent randomness in earthquake recurrence? The study does not consider the effect of reducing uncertainty in the hazard introduced through models of attenuation and local site characteristics, although these may have a comparable or greater effect than does source-related uncertainty. Nor does it consider sources of uncertainty in the building inventory, building fragility curves, and other assumptions
Energy Technology Data Exchange (ETDEWEB)
Kandlikar, Milind [Carnegie Mellon Univ., Pittsburgh, PA (United States)
1994-12-01
In this thesis tools of data reconciliation are used to integrate available information into scientific and policy models of greenhouse gases. The role of uncertainties in scientific and policy models of global climate change is examined, and implications for global change policy are drawn. Methane is the second most important greenhouse gas. Global sources and sinks of methane have significant uncertainties. A chance constrained methodology was developed and used to perform inversions on the global methane cycle. Budgets of methane that are consistent with source fluxes, isotopic and ice core measurements were determined. While it is not possible to come up with a single budget for CH{sub 4}, performing the calculation with a number of sets of assumed priors suggests a convergence in the allowed range for sources. In some cases -- wetlands (70-130 Tg/yr), rice paddies (60-125 Tg/yr) a significant reduction in the uncertainty of the source estimate is achieved. Our results compare favorably with the most recent measurements of flux estimates. For comparison, a similar analysis using bayes monte carlo simulation was performed. The question of the missing sink for carbon remains unresolved. Two analyses that attempt to quantify the missing sink were performed. First, a steady state analysis of the carbon cycle was used to determine the pre-industrial inter-hemispheric carbon concentration gradient. Second, a full blown dynamic inversion of the carbon cycle was performed. An advection diffusion ocean model with surface chemistry, coupled to box models of the atmosphere and the biosphere was inverted to fit available measurements of {sup 12}C and {sup 14}C carbon isotopes using Differential-Algebraic Optimization. The model effectively suggests that the {open_quotes}missing{close_quotes} sink for carbon is hiding in the biosphere. Scenario dependent trace gas indices were calculated for CH{sub 4}, N{sub 2}O, HCFC-22.
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).
Verification and Uncertainty Reduction of Amchitka Underground Nuclear Testing Models
Energy Technology Data Exchange (ETDEWEB)
Ahmed Hassan; Jenny Chapman
2006-02-01
The modeling of Amchitka underground nuclear tests conducted in 2002 is verified and uncertainty in model input parameters, as well as predictions, has been reduced using newly collected data obtained by the summer 2004 field expedition of CRESP. Newly collected data that pertain to the groundwater model include magnetotelluric (MT) surveys conducted on the island to determine the subsurface salinity and porosity structure of the subsurface, and bathymetric surveys to determine the bathymetric maps of the areas offshore from the Long Shot and Cannikin Sites. Analysis and interpretation of the MT data yielded information on the location of the transition zone, and porosity profiles showing porosity values decaying with depth. These new data sets are used to verify the original model in terms of model parameters, model structure, and model output verification. In addition, by using the new data along with the existing data (chemistry and head data), the uncertainty in model input and output is decreased by conditioning on all the available data. A Markov Chain Monte Carlo (MCMC) approach is adapted for developing new input parameter distributions conditioned on prior knowledge and new data. The MCMC approach is a form of Bayesian conditioning that is constructed in such a way that it produces samples of the model parameters that eventually converge to a stationary posterior distribution. The Bayesian MCMC approach enhances probabilistic assessment. Instead of simply propagating uncertainty forward from input parameters into model predictions (i.e., traditional Monte Carlo approach), MCMC propagates uncertainty backward from data onto parameters, and then forward from parameters into predictions. Comparisons between new data and the original model, and conditioning on all available data using MCMC method, yield the following results and conclusions: (1) Model structure is verified at Long Shot and Cannikin where the high-resolution bathymetric data collected by CRESP
Modelling pesticide leaching under climate change: parameter vs. climate input uncertainty
Directory of Open Access Journals (Sweden)
K. Steffens
2014-02-01
Full Text Available Assessing climate change impacts on pesticide leaching requires careful consideration of different sources of uncertainty. We investigated the uncertainty related to climate scenario input and its importance relative to parameter uncertainty of the pesticide leaching model. The pesticide fate model MACRO was calibrated against a comprehensive one-year field data set for a well-structured clay soil in south-western Sweden. We obtained an ensemble of 56 acceptable parameter sets that represented the parameter uncertainty. Nine different climate model projections of the regional climate model RCA3 were available as driven by different combinations of global climate models (GCM, greenhouse gas emission scenarios and initial states of the GCM. The future time series of weather data used to drive the MACRO model were generated by scaling a reference climate data set (1970–1999 for an important agricultural production area in south-western Sweden based on monthly change factors for 2070–2099. 30 yr simulations were performed for different combinations of pesticide properties and application seasons. Our analysis showed that both the magnitude and the direction of predicted change in pesticide leaching from present to future depended strongly on the particular climate scenario. The effect of parameter uncertainty was of major importance for simulating absolute pesticide losses, whereas the climate uncertainty was relatively more important for predictions of changes of pesticide losses from present to future. The climate uncertainty should be accounted for by applying an ensemble of different climate scenarios. The aggregated ensemble prediction based on both acceptable parameterizations and different climate scenarios has the potential to provide robust probabilistic estimates of future pesticide losses.
Tainio, Marko; Tuomisto, Jouni T; Hänninen, Otto; Ruuskanen, Juhani; Jantunen, Matti J; Pekkanen, Juha
2007-08-23
The estimation of health impacts involves often uncertain input variables and assumptions which have to be incorporated into the model structure. These uncertainties may have significant effects on the results obtained with model, and, thus, on decision making. Fine particles (PM2.5) are believed to cause major health impacts, and, consequently, uncertainties in their health impact assessment have clear relevance to policy-making. We studied the effects of various uncertain input variables by building a life-table model for fine particles. Life-expectancy of the Helsinki metropolitan area population and the change in life-expectancy due to fine particle exposures were predicted using a life-table model. A number of parameter and model uncertainties were estimated. Sensitivity analysis for input variables was performed by calculating rank-order correlations between input and output variables. The studied model uncertainties were (i) plausibility of mortality outcomes and (ii) lag, and parameter uncertainties (iii) exposure-response coefficients for different mortality outcomes, and (iv) exposure estimates for different age groups. The monetary value of the years-of-life-lost and the relative importance of the uncertainties related to monetary valuation were predicted to compare the relative importance of the monetary valuation on the health effect uncertainties. The magnitude of the health effects costs depended mostly on discount rate, exposure-response coefficient, and plausibility of the cardiopulmonary mortality. Other mortality outcomes (lung cancer, other non-accidental and infant mortality) and lag had only minor impact on the output. The results highlight the importance of the uncertainties associated with cardiopulmonary mortality in the fine particle impact assessment when compared with other uncertainties. When estimating life-expectancy, the estimates used for cardiopulmonary exposure-response coefficient, discount rate, and plausibility require careful
Directory of Open Access Journals (Sweden)
Jantunen Matti J
2007-08-01
Full Text Available Abstract Background The estimation of health impacts involves often uncertain input variables and assumptions which have to be incorporated into the model structure. These uncertainties may have significant effects on the results obtained with model, and, thus, on decision making. Fine particles (PM2.5 are believed to cause major health impacts, and, consequently, uncertainties in their health impact assessment have clear relevance to policy-making. We studied the effects of various uncertain input variables by building a life-table model for fine particles. Methods Life-expectancy of the Helsinki metropolitan area population and the change in life-expectancy due to fine particle exposures were predicted using a life-table model. A number of parameter and model uncertainties were estimated. Sensitivity analysis for input variables was performed by calculating rank-order correlations between input and output variables. The studied model uncertainties were (i plausibility of mortality outcomes and (ii lag, and parameter uncertainties (iii exposure-response coefficients for different mortality outcomes, and (iv exposure estimates for different age groups. The monetary value of the years-of-life-lost and the relative importance of the uncertainties related to monetary valuation were predicted to compare the relative importance of the monetary valuation on the health effect uncertainties. Results The magnitude of the health effects costs depended mostly on discount rate, exposure-response coefficient, and plausibility of the cardiopulmonary mortality. Other mortality outcomes (lung cancer, other non-accidental and infant mortality and lag had only minor impact on the output. The results highlight the importance of the uncertainties associated with cardiopulmonary mortality in the fine particle impact assessment when compared with other uncertainties. Conclusion When estimating life-expectancy, the estimates used for cardiopulmonary exposure
Maggioni, V.; Anagnostou, E. N.; Reichle, R. H.
2013-01-01
The contribution of rainfall forcing errors relative to model (structural and parameter) uncertainty in the prediction of soil moisture is investigated by integrating the NASA Catchment Land Surface Model (CLSM), forced with hydro-meteorological data, in the Oklahoma region. Rainfall-forcing uncertainty is introduced using a stochastic error model that generates ensemble rainfall fields from satellite rainfall products. The ensemble satellite rain fields are propagated through CLSM to produce soil moisture ensembles. Errors in CLSM are modeled with two different approaches: either by perturbing model parameters (representing model parameter uncertainty) or by adding randomly generated noise (representing model structure and parameter uncertainty) to the model prognostic variables. Our findings highlight that the method currently used in the NASA GEOS-5 Land Data Assimilation System to perturb CLSM variables poorly describes the uncertainty in the predicted soil moisture, even when combined with rainfall model perturbations. On the other hand, by adding model parameter perturbations to rainfall forcing perturbations, a better characterization of uncertainty in soil moisture simulations is observed. Specifically, an analysis of the rank histograms shows that the most consistent ensemble of soil moisture is obtained by combining rainfall and model parameter perturbations. When rainfall forcing and model prognostic perturbations are added, the rank histogram shows a U-shape at the domain average scale, which corresponds to a lack of variability in the forecast ensemble. The more accurate estimation of the soil moisture prediction uncertainty obtained by combining rainfall and parameter perturbations is encouraging for the application of this approach in ensemble data assimilation systems.
Using finite mixture models in thermal-hydraulics system code uncertainty analysis
Energy Technology Data Exchange (ETDEWEB)
Carlos, S., E-mail: scarlos@iqn.upv.es [Department d’Enginyeria Química i Nuclear, Universitat Politècnica de València, Camí de Vera s.n, 46022 València (Spain); Sánchez, A. [Department d’Estadística Aplicada i Qualitat, Universitat Politècnica de València, Camí de Vera s.n, 46022 València (Spain); Ginestar, D. [Department de Matemàtica Aplicada, Universitat Politècnica de València, Camí de Vera s.n, 46022 València (Spain); Martorell, S. [Department d’Enginyeria Química i Nuclear, Universitat Politècnica de València, Camí de Vera s.n, 46022 València (Spain)
2013-09-15
Highlights: • Best estimate codes simulation needs uncertainty quantification. • The output variables can present multimodal probability distributions. • The analysis of multimodal distribution is performed using finite mixture models. • Two methods to reconstruct output variable probability distribution are used. -- Abstract: Nuclear Power Plant safety analysis is mainly based on the use of best estimate (BE) codes that predict the plant behavior under normal or accidental conditions. As the BE codes introduce uncertainties due to uncertainty in input parameters and modeling, it is necessary to perform uncertainty assessment (UA), and eventually sensitivity analysis (SA), of the results obtained. These analyses are part of the appropriate treatment of uncertainties imposed by current regulation based on the adoption of the best estimate plus uncertainty (BEPU) approach. The most popular approach for uncertainty assessment, based on Wilks’ method, obtains a tolerance/confidence interval, but it does not completely characterize the output variable behavior, which is required for an extended UA and SA. However, the development of standard UA and SA impose high computational cost due to the large number of simulations needed. In order to obtain more information about the output variable and, at the same time, to keep computational cost as low as possible, there has been a recent shift toward developing metamodels (model of model), or surrogate models, that approximate or emulate complex computer codes. In this way, there exist different techniques to reconstruct the probability distribution using the information provided by a sample of values as, for example, the finite mixture models. In this paper, the Expectation Maximization and the k-means algorithms are used to obtain a finite mixture model that reconstructs the output variable probability distribution from data obtained with RELAP-5 simulations. Both methodologies have been applied to a separated
Leaf area index uncertainty estimates for model-data fusion applications
Andrew D. Richardson; D. Bryan Dail; D.Y. Hollinger
2011-01-01
Estimates of data uncertainties are required to integrate different observational data streams as model constraints using model-data fusion. We describe an approach with which random and systematic uncertainties in optical measurements of leaf area index [LAI] can be quantified. We use data from a measurement campaign at the spruce-dominated Howland Forest AmeriFlux...
Comparison of two uncertainty dressing methods: SAD VS DAD
Chardon, Jérémy; Mathevet, Thibault; Le-Lay, Matthieu; Gailhard, Joël
2014-05-01
Hydrological Ensemble Prediction Systems (HEPSs) allow a better representation of meteorological and hydrological forecast uncertainties and improve human expertise of hydrological forecasts. An operational HEPS has been developed at EDF (French Producer of Electricity) since 2008 and is being used since 2010 on a hundred of watersheds in France. Depending on the hydro-meteorological situation, streamflow forecasts could be issued on a daily basis and are used to help dam management operations during floods or dam works within the river. A part of this HEPS is characterized by a streamflow ensemble post-processing, where a large human expertise is solicited. The aim of post-processing methods is to achieve better overall performances, by dressing hydrological ensemble forecasts with hydrological model uncertainties. The present study compares two post-processing methods, which are based on a logarithmic representation of the residuals distribution of the Rainfall-Runoff (RR) model, based on "perfect" forcing forecasts - i.e. forecasts with observed meteorological variables as inputs. The only difference between the two post-processing methods lies in the sampling of the perfect forcing forecasts for the estimation of the residuals statistics: (i) a first method, referred here as Statistical Analogy Dressing (SAD) model and used for operational HEPS, estimates beforehand the statistics of the residuals by streamflow sub-samples of quantile class and lead-time, since RR model residuals are not homoscedastic. (ii) an alternative method, referred as Dynamical Analogy Dressing (DAD) model, estimates the statistics of the residuals using the N most similar perfect forcing forecasts. The selection of this N forecasts is based on streamflow range and variation. On a set of 20 watersheds used for operational forecasts, both models were evaluated with perfect forcing forecasts and with ensemble forecasts. Results show that both approaches ensure a good post-processing of
Jacquin, A. P.
2012-04-01
This study is intended to quantify the impact of uncertainty about precipitation spatial distribution on predictive uncertainty of a snowmelt runoff model. This problem is especially relevant in mountain catchments with a sparse precipitation observation network and relative short precipitation records. The model analysed is a conceptual watershed model operating at a monthly time step. The model divides the catchment into five elevation zones, where the fifth zone corresponds to the catchment's glaciers. Precipitation amounts at each elevation zone i are estimated as the product between observed precipitation at a station and a precipitation factor FPi. If other precipitation data are not available, these precipitation factors must be adjusted during the calibration process and are thus seen as parameters of the model. In the case of the fifth zone, glaciers are seen as an inexhaustible source of water that melts when the snow cover is depleted.The catchment case study is Aconcagua River at Chacabuquito, located in the Andean region of Central Chile. The model's predictive uncertainty is measured in terms of the output variance of the mean squared error of the Box-Cox transformed discharge, the relative volumetric error, and the weighted average of snow water equivalent in the elevation zones at the end of the simulation period. Sobol's variance decomposition (SVD) method is used for assessing the impact of precipitation spatial distribution, represented by the precipitation factors FPi, on the models' predictive uncertainty. In the SVD method, the first order effect of a parameter (or group of parameters) indicates the fraction of predictive uncertainty that could be reduced if the true value of this parameter (or group) was known. Similarly, the total effect of a parameter (or group) measures the fraction of predictive uncertainty that would remain if the true value of this parameter (or group) was unknown, but all the remaining model parameters could be fixed
Uncertainty quantification and stochastic modeling with Matlab
Souza de Cursi, Eduardo
2015-01-01
Uncertainty Quantification (UQ) is a relatively new research area which describes the methods and approaches used to supply quantitative descriptions of the effects of uncertainty, variability and errors in simulation problems and models. It is rapidly becoming a field of increasing importance, with many real-world applications within statistics, mathematics, probability and engineering, but also within the natural sciences. Literature on the topic has up until now been largely based on polynomial chaos, which raises difficulties when considering different types of approximation and does no
A statistical methodology for quantification of uncertainty in best estimate code physical models
International Nuclear Information System (INIS)
Vinai, Paolo; Macian-Juan, Rafael; Chawla, Rakesh
2007-01-01
A novel uncertainty assessment methodology, based on a statistical non-parametric approach, is presented in this paper. It achieves quantification of code physical model uncertainty by making use of model performance information obtained from studies of appropriate separate-effect tests. Uncertainties are quantified in the form of estimated probability density functions (pdf's), calculated with a newly developed non-parametric estimator. The new estimator objectively predicts the probability distribution of the model's 'error' (its uncertainty) from databases reflecting the model's accuracy on the basis of available experiments. The methodology is completed by applying a novel multi-dimensional clustering technique based on the comparison of model error samples with the Kruskall-Wallis test. This takes into account the fact that a model's uncertainty depends on system conditions, since a best estimate code can give predictions for which the accuracy is affected by the regions of the physical space in which the experiments occur. The final result is an objective, rigorous and accurate manner of assigning uncertainty to coded models, i.e. the input information needed by code uncertainty propagation methodologies used for assessing the accuracy of best estimate codes in nuclear systems analysis. The new methodology has been applied to the quantification of the uncertainty in the RETRAN-3D void model and then used in the analysis of an independent separate-effect experiment. This has clearly demonstrated the basic feasibility of the approach, as well as its advantages in yielding narrower uncertainty bands in quantifying the code's accuracy for void fraction predictions
Fuzzy uncertainty modeling applied to AP1000 nuclear power plant LOCA
International Nuclear Information System (INIS)
Ferreira Guimaraes, Antonio Cesar; Franklin Lapa, Celso Marcelo; Lamego Simoes Filho, Francisco Fernando; Cabral, Denise Cunha
2011-01-01
Research highlights: → This article presents an uncertainty modelling study using a fuzzy approach. → The AP1000 Westinghouse NPP was used and it is provided of passive safety systems. → The use of advanced passive safety systems in NPP has limited operational experience. → Failure rates and basic events probabilities used on the fault tree analysis. → Fuzzy uncertainty approach was employed to reliability of the AP1000 large LOCA. - Abstract: This article presents an uncertainty modeling study using a fuzzy approach applied to the Westinghouse advanced nuclear reactor. The AP1000 Westinghouse Nuclear Power Plant (NPP) is provided of passive safety systems, based on thermo physics phenomenon, that require no operating actions, soon after an incident has been detected. The use of advanced passive safety systems in NPP has limited operational experience. As it occurs in any reliability study, statistically non-significant events report introduces a significant uncertainty level about the failure rates and basic events probabilities used on the fault tree analysis (FTA). In order to model this uncertainty, a fuzzy approach was employed to reliability analysis of the AP1000 large break Loss of Coolant Accident (LOCA). The final results have revealed that the proposed approach may be successfully applied to modeling of uncertainties in safety studies.
Wind energy: Overcoming inadequate wind and modeling uncertainties
Energy Technology Data Exchange (ETDEWEB)
Kane, Vivek
2010-09-15
'Green Energy' is the call of the day, and significance of Wind Energy can never be overemphasized. But the key question here is - What if the wind resources are inadequate? Studies reveal that the probability of finding favorable wind at a given place on land is only 15%. Moreover, there are inherent uncertainties associated with wind business. Can we overcome inadequate wind resources? Can we scientifically quantify uncertainty and model it to make business sense? This paper proposes a solution, by way of break-through Wind Technologies, combined with advanced tools for Financial Modeling, enabling vital business decisions.
DEFF Research Database (Denmark)
Minsley, Burke; Christensen, Nikolaj Kruse; Christensen, Steen
of airborne electromagnetic (AEM) data to estimate large-scale model structural geometry, i.e. the spatial distribution of different lithological units based on assumed or estimated resistivity-lithology relationships, and the uncertainty in those structures given imperfect measurements. Geophysically derived...... estimates of model structural uncertainty are then combined with hydrologic observations to assess the impact of model structural error on hydrologic calibration and prediction errors. Using a synthetic numerical model, we describe a sequential hydrogeophysical approach that: (1) uses Bayesian Markov chain...... Monte Carlo (McMC) methods to produce a robust estimate of uncertainty in electrical resistivity parameter values, (2) combines geophysical parameter uncertainty estimates with borehole observations of lithology to produce probabilistic estimates of model structural uncertainty over the entire AEM...
Numerical Continuation Methods for Intrusive Uncertainty Quantification Studies
Energy Technology Data Exchange (ETDEWEB)
Safta, Cosmin [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Najm, Habib N. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Phipps, Eric Todd [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2014-09-01
Rigorous modeling of engineering systems relies on efficient propagation of uncertainty from input parameters to model outputs. In recent years, there has been substantial development of probabilistic polynomial chaos (PC) Uncertainty Quantification (UQ) methods, enabling studies in expensive computational models. One approach, termed ”intrusive”, involving reformulation of the governing equations, has been found to have superior computational performance compared to non-intrusive sampling-based methods in relevant large-scale problems, particularly in the context of emerging architectures. However, the utility of intrusive methods has been severely limited due to detrimental numerical instabilities associated with strong nonlinear physics. Previous methods for stabilizing these constructions tend to add unacceptably high computational costs, particularly in problems with many uncertain parameters. In order to address these challenges, we propose to adapt and improve numerical continuation methods for the robust time integration of intrusive PC system dynamics. We propose adaptive methods, starting with a small uncertainty for which the model has stable behavior and gradually moving to larger uncertainty where the instabilities are rampant, in a manner that provides a suitable solution.
Demand and generation cost uncertainty modelling in power system optimization studies
Energy Technology Data Exchange (ETDEWEB)
Gomes, Bruno Andre; Saraiva, Joao Tome [INESC Porto and Departamento de Engenharia Electrotecnica e Computadores, Faculdade de Engenharia da Universidade do Porto, FEUP, Campus da FEUP Rua Roberto Frias 378, 4200 465 Porto (Portugal)
2009-06-15
This paper describes the formulations and the solution algorithms developed to include uncertainties in the generation cost function and in the demand on DC OPF studies. The uncertainties are modelled by trapezoidal fuzzy numbers and the solution algorithms are based on multiparametric linear programming techniques. These models are a development of an initial formulation detailed in several publications co-authored by the second author of this paper. Now, we developed a more complete model and a more accurate solution algorithm in the sense that it is now possible to capture the widest possible range of values of the output variables reflecting both demand and generation cost uncertainties. On the other hand, when modelling simultaneously demand and generation cost uncertainties, we are representing in a more realistic way the volatility that is currently inherent to power systems. Finally, the paper includes a case study to illustrate the application of these models based on the IEEE 24 bus test system. (author)
Uncertainty Analysis Framework - Hanford Site-Wide Groundwater Flow and Transport Model
Energy Technology Data Exchange (ETDEWEB)
Cole, Charles R.; Bergeron, Marcel P.; Murray, Christopher J.; Thorne, Paul D.; Wurstner, Signe K.; Rogers, Phillip M.
2001-11-09
Pacific Northwest National Laboratory (PNNL) embarked on a new initiative to strengthen the technical defensibility of the predictions being made with a site-wide groundwater flow and transport model at the U.S. Department of Energy Hanford Site in southeastern Washington State. In FY 2000, the focus of the initiative was on the characterization of major uncertainties in the current conceptual model that would affect model predictions. The long-term goals of the initiative are the development and implementation of an uncertainty estimation methodology in future assessments and analyses using the site-wide model. This report focuses on the development and implementation of an uncertainty analysis framework.
Statistical Uncertainty Quantification of Physical Models during Reflood of LBLOCA
Energy Technology Data Exchange (ETDEWEB)
Oh, Deog Yeon; Seul, Kwang Won; Woo, Sweng Woong [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)
2015-05-15
The use of the best-estimate (BE) computer codes in safety analysis for loss-of-coolant accident (LOCA) is the major trend in many countries to reduce the significant conservatism. A key feature of this BE evaluation requires the licensee to quantify the uncertainty of the calculations. So, it is very important how to determine the uncertainty distribution before conducting the uncertainty evaluation. Uncertainty includes those of physical model and correlation, plant operational parameters, and so forth. The quantification process is often performed mainly by subjective expert judgment or obtained from reference documents of computer code. In this respect, more mathematical methods are needed to reasonably determine the uncertainty ranges. The first uncertainty quantification are performed with the various increments for two influential uncertainty parameters to get the calculated responses and their derivatives. The different data set with two influential uncertainty parameters for FEBA tests, are chosen applying more strict criteria for selecting responses and their derivatives, which may be considered as the user’s effect in the CIRCÉ applications. Finally, three influential uncertainty parameters are considered to study the effect on the number of uncertainty parameters due to the limitation of CIRCÉ method. With the determined uncertainty ranges, uncertainty evaluations for FEBA tests are performed to check whether the experimental responses such as the cladding temperature or pressure drop are inside the limits of calculated uncertainty bounds. A confirmation step will be performed to evaluate the quality of the information in the case of the different reflooding PERICLES experiments. The uncertainty ranges of physical model in MARS-KS thermal-hydraulic code during the reflooding were quantified by CIRCÉ method using FEBA experiment tests, instead of expert judgment. Also, through the uncertainty evaluation for FEBA and PERICLES tests, it was confirmed
'spup' - An R package for uncertainty propagation in spatial environmental modelling
Sawicka, K.; Heuvelink, G.B.M.
2016-01-01
Computer models are crucial tools in engineering and environmental sciences for simulating the behaviour of complex systems. While many models are deterministic, the uncertainty in their predictions needs to be estimated before they are used for decision support. Advances in uncertainty analysis
International Nuclear Information System (INIS)
Mallet, Vivien
2005-01-01
The thesis deals with the evaluation of a chemistry-transport model, not primarily with classical comparisons to observations, but through the estimation of its a priori uncertainties due to input data, model formulation and numerical approximations. These three uncertainty sources are studied respectively on the basis of Monte Carlos simulations, multi-models simulations and numerical schemes inter-comparisons. A high uncertainty is found, in output ozone concentrations. In order to overtake the limitations due to the uncertainty, a solution is ensemble forecast. Through combinations of several models (up to forty-eight models) on the basis of past observations, the forecast can be significantly improved. The achievement of this work has also led to develop the innovative modelling-system Polyphemus. (author) [fr
Advanced Approach to Consider Aleatory and Epistemic Uncertainties for Integral Accident Simulations
International Nuclear Information System (INIS)
Peschke, Joerg; Kloos, Martina
2013-01-01
The use of best-estimate codes together with realistic input data generally requires that all potentially important epistemic uncertainties which may affect the code prediction are considered in order to get an adequate quantification of the epistemic uncertainty of the prediction as an expression of the existing imprecise knowledge. To facilitate the performance of the required epistemic uncertainty analyses, methods and corresponding software tools are available like, for instance, the GRS-tool SUSA (Software for Uncertainty and Sensitivity Analysis). However, for risk-informed decision-making, the restriction on epistemic uncertainties alone is not enough. Transients and accident scenarios are also affected by aleatory uncertainties which are due to the unpredictable nature of phenomena. It is essential that aleatory uncertainties are taken into account as well, not only in a simplified and supposedly conservative way but as realistic as possible. The additional consideration of aleatory uncertainties, for instance, on the behavior of the technical system, the performance of plant operators, or on the behavior of the physical process provides a quantification of probabilistically significant accident sequences. Only if a safety analysis is able to account for both epistemic and aleatory uncertainties in a realistic manner, it can provide a well-founded risk-informed answer for decision-making. At GRS, an advanced probabilistic dynamics method was developed to address this problem and to provide a more realistic modeling and assessment of transients and accident scenarios. This method allows for an integral simulation of complex dynamic processes particularly taking into account interactions between the plant dynamics as simulated by a best-estimate code, the dynamics of operator actions and the influence of epistemic and aleatory uncertainties. In this paper, the GRS method MCDET (Monte Carlo Dynamic Event Tree) for probabilistic dynamics analysis is explained
Survival under uncertainty an introduction to probability models of social structure and evolution
Volchenkov, Dimitri
2016-01-01
This book introduces and studies a number of stochastic models of subsistence, communication, social evolution and political transition that will allow the reader to grasp the role of uncertainty as a fundamental property of our irreversible world. At the same time, it aims to bring about a more interdisciplinary and quantitative approach across very diverse fields of research in the humanities and social sciences. Through the examples treated in this work – including anthropology, demography, migration, geopolitics, management, and bioecology, among other things – evidence is gathered to show that volatile environments may change the rules of the evolutionary selection and dynamics of any social system, creating a situation of adaptive uncertainty, in particular, whenever the rate of change of the environment exceeds the rate of adaptation. Last but not least, it is hoped that this book will contribute to the understanding that inherent randomness can also be a great opportunity – for social systems an...
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.
Robust input design for nonlinear dynamic modeling of AUV.
Nouri, Nowrouz Mohammad; Valadi, Mehrdad
2017-09-01
Input design has a dominant role in developing the dynamic model of autonomous underwater vehicles (AUVs) through system identification. Optimal input design is the process of generating informative inputs that can be used to generate the good quality dynamic model of AUVs. In a problem with optimal input design, the desired input signal depends on the unknown system which is intended to be identified. In this paper, the input design approach which is robust to uncertainties in model parameters is used. The Bayesian robust design strategy is applied to design input signals for dynamic modeling of AUVs. The employed approach can design multiple inputs and apply constraints on an AUV system's inputs and outputs. Particle swarm optimization (PSO) is employed to solve the constraint robust optimization problem. The presented algorithm is used for designing the input signals for an AUV, and the estimate obtained by robust input design is compared with that of the optimal input design. According to the results, proposed input design can satisfy both robustness of constraints and optimality. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Moving Beyond 2% Uncertainty: A New Framework for Quantifying Lidar Uncertainty
Energy Technology Data Exchange (ETDEWEB)
Newman, Jennifer F.; Clifton, Andrew
2017-03-08
Remote sensing of wind using lidar is revolutionizing wind energy. However, current generations of wind lidar are ascribed a climatic value of uncertainty, which is based on a poor description of lidar sensitivity to external conditions. In this presentation, we show how it is important to consider the complete lidar measurement process to define the measurement uncertainty, which in turn offers the ability to define a much more granular and dynamic measurement uncertainty. This approach is a progression from the 'white box' lidar uncertainty method.
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
Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.
2015-03-01
We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.
International Nuclear Information System (INIS)
Hadjidoukas, P.E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.
2015-01-01
We present Π4U, 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
A python framework for environmental model uncertainty analysis
White, Jeremy; Fienen, Michael N.; Doherty, John E.
2016-01-01
We have developed pyEMU, a python framework for Environmental Modeling Uncertainty analyses, open-source tool that is non-intrusive, easy-to-use, computationally efficient, and scalable to highly-parameterized inverse problems. The framework implements several types of linear (first-order, second-moment (FOSM)) and non-linear uncertainty analyses. The FOSM-based analyses can also be completed prior to parameter estimation to help inform important modeling decisions, such as parameterization and objective function formulation. Complete workflows for several types of FOSM-based and non-linear analyses are documented in example notebooks implemented using Jupyter that are available in the online pyEMU repository. Example workflows include basic parameter and forecast analyses, data worth analyses, and error-variance analyses, as well as usage of parameter ensemble generation and management capabilities. These workflows document the necessary steps and provides insights into the results, with the goal of educating users not only in how to apply pyEMU, but also in the underlying theory of applied uncertainty quantification.
How uncertainty in socio-economic variables affects large-scale transport model forecasts
DEFF Research Database (Denmark)
Manzo, Stefano; Nielsen, Otto Anker; Prato, Carlo Giacomo
2015-01-01
A strategic task assigned to large-scale transport models is to forecast the demand for transport over long periods of time to assess transport projects. However, by modelling complex systems transport models have an inherent uncertainty which increases over time. As a consequence, the longer...... the period forecasted the less reliable is the forecasted model output. Describing uncertainty propagation patterns over time is therefore important in order to provide complete information to the decision makers. Among the existing literature only few studies analyze uncertainty propagation patterns over...
Chemical kinetic model uncertainty minimization through laminar flame speed measurements
Park, Okjoo; Veloo, Peter S.; Sheen, David A.; Tao, Yujie; Egolfopoulos, Fokion N.; Wang, Hai
2016-01-01
Laminar flame speed measurements were carried for mixture of air with eight C3-4 hydrocarbons (propene, propane, 1,3-butadiene, 1-butene, 2-butene, iso-butene, n-butane, and iso-butane) at the room temperature and ambient pressure. Along with C1-2 hydrocarbon data reported in a recent study, the entire dataset was used to demonstrate how laminar flame speed data can be utilized to explore and minimize the uncertainties in a reaction model for foundation fuels. The USC Mech II kinetic model was chosen as a case study. The method of uncertainty minimization using polynomial chaos expansions (MUM-PCE) (D.A. Sheen and H. Wang, Combust. Flame 2011, 158, 2358–2374) was employed to constrain the model uncertainty for laminar flame speed predictions. Results demonstrate that a reaction model constrained only by the laminar flame speed values of methane/air flames notably reduces the uncertainty in the predictions of the laminar flame speeds of C3 and C4 alkanes, because the key chemical pathways of all of these flames are similar to each other. The uncertainty in model predictions for flames of unsaturated C3-4 hydrocarbons remain significant without considering fuel specific laminar flames speeds in the constraining target data set, because the secondary rate controlling reaction steps are different from those in the saturated alkanes. It is shown that the constraints provided by the laminar flame speeds of the foundation fuels could reduce notably the uncertainties in the predictions of laminar flame speeds of C4 alcohol/air mixtures. Furthermore, it is demonstrated that an accurate prediction of the laminar flame speed of a particular C4 alcohol/air mixture is better achieved through measurements for key molecular intermediates formed during the pyrolysis and oxidation of the parent fuel. PMID:27890938
International Nuclear Information System (INIS)
Reed, K. A.
2015-01-01
Our paper examines the impact of the dynamical core on the simulation of tropical cyclone (TC) frequency, distribution, and intensity. The dynamical core, the central fluid flow component of any general circulation model (GCM), is often overlooked in the analysis of a model's ability to simulate TCs compared to the impact of more commonly documented components (e.g., physical parameterizations). The Community Atmosphere Model version 5 is configured with multiple dynamics packages. This analysis demonstrates that the dynamical core has a significant impact on storm intensity and frequency, even in the presence of similar large-scale environments. In particular, the spectral element core produces stronger TCs and more hurricanes than the finite-volume core using very similar parameterization packages despite the latter having a slightly more favorable TC environment. Furthermore, these results suggest that more detailed investigations into the impact of the GCM dynamical core on TC climatology are needed to fully understand these uncertainties. Key Points The impact of the GCM dynamical core is often overlooked in TC assessments The CAM5 dynamical core has a significant impact on TC frequency and intensity A larger effort is needed to better understand this uncertainty
Uncertainty in the environmental modelling process – A framework and guidance
Refsgaard, J.C.; van der Sluijs, J.P.|info:eu-repo/dai/nl/073427489; Hojberg, A.L.; Vanrolleghem, P.
2007-01-01
A terminology and typology of uncertainty is presented together with a framework for the modelling process, its interaction with the broader water management process and the role of uncertainty at different stages in the modelling processes. Brief reviews have been made of 14 different (partly
Sargsyan, K.; Safta, C.; Debusschere, B.; Najm, H.
2010-12-01
Uncertainty quantification in complex climate models is challenged by the sparsity of available climate model predictions due to the high computational cost of model runs. Another feature that prevents classical uncertainty analysis from being readily applicable is bifurcative behavior in climate model response with respect to certain input parameters. A typical example is the Atlantic Meridional Overturning Circulation. The predicted maximum overturning stream function exhibits discontinuity across a curve in the space of two uncertain parameters, namely climate sensitivity and CO2 forcing. We outline a methodology for uncertainty quantification given discontinuous model response and a limited number of model runs. Our approach is two-fold. First we detect the discontinuity with Bayesian inference, thus obtaining a probabilistic representation of the discontinuity curve shape and location for arbitrarily distributed input parameter values. Then, we construct spectral representations of uncertainty, using Polynomial Chaos (PC) expansions on either side of the discontinuity curve, leading to an averaged-PC representation of the forward model that allows efficient uncertainty quantification. The approach is enabled by a Rosenblatt transformation that maps each side of the discontinuity to regular domains where desirable orthogonality properties for the spectral bases hold. We obtain PC modes by either orthogonal projection or Bayesian inference, and argue for a hybrid approach that targets a balance between the accuracy provided by the orthogonal projection and the flexibility provided by the Bayesian inference - where the latter allows obtaining reasonable expansions without extra forward model runs. The model output, and its associated uncertainty at specific design points, are then computed by taking an ensemble average over PC expansions corresponding to possible realizations of the discontinuity curve. The methodology is tested on synthetic examples of
Representing uncertainty on model analysis plots
Directory of Open Access Journals (Sweden)
Trevor I. Smith
2016-09-01
Full Text Available Model analysis provides a mechanism for representing student learning as measured by standard multiple-choice surveys. The model plot contains information regarding both how likely students in a particular class are to choose the correct answer and how likely they are to choose an answer consistent with a well-documented conceptual model. Unfortunately, Bao’s original presentation of the model plot did not include a way to represent uncertainty in these measurements. I present details of a method to add error bars to model plots by expanding the work of Sommer and Lindell. I also provide a template for generating model plots with error bars.
Uncertainties in modelling the climate impact of irrigation
de Vrese, Philipp; Hagemann, Stefan
2017-11-01
Irrigation-based agriculture constitutes an essential factor for food security as well as fresh water resources and has a distinct impact on regional and global climate. Many issues related to irrigation's climate impact are addressed in studies that apply a wide range of models. These involve substantial uncertainties related to differences in the model's structure and its parametrizations on the one hand and the need for simplifying assumptions for the representation of irrigation on the other hand. To address these uncertainties, we used the Max Planck Institute for Meteorology's Earth System model into which a simple irrigation scheme was implemented. In order to estimate possible uncertainties with regard to the model's more general structure, we compared the climate impact of irrigation between three simulations that use different schemes for the land-surface-atmosphere coupling. Here, it can be shown that the choice of coupling scheme does not only affect the magnitude of possible impacts but even their direction. For example, when using a scheme that does not explicitly resolve spatial subgrid scale heterogeneity at the surface, irrigation reduces the atmospheric water content, even in heavily irrigated regions. Contrarily, in simulations that use a coupling scheme that resolves heterogeneity at the surface or even within the lowest layers of the atmosphere, irrigation increases the average atmospheric specific humidity. A second experiment targeted possible uncertainties related to the representation of irrigation characteristics. Here, in four simulations the irrigation effectiveness (controlled by the target soil moisture and the non-vegetated fraction of the grid box that receives irrigation) and the timing of delivery were varied. The second experiment shows that uncertainties related to the modelled irrigation characteristics, especially the irrigation effectiveness, are also substantial. In general the impact of irrigation on the state of the land
Conservation planning under uncertainty in urban development and vegetation dynamics
Carmel, Yohay
2018-01-01
Systematic conservation planning is a framework for optimally locating and prioritizing areas for conservation. An often-noted shortcoming of most conservation planning studies is that they do not address future uncertainty. The selection of protected areas that are intended to ensure the long-term persistence of biodiversity is often based on a snapshot of the current situation, ignoring processes such as climate change. Scenarios, in the sense of being accounts of plausible futures, can be utilized to identify conservation area portfolios that are robust to future uncertainty. We compared three approaches for utilizing scenarios in conservation area selection: considering a full set of scenarios (all-scenarios portfolio), assuming the realization of specific scenarios, and a reference strategy based on the current situation (current distributions portfolio). Our objective was to compare the robustness of these approaches in terms of their relative performance across future scenarios. We focused on breeding bird species in Israel’s Mediterranean region. We simulated urban development and vegetation dynamics scenarios 60 years into the future using DINAMICA-EGO, a cellular-automata simulation model. For each scenario, we mapped the target species’ available habitat distribution, identified conservation priority areas using the site-selection software MARXAN, and constructed conservation area portfolios using the three aforementioned strategies. We then assessed portfolio performance based on the number of species for which representation targets were met in each scenario. The all-scenarios portfolio consistently outperformed the other portfolios, and was more robust to ‘errors’ (e.g., when an assumed specific scenario did not occur). On average, the all-scenarios portfolio achieved representation targets for five additional species compared with the current distributions portfolio (approximately 33 versus 28 species). Our findings highlight the importance
Uncertainties in modelling the spatial and temporal variations in aerosol concentrations
Meij, de A.
2009-01-01
Aerosols play a key role in air quality (health aspects) and climate. In this thesis atmospheric chemistry transport models are used to study the uncertainties in aerosol modelling and to evaluate the effects of emission reduction scenarios on air quality. Uncertainties in: the emissions of gas and
Reduced-Order Computational Model for Low-Frequency Dynamics of Automobiles
Directory of Open Access Journals (Sweden)
A. Arnoux
2013-01-01
Full Text Available A reduced-order model is constructed to predict, for the low-frequency range, the dynamical responses in the stiff parts of an automobile constituted of stiff and flexible parts. The vehicle has then many elastic modes in this range due to the presence of many flexible parts and equipment. A nonusual reduced-order model is introduced. The family of the elastic modes is not used and is replaced by an adapted vector basis of the admissible space of global displacements. Such a construction requires a decomposition of the domain of the structure in subdomains in order to control the spatial wave length of the global displacements. The fast marching method is used to carry out the subdomain decomposition. A probabilistic model of uncertainties is introduced. The parameters controlling the level of uncertainties are estimated solving a statistical inverse problem. The methodology is validated with a large computational model of an automobile.
Energy Technology Data Exchange (ETDEWEB)
Srinivasan, Sanjay [Univ. of Texas, Austin, TX (United States)
2014-09-30
In-depth understanding of the long-term fate of CO₂ in the subsurface requires study and analysis of the reservoir formation, the overlaying caprock formation, and adjacent faults. Because there is significant uncertainty in predicting the location and extent of geologic heterogeneity that can impact the future migration of CO₂ in the subsurface, there is a need to develop algorithms that can reliably quantify this uncertainty in plume migration. This project is focused on the development of a model selection algorithm that refines an initial suite of subsurface models representing the prior uncertainty to create a posterior set of subsurface models that reflect injection performance consistent with that observed. Such posterior models can be used to represent uncertainty in the future migration of the CO₂ plume. Because only injection data is required, the method provides a very inexpensive method to map the migration of the plume and the associated uncertainty in migration paths. The model selection method developed as part of this project mainly consists of assessing the connectivity/dynamic characteristics of a large prior ensemble of models, grouping the models on the basis of their expected dynamic response, selecting the subgroup of models that most closely yield dynamic response closest to the observed dynamic data, and finally quantifying the uncertainty in plume migration using the selected subset of models. The main accomplishment of the project is the development of a software module within the SGEMS earth modeling software package that implements the model selection methodology. This software module was subsequently applied to analyze CO₂ plume migration in two field projects – the In Salah CO₂ Injection project in Algeria and CO₂ injection into the Utsira formation in Norway. These applications of the software revealed that the proxies developed in this project for quickly assessing the dynamic characteristics of the reservoir were
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
DEFF Research Database (Denmark)
Troldborg, Mads; Thomsen, Nanna Isbak; McKnight, Ursula S.
different conceptual models may describe the same contaminated site equally well. In many cases, conceptual model uncertainty has been shown to be one of the dominant sources for uncertainty and is therefore essential to account for when quantifying uncertainties in risk assessments. We present here......A key component in risk assessment of contaminated sites is the formulation of a conceptual site model. The conceptual model is a simplified representation of reality and forms the basis for the mathematical modelling of contaminant fate and transport at the site. A conceptual model should...... a Bayesian Belief Network (BBN) approach for evaluating the uncertainty in risk assessment of groundwater contamination from contaminated sites. The approach accounts for conceptual model uncertainty by considering multiple conceptual models, each of which represents an alternative interpretation of the site...
Sévellec, Florian; Dijkstra, Henk A.; Drijfhout, Sybren S.; Germe, Agathe
2017-11-01
In this study, the relation between two approaches to assess the ocean predictability on interannual to decadal time scales is investigated. The first pragmatic approach consists of sampling the initial condition uncertainty and assess the predictability through the divergence of this ensemble in time. The second approach is provided by a theoretical framework to determine error growth by estimating optimal linear growing modes. In this paper, it is shown that under the assumption of linearized dynamics and normal distributions of the uncertainty, the exact quantitative spread of ensemble can be determined from the theoretical framework. This spread is at least an order of magnitude less expensive to compute than the approximate solution given by the pragmatic approach. This result is applied to a state-of-the-art Ocean General Circulation Model to assess the predictability in the North Atlantic of four typical oceanic metrics: the strength of the Atlantic Meridional Overturning Circulation (AMOC), the intensity of its heat transport, the two-dimensional spatially-averaged Sea Surface Temperature (SST) over the North Atlantic, and the three-dimensional spatially-averaged temperature in the North Atlantic. For all tested metrics, except for SST, ˜ 75% of the total uncertainty on interannual time scales can be attributed to oceanic initial condition uncertainty rather than atmospheric stochastic forcing. The theoretical method also provide the sensitivity pattern to the initial condition uncertainty, allowing for targeted measurements to improve the skill of the prediction. It is suggested that a relatively small fleet of several autonomous underwater vehicles can reduce the uncertainty in AMOC strength prediction by 70% for 1-5 years lead times.
Smith, David R.; McGowan, Conor P.; Daily, Jonathan P.; Nichols, James D.; Sweka, John A.; Lyons, James E.
2013-01-01
Application of adaptive management to complex natural resource systems requires careful evaluation to ensure that the process leads to improved decision-making. As part of that evaluation, adaptive policies can be compared with alternative nonadaptive management scenarios. Also, the value of reducing structural (ecological) uncertainty to achieving management objectives can be quantified.A multispecies adaptive management framework was recently adopted by the Atlantic States Marine Fisheries Commission for sustainable harvest of Delaware Bay horseshoe crabs Limulus polyphemus, while maintaining adequate stopover habitat for migrating red knots Calidris canutus rufa, the focal shorebird species. The predictive model set encompassed the structural uncertainty in the relationships between horseshoe crab spawning, red knot weight gain and red knot vital rates. Stochastic dynamic programming was used to generate a state-dependent strategy for harvest decisions given that uncertainty. In this paper, we employed a management strategy evaluation approach to evaluate the performance of this adaptive management framework. Active adaptive management was used by including model weights as state variables in the optimization and reducing structural uncertainty by model weight updating.We found that the value of information for reducing structural uncertainty is expected to be low, because the uncertainty does not appear to impede effective management. Harvest policy responded to abundance levels of both species regardless of uncertainty in the specific relationship that generated those abundances. Thus, the expected horseshoe crab harvest and red knot abundance were similar when the population generating model was uncertain or known, and harvest policy was robust to structural uncertainty as specified.Synthesis and applications. The combination of management strategy evaluation with state-dependent strategies from stochastic dynamic programming was an informative approach to
Uncertainty Visualization Using Copula-Based Analysis in Mixed Distribution Models.
Hazarika, Subhashis; Biswas, Ayan; Shen, Han-Wei
2018-01-01
Distributions are often used to model uncertainty in many scientific datasets. To preserve the correlation among the spatially sampled grid locations in the dataset, various standard multivariate distribution models have been proposed in visualization literature. These models treat each grid location as a univariate random variable which models the uncertainty at that location. Standard multivariate distributions (both parametric and nonparametric) assume that all the univariate marginals are of the same type/family of distribution. But in reality, different grid locations show different statistical behavior which may not be modeled best by the same type of distribution. In this paper, we propose a new multivariate uncertainty modeling strategy to address the needs of uncertainty modeling in scientific datasets. Our proposed method is based on a statistically sound multivariate technique called Copula, which makes it possible to separate the process of estimating the univariate marginals and the process of modeling dependency, unlike the standard multivariate distributions. The modeling flexibility offered by our proposed method makes it possible to design distribution fields which can have different types of distribution (Gaussian, Histogram, KDE etc.) at the grid locations, while maintaining the correlation structure at the same time. Depending on the results of various standard statistical tests, we can choose an optimal distribution representation at each location, resulting in a more cost efficient modeling without significantly sacrificing on the analysis quality. To demonstrate the efficacy of our proposed modeling strategy, we extract and visualize uncertain features like isocontours and vortices in various real world datasets. We also study various modeling criterion to help users in the task of univariate model selection.
Numerical solution of continuous-time DSGE models under Poisson uncertainty
DEFF Research Database (Denmark)
Posch, Olaf; Trimborn, Timo
We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...
Understanding Climate Uncertainty with an Ocean Focus
Tokmakian, R. T.
2009-12-01
Uncertainty in climate simulations arises from various aspects of the end-to-end process of modeling the Earth’s climate. First, there is uncertainty from the structure of the climate model components (e.g. ocean/ice/atmosphere). Even the most complex models are deficient, not only in the complexity of the processes they represent, but in which processes are included in a particular model. Next, uncertainties arise from the inherent error in the initial and boundary conditions of a simulation. Initial conditions are the state of the weather or climate at the beginning of the simulation and other such things, and typically come from observations. Finally, there is the uncertainty associated with the values of parameters in the model. These parameters may represent physical constants or effects, such as ocean mixing, or non-physical aspects of modeling and computation. The uncertainty in these input parameters propagates through the non-linear model to give uncertainty in the outputs. The models in 2020 will no doubt be better than today’s models, but they will still be imperfect, and development of uncertainty analysis technology is a critical aspect of understanding model realism and prediction capability. Smith [2002] and Cox and Stephenson [2007] discuss the need for methods to quantify the uncertainties within complicated systems so that limitations or weaknesses of the climate model can be understood. In making climate predictions, we need to have available both the most reliable model or simulation and a methods to quantify the reliability of a simulation. If quantitative uncertainty questions of the internal model dynamics are to be answered with complex simulations such as AOGCMs, then the only known path forward is based on model ensembles that characterize behavior with alternative parameter settings [e.g. Rougier, 2007]. The relevance and feasibility of using "Statistical Analysis of Computer Code Output" (SACCO) methods for examining uncertainty in
Novel Fuzzy-Modeling-Based Adaptive Synchronization of Nonlinear Dynamic Systems
Directory of Open Access Journals (Sweden)
Shih-Yu Li
2017-01-01
Full Text Available In this paper, a novel fuzzy-model-based adaptive synchronization scheme and its fuzzy update laws of parameters are proposed to address the adaptive synchronization problem. The proposed fuzzy controller does not share the same premise of fuzzy system, and the numbers of fuzzy controllers is reduced effectively through the novel modeling strategy. In addition, based on the adaptive synchronization scheme, the error dynamic system can be guaranteed to be asymptotically stable and the true values of unknown parameters can be obtained. Two identical complicated dynamic systems, Mathieu-Van der pol system (M-V system with uncertainties, are illustrated for numerical simulation example to show the effectiveness and feasibility of the proposed novel adaptive control strategy.
Estimating the magnitude of prediction uncertainties for field-scale P loss models
Models are often used to predict phosphorus (P) loss from agricultural fields. While it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study, an uncertainty analysis for the Annual P Loss Estima...
International Nuclear Information System (INIS)
Ijiri, Yuji; Ono, Makoto; Sugihara, Yutaka; Shimo, Michito; Yamamoto, Hajime; Fumimura, Kenichi
2003-03-01
This study involves evaluation of uncertainty in hydrogeological modeling and groundwater flow analysis. Three-dimensional groundwater flow in Shobasama site in Tono was analyzed using two continuum models and one discontinuous model. The domain of this study covered area of four kilometers in east-west direction and six kilometers in north-south direction. Moreover, for the purpose of evaluating how uncertainties included in modeling of hydrogeological structure and results of groundwater simulation decreased with progress of investigation research, updating and calibration of the models about several modeling techniques of hydrogeological structure and groundwater flow analysis techniques were carried out, based on the information and knowledge which were newly acquired. The acquired knowledge is as follows. As a result of setting parameters and structures in renewal of the models following to the circumstances by last year, there is no big difference to handling between modeling methods. The model calibration is performed by the method of matching numerical simulation with observation, about the pressure response caused by opening and closing of a packer in MIU-2 borehole. Each analysis technique attains reducing of residual sum of squares of observations and results of numerical simulation by adjusting hydrogeological parameters. However, each model adjusts different parameters as water conductivity, effective porosity, specific storage, and anisotropy. When calibrating models, sometimes it is impossible to explain the phenomena only by adjusting parameters. In such case, another investigation may be required to clarify details of hydrogeological structure more. As a result of comparing research from beginning to this year, the following conclusions are obtained about investigation. (1) The transient hydraulic data are effective means in reducing the uncertainty of hydrogeological structure. (2) Effective porosity for calculating pore water velocity of
Integration of inaccurate data into model building and uncertainty assessment
Energy Technology Data Exchange (ETDEWEB)
Coleou, Thierry
1998-12-31
Model building can be seen as integrating numerous measurements and mapping through data points considered as exact. As the exact data set is usually sparse, using additional non-exact data improves the modelling and reduces the uncertainties. Several examples of non-exact data are discussed and a methodology to honor them in a single pass, along with the exact data is presented. This automatic procedure is valid for both ``base case`` model building and stochastic simulations for uncertainty analysis. 5 refs., 3 figs.
Model Uncertainties for Valencia RPA Effect for MINERvA
Energy Technology Data Exchange (ETDEWEB)
Gran, Richard [Univ. of Minnesota, Duluth, MN (United States)
2017-05-08
This technical note describes the application of the Valencia RPA multi-nucleon effect and its uncertainty to QE reactions from the GENIE neutrino event generator. The analysis of MINERvA neutrino data in Rodrigues et al. PRL 116 071802 (2016) paper makes clear the need for an RPA suppression, especially at very low momentum and energy transfer. That published analysis does not constrain the magnitude of the effect; it only tests models with and without the effect against the data. Other MINERvA analyses need an expression of the model uncertainty in the RPA effect. A well-described uncertainty can be used for systematics for unfolding, for model errors in the analysis of non-QE samples, and as input for fitting exercises for model testing or constraining backgrounds. This prescription takes uncertainties on the parameters in the Valencia RPA model and adds a (not-as-tight) constraint from muon capture data. For MINERvA we apply it as a 2D ($q_0$,$q_3$) weight to GENIE events, in lieu of generating a full beyond-Fermi-gas quasielastic events. Because it is a weight, it can be applied to the generated and fully Geant4 simulated events used in analysis without a special GENIE sample. For some limited uses, it could be cast as a 1D $Q^2$ weight without much trouble. This procedure is a suitable starting point for NOvA and DUNE where the energy dependence is modest, but probably not adequate for T2K or MicroBooNE.
Noodles: a tool for visualization of numerical weather model ensemble uncertainty.
Sanyal, Jibonananda; Zhang, Song; Dyer, Jamie; Mercer, Andrew; Amburn, Philip; Moorhead, Robert J
2010-01-01
Numerical weather prediction ensembles are routinely used for operational weather forecasting. The members of these ensembles are individual simulations with either slightly perturbed initial conditions or different model parameterizations, or occasionally both. Multi-member ensemble output is usually large, multivariate, and challenging to interpret interactively. Forecast meteorologists are interested in understanding the uncertainties associated with numerical weather prediction; specifically variability between the ensemble members. Currently, visualization of ensemble members is mostly accomplished through spaghetti plots of a single mid-troposphere pressure surface height contour. In order to explore new uncertainty visualization methods, the Weather Research and Forecasting (WRF) model was used to create a 48-hour, 18 member parameterization ensemble of the 13 March 1993 "Superstorm". A tool was designed to interactively explore the ensemble uncertainty of three important weather variables: water-vapor mixing ratio, perturbation potential temperature, and perturbation pressure. Uncertainty was quantified using individual ensemble member standard deviation, inter-quartile range, and the width of the 95% confidence interval. Bootstrapping was employed to overcome the dependence on normality in the uncertainty metrics. A coordinated view of ribbon and glyph-based uncertainty visualization, spaghetti plots, iso-pressure colormaps, and data transect plots was provided to two meteorologists for expert evaluation. They found it useful in assessing uncertainty in the data, especially in finding outliers in the ensemble run and therefore avoiding the WRF parameterizations that lead to these outliers. Additionally, the meteorologists could identify spatial regions where the uncertainty was significantly high, allowing for identification of poorly simulated storm environments and physical interpretation of these model issues.
Tyler Jon Smith
2008-01-01
In Montana and much of the Rocky Mountain West, the single most important parameter in forecasting the controls on regional water resources is snowpack. Despite the heightened importance of snowpack, few studies have considered the representation of uncertainty in coupled snowmelt/hydrologic conceptual models. Uncertainty estimation provides a direct interpretation of...
The validation of evacuation simulation models through the analysis of behavioural uncertainty
International Nuclear Information System (INIS)
Lovreglio, Ruggiero; Ronchi, Enrico; Borri, Dino
2014-01-01
Both experimental and simulation data on fire evacuation are influenced by a component of uncertainty caused by the impact of the unexplained variance in human behaviour, namely behavioural uncertainty (BU). Evacuation model validation studies should include the study of this type of uncertainty during the comparison of experiments and simulation results. An evacuation model validation procedure is introduced in this paper to study the impact of BU. This methodology is presented through a case study for the comparison between repeated experimental data and simulation results produced by FDS+Evac, an evacuation model for the simulation of human behaviour in fire, which makes use of distribution laws. - Highlights: • Validation of evacuation models is investigated. • Quantitative evaluation of behavioural uncertainty is performed. • A validation procedure is presented through an evacuation case study
Event based uncertainty assessment in urban drainage modelling, applying the GLUE methodology
DEFF Research Database (Denmark)
Thorndahl, Søren; Beven, K.J.; Jensen, Jacob Birk
2008-01-01
of combined sewer overflow. The GLUE methodology is used to test different conceptual setups in order to determine if one model setup gives a better goodness of fit conditional on the observations than the other. Moreover, different methodological investigations of GLUE are conducted in order to test......In the present paper an uncertainty analysis on an application of the commercial urban drainage model MOUSE is conducted. Applying the Generalized Likelihood Uncertainty Estimation (GLUE) methodology the model is conditioned on observation time series from two flow gauges as well as the occurrence...... if the uncertainty analysis is unambiguous. It is shown that the GLUE methodology is very applicable in uncertainty analysis of this application of an urban drainage model, although it was shown to be quite difficult of get good fits of the whole time series....
Sliding mode fault tolerant control dealing with modeling uncertainties and actuator faults.
Wang, Tao; Xie, Wenfang; Zhang, Youmin
2012-05-01
In this paper, two sliding mode control algorithms are developed for nonlinear systems with both modeling uncertainties and actuator faults. The first algorithm is developed under an assumption that the uncertainty bounds are known. Different design parameters are utilized to deal with modeling uncertainties and actuator faults, respectively. The second algorithm is an adaptive version of the first one, which is developed to accommodate uncertainties and faults without utilizing exact bounds information. The stability of the overall control systems is proved by using a Lyapunov function. The effectiveness of the developed algorithms have been verified on a nonlinear longitudinal model of Boeing 747-100/200. Copyright © 2012 ISA. Published by Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Suolanen, V.; Ilvonen, M.
1998-10-01
Computer model DETRA applies a dynamic compartment modelling approach. The compartment structure of each considered application can be tailored individually. This flexible modelling method makes it possible that the transfer of radionuclides can be considered in various cases: aquatic environment and related food chains, terrestrial environment, food chains in general and food stuffs, body burden analyses of humans, etc. In the former study on this subject, modernization of the user interface of DETRA code was carried out. This new interface works in Windows environment and the usability of the code has been improved. The objective of this study has been to further develop and diversify the user interface so that also probabilistic uncertainty analyses can be performed by DETRA. The most common probability distributions are available: uniform, truncated Gaussian and triangular. The corresponding logarithmic distributions are also available. All input data related to a considered case can be varied, although this option is seldomly needed. The calculated output values can be selected as monitored values at certain simulation time points defined by the user. The results of a sensitivity run are immediately available after simulation as graphical presentations. These outcomes are distributions generated for varied parameters, density functions of monitored parameters and complementary cumulative density functions (CCDF). An application considered in connection with this work was the estimation of contamination of milk caused by radioactive deposition of Cs (10 kBq(Cs-137)/m 2 ). The multi-sequence calculation model applied consisted of a pasture modelling part and a dormant season modelling part. These two sequences were linked periodically simulating the realistic practice of care taking of domestic animals in Finland. The most important parameters were varied in this exercise. The performed diversifying of the user interface of DETRA code seems to provide an easily
GARUSO - Version 1.0. Uncertainty model for multipath ultrasonic transit time gas flow meters
Energy Technology Data Exchange (ETDEWEB)
Lunde, Per; Froeysa, Kjell-Eivind; Vestrheim, Magne
1997-09-01
This report describes an uncertainty model for ultrasonic transit time gas flow meters configured with parallel chords, and a PC program, GARUSO Version 1.0, implemented for calculation of the meter`s relative expanded uncertainty. The program, which is based on the theoretical uncertainty model, is used to carry out a simplified and limited uncertainty analysis for a 12`` 4-path meter, where examples of input and output uncertainties are given. The model predicts a relative expanded uncertainty for the meter at a level which further justifies today`s increasing tendency to use this type of instruments for fiscal metering of natural gas. 52 refs., 15 figs., 11 tabs.
Enhancing uncertainty tolerance in the modelling creep of ligaments
International Nuclear Information System (INIS)
Taha, M M Reda; Lucero, J
2006-01-01
The difficulty in performing biomechanical tests and the scarcity of biomechanical experimental databases necessitate extending the current knowledge base to allow efficient modelling using limited data sets. This study suggests a framework to reduce uncertainties in biomechanical systems using limited data sets. The study also shows how sparse data and epistemic input can be exploited using fuzzy logic to represent biomechanical relations. An example application to model collagen fibre recruitment in the medial collateral ligaments during time-dependent deformation under cyclic loading (creep) is presented. The study suggests a quality metric that can be employed to observe and enhance uncertainty tolerance in the modelling process
DEFF Research Database (Denmark)
Langbein, Wolfgang Werner; Hvam, Jørn Märcher
2002-01-01
The directional dynamics of the resonant Rayleigh scattering from a semiconductor microcavity is investigated. When optically exciting the lower polariton branch, the strong dispersion results in a directional emission on a ring. The coherent emission ring shows a reduction of its angular width...... for increasing time after excitation, giving direct evidence for the time-energy uncertainty in the dynamics of the scattering by disorder. The ring width converges with time to a finite value, a direct measure of an intrinsic momentum broadening of the polariton states localized by multiple disorder scattering....
Inverse problem and uncertainty quantification: application to compressible gas dynamics
International Nuclear Information System (INIS)
Birolleau, Alexandre
2014-01-01
This thesis deals with uncertainty propagation and the resolution of inverse problems together with their respective acceleration via Polynomial Chaos. The object of this work is to present a state of the art and a numerical analysis of this stochastic spectral method, in order to understand its pros and cons when tackling the probabilistic study of hydrodynamical instabilities in Richtmyer-Meshkov shock tube experiments. The first chapter is introductory and allows understanding the stakes of being able to accurately take into account uncertainties in compressible gas dynamics simulations. The second chapter is both an illustrative state of the art on generalized Polynomial Chaos and a full numerical analysis of the method keeping in mind the final application on hydrodynamical problems developing shocks and discontinuous solutions. In this chapter, we introduce a new method, naming iterative generalized Polynomial Chaos, which ensures a gain with respect to generalized Polynomial Chaos, especially with non smooth solutions. Chapter three is closely related to an accepted publication in Communication in Computational Physics. It deals with stochastic inverse problems and introduces bayesian inference. It also emphasizes the possibility of accelerating the bayesian inference thanks to iterative generalized Polynomial Chaos described in the previous chapter. Theoretical convergence is established and illustrated on several test-cases. The last chapter consists in the application of the above materials to a complex and ambitious compressible gas dynamics problem (Richtmyer-Meshkov shock tube configuration) together with a deepened study of the physico-numerical phenomenon at stake. Finally, in the appendix, we also present some interesting research paths we quickly tackled during this thesis. (author) [fr
Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn
2013-04-01
SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.
Feyen, Luc; Caers, Jef
2006-06-01
In this work, we address the problem of characterizing the heterogeneity and uncertainty of hydraulic properties for complex geological settings. Hereby, we distinguish between two scales of heterogeneity, namely the hydrofacies structure and the intrafacies variability of the hydraulic properties. We employ multiple-point geostatistics to characterize the hydrofacies architecture. The multiple-point statistics are borrowed from a training image that is designed to reflect the prior geological conceptualization. The intrafacies variability of the hydraulic properties is represented using conventional two-point correlation methods, more precisely, spatial covariance models under a multi-Gaussian spatial law. We address the different levels and sources of uncertainty in characterizing the subsurface heterogeneity, and explore their effect on groundwater flow and transport predictions. Typically, uncertainty is assessed by way of many images, termed realizations, of a fixed statistical model. However, in many cases, sampling from a fixed stochastic model does not adequately represent the space of uncertainty. It neglects the uncertainty related to the selection of the stochastic model and the estimation of its input parameters. We acknowledge the uncertainty inherent in the definition of the prior conceptual model of aquifer architecture and in the estimation of global statistics, anisotropy, and correlation scales. Spatial bootstrap is used to assess the uncertainty of the unknown statistical parameters. As an illustrative example, we employ a synthetic field that represents a fluvial setting consisting of an interconnected network of channel sands embedded within finer-grained floodplain material. For this highly non-stationary setting we quantify the groundwater flow and transport model prediction uncertainty for various levels of hydrogeological uncertainty. Results indicate the importance of accurately describing the facies geometry, especially for transport
Energy Technology Data Exchange (ETDEWEB)
Rouxelin, Pascal Nicolas [Idaho National Lab. (INL), Idaho Falls, ID (United States); Strydom, Gerhard [Idaho National Lab. (INL), Idaho Falls, ID (United States)
2016-09-01
Best-estimate plus uncertainty analysis of reactors is replacing the traditional conservative (stacked uncertainty) method for safety and licensing analysis. To facilitate uncertainty analysis applications, a comprehensive approach and methodology must be developed and applied. High temperature gas cooled reactors (HTGRs) have several features that require techniques not used in light-water reactor analysis (e.g., coated-particle design and large graphite quantities at high temperatures). The International Atomic Energy Agency has therefore launched the Coordinated Research Project on HTGR Uncertainty Analysis in Modeling to study uncertainty propagation in the HTGR analysis chain. The benchmark problem defined for the prismatic design is represented by the General Atomics Modular HTGR 350. The main focus of this report is the compilation and discussion of the results obtained for various permutations of Exercise I 2c and the use of the cross section data in Exercise II 1a of the prismatic benchmark, which is defined as the last and first steps of the lattice and core simulation phases, respectively. The report summarizes the Idaho National Laboratory (INL) best estimate results obtained for Exercise I 2a (fresh single-fuel block), Exercise I 2b (depleted single-fuel block), and Exercise I 2c (super cell) in addition to the first results of an investigation into the cross section generation effects for the super-cell problem. The two dimensional deterministic code known as the New ESC based Weighting Transport (NEWT) included in the Standardized Computer Analyses for Licensing Evaluation (SCALE) 6.1.2 package was used for the cross section evaluation, and the results obtained were compared to the three dimensional stochastic SCALE module KENO VI. The NEWT cross section libraries were generated for several permutations of the current benchmark super-cell geometry and were then provided as input to the Phase II core calculation of the stand alone neutronics Exercise
Eliciting geologists' tacit model of the uncertainty of mapped geological boundaries
Lark, R. M.; Lawley, R. S.; Barron, A. J. M.; Aldiss, D. T.; Ambrose, K.; Cooper, A. H.; Lee, J. R.; Waters, C. N.
2015-01-01
It is generally accepted that geological linework, such as mapped boundaries, are uncertain for various reasons. It is difficult to quantify this uncertainty directly, because the investigation of error in a boundary at a single location may be costly and time consuming, and many such observations are needed to estimate an uncertainty model with confidence. However, it is also recognized across many disciplines that experts generally have a tacit model of the uncertainty of information that they produce (interpretations, diagnoses etc.) and formal methods exist to extract this model in usable form by elicitation. In this paper we report a trial in which uncertainty models for mapped boundaries in six geological scenarios were elicited from a group of five experienced geologists. In five cases a consensus distribution was obtained, which reflected both the initial individually elicted distribution and a structured process of group discussion in which individuals revised their opinions. In a sixth case a consensus was not reached. This concerned a boundary between superficial deposits where the geometry of the contact is hard to visualize. The trial showed that the geologists' tacit model of uncertainty in mapped boundaries reflects factors in addition to the cartographic error usually treated by buffering linework or in written guidance on its application. It suggests that further application of elicitation, to scenarios at an appropriate level of generalization, could be useful to provide working error models for the application and interpretation of linework.
Modeling of uncertainties in biochemical reactions.
Mišković, Ljubiša; Hatzimanikatis, Vassily
2011-02-01
Mathematical modeling is an indispensable tool for research and development in biotechnology and bioengineering. The formulation of kinetic models of biochemical networks depends on knowledge of the kinetic properties of the enzymes of the individual reactions. However, kinetic data acquired from experimental observations bring along uncertainties due to various experimental conditions and measurement methods. In this contribution, we propose a novel way to model the uncertainty in the enzyme kinetics and to predict quantitatively the responses of metabolic reactions to the changes in enzyme activities under uncertainty. The proposed methodology accounts explicitly for mechanistic properties of enzymes and physico-chemical and thermodynamic constraints, and is based on formalism from systems theory and metabolic control analysis. We achieve this by observing that kinetic responses of metabolic reactions depend: (i) on the distribution of the enzymes among their free form and all reactive states; (ii) on the equilibrium displacements of the overall reaction and that of the individual enzymatic steps; and (iii) on the net fluxes through the enzyme. Relying on this observation, we develop a novel, efficient Monte Carlo sampling procedure to generate all states within a metabolic reaction that satisfy imposed constrains. Thus, we derive the statistics of the expected responses of the metabolic reactions to changes in enzyme levels and activities, in the levels of metabolites, and in the values of the kinetic parameters. We present aspects of the proposed framework through an example of the fundamental three-step reversible enzymatic reaction mechanism. We demonstrate that the equilibrium displacements of the individual enzymatic steps have an important influence on kinetic responses of the enzyme. Furthermore, we derive the conditions that must be satisfied by a reversible three-step enzymatic reaction operating far away from the equilibrium in order to respond to
International Nuclear Information System (INIS)
Sig Drellack, Lance Prothro
2007-01-01
The Underground Test Area (UGTA) Project of the U.S. Department of Energy, National Nuclear Security Administration Nevada Site Office is in the process of assessing and developing regulatory decision options based on modeling predictions of contaminant transport from underground testing of nuclear weapons at the Nevada Test Site (NTS). The UGTA Project is attempting to develop an effective modeling strategy that addresses and quantifies multiple components of uncertainty including natural variability, parameter uncertainty, conceptual/model uncertainty, and decision uncertainty in translating model results into regulatory requirements. The modeling task presents multiple unique challenges to the hydrological sciences as a result of the complex fractured and faulted hydrostratigraphy, the distributed locations of sources, the suite of reactive and non-reactive radionuclides, and uncertainty in conceptual models. Characterization of the hydrogeologic system is difficult and expensive because of deep groundwater in the arid desert setting and the large spatial setting of the NTS. Therefore, conceptual model uncertainty is partially addressed through the development of multiple alternative conceptual models of the hydrostratigraphic framework and multiple alternative models of recharge and discharge. Uncertainty in boundary conditions is assessed through development of alternative groundwater fluxes through multiple simulations using the regional groundwater flow model. Calibration of alternative models to heads and measured or inferred fluxes has not proven to provide clear measures of model quality. Therefore, model screening by comparison to independently-derived natural geochemical mixing targets through cluster analysis has also been invoked to evaluate differences between alternative conceptual models. Advancing multiple alternative flow models, sensitivity of transport predictions to parameter uncertainty is assessed through Monte Carlo simulations. The
Pun, Betty Kong-Ling
1998-12-01
Uncertainty is endemic in modeling. This thesis is a two- phase program to understand the uncertainties in urban air pollution model predictions and in field data used to validate them. Part I demonstrates how to improve atmospheric models by analyzing the uncertainties in these models and using the results to guide new experimentation endeavors. Part II presents an experiment designed to characterize atmospheric fluctuations, which have significant implications towards the model validation process. A systematic study was undertaken to investigate the effects of uncertainties in the SAPRC mechanism for gas- phase chemistry in polluted atmospheres. The uncertainties of more than 500 parameters were compiled, including reaction rate constants, product coefficients, organic composition, and initial conditions. Uncertainty propagation using the Deterministic Equivalent Modeling Method (DEMM) revealed that the uncertainties in ozone predictions can be up to 45% based on these parametric uncertainties. The key parameters found to dominate the uncertainties of the predictions include photolysis rates of NO2, O3, and formaldehyde; the rate constant for nitric acid formation; and initial amounts of NOx and VOC. Similar uncertainty analysis procedures applied to two other mechanisms used in regional air quality models led to the conclusion that in the presence of parametric uncertainties, the mechanisms cannot be discriminated. Research efforts should focus on reducing parametric uncertainties in photolysis rates, reaction rate constants, and source terms. A new tunable diode laser (TDL) infrared spectrometer was designed and constructed to measure multiple pollutants simultaneously in the same ambient air parcels. The sensitivities of the one hertz measurements were 2 ppb for ozone, 1 ppb for NO, and 0.5 ppb for NO2. Meteorological data were also collected for wind, temperature, and UV intensity. The field data showed clear correlations between ozone, NO, and NO2 in the one
Uncertainty in eddy covariance measurements and its application to physiological models
D.Y. Hollinger; A.D. Richardson; A.D. Richardson
2005-01-01
Flux data are noisy, and this uncertainty is largely due to random measurement error. Knowledge of uncertainty is essential for the statistical evaluation of modeled andmeasured fluxes, for comparison of parameters derived by fitting models to measured fluxes and in formal data-assimilation efforts. We used the difference between simultaneous measurements from two...
Crashworthiness uncertainty analysis of typical civil aircraft based on Box–Behnken method
Ren Yiru; Xiang Jinwu
2014-01-01
The crashworthiness is an important design factor of civil aircraft related with the safety of occupant during impact accident. It is a highly nonlinear transient dynamic problem and may be greatly influenced by the uncertainty factors. Crashworthiness uncertainty analysis is conducted to investigate the effects of initial conditions, structural dimensions and material properties. Simplified finite element model is built based on the geometrical model and basic physics phenomenon. Box–Behnken...
Can agent based models effectively reduce fisheries management implementation uncertainty?
Drexler, M.
2016-02-01
Uncertainty is an inherent feature of fisheries management. Implementation uncertainty remains a challenge to quantify often due to unintended responses of users to management interventions. This problem will continue to plague both single species and ecosystem based fisheries management advice unless the mechanisms driving these behaviors are properly understood. Equilibrium models, where each actor in the system is treated as uniform and predictable, are not well suited to forecast the unintended behaviors of individual fishers. Alternatively, agent based models (AMBs) can simulate the behaviors of each individual actor driven by differing incentives and constraints. This study evaluated the feasibility of using AMBs to capture macro scale behaviors of the US West Coast Groundfish fleet. Agent behavior was specified at the vessel level. Agents made daily fishing decisions using knowledge of their own cost structure, catch history, and the histories of catch and quota markets. By adding only a relatively small number of incentives, the model was able to reproduce highly realistic macro patterns of expected outcomes in response to management policies (catch restrictions, MPAs, ITQs) while preserving vessel heterogeneity. These simulations indicate that agent based modeling approaches hold much promise for simulating fisher behaviors and reducing implementation uncertainty. Additional processes affecting behavior, informed by surveys, are continually being added to the fisher behavior model. Further coupling of the fisher behavior model to a spatial ecosystem model will provide a fully integrated social, ecological, and economic model capable of performing management strategy evaluations to properly consider implementation uncertainty in fisheries management.
Lane-changing model with dynamic consideration of driver's propensity
Wang, Xiaoyuan; Wang, Jianqiang; Zhang, Jinglei; Ban, Xuegang Jeff
2015-07-01
Lane-changing is the driver's selection result of the satisfaction degree in different lane driving conditions. There are many different factors influencing lane-changing behavior, such as diversity, randomicity and difficulty of measurement. So it is hard to accurately reflect the uncertainty of drivers' lane-changing behavior. As a result, the research of lane-changing models is behind that of car-following models. Driver's propensity is her/his emotion state or the corresponding preference of a decision or action toward the real objective traffic situations under the influence of various dynamic factors. It represents the psychological characteristics of the driver in the process of vehicle operation and movement. It is an important factor to influence lane-changing. In this paper, dynamic recognition of driver's propensity is considered during simulation based on its time-varying discipline and the analysis of the driver's psycho-physic characteristics. The Analytic Hierarchy Process (AHP) method is used to quantify the hierarchy of driver's dynamic lane-changing decision-making process, especially the influence of the propensity. The model is validated using real data. Test results show that the developed lane-changing model with the dynamic consideration of a driver's time-varying propensity and the AHP method are feasible and with improved accuracy.
International Nuclear Information System (INIS)
Nielsen, Joseph; Tokuhiro, Akira; Hiromoto, Robert; Tu, Lei
2015-01-01
Highlights: • Dynamic Event Tree solutions have been optimized using the Branch-and-Bound algorithm. • A 60% efficiency in optimization has been achieved. • Modeling uncertainty within a risk-informed framework is evaluated. - Abstract: Evaluation of the impacts of uncertainty and sensitivity in modeling presents a significant set of challenges in particular to high fidelity modeling. Computational costs and validation of models creates a need for cost effective decision making with regards to experiment design. Experiments designed to validate computation models can be used to reduce uncertainty in the physical model. In some cases, large uncertainty in a particular aspect of the model may or may not have a large impact on the final results. For example, modeling of a relief valve may result in large uncertainty, however, the actual effects on final peak clad temperature in a reactor transient may be small and the large uncertainty with respect to valve modeling may be considered acceptable. Additionally, the ability to determine the adequacy of a model and the validation supporting it should be considered within a risk informed framework. Low fidelity modeling with large uncertainty may be considered adequate if the uncertainty is considered acceptable with respect to risk. In other words, models that are used to evaluate the probability of failure should be evaluated more rigorously with the intent of increasing safety margin. Probabilistic risk assessment (PRA) techniques have traditionally been used to identify accident conditions and transients. Traditional classical event tree methods utilize analysts’ knowledge and experience to identify the important timing of events in coordination with thermal-hydraulic modeling. These methods lack the capability to evaluate complex dynamic systems. In these systems, time and energy scales associated with transient events may vary as a function of transition times and energies to arrive at a different physical
Energy Technology Data Exchange (ETDEWEB)
Nielsen, Joseph, E-mail: joseph.nielsen@inl.gov [Idaho National Laboratory, 1955 N. Fremont Avenue, P.O. Box 1625, Idaho Falls, ID 83402 (United States); University of Idaho, Department of Mechanical Engineering and Nuclear Engineering Program, 1776 Science Center Drive, Idaho Falls, ID 83402-1575 (United States); Tokuhiro, Akira [University of Idaho, Department of Mechanical Engineering and Nuclear Engineering Program, 1776 Science Center Drive, Idaho Falls, ID 83402-1575 (United States); Hiromoto, Robert [University of Idaho, Department of Computer Science, 1776 Science Center Drive, Idaho Falls, ID 83402-1575 (United States); Tu, Lei [University of Idaho, Department of Mechanical Engineering and Nuclear Engineering Program, 1776 Science Center Drive, Idaho Falls, ID 83402-1575 (United States)
2015-12-15
Highlights: • Dynamic Event Tree solutions have been optimized using the Branch-and-Bound algorithm. • A 60% efficiency in optimization has been achieved. • Modeling uncertainty within a risk-informed framework is evaluated. - Abstract: Evaluation of the impacts of uncertainty and sensitivity in modeling presents a significant set of challenges in particular to high fidelity modeling. Computational costs and validation of models creates a need for cost effective decision making with regards to experiment design. Experiments designed to validate computation models can be used to reduce uncertainty in the physical model. In some cases, large uncertainty in a particular aspect of the model may or may not have a large impact on the final results. For example, modeling of a relief valve may result in large uncertainty, however, the actual effects on final peak clad temperature in a reactor transient may be small and the large uncertainty with respect to valve modeling may be considered acceptable. Additionally, the ability to determine the adequacy of a model and the validation supporting it should be considered within a risk informed framework. Low fidelity modeling with large uncertainty may be considered adequate if the uncertainty is considered acceptable with respect to risk. In other words, models that are used to evaluate the probability of failure should be evaluated more rigorously with the intent of increasing safety margin. Probabilistic risk assessment (PRA) techniques have traditionally been used to identify accident conditions and transients. Traditional classical event tree methods utilize analysts’ knowledge and experience to identify the important timing of events in coordination with thermal-hydraulic modeling. These methods lack the capability to evaluate complex dynamic systems. In these systems, time and energy scales associated with transient events may vary as a function of transition times and energies to arrive at a different physical
Bilcke, Joke; Beutels, Philippe; Brisson, Marc; Jit, Mark
2011-01-01
Accounting for uncertainty is now a standard part of decision-analytic modeling and is recommended by many health technology agencies and published guidelines. However, the scope of such analyses is often limited, even though techniques have been developed for presenting the effects of methodological, structural, and parameter uncertainty on model results. To help bring these techniques into mainstream use, the authors present a step-by-step guide that offers an integrated approach to account for different kinds of uncertainty in the same model, along with a checklist for assessing the way in which uncertainty has been incorporated. The guide also addresses special situations such as when a source of uncertainty is difficult to parameterize, resources are limited for an ideal exploration of uncertainty, or evidence to inform the model is not available or not reliable. for identifying the sources of uncertainty that influence results most are also described. Besides guiding analysts, the guide and checklist may be useful to decision makers who need to assess how well uncertainty has been accounted for in a decision-analytic model before using the results to make a decision.
Estimation of a multivariate mean under model selection uncertainty
Directory of Open Access Journals (Sweden)
Georges Nguefack-Tsague
2014-05-01
Full Text Available Model selection uncertainty would occur if we selected a model based on one data set and subsequently applied it for statistical inferences, because the "correct" model would not be selected with certainty. When the selection and inference are based on the same dataset, some additional problems arise due to the correlation of the two stages (selection and inference. In this paper model selection uncertainty is considered and model averaging is proposed. The proposal is related to the theory of James and Stein of estimating more than three parameters from independent normal observations. We suggest that a model averaging scheme taking into account the selection procedure could be more appropriate than model selection alone. Some properties of this model averaging estimator are investigated; in particular we show using Stein's results that it is a minimax estimator and can outperform Stein-type estimators.
Arabi, Ehsan; Gruenwald, Benjamin C.; Yucelen, Tansel; Nguyen, Nhan T.
2018-05-01
Research in adaptive control algorithms for safety-critical applications is primarily motivated by the fact that these algorithms have the capability to suppress the effects of adverse conditions resulting from exogenous disturbances, imperfect dynamical system modelling, degraded modes of operation, and changes in system dynamics. Although government and industry agree on the potential of these algorithms in providing safety and reducing vehicle development costs, a major issue is the inability to achieve a-priori, user-defined performance guarantees with adaptive control algorithms. In this paper, a new model reference adaptive control architecture for uncertain dynamical systems is presented to address disturbance rejection and uncertainty suppression. The proposed framework is predicated on a set-theoretic adaptive controller construction using generalised restricted potential functions.The key feature of this framework allows the system error bound between the state of an uncertain dynamical system and the state of a reference model, which captures a desired closed-loop system performance, to be less than a-priori, user-defined worst-case performance bound, and hence, it has the capability to enforce strict performance guarantees. Examples are provided to demonstrate the efficacy of the proposed set-theoretic model reference adaptive control architecture.
A GLUE uncertainty analysis of a drying model of pharmaceutical granules
DEFF Research Database (Denmark)
Mortier, Séverine Thérèse F.C.; Van Hoey, Stijn; Cierkens, Katrijn
2013-01-01
unit, which is part of the full continuous from-powder-to-tablet manufacturing line (Consigma™, GEA Pharma Systems). A validated model describing the drying behaviour of a single pharmaceutical granule in two consecutive phases is used. First of all, the effect of the assumptions at the particle level...... on the prediction uncertainty is assessed. Secondly, the paper focuses on the influence of the most sensitive parameters in the model. Finally, a combined analysis (particle level plus most sensitive parameters) is performed and discussed. To propagate the uncertainty originating from the parameter uncertainty...
Intrinsic Uncertainties in Modeling Complex Systems.
Energy Technology Data Exchange (ETDEWEB)
Cooper, Curtis S; Bramson, Aaron L.; Ames, Arlo L.
2014-09-01
Models are built to understand and predict the behaviors of both natural and artificial systems. Because it is always necessary to abstract away aspects of any non-trivial system being modeled, we know models can potentially leave out important, even critical elements. This reality of the modeling enterprise forces us to consider the prospective impacts of those effects completely left out of a model - either intentionally or unconsidered. Insensitivity to new structure is an indication of diminishing returns. In this work, we represent a hypothetical unknown effect on a validated model as a finite perturba- tion whose amplitude is constrained within a control region. We find robustly that without further constraints, no meaningful bounds can be placed on the amplitude of a perturbation outside of the control region. Thus, forecasting into unsampled regions is a very risky proposition. We also present inherent difficulties with proper time discretization of models and representing in- herently discrete quantities. We point out potentially worrisome uncertainties, arising from math- ematical formulation alone, which modelers can inadvertently introduce into models of complex systems. Acknowledgements This work has been funded under early-career LDRD project #170979, entitled "Quantify- ing Confidence in Complex Systems Models Having Structural Uncertainties", which ran from 04/2013 to 09/2014. We wish to express our gratitude to the many researchers at Sandia who con- tributed ideas to this work, as well as feedback on the manuscript. In particular, we would like to mention George Barr, Alexander Outkin, Walt Beyeler, Eric Vugrin, and Laura Swiler for provid- ing invaluable advice and guidance through the course of the project. We would also like to thank Steven Kleban, Amanda Gonzales, Trevor Manzanares, and Sarah Burwell for their assistance in managing project tasks and resources.
An educational model for ensemble streamflow simulation and uncertainty analysis
Directory of Open Access Journals (Sweden)
A. AghaKouchak
2013-02-01
Full Text Available This paper presents the hands-on modeling toolbox, HBV-Ensemble, designed as a complement to theoretical hydrology lectures, to teach hydrological processes and their uncertainties. The HBV-Ensemble can be used for in-class lab practices and homework assignments, and assessment of students' understanding of hydrological processes. Using this modeling toolbox, students can gain more insights into how hydrological processes (e.g., precipitation, snowmelt and snow accumulation, soil moisture, evapotranspiration and runoff generation are interconnected. The educational toolbox includes a MATLAB Graphical User Interface (GUI and an ensemble simulation scheme that can be used for teaching uncertainty analysis, parameter estimation, ensemble simulation and model sensitivity. HBV-Ensemble was administered in a class for both in-class instruction and a final project, and students submitted their feedback about the toolbox. The results indicate that this educational software had a positive impact on students understanding and knowledge of uncertainty in hydrological modeling.
Modeling Misbehavior in Cooperative Diversity: A Dynamic Game Approach
Dehnie, Sintayehu; Memon, Nasir
2009-12-01
Cooperative diversity protocols are designed with the assumption that terminals always help each other in a socially efficient manner. This assumption may not be valid in commercial wireless networks where terminals may misbehave for selfish or malicious intentions. The presence of misbehaving terminals creates a social-dilemma where terminals exhibit uncertainty about the cooperative behavior of other terminals in the network. Cooperation in social-dilemma is characterized by a suboptimal Nash equilibrium where wireless terminals opt out of cooperation. Hence, without establishing a mechanism to detect and mitigate effects of misbehavior, it is difficult to maintain a socially optimal cooperation. In this paper, we first examine effects of misbehavior assuming static game model and show that cooperation under existing cooperative protocols is characterized by a noncooperative Nash equilibrium. Using evolutionary game dynamics we show that a small number of mutants can successfully invade a population of cooperators, which indicates that misbehavior is an evolutionary stable strategy (ESS). Our main goal is to design a mechanism that would enable wireless terminals to select reliable partners in the presence of uncertainty. To this end, we formulate cooperative diversity as a dynamic game with incomplete information. We show that the proposed dynamic game formulation satisfied the conditions for the existence of perfect Bayesian equilibrium.
Modeling Misbehavior in Cooperative Diversity: A Dynamic Game Approach
Directory of Open Access Journals (Sweden)
Sintayehu Dehnie
2009-01-01
Full Text Available Cooperative diversity protocols are designed with the assumption that terminals always help each other in a socially efficient manner. This assumption may not be valid in commercial wireless networks where terminals may misbehave for selfish or malicious intentions. The presence of misbehaving terminals creates a social-dilemma where terminals exhibit uncertainty about the cooperative behavior of other terminals in the network. Cooperation in social-dilemma is characterized by a suboptimal Nash equilibrium where wireless terminals opt out of cooperation. Hence, without establishing a mechanism to detect and mitigate effects of misbehavior, it is difficult to maintain a socially optimal cooperation. In this paper, we first examine effects of misbehavior assuming static game model and show that cooperation under existing cooperative protocols is characterized by a noncooperative Nash equilibrium. Using evolutionary game dynamics we show that a small number of mutants can successfully invade a population of cooperators, which indicates that misbehavior is an evolutionary stable strategy (ESS. Our main goal is to design a mechanism that would enable wireless terminals to select reliable partners in the presence of uncertainty. To this end, we formulate cooperative diversity as a dynamic game with incomplete information. We show that the proposed dynamic game formulation satisfied the conditions for the existence of perfect Bayesian equilibrium.
UNCERTAINTY IN THE DEVELOPMENT AND USE OF EQUATION OF STATE MODELS
Weirs, V. Gregory; Fabian, Nathan; Potter, Kristin; McNamara, Laura; Otahal, Thomas
2013-01-01
In this paper we present the results from a series of focus groups on the visualization of uncertainty in equation-of-state (EOS) models. The initial goal was to identify the most effective ways to present EOS uncertainty to analysts, code developers, and material modelers. Four prototype visualizations were developed to present EOS surfaces in a three-dimensional, thermodynamic space. Focus group participants, primarily from Sandia National Laboratories, evaluated particular features of the various techniques for different use cases and discussed their individual workflow processes, experiences with other visualization tools, and the impact of uncertainty on their work. Related to our prototypes, we found the 3D presentations to be helpful for seeing a large amount of information at once and for a big-picture view; however, participants also desired relatively simple, two-dimensional graphics for better quantitative understanding and because these plots are part of the existing visual language for material models. In addition to feedback on the prototypes, several themes and issues emerged that are as compelling as the original goal and will eventually serve as a starting point for further development of visualization and analysis tools. In particular, a distributed workflow centered around material models was identified. Material model stakeholders contribute and extract information at different points in this workflow depending on their role, but encounter various institutional and technical barriers which restrict the flow of information. An effective software tool for this community must be cognizant of this workflow and alleviate the bottlenecks and barriers within it. Uncertainty in EOS models is defined and interpreted differently at the various stages of the workflow. In this context, uncertainty propagation is difficult to reduce to the mathematical problem of estimating the uncertainty of an output from uncertain inputs.
Energy Technology Data Exchange (ETDEWEB)
Freixa, Jordi, E-mail: jordi.freixa-terradas@upc.edu; Alfonso, Elsa de, E-mail: elsa.de.alfonso@upc.edu; Reventós, Francesc, E-mail: francesc.reventos@upc.edu
2016-08-15
Highlights: • Uncertainty of physical models are a key issue in Best estimate plus uncertainty analysis. • Estimation of uncertainties of physical models of thermal hydraulics system codes. • Comparison of CIRCÉ and FFTBM methodologies. • Simulation of reflood experiments in order to evaluate uncertainty of physical models related to the reflood scenario. - Abstract: The increasing importance of Best-Estimate Plus Uncertainty (BEPU) analyses in nuclear safety and licensing processes have lead to several international activities. The latest findings highlighted the uncertainties of physical models as one of the most controversial aspects of BEPU. This type of uncertainties is an important contributor to the total uncertainty of NPP BE calculations. Due to the complexity of estimating this uncertainty, it is often assessed solely by engineering judgment. The present study comprises a comparison of two different state-of-the-art methodologies CIRCÉ and IPREM (FFTBM) capable of quantifying the uncertainty of physical models. Similarities and differences of their results are discussed through the observation of probability distribution functions and envelope calculations. In particular, the analyzed scenario is core reflood. Experimental data from the FEBA and PERICLES test facilities is employed while the thermal hydraulic simulations are carried out with RELAP5/mod3.3. This work is undertaken under the framework of PREMIUM (Post-BEMUSE Reflood Model Input Uncertainty Methods) benchmark.
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...
Quantifying measurement uncertainty and spatial variability in the context of model evaluation
Choukulkar, A.; Brewer, A.; Pichugina, Y. L.; Bonin, T.; Banta, R. M.; Sandberg, S.; Weickmann, A. M.; Djalalova, I.; McCaffrey, K.; Bianco, L.; Wilczak, J. M.; Newman, J. F.; Draxl, C.; Lundquist, J. K.; Wharton, S.; Olson, J.; Kenyon, J.; Marquis, M.
2017-12-01
In an effort to improve wind forecasts for the wind energy sector, the Department of Energy and the NOAA funded the second Wind Forecast Improvement Project (WFIP2). As part of the WFIP2 field campaign, a large suite of in-situ and remote sensing instrumentation was deployed to the Columbia River Gorge in Oregon and Washington from October 2015 - March 2017. The array of instrumentation deployed included 915-MHz wind profiling radars, sodars, wind- profiling lidars, and scanning lidars. The role of these instruments was to provide wind measurements at high spatial and temporal resolution for model evaluation and improvement of model physics. To properly determine model errors, the uncertainties in instrument-model comparisons need to be quantified accurately. These uncertainties arise from several factors such as measurement uncertainty, spatial variability, and interpolation of model output to instrument locations, to name a few. In this presentation, we will introduce a formalism to quantify measurement uncertainty and spatial variability. The accuracy of this formalism will be tested using existing datasets such as the eXperimental Planetary boundary layer Instrumentation Assessment (XPIA) campaign. Finally, the uncertainties in wind measurement and the spatial variability estimates from the WFIP2 field campaign will be discussed to understand the challenges involved in model evaluation.
In uncertainty we trust: a median voter model with risk aversion
Directory of Open Access Journals (Sweden)
Pavel A. Yakovlev
2011-12-01
Full Text Available The principal-agent problem and uncertainty are some of the key factors affecting financial and political markets. Fear of the unknown plays an important role in human decision making, including voting. This article describes a theoretical model where voter risk aversion towards uncertainty gives political incumbents a significant advantage over their challengers, exacerbating the principal-agent problem between voters and legislators. The model presented predicts that a rise in voter uncertainty concerning the challenger allows the incumbent to deviate from the median voter’s policy preference without losing the election. This model reconciles the paradoxical coexistence of ideological shirking and high incumbent reelection rates without abandoning the elegant median voter framework.
Robust Optimization Model for Production Planning Problem under Uncertainty
Directory of Open Access Journals (Sweden)
Pembe GÜÇLÜ
2017-01-01
Full Text Available Conditions of businesses change very quickly. To take into account the uncertainty engendered by changes has become almost a rule while planning. Robust optimization techniques that are methods of handling uncertainty ensure to produce less sensitive results to changing conditions. Production planning, is to decide from which product, when and how much will be produced, with a most basic definition. Modeling and solution of the Production planning problems changes depending on structure of the production processes, parameters and variables. In this paper, it is aimed to generate and apply scenario based robust optimization model for capacitated two-stage multi-product production planning problem under parameter and demand uncertainty. With this purpose, production planning problem of a textile company that operate in İzmir has been modeled and solved, then deterministic scenarios’ and robust method’s results have been compared. Robust method has provided a production plan that has higher cost but, will result close to feasible and optimal for most of the different scenarios in the future.
Sources of uncertainties in modelling black carbon at the global scale
Directory of Open Access Journals (Sweden)
E. Vignati
2010-03-01
Full Text Available Our understanding of the global black carbon (BC cycle is essentially qualitative due to uncertainties in our knowledge of its properties. This work investigates two source of uncertainties in modelling black carbon: those due to the use of different schemes for BC ageing and its removal rate in the global Transport-Chemistry model TM5 and those due to the uncertainties in the definition and quantification of the observations, which propagate through to both the emission inventories, and the measurements used for the model evaluation.
The schemes for the atmospheric processing of black carbon that have been tested with the model are (i a simple approach considering BC as bulk aerosol and a simple treatment of the removal with fixed 70% of in-cloud black carbon concentrations scavenged by clouds and removed when rain is present and (ii a more complete description of microphysical ageing within an aerosol dynamics model, where removal is coupled to the microphysical properties of the aerosol, which results in a global average of 40% in-cloud black carbon that is scavenged in clouds and subsequently removed by rain, thus resulting in a longer atmospheric lifetime. This difference is reflected in comparisons between both sets of modelled results and the measurements. Close to the sources, both anthropogenic and vegetation fire source regions, the model results do not differ significantly, indicating that the emissions are the prevailing mechanism determining the concentrations and the choice of the aerosol scheme does not influence the levels. In more remote areas such as oceanic and polar regions the differences can be orders of magnitude, due to the differences between the two schemes. The more complete description reproduces the seasonal trend of the black carbon observations in those areas, although not always the magnitude of the signal, while the more simplified approach underestimates black carbon concentrations by orders of
Effect of Uncertainty Parameters in Blowdown and Reflood Models for OPR1000 LBLOCA Analysis
Energy Technology Data Exchange (ETDEWEB)
Huh, Byung Gil; Jin, Chang Yong; Seul, Kwangwon; Hwang, Taesuk [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)
2014-05-15
KINS(Korea Institute of Nuclear Safety) has also performed the audit calculation with the KINS Realistic Evaluation Methodology(KINS-REM) to confirm the validity of licensee's calculation. In the BEPU method, it is very important to quantify the code and model uncertainty. It is referred in the following requirement: BE calculations in Regulatory Guide 1.157 - 'the code and models used are acceptable and applicable to the specific facility over the intended operating range and must quantify the uncertainty in the specific application'. In general, the uncertainty of model/code should be obtained through the data comparison with relevant integral- and separate-effect tests at different scales. However, it is not easy to determine these kinds of uncertainty because of the difficulty for evaluating accurately various experiments. Therefore, the expert judgment has been used in many cases even with the limitation that the uncertainty range of important parameters can be wide and inaccurate. In the KINS-REM, six heat transfer parameters in the blowdown phase have been used to consider the uncertainty of models. Recently, MARS-KS code was modified to consider the uncertainty of the five heat transfer parameters in the reflood phase. Accordingly, it is required that the uncertainty range for parameters of reflood models is determined and the effect of these ranges is evaluated. In this study, the large break LOCA (LBLOCA) analysis for OPR1000 was performed to identify the effect of uncertainty parameters in blowdown and reflood models.
An improved non-Markovian degradation model with long-term dependency and item-to-item uncertainty
Xi, Xiaopeng; Chen, Maoyin; Zhang, Hanwen; Zhou, Donghua
2018-05-01
It is widely noted in the literature that the degradation should be simplified into a memoryless Markovian process for the purpose of predicting the remaining useful life (RUL). However, there actually exists the long-term dependency in the degradation processes of some industrial systems, including electromechanical equipments, oil tankers, and large blast furnaces. This implies the new degradation state depends not only on the current state, but also on the historical states. Such dynamic systems cannot be accurately described by traditional Markovian models. Here we present an improved non-Markovian degradation model with both the long-term dependency and the item-to-item uncertainty. As a typical non-stationary process with dependent increments, fractional Brownian motion (FBM) is utilized to simulate the fractal diffusion of practical degradations. The uncertainty among multiple items can be represented by a random variable of the drift. Based on this model, the unknown parameters are estimated through the maximum likelihood (ML) algorithm, while a closed-form solution to the RUL distribution is further derived using a weak convergence theorem. The practicability of the proposed model is fully verified by two real-world examples. The results demonstrate that the proposed method can effectively reduce the prediction error.
Uncertainties in the CO2 buget associated to boundary layer dynamics and CO2-advection
Kaikkonen, J.P.; Pino, D.; Vilà-Guerau de Arellano, J.
2012-01-01
The relationship between boundary layer dynamics and carbon dioxide (CO2) budget in the convective boundary layer (CBL) is investigated by using mixed-layer theory. We derive a new set of analytical relations to quantify the uncertainties on the estimation of the bulk CO2 mixing ratio and the
Uncertainty analysis for a field-scale P loss model
Models are often used to predict phosphorus (P) loss from agricultural fields. While it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study we assessed the effect of model input error on predic...
Swinburne, Thomas D.; Perez, Danny
2018-05-01
A massively parallel method to build large transition rate matrices from temperature-accelerated molecular dynamics trajectories is presented. Bayesian Markov model analysis is used to estimate the expected residence time in the known state space, providing crucial uncertainty quantification for higher-scale simulation schemes such as kinetic Monte Carlo or cluster dynamics. The estimators are additionally used to optimize where exploration is performed and the degree of temperature acceleration on the fly, giving an autonomous, optimal procedure to explore the state space of complex systems. The method is tested against exactly solvable models and used to explore the dynamics of C15 interstitial defects in iron. Our uncertainty quantification scheme allows for accurate modeling of the evolution of these defects over timescales of several seconds.