WorldWideScience

Sample records for model uncertainty application

  1. 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

  2. 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.

  3. Identifying influences on model uncertainty: an application using a forest carbon budget model

    Science.gov (United States)

    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...

  4. Reducing uncertainty based on model fitness: Application to a ...

    African Journals Online (AJOL)

    A weakness of global sensitivity and uncertainty analysis methodologies is the often subjective definition of prior parameter probability distributions, especially ... The reservoir representing the central part of the wetland, where flood waters separate into several independent distributaries, is a keystone area within the model.

  5. Bayesian uncertainty analysis with applications to turbulence modeling

    International Nuclear Information System (INIS)

    Cheung, Sai Hung; Oliver, Todd A.; Prudencio, Ernesto E.; Prudhomme, Serge; Moser, Robert D.

    2011-01-01

    In this paper, we apply Bayesian uncertainty quantification techniques to the processes of calibrating complex mathematical models and predicting quantities of interest (QoI's) with such models. These techniques also enable the systematic comparison of competing model classes. The processes of calibration and comparison constitute the building blocks of a larger validation process, the goal of which is to accept or reject a given mathematical model for the prediction of a particular QoI for a particular scenario. In this work, we take the first step in this process by applying the methodology to the analysis of the Spalart-Allmaras turbulence model in the context of incompressible, boundary layer flows. Three competing model classes based on the Spalart-Allmaras model are formulated, calibrated against experimental data, and used to issue a prediction with quantified uncertainty. The model classes are compared in terms of their posterior probabilities and their prediction of QoI's. The model posterior probability represents the relative plausibility of a model class given the data. Thus, it incorporates the model's ability to fit experimental observations. Alternatively, comparing models using the predicted QoI connects the process to the needs of decision makers that use the results of the model. We show that by using both the model plausibility and predicted QoI, one has the opportunity to reject some model classes after calibration, before subjecting the remaining classes to additional validation challenges.

  6. Uncertainty analysis in WWTP model applications: a critical discussion using an example from design

    DEFF Research Database (Denmark)

    Sin, Gürkan; Gernaey, Krist; Neumann, Marc B.

    2009-01-01

    of design performance criteria differs significantly. The implication for the practical applications of uncertainty analysis in the wastewater industry is profound: (i) as the uncertainty analysis results are specific to the framing used, the results must be interpreted within the context of that framing......This study focuses on uncertainty analysis of WWTP models and analyzes the issue of framing and how it affects the interpretation of uncertainty analysis results. As a case study, the prediction of uncertainty involved in model-based design of a wastewater treatment plant is studied. The Monte...... to stoichiometric, biokinetic and influent parameters; (2) uncertainty due to hydraulic behaviour of the plant and mass transfer parameters; (3) uncertainty due to the combination of (1) and (2). The results demonstrate that depending on the way the uncertainty analysis is framed, the estimated uncertainty...

  7. Decreasing Kd uncertainties through the application of thermodynamic sorption models

    International Nuclear Information System (INIS)

    Domènech, Cristina; García, David; Pękala, Marek

    2015-01-01

    Radionuclide retardation processes during transport are expected to play an important role in the safety assessment of subsurface disposal facilities for radioactive waste. The linear distribution coefficient (K d ) is often used to represent radionuclide retention, because analytical solutions to the classic advection–diffusion-retardation equation under simple boundary conditions are readily obtainable, and because numerical implementation of this approach is relatively straightforward. For these reasons, the K d approach lends itself to probabilistic calculations required by Performance Assessment (PA) calculations. However, it is widely recognised that K d values derived from laboratory experiments generally have a narrow field of validity, and that the uncertainty of the K d outside this field increases significantly. Mechanistic multicomponent geochemical simulators can be used to calculate K d values under a wide range of conditions. This approach is powerful and flexible, but requires expert knowledge on the part of the user. The work presented in this paper aims to develop a simplified approach of estimating K d values whose level of accuracy would be comparable with those obtained by fully-fledged geochemical simulators. The proposed approach consists of deriving simplified algebraic expressions by combining relevant mass action equations. This approach was applied to three distinct geochemical systems involving surface complexation and ion-exchange processes. Within bounds imposed by model simplifications, the presented approach allows radionuclide K d values to be estimated as a function of key system-controlling parameters, such as the pH and mineralogy. This approach could be used by PA professionals to assess the impact of key geochemical parameters on the variability of radionuclide K d values. Moreover, the presented approach could be relatively easily implemented in existing codes to represent the influence of temporal and spatial changes in

  8. Application of a Novel Dose-Uncertainty Model for Dose-Uncertainty Analysis in Prostate Intensity-Modulated Radiotherapy

    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.

  9. Good Modeling Practice for PAT Applications: Propagation of Input Uncertainty and Sensitivity Analysis

    DEFF Research Database (Denmark)

    Sin, Gürkan; Gernaey, Krist; Eliasson Lantz, Anna

    2009-01-01

    The uncertainty and sensitivity analysis are evaluated for their usefulness as part of the model-building within Process Analytical Technology applications. A mechanistic model describing a batch cultivation of Streptomyces coelicolor for antibiotic production was used as case study. The input...... compared to the large uncertainty observed in the antibiotic and off-gas CO2 predictions. The output uncertainty was observed to be lower during the exponential growth phase, while higher in the stationary and death phases - meaning the model describes some periods better than others. To understand which...... promising for helping to build reliable mechanistic models and to interpret the model outputs properly. These tools make part of good modeling practice, which can contribute to successful PAT applications for increased process understanding, operation and control purposes. © 2009 American Institute...

  10. Uncertainty characterization and quantification in air pollution models. Application to the CHIMERE model

    Science.gov (United States)

    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

  11. A Statistical Modeling Framework for Characterising Uncertainty in Large Datasets: Application to Ocean Colour

    Directory of Open Access Journals (Sweden)

    Peter E. Land

    2018-05-01

    Full Text Available Uncertainty estimation is crucial to establishing confidence in any data analysis, and this is especially true for Essential Climate Variables, including ocean colour. Methods for deriving uncertainty vary greatly across data types, so a generic statistics-based approach applicable to multiple data types is an advantage to simplify the use and understanding of uncertainty data. Progress towards rigorous uncertainty analysis of ocean colour has been slow, in part because of the complexity of ocean colour processing. Here, we present a general approach to uncertainty characterisation, using a database of satellite-in situ matchups to generate a statistical model of satellite uncertainty as a function of its contributing variables. With an example NASA MODIS-Aqua chlorophyll-a matchups database mostly covering the north Atlantic, we demonstrate a model that explains 67% of the squared error in log(chlorophyll-a as a potentially correctable bias, with the remaining uncertainty being characterised as standard deviation and standard error at each pixel. The method is quite general, depending only on the existence of a suitable database of matchups or reference values, and can be applied to other sensors and data types such as other satellite observed Essential Climate Variables, empirical algorithms derived from in situ data, or even model data.

  12. Application of probabilistic modelling for the uncertainty evaluation of alignment measurements of large accelerator magnets assemblies

    Science.gov (United States)

    Doytchinov, I.; Tonnellier, X.; Shore, P.; Nicquevert, B.; Modena, M.; Mainaud Durand, H.

    2018-05-01

    Micrometric assembly and alignment requirements for future particle accelerators, and especially large assemblies, create the need for accurate uncertainty budgeting of alignment measurements. Measurements and uncertainties have to be accurately stated and traceable, to international standards, for metre-long sized assemblies, in the range of tens of µm. Indeed, these hundreds of assemblies will be produced and measured by several suppliers around the world, and will have to be integrated into a single machine. As part of the PACMAN project at CERN, we proposed and studied a practical application of probabilistic modelling of task-specific alignment uncertainty by applying a simulation by constraints calibration method. Using this method, we calibrated our measurement model using available data from ISO standardised tests (10360 series) for the metrology equipment. We combined this model with reference measurements and analysis of the measured data to quantify the actual specific uncertainty of each alignment measurement procedure. Our methodology was successfully validated against a calibrated and traceable 3D artefact as part of an international inter-laboratory study. The validated models were used to study the expected alignment uncertainty and important sensitivity factors in measuring the shortest and longest of the compact linear collider study assemblies, 0.54 m and 2.1 m respectively. In both cases, the laboratory alignment uncertainty was within the targeted uncertainty budget of 12 µm (68% confidence level). It was found that the remaining uncertainty budget for any additional alignment error compensations, such as the thermal drift error due to variation in machine operation heat load conditions, must be within 8.9 µm and 9.8 µm (68% confidence level) respectively.

  13. Accounting for Model Uncertainties Using Reliability Methods - Application to Carbon Dioxide Geologic Sequestration System. Final Report

    International Nuclear Information System (INIS)

    Mok, Chin Man; Doughty, Christine; Zhang, Keni; Pruess, Karsten; Kiureghian, Armen; Zhang, Miao; Kaback, Dawn

    2010-01-01

    A new computer code, CALRELTOUGH, which uses reliability methods to incorporate parameter sensitivity and uncertainty analysis into subsurface flow and transport models, was developed by Geomatrix Consultants, Inc. in collaboration with Lawrence Berkeley National Laboratory and University of California at Berkeley. The CALREL reliability code was developed at the University of California at Berkely for geotechnical applications and the TOUGH family of codes was developed at Lawrence Berkeley National Laboratory for subsurface flow and tranport applications. The integration of the two codes provides provides a new approach to deal with uncertainties in flow and transport modeling of the subsurface, such as those uncertainties associated with hydrogeology parameters, boundary conditions, and initial conditions of subsurface flow and transport using data from site characterization and monitoring for conditioning. The new code enables computation of the reliability of a system and the components that make up the system, instead of calculating the complete probability distributions of model predictions at all locations at all times. The new CALRELTOUGH code has tremendous potential to advance subsurface understanding for a variety of applications including subsurface energy storage, nuclear waste disposal, carbon sequestration, extraction of natural resources, and environmental remediation. The new code was tested on a carbon sequestration problem as part of the Phase I project. Phase iI was not awarded.

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

    Science.gov (United States)

    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

  15. Complex Systems Models and Their Applications: Towards a New Science of Verification, Validation & Uncertainty Quantification

    Energy Technology Data Exchange (ETDEWEB)

    Tsao, Jeffrey Y. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Trucano, Timothy G. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Kleban, Stephen D. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Naugle, Asmeret Bier [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Verzi, Stephen Joseph [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Swiler, Laura Painton [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Johnson, Curtis M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Smith, Mark A. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Flanagan, Tatiana Paz [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Vugrin, Eric D. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Gabert, Kasimir Georg [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Lave, Matthew Samuel [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Chen, Wei [Northwestern Univ., Evanston, IL (United States); DeLaurentis, Daniel [Purdue Univ., West Lafayette, IN (United States); Hubler, Alfred [Univ. of Illinois, Urbana, IL (United States); Oberkampf, Bill [WLO Consulting, Austin, TX (United States)

    2016-08-01

    This report contains the written footprint of a Sandia-hosted workshop held in Albuquerque, New Mexico, June 22-23, 2016 on “Complex Systems Models and Their Applications: Towards a New Science of Verification, Validation and Uncertainty Quantification,” as well as of pre-work that fed into the workshop. The workshop’s intent was to explore and begin articulating research opportunities at the intersection between two important Sandia communities: the complex systems (CS) modeling community, and the verification, validation and uncertainty quantification (VVUQ) community The overarching research opportunity (and challenge) that we ultimately hope to address is: how can we quantify the credibility of knowledge gained from complex systems models, knowledge that is often incomplete and interim, but will nonetheless be used, sometimes in real-time, by decision makers?

  16. A Monte Carlo approach to constraining uncertainties in modelled downhole gravity gradiometry applications

    Science.gov (United States)

    Matthews, Samuel J.; O'Neill, Craig; Lackie, Mark A.

    2017-06-01

    Gravity gradiometry has a long legacy, with airborne/marine applications as well as surface applications receiving renewed recent interest. Recent instrumental advances has led to the emergence of downhole gravity gradiometry applications that have the potential for greater resolving power than borehole gravity alone. This has promise in both the petroleum and geosequestration industries; however, the effect of inherent uncertainties in the ability of downhole gravity gradiometry to resolve a subsurface signal is unknown. Here, we utilise the open source modelling package, Fatiando a Terra, to model both the gravity and gravity gradiometry responses of a subsurface body. We use a Monte Carlo approach to vary the geological structure and reference densities of the model within preset distributions. We then perform 100 000 simulations to constrain the mean response of the buried body as well as uncertainties in these results. We varied our modelled borehole to be either centred on the anomaly, adjacent to the anomaly (in the x-direction), and 2500 m distant to the anomaly (also in the x-direction). We demonstrate that gravity gradiometry is able to resolve a reservoir-scale modelled subsurface density variation up to 2500 m away, and that certain gravity gradient components (Gzz, Gxz, and Gxx) are particularly sensitive to this variation in gravity/gradiometry above the level of uncertainty in the model. The responses provided by downhole gravity gradiometry modelling clearly demonstrate a technique that can be utilised in determining a buried density contrast, which will be of particular use in the emerging industry of CO2 geosequestration. The results also provide a strong benchmark for the development of newly emerging prototype downhole gravity gradiometers.

  17. 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

  18. Generic uncertainty model for DETRA for environmental consequence analyses. Application and sample outputs

    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

  19. Uncertainty covariances in robotics applications

    International Nuclear Information System (INIS)

    Smith, D.L.

    1984-01-01

    The application of uncertainty covariance matrices in the analysis of robot trajectory errors is explored. First, relevant statistical concepts are reviewed briefly. Then, a simple, hypothetical robot model is considered to illustrate methods for error propagation and performance test data evaluation. The importance of including error correlations is emphasized

  20. 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

  1. Leaf area index uncertainty estimates for model-data fusion applications

    Science.gov (United States)

    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...

  2. Uncertainty in eddy covariance measurements and its application to physiological models

    Science.gov (United States)

    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...

  3. Application of the emission inventory model TEAM: Uncertainties in dioxin emission estimates for central Europe

    NARCIS (Netherlands)

    Pulles, M.P.J.; Kok, H.; Quass, U.

    2006-01-01

    This study uses an improved emission inventory model to assess the uncertainties in emissions of dioxins and furans associated with both knowledge on the exact technologies and processes used, and with the uncertainties of both activity data and emission factors. The annual total emissions for the

  4. Application of Uncertainty and Sensitivity Analysis to a Kinetic Model for Enzymatic Biodiesel Production

    DEFF Research Database (Denmark)

    Price, Jason Anthony; Nordblad, Mathias; Woodley, John

    2014-01-01

    This paper demonstrates the added benefits of using uncertainty and sensitivity analysis in the kinetics of enzymatic biodiesel production. For this study, a kinetic model by Fedosov and co-workers is used. For the uncertainty analysis the Monte Carlo procedure was used to statistically quantify...

  5. Estimation of uncertainties in predictions of environmental transfer models: evaluation of methods and application to CHERPAC

    International Nuclear Information System (INIS)

    Koch, J.; Peterson, S-R.

    1995-10-01

    Models used to simulate environmental transfer of radionuclides typically include many parameters, the values of which are uncertain. An estimation of the uncertainty associated with the predictions is therefore essential. Difference methods to quantify the uncertainty in the prediction parameter uncertainties are reviewed. A statistical approach using random sampling techniques is recommended for complex models with many uncertain parameters. In this approach, the probability density function of the model output is obtained from multiple realizations of the model according to a multivariate random sample of the different input parameters. Sampling efficiency can be improved by using a stratified scheme (Latin Hypercube Sampling). Sample size can also be restricted when statistical tolerance limits needs to be estimated. Methods to rank parameters according to their contribution to uncertainty in the model prediction are also reviewed. Recommended are measures of sensitivity, correlation and regression coefficients that can be calculated on values of input and output variables generated during the propagation of uncertainties through the model. A parameter uncertainty analysis is performed for the CHERPAC food chain model which estimates subjective confidence limits and intervals on the predictions at a 95% confidence level. A sensitivity analysis is also carried out using partial rank correlation coefficients. This identified and ranks the parameters which are the main contributors to uncertainty in the predictions, thereby guiding further research efforts. (author). 44 refs., 2 tabs., 4 figs

  6. Estimation of uncertainties in predictions of environmental transfer models: evaluation of methods and application to CHERPAC

    Energy Technology Data Exchange (ETDEWEB)

    Koch, J. [Israel Atomic Energy Commission, Yavne (Israel). Soreq Nuclear Research Center; Peterson, S-R.

    1995-10-01

    Models used to simulate environmental transfer of radionuclides typically include many parameters, the values of which are uncertain. An estimation of the uncertainty associated with the predictions is therefore essential. Difference methods to quantify the uncertainty in the prediction parameter uncertainties are reviewed. A statistical approach using random sampling techniques is recommended for complex models with many uncertain parameters. In this approach, the probability density function of the model output is obtained from multiple realizations of the model according to a multivariate random sample of the different input parameters. Sampling efficiency can be improved by using a stratified scheme (Latin Hypercube Sampling). Sample size can also be restricted when statistical tolerance limits needs to be estimated. Methods to rank parameters according to their contribution to uncertainty in the model prediction are also reviewed. Recommended are measures of sensitivity, correlation and regression coefficients that can be calculated on values of input and output variables generated during the propagation of uncertainties through the model. A parameter uncertainty analysis is performed for the CHERPAC food chain model which estimates subjective confidence limits and intervals on the predictions at a 95% confidence level. A sensitivity analysis is also carried out using partial rank correlation coefficients. This identified and ranks the parameters which are the main contributors to uncertainty in the predictions, thereby guiding further research efforts. (author). 44 refs., 2 tabs., 4 figs.

  7. Uncertainty quantification theory, implementation, and applications

    CERN Document Server

    Smith, Ralph C

    2014-01-01

    The field of uncertainty quantification is evolving rapidly because of increasing emphasis on models that require quantified uncertainties for large-scale applications, novel algorithm development, and new computational architectures that facilitate implementation of these algorithms. Uncertainty Quantification: Theory, Implementation, and Applications provides readers with the basic concepts, theory, and algorithms necessary to quantify input and response uncertainties for simulation models arising in a broad range of disciplines. The book begins with a detailed discussion of applications where uncertainty quantification is critical for both scientific understanding and policy. It then covers concepts from probability and statistics, parameter selection techniques, frequentist and Bayesian model calibration, propagation of uncertainties, quantification of model discrepancy, surrogate model construction, and local and global sensitivity analysis. The author maintains a complementary web page where readers ca...

  8. Application of uncertainty and sensitivity analysis to the air quality SHERPA modelling tool

    Science.gov (United States)

    Pisoni, E.; Albrecht, D.; Mara, T. A.; Rosati, R.; Tarantola, S.; Thunis, P.

    2018-06-01

    Air quality has significantly improved in Europe over the past few decades. Nonetheless we still find high concentrations in measurements mainly in specific regions or cities. This dimensional shift, from EU-wide to hot-spot exceedances, calls for a novel approach to regional air quality management (to complement EU-wide existing policies). The SHERPA (Screening for High Emission Reduction Potentials on Air quality) modelling tool was developed in this context. It provides an additional tool to be used in support to regional/local decision makers responsible for the design of air quality plans. It is therefore important to evaluate the quality of the SHERPA model, and its behavior in the face of various kinds of uncertainty. Uncertainty and sensitivity analysis techniques can be used for this purpose. They both reveal the links between assumptions and forecasts, help in-model simplification and may highlight unexpected relationships between inputs and outputs. Thus, a policy steered SHERPA module - predicting air quality improvement linked to emission reduction scenarios - was evaluated by means of (1) uncertainty analysis (UA) to quantify uncertainty in the model output, and (2) by sensitivity analysis (SA) to identify the most influential input sources of this uncertainty. The results of this study provide relevant information about the key variables driving the SHERPA output uncertainty, and advise policy-makers and modellers where to place their efforts for an improved decision-making process.

  9. Global sensitivity analysis in wastewater treatment plant model applications: Prioritizing sources of uncertainty

    DEFF Research Database (Denmark)

    Sin, Gürkan; Gernaey, Krist; Neumann, Marc B.

    2011-01-01

    This study demonstrates the usefulness of global sensitivity analysis in wastewater treatment plant (WWTP) design to prioritize sources of uncertainty and quantify their impact on performance criteria. The study, which is performed with the Benchmark Simulation Model no. 1 plant design, complements...... insight into devising useful ways for reducing uncertainties in the plant performance. This information can help engineers design robust WWTP plants....... a previous paper on input uncertainty characterisation and propagation (Sin et al., 2009). A sampling-based sensitivity analysis is conducted to compute standardized regression coefficients. It was found that this method is able to decompose satisfactorily the variance of plant performance criteria (with R2...

  10. An analysis of sensitivity and uncertainty associated with the use of the HSPF model for EIA applications

    Energy Technology Data Exchange (ETDEWEB)

    Biftu, G.F.; Beersing, A.; Wu, S.; Ade, F. [Golder Associates, Calgary, AB (Canada)

    2005-07-01

    An outline of a new approach to assessing the sensitivity and uncertainty associated with surface water modelling results using Hydrological Simulation Program-Fortran (HSPF) was presented, as well as the results of a sensitivity and uncertainty analysis. The HSPF model is often used to characterize the hydrological processes in watersheds within the oil sands region. Typical applications of HSPF included calibration of the model parameters using data from gauged watersheds, as well as validation of calibrated models with data sets. Additionally, simulations are often conducted to make flow predictions to support the environmental impact assessment (EIA) process. However, a key aspect of the modelling components of the EIA process is the sensitivity and uncertainty of the modelling results as compared to model parameters. Many of the variations in the HSPF model's outputs are caused by a small number of model parameters and outputs. A sensitivity analysis was performed to identify and focus on key parameters and assumptions that have the most influence on the model's outputs. Analysis entailed varying each parameter in turn, within a range, and examining the resulting relative changes in the model outputs. This analysis consisted of the selection of probability distributions to characterize the uncertainty in the model's key sensitive parameters, as well as the use of Monte Carlo and HSPF simulation to determine the uncertainty in model outputs. tabs, figs.

  11. Essays on model uncertainty in financial models

    NARCIS (Netherlands)

    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

  12. 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

  13. 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

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

    Science.gov (United States)

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

  15. 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.

  16. 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

  17. Applied research in uncertainty modeling and analysis

    CERN Document Server

    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...

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

    Science.gov (United States)

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

    2015-12-01

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

  19. Application Of Global Sensitivity Analysis And Uncertainty Quantification In Dynamic Modelling Of Micropollutants In Stormwater Runoff

    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...

  20. Development and application of a new deterministic method for calculating computer model result uncertainties

    International Nuclear Information System (INIS)

    Maerker, R.E.; Worley, B.A.

    1989-01-01

    Interest in research into the field of uncertainty analysis has recently been stimulated as a result of a need in high-level waste repository design assessment for uncertainty information in the form of response complementary cumulative distribution functions (CCDFs) to show compliance with regulatory requirements. The solution to this problem must obviously rely on the analysis of computer code models, which, however, employ parameters that can have large uncertainties. The motivation for the research presented in this paper is a search for a method involving a deterministic uncertainty analysis approach that could serve as an improvement over those methods that make exclusive use of statistical techniques. A deterministic uncertainty analysis (DUA) approach based on the use of first derivative information is the method studied in the present procedure. The present method has been applied to a high-level nuclear waste repository problem involving use of the codes ORIGEN2, SAS, and BRINETEMP in series, and the resulting CDF of a BRINETEMP result of interest is compared with that obtained through a completely statistical analysis

  1. Propagation of Uncertainty in Bayesian Kernel Models - Application to Multiple-Step Ahead Forecasting

    DEFF Research Database (Denmark)

    Quinonero, Joaquin; Girard, Agathe; Larsen, Jan

    2003-01-01

    The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models such as the Gaus......The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models...... such as the Gaussian process and the relevance vector machine. We derive novel analytic expressions for the predictive mean and variance for Gaussian kernel shapes under the assumption of a Gaussian input distribution in the static case, and of a recursive Gaussian predictive density in iterative forecasting...

  2. Flood modelling : Parameterisation and inflow uncertainty

    NARCIS (Netherlands)

    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

  3. Accounting for Uncertainty in Decision Analytic Models Using Rank Preserving Structural Failure Time Modeling: Application to Parametric Survival Models.

    Science.gov (United States)

    Bennett, Iain; Paracha, Noman; Abrams, Keith; Ray, Joshua

    2018-01-01

    Rank Preserving Structural Failure Time models are one of the most commonly used statistical methods to adjust for treatment switching in oncology clinical trials. The method is often applied in a decision analytic model without appropriately accounting for additional uncertainty when determining the allocation of health care resources. The aim of the study is to describe novel approaches to adequately account for uncertainty when using a Rank Preserving Structural Failure Time model in a decision analytic model. Using two examples, we tested and compared the performance of the novel Test-based method with the resampling bootstrap method and with the conventional approach of no adjustment. In the first example, we simulated life expectancy using a simple decision analytic model based on a hypothetical oncology trial with treatment switching. In the second example, we applied the adjustment method on published data when no individual patient data were available. Mean estimates of overall and incremental life expectancy were similar across methods. However, the bootstrapped and test-based estimates consistently produced greater estimates of uncertainty compared with the estimate without any adjustment applied. Similar results were observed when using the test based approach on a published data showing that failing to adjust for uncertainty led to smaller confidence intervals. Both the bootstrapping and test-based approaches provide a solution to appropriately incorporate uncertainty, with the benefit that the latter can implemented by researchers in the absence of individual patient data. Copyright © 2018 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

  4. Online Prediction under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill

    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...

  5. Models and algorithms for midterm production planning under uncertainty: application of proximal decomposition methods

    International Nuclear Information System (INIS)

    Lenoir, A.

    2008-01-01

    We focus in this thesis, on the optimization process of large systems under uncertainty, and more specifically on solving the class of so-called deterministic equivalents with the help of splitting methods. The underlying application we have in mind is the electricity unit commitment problem under climate, market and energy consumption randomness, arising at EDF. We set the natural time-space-randomness couplings related to this application and we propose two new discretization schemes to tackle the randomness one, each of them based on non-parametric estimation of conditional expectations. This constitute an alternative to the usual scenario tree construction. We use the mathematical model consisting of the sum of two convex functions, a separable one and a coupling one. On the one hand, this simplified model offers a general framework to study decomposition-coordination algorithms by elapsing technicality due to a particular choice of subsystems. On the other hand, the convexity assumption allows to take advantage of monotone operators theory and to identify proximal methods as fixed point algorithms. We underlie the differential properties of the generalized reactions we are looking for a fixed point in order to derive bounds on the speed of convergence. Then we examine two families of decomposition-coordination algorithms resulting from operator splitting methods, namely Forward-Backward and Rachford methods. We suggest some practical method of acceleration of the Rachford class methods. To this end, we analyze the method from a theoretical point of view, furnishing as a byproduct explanations to some numerical observations. Then we propose as a response some improvements. Among them, an automatic updating strategy of scaling factors can correct a potential bad initial choice. The convergence proof is made easier thanks to stability results of some operator composition with respect to graphical convergence provided before. We also submit the idea of introducing

  6. Uncertainty estimation and ensemble forecast with a chemistry-transport model - Application to air-quality modeling and simulation

    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

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

    Science.gov (United States)

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

    2018-03-01

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

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

    Directory of Open Access Journals (Sweden)

    Jinchao Feng

    2018-03-01

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

  9. Reconciling uncertainties in integrated science and policy models: Applications to global climate change

    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.

  10. Research on Multi Hydrological Models Applicability and Modelling Data Uncertainty Analysis for Flash Flood Simulation in Hilly Area

    Science.gov (United States)

    Ye, L.; Wu, J.; Wang, L.; Song, T.; Ji, R.

    2017-12-01

    Flooding in small-scale watershed in hilly area is characterized by short time periods and rapid rise and recession due to the complex underlying surfaces, various climate type and strong effect of human activities. It is almost impossible for a single hydrological model to describe the variation of flooding in both time and space accurately for all the catchments in hilly area because the hydrological characteristics can vary significantly among different catchments. In this study, we compare the performance of 5 hydrological models with varying degrees of complexity for simulation of flash flood for 14 small-scale watershed in China in order to find the relationship between the applicability of the hydrological models and the catchments characteristics. Meanwhile, given the fact that the hydrological data is sparse in hilly area, the effect of precipitation data, DEM resolution and their interference on the uncertainty of flood simulation is also illustrated. In general, the results showed that the distributed hydrological model (HEC-HMS in this study) performed better than the lumped hydrological models. Xinajiang and API models had good simulation for the humid catchments when long-term and continuous rainfall data is provided. Dahuofang model can simulate the flood peak well while the runoff generation module is relatively poor. In addition, the effect of diverse modelling data on the simulations is not simply superposed, and there is a complex interaction effect among different modelling data. Overall, both the catchment hydrological characteristics and modelling data situation should be taken into consideration in order to choose the suitable hydrological model for flood simulation for small-scale catchment in hilly area.

  11. Towards an Industrial Application of Statistical Uncertainty Analysis Methods to Multi-physical Modelling and Safety Analyses

    International Nuclear Information System (INIS)

    Zhang, Jinzhao; Segurado, Jacobo; Schneidesch, Christophe

    2013-01-01

    Since 1980's, Tractebel Engineering (TE) has being developed and applied a multi-physical modelling and safety analyses capability, based on a code package consisting of the best estimate 3D neutronic (PANTHER), system thermal hydraulic (RELAP5), core sub-channel thermal hydraulic (COBRA-3C), and fuel thermal mechanic (FRAPCON/FRAPTRAN) codes. A series of methodologies have been developed to perform and to license the reactor safety analysis and core reload design, based on the deterministic bounding approach. Following the recent trends in research and development as well as in industrial applications, TE has been working since 2010 towards the application of the statistical sensitivity and uncertainty analysis methods to the multi-physical modelling and licensing safety analyses. In this paper, the TE multi-physical modelling and safety analyses capability is first described, followed by the proposed TE best estimate plus statistical uncertainty analysis method (BESUAM). The chosen statistical sensitivity and uncertainty analysis methods (non-parametric order statistic method or bootstrap) and tool (DAKOTA) are then presented, followed by some preliminary results of their applications to FRAPCON/FRAPTRAN simulation of OECD RIA fuel rod codes benchmark and RELAP5/MOD3.3 simulation of THTF tests. (authors)

  12. Uncertainty quantification for environmental models

    Science.gov (United States)

    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

  13. 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

  14. Stochastic modeling of inspection uncertainties and applications to pitting flaws in steam generator tubes

    International Nuclear Information System (INIS)

    Mao, D.; Yuan, X.-X.; Pandey, M.D.

    2009-01-01

    Steam generators (SG) are a major pressure retaining component of great safety significance in nuclear power plants. Due to various manufacturing, operation and maintenance activities, as well as material interaction with the surrounding chemical environment, the SG tubes have been subject to a number of degradation modes. Among them, the under-deposit pitting corrosion at outside surfaces of the SG tubes just on top of the tubesheet support plates has had a serious impact on the integrity of the SG tubes. This paper presents an advanced probabilistic model of pitting corrosion characterizing the inherent randomness of the pitting process and measurement uncertainties of the in-service inspection (ISI) data obtained from eddy current (EC) inspections. A Bayesian method based on Markov Chain Monte Carlo (MCMC) simulation is developed for estimating the model parameters. The proposed model is able to predict the actual pit number, the actual pit depth as well as the maximum pit depth, which is the main interest of the pitting corrosion model. (author)

  15. Chemical model reduction under uncertainty

    KAUST Repository

    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.

  16. Chemical model reduction under uncertainty

    KAUST Repository

    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.

  17. 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

  18. 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...

  19. 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

  20. 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.)

  1. 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.).

  2. 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

  3. Tactical Decision Making under Categorical Uncertainty with Applications to Modeling and Simulation

    National Research Council Canada - National Science Library

    Kemmerer, Kacey E

    2008-01-01

    ...) and individual differences affect response time in decision-making tasks. The researchers elicited real-world tactical scenarios from veterans of Operation Enduring Freedom and Operation Iraqi Freedom in which uncertainty was present...

  4. Applications of Bayesian temperature profile reconstruction to automated comparison with heat transport models and uncertainty quantification of current diffusion

    International Nuclear Information System (INIS)

    Irishkin, M.; Imbeaux, F.; Aniel, T.; Artaud, J.F.

    2015-01-01

    Highlights: • We developed a method for automated comparison of experimental data with models. • A unique platform implements Bayesian analysis and integrated modelling tools. • The method is tokamak-generic and is applied to Tore Supra and JET pulses. • Validation of a heat transport model is carried out. • We quantified the uncertainties due to Te profiles in current diffusion simulations. - Abstract: In the context of present and future long pulse tokamak experiments yielding a growing size of measured data per pulse, automating data consistency analysis and comparisons of measurements with models is a critical matter. To address these issues, the present work describes an expert system that carries out in an integrated and fully automated way (i) a reconstruction of plasma profiles from the measurements, using Bayesian analysis (ii) a prediction of the reconstructed quantities, according to some models and (iii) a comparison of the first two steps. The first application shown is devoted to the development of an automated comparison method between the experimental plasma profiles reconstructed using Bayesian methods and time dependent solutions of the transport equations. The method was applied to model validation of a simple heat transport model with three radial shape options. It has been tested on a database of 21 Tore Supra and 14 JET shots. The second application aims at quantifying uncertainties due to the electron temperature profile in current diffusion simulations. A systematic reconstruction of the Ne, Te, Ti profiles was first carried out for all time slices of the pulse. The Bayesian 95% highest probability intervals on the Te profile reconstruction were then used for (i) data consistency check of the flux consumption and (ii) defining a confidence interval for the current profile simulation. The method has been applied to one Tore Supra pulse and one JET pulse.

  5. 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

  6. Combined Estimation of Hydrogeologic Conceptual Model, Parameter, and Scenario Uncertainty with Application to Uranium Transport at the Hanford Site 300 Area

    Energy Technology Data Exchange (ETDEWEB)

    Meyer, Philip D.; Ye, Ming; Rockhold, Mark L.; Neuman, Shlomo P.; Cantrell, Kirk J.

    2007-07-30

    This report to the Nuclear Regulatory Commission (NRC) describes the development and application of a methodology to systematically and quantitatively assess predictive uncertainty in groundwater flow and transport modeling that considers the combined impact of hydrogeologic uncertainties associated with the conceptual-mathematical basis of a model, model parameters, and the scenario to which the model is applied. The methodology is based on a n extension of a Maximum Likelihood implementation of Bayesian Model Averaging. Model uncertainty is represented by postulating a discrete set of alternative conceptual models for a site with associated prior model probabilities that reflect a belief about the relative plausibility of each model based on its apparent consistency with available knowledge and data. Posterior model probabilities are computed and parameter uncertainty is estimated by calibrating each model to observed system behavior; prior parameter estimates are optionally included. Scenario uncertainty is represented as a discrete set of alternative future conditions affecting boundary conditions, source/sink terms, or other aspects of the models, with associated prior scenario probabilities. A joint assessment of uncertainty results from combining model predictions computed under each scenario using as weight the posterior model and prior scenario probabilities. The uncertainty methodology was applied to modeling of groundwater flow and uranium transport at the Hanford Site 300 Area. Eight alternative models representing uncertainty in the hydrogeologic and geochemical properties as well as the temporal variability were considered. Two scenarios represent alternative future behavior of the Columbia River adjacent to the site were considered. The scenario alternatives were implemented in the models through the boundary conditions. Results demonstrate the feasibility of applying a comprehensive uncertainty assessment to large-scale, detailed groundwater flow

  7. Robustness and Uncertainty: Applications for Policy in Climate and Hydrological Modeling

    Science.gov (United States)

    Fields, A. L., III

    2015-12-01

    Policymakers must often decide how to proceed when presented with conflicting simulation data from hydrological, climatological, and geological models. While laboratory sciences often appeal to the reproducibility of results to argue for the validity of their conclusions, simulations cannot use this strategy for a number of pragmatic and methodological reasons. However, robustness of predictions and causal structures can serve the same function for simulations as reproducibility does for laboratory experiments and field observations in either adjudicating between conflicting results or showing that there is insufficient justification to externally validate the results. Additionally, an interpretation of the argument from robustness is presented that involves appealing to the convergence of many well-built and diverse models rather than the more common version which involves appealing to the probability that one of a set of models is likely to be true. This interpretation strengthens the case for taking robustness as an additional requirement for the validation of simulation results and ultimately supports the idea that computer simulations can provide information about the world that is just as trustworthy as data from more traditional laboratory studies and field observations. Understanding the importance of robust results for the validation of simulation data is especially important for policymakers making decisions on the basis of potentially conflicting models. Applications will span climate, hydrological, and hydroclimatological models.

  8. Uncertainty and validation. Effect of model complexity on uncertainty estimates

    International Nuclear Information System (INIS)

    Elert, M.

    1996-09-01

    deterministic case, and the uncertainty bands did not always overlap. This suggest that there are considerable model uncertainties present, which were not considered in this study. Concerning possible constraints in the application domain of different models, the results of this exercise suggest that if only the evolution of the root zone concentration is to be predicted, all of the studied models give comparable results. However, if also the flux to the groundwater is to be predicted, then a considerably increased amount of detail is needed concerning the model and the parameterization. This applies to the hydrological as well as the transport modelling. The difference in model predictions and the magnitude of uncertainty was quite small for some of the end-points predicted, while for others it could span many orders of magnitude. Of special importance were end-points where delay in the soil was involved, e.g. release to the groundwater. In such cases the influence of radioactive decay gave rise to strongly non-linear effects. The work in the subgroup has provided many valuable insights on the effects of model simplifications, e.g. discretization in the model, averaging of the time varying input parameters and the assignment of uncertainties to parameters. The conclusions that have been drawn concerning these are primarily valid for the studied scenario. However, we believe that they to a large extent also are generally applicable. The subgroup have had many opportunities to study the pitfalls involved in model comparison. The intention was to provide a well defined scenario for the subgroup, but despite several iterations misunderstandings and ambiguities remained. The participants have been forced to scrutinize their models to try to explain differences in the predictions and most, if not all, of the participants have improved their models as a result of this

  9. Reduction methods and uncertainty analysis: application to a Chemistry-Transport Model for modeling and simulation of impacts

    International Nuclear Information System (INIS)

    Boutahar, Jaouad

    2004-01-01

    In an integrated impact assessment, one has to test several scenarios of the model inputs or/and to identify the effects of model input uncertainties on the model outputs. In both cases, a large number of simulations of the model is necessary. That of course is not feasible with comprehensive Chemistry-Transport Model, due to the need for huge CPU times. Two approaches may be used in order to circumvent these difficulties: The first approach consists in reducing the computational cost of the original model by building a reduced model. Two reduction techniques are used: the first method, POD, is related to the statistical behaviour of the system and is based on a proper orthogonal decomposition of the solutions. The second method, is an efficient representation of the input/output behaviour through look-up tables. It describes the output model as an expansion of finite hierarchical correlated function in terms of the input variables. The second approach is based on reducing the number of models runs required by the standard Monte Carlo methods. It characterizes the probabilistic response of the uncertain model output as an expansion of orthogonal polynomials according to model inputs uncertainties. Then the classical Monte Carlo simulation can easily be used to compute the probability density of the uncertain output. Another key point in an integrated impact assessment is to develop strategies for the reduction of emissions by computing Source/Receptor matrices for several years of simulations. We proposed here an efficient method to calculate these matrices by using the adjoint model and in particular by defining the 'representative chemical day'. All of these methods are applied to POLAIR3D, a Chemistry-Transport model developed in this thesis. (author) [fr

  10. Uncertainty assessment of a model for biological nitrogen and phosphorus removal: Application to a large wastewater treatment plant

    Science.gov (United States)

    Mannina, Giorgio; Cosenza, Alida; Viviani, Gaspare

    In the last few years, the use of mathematical models in WasteWater Treatment Plant (WWTP) processes has become a common way to predict WWTP behaviour. However, mathematical models generally demand advanced input for their implementation that must be evaluated by an extensive data-gathering campaign, which cannot always be carried out. This fact, together with the intrinsic complexity of the model structure, leads to model results that may be very uncertain. Quantification of the uncertainty is imperative. However, despite the importance of uncertainty quantification, only few studies have been carried out in the wastewater treatment field, and those studies only included a few of the sources of model uncertainty. Seeking the development of the area, the paper presents the uncertainty assessment of a mathematical model simulating biological nitrogen and phosphorus removal. The uncertainty assessment was conducted according to the Generalised Likelihood Uncertainty Estimation (GLUE) methodology that has been scarcely applied in wastewater field. The model was based on activated-sludge models 1 (ASM) and 2 (ASM2). Different approaches can be used for uncertainty analysis. The GLUE methodology requires a large number of Monte Carlo simulations in which a random sampling of individual parameters drawn from probability distributions is used to determine a set of parameter values. Using this approach, model reliability was evaluated based on its capacity to globally limit the uncertainty. The method was applied to a large full-scale WWTP for which quantity and quality data was gathered. The analysis enabled to gain useful insights for WWTP modelling identifying the crucial aspects where higher uncertainty rely and where therefore, more efforts should be provided in terms of both data gathering and modelling practises.

  11. 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

  12. Model Uncertainty Quantification Methods In Data Assimilation

    Science.gov (United States)

    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.

  13. Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

    Science.gov (United States)

    Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

  14. 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

    the deterministic case, and the uncertainty bands did not always overlap. This suggest that there are considerable model uncertainties present, which were not considered in this study. Concerning possible constraints in the application domain of different models, the results of this exercise suggest that if only the evolution of the root zone concentration is to be predicted, all of the studied models give comparable results. However, if also the flux to the groundwater is to be predicted, then a considerably increased amount of detail is needed concerning the model and the parameterization. This applies to the hydrological as well as the transport modelling. The difference in model predictions and the magnitude of uncertainty was quite small for some of the end-points predicted, while for others it could span many orders of magnitude. Of special importance were end-points where delay in the soil was involved, e.g. release to the groundwater.(abstract truncated)

  15. 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

  16. 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....

  17. Model uncertainty in growth empirics

    NARCIS (Netherlands)

    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

  18. 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.

  19. Modeling uncertainty in coal resource assessments, with an application to a central area of the Gillette coal field, Wyoming

    Science.gov (United States)

    Olea, Ricardo A.; Luppens, James A.

    2014-01-01

    Standards for the public disclosure of mineral resources and reserves do not require the use of any specific methodology when it comes to estimating the reliability of the resources. Unbeknownst to most intended recipients of resource appraisals, such freedom commonly results in subjective opinions or estimations based on suboptimal approaches, such as use of distance methods. This report presents the results of a study of the third of three coal deposits in which drilling density has been increased one order of magnitude in three stages. Applying geostatistical simulation, the densest dataset was used to check the results obtained by modeling the sparser drillings. We have come up with two summary displays of results based on the same simulations, which individually and combined provide a better assessment of uncertainty than traditional qualitative resource classifications: (a) a display of cell 90 percent confidence interval versus cumulative cell tonnage, and (b) a histogram of total resources. The first graph allows classification of data into any number of bins with dividers to be decided by the assessor on the basis of a discriminating variable that is statistically accepted as a measure of uncertainty, thereby improving the quality and flexibility of the modeling. The second display expands the scope of the modeling by providing a quantitative measure of uncertainty for total tonnage, which is a fundamental concern for stockholders, geologists, and decision makers. Our approach allows us to correctly model uncertainty issues not possible to predict with distance methods, such as (a) different levels of uncertainty for individual beds with the same pattern and density of drill holes, (b) different local degrees of reduction of uncertainty with drilling densification reflecting fluctuation in the complexity of the geology, (c) average reduction in uncertainty at a disproportionately lesser rate than the reduction in area per drill hole, (d) the proportional

  20. Modelling uncertainty with generalized credal sets: application to conjunction and decision

    Science.gov (United States)

    Bronevich, Andrey G.; Rozenberg, Igor N.

    2018-01-01

    To model conflict, non-specificity and contradiction in information, upper and lower generalized credal sets are introduced. Any upper generalized credal set is a convex subset of plausibility measures interpreted as lower probabilities whose bodies of evidence consist of singletons and a certain event. Analogously, contradiction is modelled in the theory of evidence by a belief function that is greater than zero at empty set. Based on generalized credal sets, we extend the conjunctive rule for contradictory sources of information, introduce constructions like natural extension in the theory of imprecise probabilities and show that the model of generalized credal sets coincides with the model of imprecise probabilities if the profile of a generalized credal set consists of probability measures. We give ways how the introduced model can be applied to decision problems.

  1. Incorporating Parameter Uncertainty in Bayesian Segmentation Models: Application to Hippocampal Subfield Volumetry

    DEFF Research Database (Denmark)

    Iglesias, J. E.; Sabuncu, M. R.; Van Leemput, Koen

    2012-01-01

    Many successful segmentation algorithms are based on Bayesian models in which prior anatomical knowledge is combined with the available image information. However, these methods typically have many free parameters that are estimated to obtain point estimates only, whereas a faithful Bayesian anal...

  2. Uncertainty analysis in the applications of nuclear probabilistic risk assessment

    International Nuclear Information System (INIS)

    Le Duy, T.D.

    2011-01-01

    The aim of this thesis is to propose an approach to model parameter and model uncertainties affecting the results of risk indicators used in the applications of nuclear Probabilistic Risk assessment (PRA). After studying the limitations of the traditional probabilistic approach to represent uncertainty in PRA model, a new approach based on the Dempster-Shafer theory has been proposed. The uncertainty analysis process of the proposed approach consists in five main steps. The first step aims to model input parameter uncertainties by belief and plausibility functions according to the data PRA model. The second step involves the propagation of parameter uncertainties through the risk model to lay out the uncertainties associated with output risk indicators. The model uncertainty is then taken into account in the third step by considering possible alternative risk models. The fourth step is intended firstly to provide decision makers with information needed for decision making under uncertainty (parametric and model) and secondly to identify the input parameters that have significant uncertainty contributions on the result. The final step allows the process to be continued in loop by studying the updating of beliefs functions given new data. The proposed methodology was implemented on a real but simplified application of PRA model. (author)

  3. 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

  4. 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...

  5. Kalman filter application to mitigate the errors in the trajectory simulations due to the lunar gravitational model uncertainty

    International Nuclear Information System (INIS)

    Gonçalves, L D; Rocco, E M; De Moraes, R V; Kuga, H K

    2015-01-01

    This paper aims to simulate part of the orbital trajectory of Lunar Prospector mission to analyze the relevance of using a Kalman filter to estimate the trajectory. For this study it is considered the disturbance due to the lunar gravitational potential using one of the most recent models, the LP100K model, which is based on spherical harmonics, and considers the maximum degree and order up to the value 100. In order to simplify the expression of the gravitational potential and, consequently, to reduce the computational effort required in the simulation, in some cases, lower values for degree and order are used. Following this aim, it is made an analysis of the inserted error in the simulations when using such values of degree and order to propagate the spacecraft trajectory and control. This analysis was done using the standard deviation that characterizes the uncertainty for each one of the values of the degree and order used in LP100K model for the satellite orbit. With knowledge of the uncertainty of the gravity model adopted, lunar orbital trajectory simulations may be accomplished considering these values of uncertainty. Furthermore, it was also used a Kalman filter, where is considered the sensor's uncertainty that defines the satellite position at each step of the simulation and the uncertainty of the model, by means of the characteristic variance of the truncated gravity model. Thus, this procedure represents an effort to approximate the results obtained using lower values for the degree and order of the spherical harmonics, to the results that would be attained if the maximum accuracy of the model LP100K were adopted. Also a comparison is made between the error in the satellite position in the situation in which the Kalman filter is used and the situation in which the filter is not used. The data for the comparison were obtained from the standard deviation in the velocity increment of the space vehicle. (paper)

  6. Multi-objective compared to single-objective optimization with application to model validation and uncertainty quantification

    Energy Technology Data Exchange (ETDEWEB)

    Schulze-Riegert, R.; Krosche, M.; Stekolschikov, K. [Scandpower Petroleum Technology GmbH, Hamburg (Germany); Fahimuddin, A. [Technische Univ. Braunschweig (Germany)

    2007-09-13

    History Matching in Reservoir Simulation, well location and production optimization etc. is generally a multi-objective optimization problem. The problem statement of history matching for a realistic field case includes many field and well measurements in time and type, e.g. pressure measurements, fluid rates, events such as water and gas break-throughs, etc. Uncertainty parameters modified as part of the history matching process have varying impact on the improvement of the match criteria. Competing match criteria often reduce the likelihood of finding an acceptable history match. It is an engineering challenge in manual history matching processes to identify competing objectives and to implement the changes required in the simulation model. In production optimization or scenario optimization the focus on one key optimization criterion such as NPV limits the identification of alternatives and potential opportunities, since multiple objectives are summarized in a predefined global objective formulation. Previous works primarily focus on a specific optimization method. Few works actually concentrate on the objective formulation and multi-objective optimization schemes have not yet been applied to reservoir simulations. This paper presents a multi-objective optimization approach applicable to reservoir simulation. It addresses the problem of multi-objective criteria in a history matching study and presents analysis techniques identifying competing match criteria. A Pareto-Optimizer is discussed and the implementation of that multi-objective optimization scheme is applied to a case study. Results are compared to a single-objective optimization method. (orig.)

  7. Chemical model reduction under uncertainty

    KAUST Repository

    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.

  8. Propagation of uncertainties through the oil spill model MEDSLIK-II: operational application to the Black Sea

    Science.gov (United States)

    Liubartseva, Svitlana; Coppini, Giovanni; Ciliberti, Stefania Angela; Lecci, Rita

    2017-04-01

    In operational oil spill modeling, MEDSLIK-II (De Dominicis et al., 2013) focuses on the reliability of the oil drift and fate predictions routinely fed by operational oceanographic and atmospheric forecasting chain. Uncertainty calculations enhance oil spill forecast efficiency, supplying probability maps to quantify the propagation of various uncertainties. Recently, we have developed the methodology that allows users to evaluate the variability of oil drift forecast caused by uncertain data on the initial oil spill conditions (Liubartseva et al., 2016). One of the key methodological aspects is a reasonable choice of a way of parameter perturbation. In case of starting oil spill location and time, these scalars might be treated as independent random parameters. If we want to perturb the underlying ocean currents and wind, we have to deal with deterministic vector parameters. To a first approximation, we suggest rolling forecasts as a set of perturbed ocean currents and wind. This approach does not need any extra hydrodynamic calculations, and it is quick enough to be performed in web-based applications. The capabilities of the proposed methodology are explored using the Black Sea Forecasting System (BSFS) recently implemented by Ciliberti et al. (2016) for the Copernicus Marine Environment Monitoring Service (http://marine.copernicus.eu/services-portfolio/access-to-products). BSFS horizontal resolution is 1/36° in zonal and 1/27° in meridional direction (ca. 3 km). Vertical domain discretization is represented by 31 unevenly spaced vertical levels. Atmospheric wind data are provided by the European Centre for Medium-Range Weather Forecasts (ECMWF) forecasts, at 1/8° (ca. 12.5 km) horizontal and 6-hour temporal resolution. A great variety of probability patterns controlled by different underlying flows is represented including the cyclonic Rim Current, flow bifurcations in anticyclonic eddies (e.g., Sevastopol and Batumi), northwestern shelf circulation, etc

  9. The uncertainty analysis of model results a practical guide

    CERN Document Server

    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.

  10. 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.

  11. Uncertainty quantification and stochastic modeling with Matlab

    CERN Document Server

    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

  12. 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)

  13. Uncertainty propagation by using spectral methods: A practical application to a two-dimensional turbulence fluid model

    Science.gov (United States)

    Riva, Fabio; Milanese, Lucio; Ricci, Paolo

    2017-10-01

    To reduce the computational cost of the uncertainty propagation analysis, which is used to study the impact of input parameter variations on the results of a simulation, a general and simple to apply methodology based on decomposing the solution to the model equations in terms of Chebyshev polynomials is discussed. This methodology, based on the work by Scheffel [Am. J. Comput. Math. 2, 173-193 (2012)], approximates the model equation solution with a semi-analytic expression that depends explicitly on time, spatial coordinates, and input parameters. By employing a weighted residual method, a set of nonlinear algebraic equations for the coefficients appearing in the Chebyshev decomposition is then obtained. The methodology is applied to a two-dimensional Braginskii model used to simulate plasma turbulence in basic plasma physics experiments and in the scrape-off layer of tokamaks, in order to study the impact on the simulation results of the input parameter that describes the parallel losses. The uncertainty that characterizes the time-averaged density gradient lengths, time-averaged densities, and fluctuation density level are evaluated. A reasonable estimate of the uncertainty of these distributions can be obtained with a single reduced-cost simulation.

  14. 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

  15. Modelling of Transport Projects Uncertainties

    DEFF Research Database (Denmark)

    Salling, Kim Bang; Leleur, Steen

    2009-01-01

    This paper proposes a new way of handling the uncertainties present in transport decision making based on infrastructure appraisals. The paper suggests to combine the principle of Optimism Bias, which depicts the historical tendency of overestimating transport related benefits and underestimating...... to supplement Optimism Bias and the associated Reference Class Forecasting (RCF) technique with a new technique that makes use of a scenario-grid. We tentatively introduce and refer to this as Reference Scenario Forecasting (RSF). The final RSF output from the CBA-DK model consists of a set of scenario......-based graphs which function as risk-related decision support for the appraised transport infrastructure project....

  16. Uncertainty Quantification in Geomagnetic Field Modeling

    Science.gov (United States)

    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.

  17. 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....

  18. 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

  19. Uncertainty Analysis Based on Sparse Grid Collocation and Quasi-Monte Carlo Sampling with Application in Groundwater Modeling

    Science.gov (United States)

    Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.

    2011-12-01

    Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently

  20. Modelling of Transport Projects Uncertainties

    DEFF Research Database (Denmark)

    Salling, Kim Bang; Leleur, Steen

    2012-01-01

    This paper proposes a new way of handling the uncertainties present in transport decision making based on infrastructure appraisals. The paper suggests to combine the principle of Optimism Bias, which depicts the historical tendency of overestimating transport related benefits and underestimating...... to supplement Optimism Bias and the associated Reference Class Forecasting (RCF) technique with a new technique that makes use of a scenario-grid. We tentatively introduce and refer to this as Reference Scenario Forecasting (RSF). The final RSF output from the CBA-DK model consists of a set of scenario......-based graphs which functions as risk-related decision support for the appraised transport infrastructure project. The presentation of RSF is demonstrated by using an appraisal case concerning a new airfield in the capital of Greenland, Nuuk....

  1. Analytic uncertainty and sensitivity analysis of models with input correlations

    Science.gov (United States)

    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.

  2. Uncertainty Quantification with Applications to Engineering Problems

    DEFF Research Database (Denmark)

    Bigoni, Daniele

    in measurements, predictions and manufacturing, and we can say that any dynamical system used in engineering is subject to some of these uncertainties. The first part of this work presents an overview of the mathematical framework used in Uncertainty Quantification (UQ) analysis and introduces the spectral tensor...... and thus the UQ analysis of the associated systems will benefit greatly from the application of methods which require few function evaluations. We first consider the propagation of the uncertainty and the sensitivity analysis of the non-linear dynamics of railway vehicles with suspension components whose......-scale problems, where efficient methods are necessary with today’s computational resources. The outcome of this work was also the creation of several freely available Python modules for Uncertainty Quantification, which are listed and described in the appendix....

  3. Reusable launch vehicle model uncertainties impact analysis

    Science.gov (United States)

    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).

  4. Evaluating Predictive Uncertainty of Hyporheic Exchange Modelling

    Science.gov (United States)

    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

  5. 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...

  6. A continuous-time adaptive particle filter for estimations under measurement time uncertainties with an application to a plasma-leucine mixed effects model.

    Science.gov (United States)

    Krengel, Annette; Hauth, Jan; Taskinen, Marja-Riitta; Adiels, Martin; Jirstrand, Mats

    2013-01-19

    When mathematical modelling is applied to many different application areas, a common task is the estimation of states and parameters based on measurements. With this kind of inference making, uncertainties in the time when the measurements have been taken are often neglected, but especially in applications taken from the life sciences, this kind of errors can considerably influence the estimation results. As an example in the context of personalized medicine, the model-based assessment of the effectiveness of drugs is becoming to play an important role. Systems biology may help here by providing good pharmacokinetic and pharmacodynamic (PK/PD) models. Inference on these systems based on data gained from clinical studies with several patient groups becomes a major challenge. Particle filters are a promising approach to tackle these difficulties but are by itself not ready to handle uncertainties in measurement times. In this article, we describe a variant of the standard particle filter (PF) algorithm which allows state and parameter estimation with the inclusion of measurement time uncertainties (MTU). The modified particle filter, which we call MTU-PF, also allows the application of an adaptive stepsize choice in the time-continuous case to avoid degeneracy problems. The modification is based on the model assumption of uncertain measurement times. While the assumption of randomness in the measurements themselves is common, the corresponding measurement times are generally taken as deterministic and exactly known. Especially in cases where the data are gained from measurements on blood or tissue samples, a relatively high uncertainty in the true measurement time seems to be a natural assumption. Our method is appropriate in cases where relatively few data are used from a relatively large number of groups or individuals, which introduce mixed effects in the model. This is a typical setting of clinical studies. We demonstrate the method on a small artificial example

  7. 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...

  8. 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...

  9. Parametric estimation of covariance function in Gaussian-process based Kriging models. Application to uncertainty quantification for computer experiments

    International Nuclear Information System (INIS)

    Bachoc, F.

    2013-01-01

    The parametric estimation of the covariance function of a Gaussian process is studied, in the framework of the Kriging model. Maximum Likelihood and Cross Validation estimators are considered. The correctly specified case, in which the covariance function of the Gaussian process does belong to the parametric set used for estimation, is first studied in an increasing-domain asymptotic framework. The sampling considered is a randomly perturbed multidimensional regular grid. Consistency and asymptotic normality are proved for the two estimators. It is then put into evidence that strong perturbations of the regular grid are always beneficial to Maximum Likelihood estimation. The incorrectly specified case, in which the covariance function of the Gaussian process does not belong to the parametric set used for estimation, is then studied. It is shown that Cross Validation is more robust than Maximum Likelihood in this case. Finally, two applications of the Kriging model with Gaussian processes are carried out on industrial data. For a validation problem of the friction model of the thermal-hydraulic code FLICA 4, where experimental results are available, it is shown that Gaussian process modeling of the FLICA 4 code model error enables to considerably improve its predictions. Finally, for a meta modeling problem of the GERMINAL thermal-mechanical code, the interest of the Kriging model with Gaussian processes, compared to neural network methods, is shown. (author) [fr

  10. 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

  11. Efficiency enhancement of optimized Latin hypercube sampling strategies: Application to Monte Carlo uncertainty analysis and meta-modeling

    Science.gov (United States)

    Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad; Janssen, Hans

    2015-02-01

    The majority of literature regarding optimized Latin hypercube sampling (OLHS) is devoted to increasing the efficiency of these sampling strategies through the development of new algorithms based on the combination of innovative space-filling criteria and specialized optimization schemes. However, little attention has been given to the impact of the initial design that is fed into the optimization algorithm, on the efficiency of OLHS strategies. Previous studies, as well as codes developed for OLHS, have relied on one of the following two approaches for the selection of the initial design in OLHS: (1) the use of random points in the hypercube intervals (random LHS), and (2) the use of midpoints in the hypercube intervals (midpoint LHS). Both approaches have been extensively used, but no attempt has been previously made to compare the efficiency and robustness of their resulting sample designs. In this study we compare the two approaches and show that the space-filling characteristics of OLHS designs are sensitive to the initial design that is fed into the optimization algorithm. It is also illustrated that the space-filling characteristics of OLHS designs based on midpoint LHS are significantly better those based on random LHS. The two approaches are compared by incorporating their resulting sample designs in Monte Carlo simulation (MCS) for uncertainty propagation analysis, and then, by employing the sample designs in the selection of the training set for constructing non-intrusive polynomial chaos expansion (NIPCE) meta-models which subsequently replace the original full model in MCSs. The analysis is based on two case studies involving numerical simulation of density dependent flow and solute transport in porous media within the context of seawater intrusion in coastal aquifers. We show that the use of midpoint LHS as the initial design increases the efficiency and robustness of the resulting MCSs and NIPCE meta-models. The study also illustrates that this

  12. Uranium(VI) speciation: modelling, uncertainty and relevance to bioavailability models. Application to uranium uptake by the gills of a freshwater bivalve

    International Nuclear Information System (INIS)

    Denison, F.H.

    2004-07-01

    The effects of varying solution composition on the interactions between uranium(VI) and excised gills of the freshwater bivalve Corbicula fluminea have been investigated in well defined solution media. A significant reduction in the uptake of uranium was observed on increasing the concentrations of the uranium complexing ligands citrate and carbonate. Saturation kinetics as a function of uranium concentration at a pH value of 5.0 were observed, indicating that the uptake of uranium is a facilitated process, probably involving one or several trans-membrane transport systems. A relatively small change in the uptake of uranium was found as a function of pH (factor of ca. 2), despite the extremely large changes to the solution speciation of uranium within the range of pH investigated (5.0 - 7.5). A comprehensive review of the thermodynamic data relevant to the solution composition domain employed for this study was performed. Estimates of the uncertainties for the formation constants of aqueous uranium(VI) species were integrated into a thermodynamic database. A computer program was written to predict the equilibrium distribution of uranium(VI) in simple aqueous systems, using thermodynamic parameter mean-values. The program was extended to perform Monte Carlo and Quasi Monte Carlo uncertainty analyses, incorporating the thermodynamic database uncertainty estimates, to quantitatively predict the uncertainties inherent in predicting the solution speciation of uranium. The use of thermodynamic equilibrium modelling as a tool for interpreting the bioavailability of uranium(VI) was investigated. Observed uranium(VI) uptake behaviour was interpreted as a function of the predicted changes to the solution speciation of uranium. Different steady-state or pre-equilibrium approaches to modelling uranium uptake were tested. Alternative modelling approaches were also tested, considering the potential changes to membrane transport system activity or sorption characteristics on

  13. 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.

  14. Spatial uncertainty model for visual features using a Kinect™ sensor.

    Science.gov (United States)

    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.

  15. 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

  16. Model uncertainties in top-quark physics

    CERN Document Server

    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.

  17. Incorporating uncertainty in predictive species distribution modelling.

    Science.gov (United States)

    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.

  18. 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

  19. Bayesian models for comparative analysis integrating phylogenetic uncertainty

    Science.gov (United States)

    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

  20. 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)

  1. Application of the relativistic mean-field mass model to the r-process and the influence of mass uncertainties

    International Nuclear Information System (INIS)

    Sun, B.; Montes, F.; Geng, L. S.; Geissel, H.; Litvinov, Yu. A.; Meng, J.

    2008-01-01

    A new mass table calculated by the relativistic mean-field approach with the state-dependent BCS method for the pairing correlation is applied for the first time to study r-process nucleosynthesis. The solar r-process abundance is well reproduced within a waiting-point approximation approach. Using an exponential fitting procedure to find the required astrophysical conditions, the influence of mass uncertainty is investigated. The r-process calculations using the FRDM, ETFSI-Q, and HFB-13 mass tables have been used for that purpose. It is found that the nuclear physical uncertainty can significantly influence the deduced astrophysical conditions for the r-process site. In addition, the influence of the shell closure and shape transition have been examined in detail in the r-process simulations

  2. 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)

  3. 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

  4. Insurance Applications of Active Fault Maps Showing Epistemic Uncertainty

    Science.gov (United States)

    Woo, G.

    2005-12-01

    Insurance loss modeling for earthquakes utilizes available maps of active faulting produced by geoscientists. All such maps are subject to uncertainty, arising from lack of knowledge of fault geometry and rupture history. Field work to undertake geological fault investigations drains human and monetary resources, and this inevitably limits the resolution of fault parameters. Some areas are more accessible than others; some may be of greater social or economic importance than others; some areas may be investigated more rapidly or diligently than others; or funding restrictions may have curtailed the extent of the fault mapping program. In contrast with the aleatory uncertainty associated with the inherent variability in the dynamics of earthquake fault rupture, uncertainty associated with lack of knowledge of fault geometry and rupture history is epistemic. The extent of this epistemic uncertainty may vary substantially from one regional or national fault map to another. However aware the local cartographer may be, this uncertainty is generally not conveyed in detail to the international map user. For example, an area may be left blank for a variety of reasons, ranging from lack of sufficient investigation of a fault to lack of convincing evidence of activity. Epistemic uncertainty in fault parameters is of concern in any probabilistic assessment of seismic hazard, not least in insurance earthquake risk applications. A logic-tree framework is appropriate for incorporating epistemic uncertainty. Some insurance contracts cover specific high-value properties or transport infrastructure, and therefore are extremely sensitive to the geometry of active faulting. Alternative Risk Transfer (ART) to the capital markets may also be considered. In order for such insurance or ART contracts to be properly priced, uncertainty should be taken into account. Accordingly, an estimate is needed for the likelihood of surface rupture capable of causing severe damage. Especially where a

  5. 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)

  6. Modelling of data uncertainties on hybrid computers

    Energy Technology Data Exchange (ETDEWEB)

    Schneider, Anke (ed.)

    2016-06-15

    The codes d{sup 3}f and r{sup 3}t are well established for modelling density-driven flow and nuclide transport in the far field of repositories for hazardous material in deep geological formations. They are applicable in porous media as well as in fractured rock or mudstone, for modelling salt- and heat transport as well as a free groundwater surface. Development of the basic framework of d{sup 3}f and r{sup 3}t had begun more than 20 years ago. Since that time significant advancements took place in the requirements for safety assessment as well as for computer hardware development. The period of safety assessment for a repository of high-level radioactive waste was extended to 1 million years, and the complexity of the models is steadily growing. Concurrently, the demands on accuracy increase. Additionally, model and parameter uncertainties become more and more important for an increased understanding of prediction reliability. All this leads to a growing demand for computational power that requires a considerable software speed-up. An effective way to achieve this is the use of modern, hybrid computer architectures which requires basically the set-up of new data structures and a corresponding code revision but offers a potential speed-up by several orders of magnitude. The original codes d{sup 3}f and r{sup 3}t were applications of the software platform UG /BAS 94/ whose development had begun in the early nineteennineties. However, UG had recently been advanced to the C++ based, substantially revised version UG4 /VOG 13/. To benefit also in the future from state-of-the-art numerical algorithms and to use hybrid computer architectures, the codes d{sup 3}f and r{sup 3}t were transferred to this new code platform. Making use of the fact that coupling between different sets of equations is natively supported in UG4, d{sup 3}f and r{sup 3}t were combined to one conjoint code d{sup 3}f++. A direct estimation of uncertainties for complex groundwater flow models with the

  7. Assessing uncertainty in mechanistic models

    Science.gov (United States)

    Edwin J. Green; David W. MacFarlane; Harry T. Valentine

    2000-01-01

    Concern over potential global change has led to increased interest in the use of mechanistic models for predicting forest growth. The rationale for this interest is that empirical models may be of limited usefulness if environmental conditions change. Intuitively, we expect that mechanistic models, grounded as far as possible in an understanding of the biology of tree...

  8. 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.

  9. 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.

  10. Chemical model reduction under uncertainty

    KAUST Repository

    Malpica Galassi, Riccardo; Valorani, Mauro; Najm, Habib N.; Safta, Cosmin; Khalil, Mohammad; Ciottoli, Pietro P.

    2017-01-01

    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

  11. 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

  12. 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 CO2 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.

  13. Estimating Coastal Digital Elevation Model (DEM) Uncertainty

    Science.gov (United States)

    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.

  14. 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

  15. Application of data representation by fuzzy conditional propositions in the modeling of measurement uncertainty; Aplicacao da representacao de dados por proposicoes condicionais difusas na modelagem da incerteza de medicao

    Energy Technology Data Exchange (ETDEWEB)

    Magalhaes, A.N. de; Lambert-Torres, G.; Rissino, S.; Silva, M.F. da; Silva, L.E. Borges da; Carvalho, L.M.R. de

    2009-07-01

    It is not an easy task to frame uncertainty measurement problems by means of differential equations quickly and satisfactorily. Therefore, it is necessary to adapt the method for data representation by conditional fuzzy propositions for modeling uncertainties measurement and their effect on the propagation. This method provides a parametric adjustment for fuzzy sets of assumptions, and the functions of consequence of each rule in the manner of a parable. The paper introduces concepts of sources of errors in measures, fundamentals of fuzzy logic, description of the algorithm method, application to error detection and representation of global uncertainty.

  16. 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...

  17. Uncertainty in biology a computational modeling approach

    CERN Document Server

    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...

  18. 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....

  19. A new surrogate modeling technique combining Kriging and polynomial chaos expansions – Application to uncertainty analysis in computational dosimetry

    Energy Technology Data Exchange (ETDEWEB)

    Kersaudy, Pierric, E-mail: pierric.kersaudy@orange.com [Orange Labs, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); Whist Lab, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); ESYCOM, Université Paris-Est Marne-la-Vallée, 5 boulevard Descartes, 77700 Marne-la-Vallée (France); Sudret, Bruno [ETH Zürich, Chair of Risk, Safety and Uncertainty Quantification, Stefano-Franscini-Platz 5, 8093 Zürich (Switzerland); Varsier, Nadège [Orange Labs, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); Whist Lab, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); Picon, Odile [ESYCOM, Université Paris-Est Marne-la-Vallée, 5 boulevard Descartes, 77700 Marne-la-Vallée (France); Wiart, Joe [Orange Labs, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); Whist Lab, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France)

    2015-04-01

    In numerical dosimetry, the recent advances in high performance computing led to a strong reduction of the required computational time to assess the specific absorption rate (SAR) characterizing the human exposure to electromagnetic waves. However, this procedure remains time-consuming and a single simulation can request several hours. As a consequence, the influence of uncertain input parameters on the SAR cannot be analyzed using crude Monte Carlo simulation. The solution presented here to perform such an analysis is surrogate modeling. This paper proposes a novel approach to build such a surrogate model from a design of experiments. Considering a sparse representation of the polynomial chaos expansions using least-angle regression as a selection algorithm to retain the most influential polynomials, this paper proposes to use the selected polynomials as regression functions for the universal Kriging model. The leave-one-out cross validation is used to select the optimal number of polynomials in the deterministic part of the Kriging model. The proposed approach, called LARS-Kriging-PC modeling, is applied to three benchmark examples and then to a full-scale metamodeling problem involving the exposure of a numerical fetus model to a femtocell device. The performances of the LARS-Kriging-PC are compared to an ordinary Kriging model and to a classical sparse polynomial chaos expansion. The LARS-Kriging-PC appears to have better performances than the two other approaches. A significant accuracy improvement is observed compared to the ordinary Kriging or to the sparse polynomial chaos depending on the studied case. This approach seems to be an optimal solution between the two other classical approaches. A global sensitivity analysis is finally performed on the LARS-Kriging-PC model of the fetus exposure problem.

  20. 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

  1. Products modeling for application in risk analysis, reducing uncertainties; Modelagem de produtos em estudos de risco, reduzindo incertezas

    Energy Technology Data Exchange (ETDEWEB)

    Sodre, Carlos F; Mendes, Renato F; Saker, Leonardo F [PETROBRAS Engenharia, Rio de Janeiro, RJ (Brazil); br, renatomendes@petrobras com; Oliveira, Edimilson J; Aguiar, Paulo Cesar; Pinto, Ulysses Brandao; Badaro, Sonia M [PETROBRAS, Rio de Janeiro, RJ (Brazil). Centro de Pesquisas (CENPES)

    2004-07-01

    Accidental repercussions due to hydrocarbon releases are required on risk analysis studies and contingency plans. The physical effects estimation from releases on vessels or pipelines through out orifices and the estimation of limits for vapor cloud require several modeling, such us: pseudo-mixture estimation, source calculation and dispersion models. These models require physical and chemical properties of the real products in study, so a deep analysis of the original product and the recommended mixtures is demanded. This paper assesses some PETROBRAS refined products and defines pseudo-mixture in order to emulate the physical and chemical properties, for these original products. Finally, it was suggested mixture profiles for some products such as, gasoline, diesel and crude (light), to be applied in next risk studies. (author)

  2. Uncertainty models applied to the substation planning

    Energy Technology Data Exchange (ETDEWEB)

    Fontoura Filho, Roberto N [ELETROBRAS, Rio de Janeiro, RJ (Brazil); Aires, Joao Carlos O; Tortelly, Debora L.S. [Light Servicos de Eletricidade S.A., Rio de Janeiro, RJ (Brazil)

    1994-12-31

    The selection of the reinforcements for a power system expansion becomes a difficult task on an environment of uncertainties. These uncertainties can be classified according to their sources as exogenous and endogenous. The first one is associated to the elements of the generation, transmission and distribution systems. The exogenous uncertainly is associated to external aspects, as the financial resources, the time spent to build the installations, the equipment price and the load level. The load uncertainly is extremely sensible to the behaviour of the economic conditions. Although the impossibility to take out completely the uncertainty , the endogenous one can be convenient treated and the exogenous uncertainly can be compensated. This paper describes an uncertainty treatment methodology and a practical application to a group of substations belonging to LIGHT company, the Rio de Janeiro electric utility. The equipment performance uncertainty is treated by adopting a probabilistic approach. The uncertainly associated to the load increase is considered by using technical analysis of scenarios and choice criteria based on the Decision Theory. On this paper it was used the Savage Method and the Fuzzy Set Method, in order to select the best middle term reinforcements plan. (author) 7 refs., 4 figs., 6 tabs.

  3. From data to models : reducing uncertainty in benefit risk assessment : application to chronic iron overload in children

    NARCIS (Netherlands)

    Bellanti, Francesco

    2015-01-01

    Growing awareness about the relevance of formal evaluation of the efficacy and safety in children has resulted into important changes in the requirements for the approval of medicines for children. In this thesis a model-based approach is proposed to ensure more efficient use of the evidence

  4. Uncertainties

    Indian Academy of Sciences (India)

    To reflect this uncertainty in the climate scenarios, the use of AOGCMs that explicitly simulate the carbon cycle and chemistry of all the substances are needed. The Hadley Centre has developed a version of the climate model that allows the effect of climate change on the carbon cycle and its feedback into climate, to be ...

  5. Results from the Application of Uncertainty Methods in the CSNI Uncertainty Methods Study (UMS)

    International Nuclear Information System (INIS)

    Glaeser, H.

    2008-01-01

    Within licensing procedures there is the incentive to replace the conservative requirements for code application by a - best estimate - concept supplemented by an uncertainty analysis to account for predictive uncertainties of code results. Methods have been developed to quantify these uncertainties. The Uncertainty Methods Study (UMS) Group, following a mandate from CSNI, has compared five methods for calculating the uncertainty in the predictions of advanced -best estimate- thermal-hydraulic codes. Most of the methods identify and combine input uncertainties. The major differences between the predictions of the methods came from the choice of uncertain parameters and the quantification of the input uncertainties, i.e. the wideness of the uncertainty ranges. Therefore, suitable experimental and analytical information has to be selected to specify these uncertainty ranges or distributions. After the closure of the Uncertainty Method Study (UMS) and after the report was issued comparison calculations of experiment LSTF-SB-CL-18 were performed by University of Pisa using different versions of the RELAP 5 code. It turned out that the version used by two of the participants calculated a 170 K higher peak clad temperature compared with other versions using the same input deck. This may contribute to the differences of the upper limit of the uncertainty ranges.

  6. 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)

  7. Parametric uncertainty in optical image modeling

    Science.gov (United States)

    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.

  8. Sensitivity of wildlife habitat models to uncertainties in GIS data

    Science.gov (United States)

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

    1992-01-01

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

  9. Accounting for observation uncertainties in an evaluation metric of low latitude turbulent air-sea fluxes: application to the comparison of a suite of IPSL model versions

    Science.gov (United States)

    Servonnat, Jérôme; Găinuşă-Bogdan, Alina; Braconnot, Pascale

    2017-09-01

    Turbulent momentum and heat (sensible heat and latent heat) fluxes at the air-sea interface are key components of the whole energetic of the Earth's climate. The evaluation of these fluxes in the climate models is still difficult because of the large uncertainties associated with the reference products. In this paper we present an objective metric accounting for reference uncertainties to evaluate the annual cycle of the low latitude turbulent fluxes of a suite of IPSL climate models. This metric consists in a Hotelling T 2 test between the simulated and observed field in a reduce space characterized by the dominant modes of variability that are common to both the model and the reference, taking into account the observational uncertainty. The test is thus more severe when uncertainties are small as it is the case for sea surface temperature (SST). The results of the test show that for almost all variables and all model versions the model-reference differences are not zero. It is not possible to distinguish between model versions for sensible heat and meridional wind stress, certainly due to the large observational uncertainties. All model versions share similar biases for the different variables. There is no improvement between the reference versions of the IPSL model used for CMIP3 and CMIP5. The test also reveals that the higher horizontal resolution fails to improve the representation of the turbulent surface fluxes compared to the other versions. The representation of the fluxes is further degraded in a version with improved atmospheric physics with an amplification of some of the biases in the Indian Ocean and in the intertropical convergence zone. The ranking of the model versions for the turbulent fluxes is not correlated with the ranking found for SST. This highlights that despite the fact that SST gradients are important for the large-scale atmospheric circulation patterns, other factors such as wind speed, and air-sea temperature contrast play an

  10. 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.

  11. 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

  12. Uncertainty visualisation in the Model Web

    Science.gov (United States)

    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

  13. 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

  14. A Bayesian Framework of Uncertainties Integration in 3D Geological Model

    Science.gov (United States)

    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.

  15. Realising the Uncertainty Enabled Model Web

    Science.gov (United States)

    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

  16. 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...

  17. Eigenspace perturbations for structural uncertainty estimation of turbulence closure models

    Science.gov (United States)

    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).

  18. 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)

  19. 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...

  20. Some applications of uncertainty relations in quantum information

    Science.gov (United States)

    Majumdar, A. S.; Pramanik, T.

    2016-08-01

    We discuss some applications of various versions of uncertainty relations for both discrete and continuous variables in the context of quantum information theory. The Heisenberg uncertainty relation enables demonstration of the Einstein, Podolsky and Rosen (EPR) paradox. Entropic uncertainty relations (EURs) are used to reveal quantum steering for non-Gaussian continuous variable states. EURs for discrete variables are studied in the context of quantum memory where fine-graining yields the optimum lower bound of uncertainty. The fine-grained uncertainty relation is used to obtain connections between uncertainty and the nonlocality of retrieval games for bipartite and tripartite systems. The Robertson-Schrödinger (RS) uncertainty relation is applied for distinguishing pure and mixed states of discrete variables.

  1. Probabilistic Radiological Performance Assessment Modeling and Uncertainty

    Science.gov (United States)

    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

  2. IAEA CRP on HTGR Uncertainties in Modeling: Assessment of Phase I Lattice to Core Model Uncertainties

    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

  3. Uncertainty quantification an accelerated course with advanced applications in computational engineering

    CERN Document Server

    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...

  4. Application of intelligence based uncertainty analysis for HLW disposal

    International Nuclear Information System (INIS)

    Kato, Kazuyuki

    2003-01-01

    Safety assessment for geological disposal of high level radioactive waste inevitably involves factors that cannot be specified in a deterministic manner. These are namely: (1) 'variability' that arises from stochastic nature of the processes and features considered, e.g., distribution of canister corrosion times and spatial heterogeneity of a host geological formation; (2) 'ignorance' due to incomplete or imprecise knowledge of the processes and conditions expected in the future, e.g., uncertainty in the estimation of solubilities and sorption coefficients for important nuclides. In many cases, a decision in assessment, e.g., selection among model options or determination of a parameter value, is subjected to both variability and ignorance in a combined form. It is clearly important to evaluate both influences of variability and ignorance on the result of a safety assessment in a consistent manner. We developed a unified methodology to handle variability and ignorance by using probabilistic and possibilistic techniques respectively. The methodology has been applied to safety assessment of geological disposal of high level radioactive waste. Uncertainties associated with scenarios, models and parameters were defined in terms of fuzzy membership functions derived through a series of interviews to the experts while variability was formulated by means of probability density functions (pdfs) based on available data set. The exercise demonstrated applicability of the new methodology and, in particular, its advantage in quantifying uncertainties based on expert's opinion and in providing information on dependence of assessment result on the level of conservatism. In addition, it was also shown that sensitivity analysis could identify key parameters in reducing uncertainties associated with the overall assessment. The above information can be used to support the judgment process and guide the process of disposal system development in optimization of protection against

  5. International conference on Facets of Uncertainties and Applications

    CERN Document Server

    Skowron, Andrzej; Maiti, Manoranjan; Kar, Samarjit

    2015-01-01

    Since the emergence of the formal concept of probability theory in the seventeenth century, uncertainty has been perceived solely in terms of probability theory. However, this apparently unique link between uncertainty and probability theory has come under investigation a few decades back. Uncertainties are nowadays accepted to be of various kinds. Uncertainty in general could refer to different sense like not certainly known, questionable, problematic, vague, not definite or determined, ambiguous, liable to change, not reliable. In Indian languages, particularly in Sanskrit-based languages, there are other higher levels of uncertainties. It has been shown that several mathematical concepts such as the theory of fuzzy sets, theory of rough sets, evidence theory, possibility theory, theory of complex systems and complex network, theory of fuzzy measures and uncertainty theory can also successfully model uncertainty.

  6. 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.

  7. Modeling of uncertainties in biochemical reactions.

    Science.gov (United States)

    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

  8. CSAU (Code Scaling, Applicability and Uncertainty)

    International Nuclear Information System (INIS)

    Wilson, G.E.; Boyack, B.E.

    1989-01-01

    Best Estimate computer codes have been accepted by the U.S. Nuclear Regulatory Commission as an optional tool for performing safety analysis related to the licensing and regulation of current nuclear reactors producing commercial electrical power, providing their uncertainty is quantified. In support of this policy change, the NRC and its contractors and consultants have developed and demonstrated an uncertainty quantification methodology called CSAU. The primary use of the CSAU methodology is to quantify safety margins for existing designs; however, the methodology can also serve an equally important role in advanced reactor research for plants not yet built. This paper describes the CSAU methodology, at the generic process level, and provides the general principles whereby it may be applied to evaluations of advanced reactor designs

  9. Shallow water table effects on water, sediment, and pesticide transport in vegetative filter strips - Part 2: model coupling, application, factor importance, and uncertainty

    Science.gov (United States)

    Lauvernet, Claire; Muñoz-Carpena, Rafael

    2018-01-01

    Vegetative filter strips are often used for protecting surface waters from pollution transferred by surface runoff in agricultural watersheds. In Europe, they are often prescribed along the stream banks, where a seasonal shallow water table (WT) could decrease the buffer zone efficiency. In spite of this potentially important effect, there are no systematic experimental or theoretical studies on the effect of this soil boundary condition on the VFS efficiency. In the companion paper (Muñoz-Carpena et al., 2018), we developed a physically based numerical algorithm (SWINGO) that allows the representation of soil infiltration with a shallow water table. Here we present the dynamic coupling of SWINGO with VFSMOD, an overland flow and transport mathematical model to study the WT influence on VFS efficiency in terms of reductions of overland flow, sediment, and pesticide transport. This new version of VFSMOD was applied to two contrasted benchmark field studies in France (sandy-loam soil in a Mediterranean semicontinental climate, and silty clay in a temperate oceanic climate), where limited testing of the model with field data on one of the sites showed promising results. The application showed that for the conditions of the studies, VFS efficiency decreases markedly when the water table is 0 to 1.5 m from the surface. In order to evaluate the relative importance of WT among other input factors controlling VFS efficiency, global sensitivity and uncertainty analysis (GSA) was applied on the benchmark studies. The most important factors found for VFS overland flow reduction were saturated hydraulic conductivity and WT depth, added to sediment characteristics and VFS dimensions for sediment and pesticide reductions. The relative importance of WT varied as a function of soil type (most important at the silty-clay soil) and hydraulic loading (rainfall + incoming runoff) at each site. The presence of WT introduced more complex responses dominated by strong interactions in

  10. Application of stakeholder-based and modelling approaches for supporting robust adaptation decision making under future climatic uncertainty and changing urban-agricultural water demand

    Science.gov (United States)

    Bhave, Ajay; Dessai, Suraje; Conway, Declan; Stainforth, David

    2016-04-01

    Deep uncertainty in future climate change and socio-economic conditions necessitates the use of assess-risk-of-policy approaches over predict-then-act approaches for adaptation decision making. Robust Decision Making (RDM) approaches embody this principle and help evaluate the ability of adaptation options to satisfy stakeholder preferences under wide-ranging future conditions. This study involves the simultaneous application of two RDM approaches; qualitative and quantitative, in the Cauvery River Basin in Karnataka (population ~23 million), India. The study aims to (a) determine robust water resources adaptation options for the 2030s and 2050s and (b) compare the usefulness of a qualitative stakeholder-driven approach with a quantitative modelling approach. For developing a large set of future scenarios a combination of climate narratives and socio-economic narratives was used. Using structured expert elicitation with a group of climate experts in the Indian Summer Monsoon, climatic narratives were developed. Socio-economic narratives were developed to reflect potential future urban and agricultural water demand. In the qualitative RDM approach, a stakeholder workshop helped elicit key vulnerabilities, water resources adaptation options and performance criteria for evaluating options. During a second workshop, stakeholders discussed and evaluated adaptation options against the performance criteria for a large number of scenarios of climatic and socio-economic change in the basin. In the quantitative RDM approach, a Water Evaluation And Planning (WEAP) model was forced by precipitation and evapotranspiration data, coherent with the climatic narratives, together with water demand data based on socio-economic narratives. We find that compared to business-as-usual conditions options addressing urban water demand satisfy performance criteria across scenarios and provide co-benefits like energy savings and reduction in groundwater depletion, while options reducing

  11. Shallow water table effects on water, sediment, and pesticide transport in vegetative filter strips – Part 2: model coupling, application, factor importance, and uncertainty

    Directory of Open Access Journals (Sweden)

    C. Lauvernet

    2018-01-01

    Full Text Available Vegetative filter strips are often used for protecting surface waters from pollution transferred by surface runoff in agricultural watersheds. In Europe, they are often prescribed along the stream banks, where a seasonal shallow water table (WT could decrease the buffer zone efficiency. In spite of this potentially important effect, there are no systematic experimental or theoretical studies on the effect of this soil boundary condition on the VFS efficiency. In the companion paper (Muñoz-Carpena et al., 2018, we developed a physically based numerical algorithm (SWINGO that allows the representation of soil infiltration with a shallow water table. Here we present the dynamic coupling of SWINGO with VFSMOD, an overland flow and transport mathematical model to study the WT influence on VFS efficiency in terms of reductions of overland flow, sediment, and pesticide transport. This new version of VFSMOD was applied to two contrasted benchmark field studies in France (sandy-loam soil in a Mediterranean semicontinental climate, and silty clay in a temperate oceanic climate, where limited testing of the model with field data on one of the sites showed promising results. The application showed that for the conditions of the studies, VFS efficiency decreases markedly when the water table is 0 to 1.5 m from the surface. In order to evaluate the relative importance of WT among other input factors controlling VFS efficiency, global sensitivity and uncertainty analysis (GSA was applied on the benchmark studies. The most important factors found for VFS overland flow reduction were saturated hydraulic conductivity and WT depth, added to sediment characteristics and VFS dimensions for sediment and pesticide reductions. The relative importance of WT varied as a function of soil type (most important at the silty-clay soil and hydraulic loading (rainfall + incoming runoff at each site. The presence of WT introduced more complex responses dominated by strong

  12. 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

  13. Uncertainty and sensitivity assessments of GPS and GIS integrated applications for transportation.

    Science.gov (United States)

    Hong, Sungchul; Vonderohe, Alan P

    2014-02-10

    Uncertainty and sensitivity analysis methods are introduced, concerning the quality of spatial data as well as that of output information from Global Positioning System (GPS) and Geographic Information System (GIS) integrated applications for transportation. In the methods, an error model and an error propagation method form a basis for formulating characterization and propagation of uncertainties. They are developed in two distinct approaches: analytical and simulation. Thus, an initial evaluation is performed to compare and examine uncertainty estimations from the analytical and simulation approaches. The evaluation results show that estimated ranges of output information from the analytical and simulation approaches are compatible, but the simulation approach rather than the analytical approach is preferred for uncertainty and sensitivity analyses, due to its flexibility and capability to realize positional errors in both input data. Therefore, in a case study, uncertainty and sensitivity analyses based upon the simulation approach is conducted on a winter maintenance application. The sensitivity analysis is used to determine optimum input data qualities, and the uncertainty analysis is then applied to estimate overall qualities of output information from the application. The analysis results show that output information from the non-distance-based computation model is not sensitive to positional uncertainties in input data. However, for the distance-based computational model, output information has a different magnitude of uncertainties, depending on position uncertainties in input data.

  14. 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

  15. 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...

  16. Uncertainty associated with selected environmental transport models

    International Nuclear Information System (INIS)

    Little, C.A.; Miller, C.W.

    1979-11-01

    A description is given of the capabilities of several models to predict accurately either pollutant concentrations in environmental media or radiological dose to human organs. The models are discussed in three sections: 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. This procedure is infeasible for food chain models and, therefore, the uncertainty embodied in the models input parameters, rather than the model output, is estimated. Aquatic transport models are divided into one-dimensional, longitudinal-vertical, and longitudinal-horizontal models. Several conclusions were made about the ability of the Gaussian plume atmospheric dispersion model to predict accurately downwind air concentrations from releases under several sets of conditions. It is concluded that no validation study has been conducted to test the predictions of either aquatic or terrestrial food chain models. Using the aquatic pathway from water to fish to an adult for 137 Cs as an example, a 95% one-tailed confidence limit interval for the predicted exposure is calculated by examining the distributions of the input parameters. Such an interval is found to be 16 times the value of the median exposure. A similar one-tailed limit for the air-grass-cow-milk-thyroid for 131 I and infants was 5.6 times the median dose. Of the three model types discussed in this report,the aquatic transport models appear to do the best job of predicting observed concentrations. However, this conclusion is based on many fewer aquatic validation data than were availaable for atmospheric model validation

  17. Quantifying Parameter and Structural Uncertainty of Dynamic Disease Transmission Models Using MCMC: An Application to Rotavirus Vaccination in England and Wales.

    Science.gov (United States)

    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.

  18. 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

  19. 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

  20. 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.

  1. Comparative evaluation of 1D and quasi-2D hydraulic models based on benchmark and real-world applications for uncertainty assessment in flood mapping

    Science.gov (United States)

    Dimitriadis, Panayiotis; Tegos, Aristoteles; Oikonomou, Athanasios; Pagana, Vassiliki; Koukouvinos, Antonios; Mamassis, Nikos; Koutsoyiannis, Demetris; Efstratiadis, Andreas

    2016-03-01

    One-dimensional and quasi-two-dimensional hydraulic freeware models (HEC-RAS, LISFLOOD-FP and FLO-2d) are widely used for flood inundation mapping. These models are tested on a benchmark test with a mixed rectangular-triangular channel cross section. Using a Monte-Carlo approach, we employ extended sensitivity analysis by simultaneously varying the input discharge, longitudinal and lateral gradients and roughness coefficients, as well as the grid cell size. Based on statistical analysis of three output variables of interest, i.e. water depths at the inflow and outflow locations and total flood volume, we investigate the uncertainty enclosed in different model configurations and flow conditions, without the influence of errors and other assumptions on topography, channel geometry and boundary conditions. Moreover, we estimate the uncertainty associated to each input variable and we compare it to the overall one. The outcomes of the benchmark analysis are further highlighted by applying the three models to real-world flood propagation problems, in the context of two challenging case studies in Greece.

  2. 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...

  3. 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

  4. On the relationship between aerosol model uncertainty and radiative forcing uncertainty.

    Science.gov (United States)

    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.

  5. 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

  6. Classification and moral evaluation of uncertainties in engineering modeling.

    Science.gov (United States)

    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.

  7. Evaluating the uncertainty of input quantities in measurement models

    Science.gov (United States)

    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

  8. 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.

  9. How to: understanding SWAT model uncertainty relative to measured results

    Science.gov (United States)

    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...

  10. Uncertainty in Measurement: Procedures for Determining Uncertainty With Application to Clinical Laboratory Calculations.

    Science.gov (United States)

    Frenkel, Robert B; Farrance, Ian

    2018-01-01

    The "Guide to the Expression of Uncertainty in Measurement" (GUM) is the foundational document of metrology. Its recommendations apply to all areas of metrology including metrology associated with the biomedical sciences. When the output of a measurement process depends on the measurement of several inputs through a measurement equation or functional relationship, the propagation of uncertainties in the inputs to the uncertainty in the output demands a level of understanding of the differential calculus. This review is intended as an elementary guide to the differential calculus and its application to uncertainty in measurement. The review is in two parts. In Part I, Section 3, we consider the case of a single input and introduce the concepts of error and uncertainty. Next we discuss, in the following sections in Part I, such notions as derivatives and differentials, and the sensitivity of an output to errors in the input. The derivatives of functions are obtained using very elementary mathematics. The overall purpose of this review, here in Part I and subsequently in Part II, is to present the differential calculus for those in the medical sciences who wish to gain a quick but accurate understanding of the propagation of uncertainties. © 2018 Elsevier Inc. All rights reserved.

  11. 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....

  12. Representing and managing uncertainty in qualitative ecological models

    NARCIS (Netherlands)

    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

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

    Science.gov (United States)

    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

  14. Discriminative Random Field Models for Subsurface Contamination Uncertainty Quantification

    Science.gov (United States)

    Arshadi, M.; Abriola, L. M.; Miller, E. L.; De Paolis Kaluza, C.

    2017-12-01

    Application of flow and transport simulators for prediction of the release, entrapment, and persistence of dense non-aqueous phase liquids (DNAPLs) and associated contaminant plumes is a computationally intensive process that requires specification of a large number of material properties and hydrologic/chemical parameters. Given its computational burden, this direct simulation approach is particularly ill-suited for quantifying both the expected performance and uncertainty associated with candidate remediation strategies under real field conditions. Prediction uncertainties primarily arise from limited information about contaminant mass distributions, as well as the spatial distribution of subsurface hydrologic properties. Application of direct simulation to quantify uncertainty would, thus, typically require simulating multiphase flow and transport for a large number of permeability and release scenarios to collect statistics associated with remedial effectiveness, a computationally prohibitive process. The primary objective of this work is to develop and demonstrate a methodology that employs measured field data to produce equi-probable stochastic representations of a subsurface source zone that capture the spatial distribution and uncertainty associated with key features that control remediation performance (i.e., permeability and contamination mass). Here we employ probabilistic models known as discriminative random fields (DRFs) to synthesize stochastic realizations of initial mass distributions consistent with known, and typically limited, site characterization data. Using a limited number of full scale simulations as training data, a statistical model is developed for predicting the distribution of contaminant mass (e.g., DNAPL saturation and aqueous concentration) across a heterogeneous domain. Monte-Carlo sampling methods are then employed, in conjunction with the trained statistical model, to generate realizations conditioned on measured borehole data

  15. Uncertainty propagation in urban hydrology water quality modelling

    NARCIS (Netherlands)

    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

  16. Uncertainty in a spatial evacuation model

    Science.gov (United States)

    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.

  17. 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

  18. 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.

  19. A Comprehensive Methodology for Development, Parameter Estimation, and Uncertainty Analysis of Group Contribution Based Property Models -An Application to the Heat of Combustion

    DEFF Research Database (Denmark)

    Frutiger, Jerome; Marcarie, Camille; Abildskov, Jens

    2016-01-01

    of the prediction. The methodology is evaluated through development of a GC method for the prediction of the heat of combustion (ΔHco) for pure components. The results showed that robust regression lead to best performance statistics for parameter estimation. The bootstrap method is found to be a valid alternative......A rigorous methodology is developed that addresses numerical and statistical issues when developing group contribution (GC) based property models such as regression methods, optimization algorithms, performance statistics, outlier treatment, parameter identifiability, and uncertainty...... identifiability issues, reporting of the 95% confidence intervals of the predicted property values should be mandatory as opposed to reporting only single value prediction, currently the norm in literature. Moreover, inclusion of higher order groups (additional parameters) does not always lead to improved...

  20. Bayesian conjugate analysis using a generalized inverted Wishart distribution accounts for differential uncertainty among the genetic parameters--an application to the maternal animal model.

    Science.gov (United States)

    Munilla, S; Cantet, R J C

    2012-06-01

    Consider the estimation of genetic (co)variance components from a maternal animal model (MAM) using a conjugated Bayesian approach. Usually, more uncertainty is expected a priori on the value of the maternal additive variance than on the value of the direct additive variance. However, it is not possible to model such differential uncertainty when assuming an inverted Wishart (IW) distribution for the genetic covariance matrix. Instead, consider the use of a generalized inverted Wishart (GIW) distribution. The GIW is essentially an extension of the IW distribution with a larger set of distinct parameters. In this study, the GIW distribution in its full generality is introduced and theoretical results regarding its use as the prior distribution for the genetic covariance matrix of the MAM are derived. In particular, we prove that the conditional conjugacy property holds so that parameter estimation can be accomplished via the Gibbs sampler. A sampling algorithm is also sketched. Furthermore, we describe how to specify the hyperparameters to account for differential prior opinion on the (co)variance components. A recursive strategy to elicit these parameters is then presented and tested using field records and simulated data. The procedure returned accurate estimates and reduced standard errors when compared with non-informative prior settings while improving the convergence rates. In general, faster convergence was always observed when a stronger weight was placed on the prior distributions. However, analyses based on the IW distribution have also produced biased estimates when the prior means were set to over-dispersed values. © 2011 Blackwell Verlag GmbH.

  1. Quantifying uncertainty, variability and likelihood for ordinary differential equation models

    LENUS (Irish Health Repository)

    Weisse, Andrea Y

    2010-10-28

    Abstract Background In many applications, ordinary differential equation (ODE) models are subject to uncertainty or variability in initial conditions and parameters. Both, uncertainty and variability can be quantified in terms of a probability density function on the state and parameter space. Results The partial differential equation that describes the evolution of this probability density function has a form that is particularly amenable to application of the well-known method of characteristics. The value of the density at some point in time is directly accessible by the solution of the original ODE extended by a single extra dimension (for the value of the density). This leads to simple methods for studying uncertainty, variability and likelihood, with significant advantages over more traditional Monte Carlo and related approaches especially when studying regions with low probability. Conclusions While such approaches based on the method of characteristics are common practice in other disciplines, their advantages for the study of biological systems have so far remained unrecognized. Several examples illustrate performance and accuracy of the approach and its limitations.

  2. A Bayesian method to quantify azimuthal anisotropy model uncertainties: application to global azimuthal anisotropy in the upper mantle and transition zone

    Science.gov (United States)

    Yuan, K.; Beghein, C.

    2018-04-01

    Seismic anisotropy is a powerful tool to constrain mantle deformation, but its existence in the deep upper mantle and topmost lower mantle is still uncertain. Recent results from higher mode Rayleigh waves have, however, revealed the presence of 1 per cent azimuthal anisotropy between 300 and 800 km depth, and changes in azimuthal anisotropy across the mantle transition zone boundaries. This has important consequences for our understanding of mantle convection patterns and deformation of deep mantle material. Here, we propose a Bayesian method to model depth variations in azimuthal anisotropy and to obtain quantitative uncertainties on the fast seismic direction and anisotropy amplitude from phase velocity dispersion maps. We applied this new method to existing global fundamental and higher mode Rayleigh wave phase velocity maps to assess the likelihood of azimuthal anisotropy in the deep upper mantle and to determine whether previously detected changes in anisotropy at the transition zone boundaries are robustly constrained by those data. Our results confirm that deep upper-mantle azimuthal anisotropy is favoured and well constrained by the higher mode data employed. The fast seismic directions are in agreement with our previously published model. The data favour a model characterized, on average, by changes in azimuthal anisotropy at the top and bottom of the transition zone. However, this change in fast axes is not a global feature as there are regions of the model where the azimuthal anisotropy direction is unlikely to change across depths in the deep upper mantle. We were, however, unable to detect any clear pattern or connection with surface tectonics. Future studies will be needed to further improve the lateral resolution of this type of model at transition zone depths.

  3. Imprecision and Uncertainty in the UFO Database Model.

    Science.gov (United States)

    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,…

  4. Application of code scaling applicability and uncertainty methodology to the large break loss of coolant

    International Nuclear Information System (INIS)

    Young, M.Y.; Bajorek, S.M.; Nissley, M.E.

    1998-01-01

    In the late 1980s, after completion of an extensive research program, the United States Nuclear Regulatory Commission (USNRC) amended its regulations (10CFR50.46) to allow the use of realistic physical models to analyze the loss of coolant accident (LOCA) in a light water reactors. Prior to this time, the evaluation of this accident was subject to a prescriptive set of rules (appendix K of the regulations) requiring conservative models and assumptions to be applied simultaneously, leading to very pessimistic estimates of the impact of this accident on the reactor core. The rule change therefore promised to provide significant benefits to owners of power reactors, allowing them to increase output. In response to the rule change, a method called code scaling, applicability and uncertainty (CSAU) was developed to apply realistic methods, while properly taking into account data uncertainty, uncertainty in physical modeling and plant variability. The method was claimed to be structured, traceable, and practical, but was met with some criticism when first demonstrated. In 1996, the USNRC approved a methodology, based on CSAU, developed by a group led by Westinghouse. The lessons learned in this application of CSAU will be summarized. Some of the issues raised concerning the validity and completeness of the CSAU methodology will also be discussed. (orig.)

  5. 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

  6. Impact of uncertainty description on assimilating hydraulic head in the MIKE SHE distributed hydrological model

    DEFF Research Database (Denmark)

    Zhang, Donghua; Madsen, Henrik; Ridler, Marc E.

    2015-01-01

    The ensemble Kalman filter (EnKF) is a popular data assimilation (DA) technique that has been extensively used in environmental sciences for combining complementary information from model predictions and observations. One of the major challenges in EnKF applications is the description of model un...... with respect to performance and sensitivity. Results show that inappropriate definition of model uncertainty can greatly degrade the assimilation performance, and an appropriate combination of different model uncertainty sources is advised....

  7. Stability analysis and it prime s application of a guided vehicle with target tracker model uncertainties. Mokuhyo tsuibi sochi no model fukakuteisei wo koryo ni ireta hishotai yudo seigyokei no antei kaiseki to sono oyo

    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.

  8. Applications of the TSUNAMI sensitivity and uncertainty analysis methodology

    International Nuclear Information System (INIS)

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

    2003-01-01

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

  9. Information Theory for Correlation Analysis and Estimation of Uncertainty Reduction in Maps and Models

    Directory of Open Access Journals (Sweden)

    J. Florian Wellmann

    2013-04-01

    Full Text Available The quantification and analysis of uncertainties is important in all cases where maps and models of uncertain properties are the basis for further decisions. Once these uncertainties are identified, the logical next step is to determine how they can be reduced. Information theory provides a framework for the analysis of spatial uncertainties when different subregions are considered as random variables. In the work presented here, joint entropy, conditional entropy, and mutual information are applied for a detailed analysis of spatial uncertainty correlations. The aim is to determine (i which areas in a spatial analysis share information, and (ii where, and by how much, additional information would reduce uncertainties. As an illustration, a typical geological example is evaluated: the case of a subsurface layer with uncertain depth, shape and thickness. Mutual information and multivariate conditional entropies are determined based on multiple simulated model realisations. Even for this simple case, the measures not only provide a clear picture of uncertainties and their correlations but also give detailed insights into the potential reduction of uncertainties at each position, given additional information at a different location. The methods are directly applicable to other types of spatial uncertainty evaluations, especially where multiple realisations of a model simulation are analysed. In summary, the application of information theoretic measures opens up the path to a better understanding of spatial uncertainties, and their relationship to information and prior knowledge, for cases where uncertain property distributions are spatially analysed and visualised in maps and models.

  10. Estimation and uncertainty of reversible Markov models.

    Science.gov (United States)

    Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank

    2015-11-07

    Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software--http://pyemma.org--as of version 2.0.

  11. Uncertainty in a monthly water balance model using the generalized likelihood uncertainty estimation methodology

    Science.gov (United States)

    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.

  12. Data-Driven Model Uncertainty Estimation in Hydrologic Data Assimilation

    Science.gov (United States)

    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.

  13. 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

  14. 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.

  15. 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)

  16. Appropriatie spatial scales to achieve model output uncertainty goals

    NARCIS (Netherlands)

    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

  17. 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....

  18. Uncertainty

    International Nuclear Information System (INIS)

    Silva, T.A. da

    1988-01-01

    The comparison between the uncertainty method recommended by International Atomic Energy Agency (IAEA) and the and the International Weight and Measure Commitee (CIPM) are showed, for the calibration of clinical dosimeters in the secondary standard Dosimetry Laboratory (SSDL). (C.G.C.) [pt

  19. A Study on Uncertainty Quantification of Reflood Model using CIRCE Methodology

    International Nuclear Information System (INIS)

    Jeon, Seongsu; Hong, Soonjoon; Oh, Deogyeon; Bang, Youngseok

    2013-01-01

    The CIRCE method is intended to quantify the uncertainties of the correlations of a code. It may replace the expert judgment generally used. In this study, an uncertainty quantification of reflood model was performed using CIRCE methodology. In this paper, the application process of CIRCE methodology and main results are briefly described. This research is expected to be useful to improve the present audit calculation methodology, KINS-REM. In this study, an uncertainty quantification of reflood model was performed using CIRCE methodology. The application of CIRCE provided the satisfactory results. This research is expected to be useful to improve the present audit calculation methodology, KINS-REM

  20. CHARACTERIZING AND PROPAGATING MODELING UNCERTAINTIES IN PHOTOMETRICALLY DERIVED REDSHIFT DISTRIBUTIONS

    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.

  1. 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.

  2. Modeling uncertainty in requirements engineering decision support

    Science.gov (United States)

    Feather, Martin S.; Maynard-Zhang, Pedrito; Kiper, James D.

    2005-01-01

    One inherent characteristic of requrements engineering is a lack of certainty during this early phase of a project. Nevertheless, decisions about requirements must be made in spite of this uncertainty. Here we describe the context in which we are exploring this, and some initial work to support elicitation of uncertain requirements, and to deal with the combination of such information from multiple stakeholders.

  3. Modeling, design, and simulation of systems with uncertainties

    CERN Document Server

    Rauh, Andreas

    2011-01-01

    This three-fold contribution to the field covers both theory and current research in algorithmic approaches to uncertainty handling, real-life applications such as robotics and biomedical engineering, and fresh approaches to reliably implementing software.

  4. Uncertainty Categorization, Modeling, and Management for Regional Water Supply Planning

    Science.gov (United States)

    Fletcher, S.; Strzepek, K. M.; AlSaati, A.; Alhassan, A.

    2016-12-01

    Many water planners face increased pressure on water supply systems from growing demands, variability in supply and a changing climate. Short-term variation in water availability and demand; long-term uncertainty in climate, groundwater storage, and sectoral competition for water; and varying stakeholder perspectives on the impacts of water shortages make it difficult to assess the necessity of expensive infrastructure investments. We categorize these uncertainties on two dimensions: whether they are the result of stochastic variation or epistemic uncertainty, and whether the uncertainties can be described probabilistically or are deep uncertainties whose likelihood is unknown. We develop a decision framework that combines simulation for probabilistic uncertainty, sensitivity analysis for deep uncertainty and Bayesian decision analysis for uncertainties that are reduced over time with additional information. We apply this framework to two contrasting case studies - drought preparedness in Melbourne, Australia and fossil groundwater depletion in Riyadh, Saudi Arabia - to assess the impacts of different types of uncertainty on infrastructure decisions. Melbourne's water supply system relies on surface water, which is impacted by natural variation in rainfall, and a market-based system for managing water rights. Our results show that small, flexible investment increases can mitigate shortage risk considerably at reduced cost. Riyadh, by contrast, relies primarily on desalination for municipal use and fossil groundwater for agriculture, and a centralized planner makes allocation decisions. Poor regional groundwater measurement makes it difficult to know when groundwater pumping will become uneconomical, resulting in epistemic uncertainty. However, collecting more data can reduce the uncertainty, suggesting the need for different uncertainty modeling and management strategies in Riyadh than in Melbourne. We will categorize the two systems and propose appropriate

  5. 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

  6. Reservoir management under geological uncertainty using fast model update

    NARCIS (Netherlands)

    Hanea, R.; Evensen, G.; Hustoft, L.; Ek, T.; Chitu, A.; Wilschut, F.

    2015-01-01

    Statoil is implementing "Fast Model Update (FMU)," an integrated and automated workflow for reservoir modeling and characterization. FMU connects all steps and disciplines from seismic depth conversion to prediction and reservoir management taking into account relevant reservoir uncertainty. FMU

  7. Incorporating parametric uncertainty into population viability analysis models

    Science.gov (United States)

    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.

  8. Uncertainty Analysis of Multi-Model Flood Forecasts

    Directory of Open Access Journals (Sweden)

    Erich J. Plate

    2015-12-01

    Full Text Available This paper demonstrates, by means of a systematic uncertainty analysis, that the use of outputs from more than one model can significantly improve conditional forecasts of discharges or water stages, provided the models are structurally different. Discharge forecasts from two models and the actual forecasted discharge are assumed to form a three-dimensional joint probability density distribution (jpdf, calibrated on long time series of data. The jpdf is decomposed into conditional probability density distributions (cpdf by means of Bayes formula, as suggested and explored by Krzysztofowicz in a series of papers. In this paper his approach is simplified to optimize conditional forecasts for any set of two forecast models. Its application is demonstrated by means of models developed in a study of flood forecasting for station Stung Treng on the middle reach of the Mekong River in South-East Asia. Four different forecast models were used and pairwise combined: forecast with no model, with persistence model, with a regression model, and with a rainfall-runoff model. Working with cpdfs requires determination of dependency among variables, for which linear regressions are required, as was done by Krzysztofowicz. His Bayesian approach based on transforming observed probability distributions of discharges and forecasts into normal distributions is also explored. Results obtained with his method for normal prior and likelihood distributions are identical to results from direct multiple regressions. Furthermore, it is shown that in the present case forecast accuracy is only marginally improved, if Weibull distributed basic data were converted into normally distributed variables.

  9. Bayesian analysis for uncertainty estimation of a canopy transpiration model

    Science.gov (United States)

    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.

  10. Sustainable infrastructure system modeling under uncertainties and dynamics

    Science.gov (United States)

    Huang, Yongxi

    Infrastructure systems support human activities in transportation, communication, water use, and energy supply. The dissertation research focuses on critical transportation infrastructure and renewable energy infrastructure systems. The goal of the research efforts is to improve the sustainability of the infrastructure systems, with an emphasis on economic viability, system reliability and robustness, and environmental impacts. The research efforts in critical transportation infrastructure concern the development of strategic robust resource allocation strategies in an uncertain decision-making environment, considering both uncertain service availability and accessibility. The study explores the performances of different modeling approaches (i.e., deterministic, stochastic programming, and robust optimization) to reflect various risk preferences. The models are evaluated in a case study of Singapore and results demonstrate that stochastic modeling methods in general offers more robust allocation strategies compared to deterministic approaches in achieving high coverage to critical infrastructures under risks. This general modeling framework can be applied to other emergency service applications, such as, locating medical emergency services. The development of renewable energy infrastructure system development aims to answer the following key research questions: (1) is the renewable energy an economically viable solution? (2) what are the energy distribution and infrastructure system requirements to support such energy supply systems in hedging against potential risks? (3) how does the energy system adapt the dynamics from evolving technology and societal needs in the transition into a renewable energy based society? The study of Renewable Energy System Planning with Risk Management incorporates risk management into its strategic planning of the supply chains. The physical design and operational management are integrated as a whole in seeking mitigations against the

  11. Modelling geological uncertainty for mine planning

    Energy Technology Data Exchange (ETDEWEB)

    Mitchell, M

    1980-07-01

    Geosimplan is an operational gaming approach used in testing a proposed mining strategy against uncertainty in geological disturbance. Geoplan is a technique which facilitates the preparation of summary analyses to give an impression of size, distribution and quality of reserves, and to assist in calculation of year by year output estimates. Geoplan concentrates on variations in seam properties and the interaction between geological information and marketing and output requirements.

  12. 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.

  13. 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

  14. Development of a Prototype Model-Form Uncertainty Knowledge Base

    Science.gov (United States)

    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.

  15. Quantile uncertainty and value-at-risk model risk.

    Science.gov (United States)

    Alexander, Carol; Sarabia, José María

    2012-08-01

    This article develops a methodology for quantifying model risk in quantile risk estimates. The application of quantile estimates to risk assessment has become common practice in many disciplines, including hydrology, climate change, statistical process control, insurance and actuarial science, and the uncertainty surrounding these estimates has long been recognized. Our work is particularly important in finance, where quantile estimates (called Value-at-Risk) have been the cornerstone of banking risk management since the mid 1980s. A recent amendment to the Basel II Accord recommends additional market risk capital to cover all sources of "model risk" in the estimation of these quantiles. We provide a novel and elegant framework whereby quantile estimates are adjusted for model risk, relative to a benchmark which represents the state of knowledge of the authority that is responsible for model risk. A simulation experiment in which the degree of model risk is controlled illustrates how to quantify Value-at-Risk model risk and compute the required regulatory capital add-on for banks. An empirical example based on real data shows how the methodology can be put into practice, using only two time series (daily Value-at-Risk and daily profit and loss) from a large bank. We conclude with a discussion of potential applications to nonfinancial risks. © 2012 Society for Risk Analysis.

  16. 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...

  17. A Model-Free Definition of Increasing Uncertainty

    NARCIS (Netherlands)

    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

  18. 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...

  19. 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

  20. Structural applications of metal foams considering material and geometrical uncertainty

    Science.gov (United States)

    Moradi, Mohammadreza

    ; convergence of estimates of the Sobol' decomposition with sample size using various sampling schemes; the possibility of model reduction guided by the results of the Sobol' decomposition. For the rest of the study the different structural applications of metal foam is investigated. In the first application, it is shown that metal foams have the potential to serve as hysteric dampers in the braces of braced building frames. Using metal foams in the structural braces decreases different dynamic responses such as roof drift, base shear and maximum moment in the columns. Optimum metal foam strengths are different for different earthquakes. In order to use metal foam in the structural braces, metal foams need to have stable cyclic response which might be achievable for metal foams with high relative density. The second application is to improve strength and ductility of a steel tube by filling it with steel foam. Steel tube beams and columns are able to provide significant strength for structures. They have an efficient shape with large second moment of inertia which leads to light elements with high bending strength. Steel foams with high strength to weight ratio are used to fill the steel tube to improves its mechanical behavior. The linear eigenvalue and plastic collapse finite element (FE) analysis are performed on steel foam filled tube under pure compression and three point bending simulation. It is shown that foam improves the maximum strength and the ability of energy absorption of the steel tubes significantly. Different configurations with different volume of steel foam and composite behavior are investigated. It is demonstrated that there are some optimum configurations with more efficient behavior. If composite action between steel foam and steel increases, the strength of the element will improve due to the change of the failure mode from local buckling to yielding. Moreover, the Sobol' decomposition is used to investigate uncertainty in the strength and ductility of

  1. A Peep into the Uncertainty-Complexity-Relevance Modeling Trilemma through Global Sensitivity and Uncertainty Analysis

    Science.gov (United States)

    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

  2. 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

  3. 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

  4. GRS Method for Uncertainty and Sensitivity Evaluation of Code Results and Applications

    International Nuclear Information System (INIS)

    Glaeser, H.

    2008-01-01

    During the recent years, an increasing interest in computational reactor safety analysis is to replace the conservative evaluation model calculations by best estimate calculations supplemented by uncertainty analysis of the code results. The evaluation of the margin to acceptance criteria, for example, the maximum fuel rod clad temperature, should be based on the upper limit of the calculated uncertainty range. Uncertainty analysis is needed if useful conclusions are to be obtained from best estimate thermal-hydraulic code calculations, otherwise single values of unknown accuracy would be presented for comparison with regulatory acceptance limits. Methods have been developed and presented to quantify the uncertainty of computer code results. The basic techniques proposed by GRS are presented together with applications to a large break loss of coolant accident on a reference reactor as well as on an experiment simulating containment behaviour

  5. Application of a new importance measure for parametric uncertainty in PSA

    International Nuclear Information System (INIS)

    Poern, K.

    1997-04-01

    The traditional approach to uncertainty analysis in PSA, with propagation of basic event uncertainties through the PSA model, generates as an end product the uncertainty distribution of the top event frequency. This distribution, however, is not of much value for the decision maker. Most decisions are made under uncertainty. What the decision maker needs, to enhance the decision-making quality, is an adequate uncertainty importance measure that provides the decision maker with an indication of on what basic parameters it would be most valuable - as to the quality of the decision making in the specific situation - to procure more information. This paper will describe an application of a new measure of uncertainty importance that has been developed in the ongoing joint Nordic project NKS/RAK-1:3. The measure is called ''decision oriented'' because it is defined within a decision theoretic framework. It is defined as the expected value of a certain additional information about each basic parameter, and utilizes both the system structure and the complete uncertainty distributions of the basic parameters. The measure provides the analyst and the decision maker with a diagnostic information pointing to parameters on which more information would be most valuable to procure in order to enhance the decision-making quality. This uncertainty importance measure must not be confused with the more well-known, traditional importance measures of various kinds that are used to depict the contributions of each basic event or parameter (represented by point values) to the top event frequency. In this study the new measure is practically demonstrated through a real application on the top event: Water overflow through steam generator safety valves caused by steam generator tube rupture. This application object is one of the event sequences that the fore mentioned Nordic project has analysed with an integrated approach. The project has been funded by the Swedish Nuclear Power

  6. 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.)

  7. A sliding mode observer for hemodynamic characterization under modeling uncertainties

    KAUST Repository

    Zayane, Chadia; Laleg-Kirati, Taous-Meriem

    2014-01-01

    This paper addresses the case of physiological states reconstruction in a small region of the brain under modeling uncertainties. The misunderstood coupling between the cerebral blood volume and the oxygen extraction fraction has lead to a partial

  8. Uncertainty modelling of critical column buckling for reinforced ...

    Indian Academy of Sciences (India)

    for columns, having major importance to a building's safety, are considered stability limits. ... Various research works have been carried out for uncertainty analysis in ... need appropriate material models, advanced structural simulation tools.

  9. 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....

  10. 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...

  11. Modelling and propagation of uncertainties in the German Risk Study

    International Nuclear Information System (INIS)

    Hofer, E.; Krzykacz, B.

    1982-01-01

    Risk assessments are generally subject to uncertainty considerations. This is because of the various estimates that are involved. The paper points out those estimates in the so-called phase A of the German Risk Study, for which uncertainties were quantified. It explains the probabilistic models applied in the assessment to their impact on the findings of the study. Finally the resulting subjective confidence intervals of the study results are presented and their sensitivity to these probabilistic models is investigated

  12. Modelling ecosystem service flows under uncertainty with stochiastic SPAN

    Science.gov (United States)

    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.

  13. Application of a virtual coordinate measuring machine for measurement uncertainty estimation of aspherical lens parameters

    International Nuclear Information System (INIS)

    Küng, Alain; Meli, Felix; Nicolet, Anaïs; Thalmann, Rudolf

    2014-01-01

    Tactile ultra-precise coordinate measuring machines (CMMs) are very attractive for accurately measuring optical components with high slopes, such as aspheres. The METAS µ-CMM, which exhibits a single point measurement repeatability of a few nanometres, is routinely used for measurement services of microparts, including optical lenses. However, estimating the measurement uncertainty is very demanding. Because of the many combined influencing factors, an analytic determination of the uncertainty of parameters that are obtained by numerical fitting of the measured surface points is almost impossible. The application of numerical simulation (Monte Carlo methods) using a parametric fitting algorithm coupled with a virtual CMM based on a realistic model of the machine errors offers an ideal solution to this complex problem: to each measurement data point, a simulated measurement variation calculated from the numerical model of the METAS µ-CMM is added. Repeated several hundred times, these virtual measurements deliver the statistical data for calculating the probability density function, and thus the measurement uncertainty for each parameter. Additionally, the eventual cross-correlation between parameters can be analyzed. This method can be applied for the calibration and uncertainty estimation of any parameter of the equation representing a geometric element. In this article, we present the numerical simulation model of the METAS µ-CMM and the application of a Monte Carlo method for the uncertainty estimation of measured asphere parameters. (paper)

  14. 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)

  15. Estimation of spatial uncertainties of tomographic velocity models

    Energy Technology Data Exchange (ETDEWEB)

    Jordan, M.; Du, Z.; Querendez, E. [SINTEF Petroleum Research, Trondheim (Norway)

    2012-12-15

    This research project aims to evaluate the possibility of assessing the spatial uncertainties in tomographic velocity model building in a quantitative way. The project is intended to serve as a test of whether accurate and specific uncertainty estimates (e.g., in meters) can be obtained. The project is based on Monte Carlo-type perturbations of the velocity model as obtained from the tomographic inversion guided by diagonal and off-diagonal elements of the resolution and the covariance matrices. The implementation and testing of this method was based on the SINTEF in-house stereotomography code, using small synthetic 2D data sets. To test the method the calculation and output of the covariance and resolution matrices was implemented, and software to perform the error estimation was created. The work included the creation of 2D synthetic data sets, the implementation and testing of the software to conduct the tests (output of the covariance and resolution matrices which are not implicitly provided by stereotomography), application to synthetic data sets, analysis of the test results, and creating the final report. The results show that this method can be used to estimate the spatial errors in tomographic images quantitatively. The results agree with' the known errors for our synthetic models. However, the method can only be applied to structures in the model, where the change of seismic velocity is larger than the predicted error of the velocity parameter amplitudes. In addition, the analysis is dependent on the tomographic method, e.g., regularization and parameterization. The conducted tests were very successful and we believe that this method could be developed further to be applied to third party tomographic images.

  16. Model-specification uncertainty in future forest pest outbreak.

    Science.gov (United States)

    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

  17. Uncertainty analysis for a field-scale P loss model

    Science.gov (United States)

    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...

  18. Assessment of structural model and parameter uncertainty with a multi-model system for soil water balance models

    Science.gov (United States)

    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

  19. 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)

  20. 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)

  1. The explicit treatment of model uncertainties in the presence of aleatory and epistemic parameter uncertainties in risk and reliability analysis

    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

  2. Uncertainty analysis and validation of environmental models. The empirically based uncertainty analysis

    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

  3. 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.

  4. Partitioning uncertainty in streamflow projections under nonstationary model conditions

    Science.gov (United States)

    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

  5. On investment, uncertainty, and strategic interaction with applications in energy markets

    International Nuclear Information System (INIS)

    Murto, P.

    2003-01-01

    The thesis presents dynamic models on investment under uncertainty with the focus on strategic interaction and energy market applications. The uncertainty is modelled using stochastic processes as state variables. The specific questions analyzed include the effect of technological and revenue related uncertainties on the optimal timing of investment, the irreversibility in the choice between alternative investment projects with different degrees of uncertainty, and the effect of strategic interaction on the initiating of discrete investment projects, on the abandonment of a project, and on incremental capacity investments. The main methodological feature is the incorporation of game theoretic concepts in the theory of investment. It is argued that such an approach is often desirable in terms of real applications, because many industries are characterized by both uncertainty and strategic interaction between the firms. Besides extending the theory of investment, this line of work may be seen as an extension of the theory of industrial organization towards the direction that views market stability as one of the factors explaining rational behaviour of the firms. (orig.)

  6. Representing Uncertainty on Model Analysis Plots

    Science.gov (United States)

    Smith, Trevor I.

    2016-01-01

    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.…

  7. 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

  8. 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

  9. 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

  10. Uncertainty calculation in transport models and forecasts

    DEFF Research Database (Denmark)

    Manzo, Stefano; Prato, Carlo Giacomo

    Transport projects and policy evaluations are often based on transport model output, i.e. traffic flows and derived effects. However, literature has shown that there is often a considerable difference between forecasted and observed traffic flows. This difference causes misallocation of (public...... implemented by using an approach based on stochastic techniques (Monte Carlo simulation and Bootstrap re-sampling) or scenario analysis combined with model sensitivity tests. Two transport models are used as case studies: the Næstved model and the Danish National Transport Model. 3 The first paper...... in a four-stage transport model related to different variable distributions (to be used in a Monte Carlo simulation procedure), assignment procedures and levels of congestion, at both the link and the network level. The analysis used as case study the Næstved model, referring to the Danish town of Næstved2...

  11. 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.

  12. Uncertainty quantification in Rothermel's Model using an efficient sampling method

    Science.gov (United States)

    Edwin Jimenez; M. Yousuff Hussaini; Scott L. Goodrick

    2007-01-01

    The purpose of the present work is to quantify parametric uncertainty in Rothermel’s wildland fire spread model (implemented in software such as BehavePlus3 and FARSITE), which is undoubtedly among the most widely used fire spread models in the United States. This model consists of a nonlinear system of equations that relates environmental variables (input parameter...

  13. Model Uncertainty and Robustness: A Computational Framework for Multimodel Analysis

    Science.gov (United States)

    Young, Cristobal; Holsteen, Katherine

    2017-01-01

    Model uncertainty is pervasive in social science. A key question is how robust empirical results are to sensible changes in model specification. We present a new approach and applied statistical software for computational multimodel analysis. Our approach proceeds in two steps: First, we estimate the modeling distribution of estimates across all…

  14. Impact of inherent meteorology uncertainty on air quality model predictions

    Science.gov (United States)

    It is well established that there are a number of different classifications and sources of uncertainties in environmental modeling systems. Air quality models rely on two key inputs, namely, meteorology and emissions. When using air quality models for decision making, it is impor...

  15. 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

  16. Contribution to uncertainties computing: application to aerosol nanoparticles metrology

    International Nuclear Information System (INIS)

    Coquelin, Loic

    2013-01-01

    This thesis aims to provide SMPS users with a methodology to compute uncertainties associated with the estimation of aerosol size distributions. SMPS selects and detects airborne particles with a Differential Mobility Analyser (DMA) and a Condensation Particle Counter (CPC), respectively. The on-line measurement provides particle counting over a large measuring range. Then, recovering aerosol size distribution from CPC measurements yields to consider an inverse problem under uncertainty. A review of models to represent CPC measurements as a function of the aerosol size distribution is presented in the first chapter showing that competitive theories exist to model the physic involved in the measurement. It shows in the meantime the necessity of modelling parameters and other functions as uncertain. The physical model we established was first created to accurately represent the physic and second to be low time consuming. The first requirement is obvious as it characterizes the performance of the model. On the other hand, the time constraint is common to every large-scale problems for which an evaluation of the uncertainty is sought. To perform the estimation of the size distribution, a new criterion that couples regularization techniques and decomposition on a wavelet basis is described. Regularization is largely used to solve ill-posed problems. The regularized solution is computed as a trade-off between fidelity to the data and prior on the solution to be rebuilt, the trade-off being represented by a scalar known as the regularization parameter. Nevertheless, when dealing with size distributions showing broad and sharp profiles, an homogeneous prior is no longer suitable. Main improvement of this work is brought when such situations occur. The multi-scale approach we propose for the definition of the new prior is an alternative that enables to adjust the weights of the regularization on each scale of the signal. The method is tested against common regularization

  17. A tool for efficient, model-independent management optimization under uncertainty

    Science.gov (United States)

    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.

  18. Robustness for slope stability modelling under deep uncertainty

    Science.gov (United States)

    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.

  19. Uncertainty and Complexity in Mathematical Modeling

    Science.gov (United States)

    Cannon, Susan O.; Sanders, Mark

    2017-01-01

    Modeling is an effective tool to help students access mathematical concepts. Finding a math teacher who has not drawn a fraction bar or pie chart on the board would be difficult, as would finding students who have not been asked to draw models and represent numbers in different ways. In this article, the authors will discuss: (1) the properties of…

  20. Model Uncertainty and Exchange Rate Forecasting

    NARCIS (Netherlands)

    Kouwenberg, R.; Markiewicz, A.; Verhoeks, R.; Zwinkels, R.C.J.

    2017-01-01

    Exchange rate models with uncertain and incomplete information predict that investors focus on a small set of fundamentals that changes frequently over time. We design a model selection rule that captures the current set of fundamentals that best predicts the exchange rate. Out-of-sample tests show

  1. 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

  2. Uncertainty in dual permeability model parameters for structured soils

    Science.gov (United States)

    Arora, B.; Mohanty, B. P.; McGuire, J. T.

    2012-01-01

    Successful application of dual permeability models (DPM) to predict contaminant transport is contingent upon measured or inversely estimated soil hydraulic and solute transport parameters. The difficulty in unique identification of parameters for the additional macropore- and matrix-macropore interface regions, and knowledge about requisite experimental data for DPM has not been resolved to date. Therefore, this study quantifies uncertainty in dual permeability model parameters of experimental soil columns with different macropore distributions (single macropore, and low- and high-density multiple macropores). Uncertainty evaluation is conducted using adaptive Markov chain Monte Carlo (AMCMC) and conventional Metropolis-Hastings (MH) algorithms while assuming 10 out of 17 parameters to be uncertain or random. Results indicate that AMCMC resolves parameter correlations and exhibits fast convergence for all DPM parameters while MH displays large posterior correlations for various parameters. This study demonstrates that the choice of parameter sampling algorithms is paramount in obtaining unique DPM parameters when information on covariance structure is lacking, or else additional information on parameter correlations must be supplied to resolve the problem of equifinality of DPM parameters. This study also highlights the placement and significance of matrix-macropore interface in flow experiments of soil columns with different macropore densities. Histograms for certain soil hydraulic parameters display tri-modal characteristics implying that macropores are drained first followed by the interface region and then by pores of the matrix domain in drainage experiments. Results indicate that hydraulic properties and behavior of the matrix-macropore interface is not only a function of saturated hydraulic conductivity of the macroporematrix interface (Ksa) and macropore tortuosity (lf) but also of other parameters of the matrix and macropore domains.

  3. Eliciting geologists' tacit model of the uncertainty of mapped geological boundaries

    Science.gov (United States)

    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.

  4. Numerical Modelling of Structures with Uncertainties

    Directory of Open Access Journals (Sweden)

    Kahsin Maciej

    2017-04-01

    Full Text Available The nature of environmental interactions, as well as large dimensions and complex structure of marine offshore objects, make designing, building and operation of these objects a great challenge. This is the reason why a vast majority of investment cases of this type include structural analysis, performed using scaled laboratory models and complemented by extended computer simulations. The present paper focuses on FEM modelling of the offshore wind turbine supporting structure. Then problem is studied using the modal analysis, sensitivity analysis, as well as the design of experiment (DOE and response surface model (RSM methods. The results of modal analysis based simulations were used for assessing the quality of the FEM model against the data measured during the experimental modal analysis of the scaled laboratory model for different support conditions. The sensitivity analysis, in turn, has provided opportunities for assessing the effect of individual FEM model parameters on the dynamic response of the examined supporting structure. The DOE and RSM methods allowed to determine the effect of model parameter changes on the supporting structure response.

  5. 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

  6. 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

  7. Quantifying and Visualizing Uncertainties in Molecular Models

    OpenAIRE

    Rasheed, Muhibur; Clement, Nathan; Bhowmick, Abhishek; Bajaj, Chandrajit

    2015-01-01

    Computational molecular modeling and visualization has seen significant progress in recent years with sev- eral molecular modeling and visualization software systems in use today. Nevertheless the molecular biology community lacks techniques and tools for the rigorous analysis, quantification and visualization of the associated errors in molecular structure and its associated properties. This paper attempts at filling this vacuum with the introduction of a systematic statistical framework whe...

  8. 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.

  9. Effect of precipitation spatial distribution uncertainty on the uncertainty bounds of a snowmelt runoff model output

    Science.gov (United States)

    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

  10. 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.

  11. Droplet number uncertainties associated with CCN: an assessment using observations and a global model adjoint

    Directory of Open Access Journals (Sweden)

    R. H. Moore

    2013-04-01

    Full Text Available We use the Global Modelling Initiative (GMI chemical transport model with a cloud droplet parameterisation adjoint to quantify the sensitivity of cloud droplet number concentration to uncertainties in predicting CCN concentrations. Published CCN closure uncertainties for six different sets of simplifying compositional and mixing state assumptions are used as proxies for modelled CCN uncertainty arising from application of those scenarios. It is found that cloud droplet number concentrations (Nd are fairly insensitive to the number concentration (Na of aerosol which act as CCN over the continents (∂lnNd/∂lnNa ~10–30%, but the sensitivities exceed 70% in pristine regions such as the Alaskan Arctic and remote oceans. This means that CCN concentration uncertainties of 4–71% translate into only 1–23% uncertainty in cloud droplet number, on average. Since most of the anthropogenic indirect forcing is concentrated over the continents, this work shows that the application of Köhler theory and attendant simplifying assumptions in models is not a major source of uncertainty in predicting cloud droplet number or anthropogenic aerosol indirect forcing for the liquid, stratiform clouds simulated in these models. However, it does highlight the sensitivity of some remote areas to pollution brought into the region via long-range transport (e.g., biomass burning or from seasonal biogenic sources (e.g., phytoplankton as a source of dimethylsulfide in the southern oceans. Since these transient processes are not captured well by the climatological emissions inventories employed by current large-scale models, the uncertainties in aerosol-cloud interactions during these events could be much larger than those uncovered here. This finding motivates additional measurements in these pristine regions, for which few observations exist, to quantify the impact (and associated uncertainty of transient aerosol processes on cloud properties.

  12. Uncertainty the soul of modeling, probability & statistics

    CERN Document Server

    Briggs, William

    2016-01-01

    This book presents a philosophical approach to probability and probabilistic thinking, considering the underpinnings of probabilistic reasoning and modeling, which effectively underlie everything in data science. The ultimate goal is to call into question many standard tenets and lay the philosophical and probabilistic groundwork and infrastructure for statistical modeling. It is the first book devoted to the philosophy of data aimed at working scientists and calls for a new consideration in the practice of probability and statistics to eliminate what has been referred to as the "Cult of Statistical Significance". The book explains the philosophy of these ideas and not the mathematics, though there are a handful of mathematical examples. The topics are logically laid out, starting with basic philosophy as related to probability, statistics, and science, and stepping through the key probabilistic ideas and concepts, and ending with statistical models. Its jargon-free approach asserts that standard methods, suc...

  13. River meander modeling and confronting uncertainty.

    Energy Technology Data Exchange (ETDEWEB)

    Posner, Ari J. (University of Arizona Tucson, AZ)

    2011-05-01

    This study examines the meandering phenomenon as it occurs in media throughout terrestrial, glacial, atmospheric, and aquatic environments. Analysis of the minimum energy principle, along with theories of Coriolis forces (and random walks to explain the meandering phenomenon) found that these theories apply at different temporal and spatial scales. Coriolis forces might induce topological changes resulting in meandering planforms. The minimum energy principle might explain how these forces combine to limit the sinuosity to depth and width ratios that are common throughout various media. The study then compares the first order analytical solutions for flow field by Ikeda, et al. (1981) and Johannesson and Parker (1989b). Ikeda's et al. linear bank erosion model was implemented to predict the rate of bank erosion in which the bank erosion coefficient is treated as a stochastic variable that varies with physical properties of the bank (e.g., cohesiveness, stratigraphy, or vegetation density). The developed model was used to predict the evolution of meandering planforms. Then, the modeling results were analyzed and compared to the observed data. Since the migration of a meandering channel consists of downstream translation, lateral expansion, and downstream or upstream rotations several measures are formulated in order to determine which of the resulting planforms is closest to the experimental measured one. Results from the deterministic model highly depend on the calibrated erosion coefficient. Since field measurements are always limited, the stochastic model yielded more realistic predictions of meandering planform evolutions. Due to the random nature of bank erosion coefficient, the meandering planform evolution is a stochastic process that can only be accurately predicted by a stochastic model.

  14. 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

  15. Estimation of Model Uncertainties in Closed-loop Systems

    DEFF Research Database (Denmark)

    Niemann, Hans Henrik; Poulsen, Niels Kjølstad

    2008-01-01

    This paper describe a method for estimation of parameters or uncertainties in closed-loop systems. The method is based on an application of the dual YJBK (after Youla, Jabr, Bongiorno and Kucera) parameterization of all systems stabilized by a given controller. The dual YJBK transfer function...

  16. Uncertainty Assessment in Long Term Urban Drainage Modelling

    DEFF Research Database (Denmark)

    Thorndahl, Søren

    the probability of system failures (defined as either flooding or surcharge of manholes or combined sewer overflow); (2) an application of the Generalized Likelihood Uncertainty Estimation methodology in which an event based stochastic calibration is performed; and (3) long term Monte Carlo simulations...

  17. Evaluating uncertainty estimates in hydrologic models: borrowing measures from the forecast verification community

    Directory of Open Access Journals (Sweden)

    K. J. Franz

    2011-11-01

    Full Text Available The hydrologic community is generally moving towards the use of probabilistic estimates of streamflow, primarily through the implementation of Ensemble Streamflow Prediction (ESP systems, ensemble data assimilation methods, or multi-modeling platforms. However, evaluation of probabilistic outputs has not necessarily kept pace with ensemble generation. Much of the modeling community is still performing model evaluation using standard deterministic measures, such as error, correlation, or bias, typically applied to the ensemble mean or median. Probabilistic forecast verification methods have been well developed, particularly in the atmospheric sciences, yet few have been adopted for evaluating uncertainty estimates in hydrologic model simulations. In the current paper, we overview existing probabilistic forecast verification methods and apply the methods to evaluate and compare model ensembles produced from two different parameter uncertainty estimation methods: the Generalized Uncertainty Likelihood Estimator (GLUE, and the Shuffle Complex Evolution Metropolis (SCEM. Model ensembles are generated for the National Weather Service SACramento Soil Moisture Accounting (SAC-SMA model for 12 forecast basins located in the Southeastern United States. We evaluate the model ensembles using relevant metrics in the following categories: distribution, correlation, accuracy, conditional statistics, and categorical statistics. We show that the presented probabilistic metrics are easily adapted to model simulation ensembles and provide a robust analysis of model performance associated with parameter uncertainty. Application of these methods requires no information in addition to what is already available as part of traditional model validation methodology and considers the entire ensemble or uncertainty range in the approach.

  18. Can agent based models effectively reduce fisheries management implementation uncertainty?

    Science.gov (United States)

    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.

  19. CALIBRATION, OPTIMIZATION, AND SENSITIVITY AND UNCERTAINTY ALGORITHMS APPLICATION PROGRAMMING INTERFACE (COSU-API)

    Science.gov (United States)

    The Application Programming Interface (API) for Uncertainty Analysis, Sensitivity Analysis, and Parameter Estimation (UA/SA/PE API) tool development, here fore referred to as the Calibration, Optimization, and Sensitivity and Uncertainty Algorithms API (COSU-API), was initially d...

  20. 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.

  1. Development and application of objective uncertainty measures for nuclear power plant transient analysis[Dissertation 3897

    Energy Technology Data Exchange (ETDEWEB)

    Vinai, P

    2007-10-15

    For the development, design and licensing of a nuclear power plant (NPP), a sound safety analysis is necessary to study the diverse physical phenomena involved in the system behaviour under operational and transient conditions. Such studies are based on detailed computer simulations. With the progresses achieved in computer technology and the greater availability of experimental and plant data, the use of best estimate codes for safety evaluations has gained increasing acceptance. The application of best estimate safety analysis has raised new problems that need to be addressed: it has become more crucial to assess as to how reliable code predictions are, especially when they need to be compared against safety limits that must not be crossed. It becomes necessary to identify and quantify the various possible sources of uncertainty that affect the reliability of the results. Currently, such uncertainty evaluations are generally based on experts' opinion. In the present research, a novel methodology based on a non-parametric statistical approach has been developed for objective quantification of best-estimate code uncertainties related to the physical models used in the code. The basis is an evaluation of the accuracy of a given physical model achieved by comparing its predictions with experimental data from an appropriate set of separate-effect tests. The differences between measurements and predictions can be considered stochastically distributed, and thus a statistical approach can be employed. The first step was the development of a procedure for investigating the dependence of a given physical model's accuracy on the experimental conditions. Each separate-effect test effectively provides a random sample of discrepancies between measurements and predictions, corresponding to a location in the state space defined by a certain number of independent system variables. As a consequence, the samples of 'errors', achieved from analysis of the entire

  2. Development and application of objective uncertainty measures for nuclear power plant transient analysis

    International Nuclear Information System (INIS)

    Vinai, P.

    2007-10-01

    For the development, design and licensing of a nuclear power plant (NPP), a sound safety analysis is necessary to study the diverse physical phenomena involved in the system behaviour under operational and transient conditions. Such studies are based on detailed computer simulations. With the progresses achieved in computer technology and the greater availability of experimental and plant data, the use of best estimate codes for safety evaluations has gained increasing acceptance. The application of best estimate safety analysis has raised new problems that need to be addressed: it has become more crucial to assess as to how reliable code predictions are, especially when they need to be compared against safety limits that must not be crossed. It becomes necessary to identify and quantify the various possible sources of uncertainty that affect the reliability of the results. Currently, such uncertainty evaluations are generally based on experts' opinion. In the present research, a novel methodology based on a non-parametric statistical approach has been developed for objective quantification of best-estimate code uncertainties related to the physical models used in the code. The basis is an evaluation of the accuracy of a given physical model achieved by comparing its predictions with experimental data from an appropriate set of separate-effect tests. The differences between measurements and predictions can be considered stochastically distributed, and thus a statistical approach can be employed. The first step was the development of a procedure for investigating the dependence of a given physical model's accuracy on the experimental conditions. Each separate-effect test effectively provides a random sample of discrepancies between measurements and predictions, corresponding to a location in the state space defined by a certain number of independent system variables. As a consequence, the samples of 'errors', achieved from analysis of the entire database, are

  3. 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.

  4. Dealing with uncertainty in modeling intermittent water supply

    Science.gov (United States)

    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.

  5. Uncertainty Quantification given Discontinuous Climate Model Response and a Limited Number of Model Runs

    Science.gov (United States)

    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

  6. Uncertainty assessment of integrated distributed hydrological models using GLUE with Markov chain Monte Carlo sampling

    DEFF Research Database (Denmark)

    Blasone, Roberta-Serena; Madsen, Henrik; Rosbjerg, Dan

    2008-01-01

    uncertainty estimation (GLUE) procedure based on Markov chain Monte Carlo sampling is applied in order to improve the performance of the methodology in estimating parameters and posterior output distributions. The description of the spatial variations of the hydrological processes is accounted for by defining......In recent years, there has been an increase in the application of distributed, physically-based and integrated hydrological models. Many questions regarding how to properly calibrate and validate distributed models and assess the uncertainty of the estimated parameters and the spatially......-site validation must complement the usual time validation. In this study, we develop, through an application, a comprehensive framework for multi-criteria calibration and uncertainty assessment of distributed physically-based, integrated hydrological models. A revised version of the generalized likelihood...

  7. Mesh refinement for uncertainty quantification through model reduction

    International Nuclear Information System (INIS)

    Li, Jing; Stinis, Panos

    2015-01-01

    We present a novel way of deciding when and where to refine a mesh in probability space in order to facilitate uncertainty quantification in the presence of discontinuities in random space. A discontinuity in random space makes the application of generalized polynomial chaos expansion techniques prohibitively expensive. The reason is that for discontinuous problems, the expansion converges very slowly. An alternative to using higher terms in the expansion is to divide the random space in smaller elements where a lower degree polynomial is adequate to describe the randomness. In general, the partition of the random space is a dynamic process since some areas of the random space, particularly around the discontinuity, need more refinement than others as time evolves. In the current work we propose a way to decide when and where to refine the random space mesh based on the use of a reduced model. The idea is that a good reduced model can monitor accurately, within a random space element, the cascade of activity to higher degree terms in the chaos expansion. In turn, this facilitates the efficient allocation of computational sources to the areas of random space where they are more needed. For the Kraichnan–Orszag system, the prototypical system to study discontinuities in random space, we present theoretical results which show why the proposed method is sound and numerical results which corroborate the theory

  8. Modeling Uncertainty of Directed Movement via Markov Chains

    Directory of Open Access Journals (Sweden)

    YIN Zhangcai

    2015-10-01

    Full Text Available Probabilistic time geography (PTG is suggested as an extension of (classical time geography, in order to present the uncertainty of an agent located at the accessible position by probability. This may provide a quantitative basis for most likely finding an agent at a location. In recent years, PTG based on normal distribution or Brown bridge has been proposed, its variance, however, is irrelevant with the agent's speed or divergent with the increase of the speed; so they are difficult to take into account application pertinence and stability. In this paper, a new method is proposed to model PTG based on Markov chain. Firstly, a bidirectional conditions Markov chain is modeled, the limit of which, when the moving speed is large enough, can be regarded as the Brown bridge, thus has the characteristics of digital stability. Then, the directed movement is mapped to Markov chains. The essential part is to build step length, the state space and transfer matrix of Markov chain according to the space and time position of directional movement, movement speed information, to make sure the Markov chain related to the movement speed. Finally, calculating continuously the probability distribution of the directed movement at any time by the Markov chains, it can be get the possibility of an agent located at the accessible position. Experimental results show that, the variance based on Markov chains not only is related to speed, but also is tending towards stability with increasing the agent's maximum speed.

  9. A global water supply reservoir yield model with uncertainty analysis

    International Nuclear Information System (INIS)

    Kuria, Faith W; Vogel, Richard M

    2014-01-01

    Understanding the reliability and uncertainty associated with water supply yields derived from surface water reservoirs is central for planning purposes. Using a global dataset of monthly river discharge, we introduce a generalized model for estimating the mean and variance of water supply yield, Y, expected from a reservoir for a prespecified reliability, R, and storage capacity, S assuming a flow record of length n. The generalized storage–reliability–yield (SRY) relationships reported here have numerous water resource applications ranging from preliminary water supply investigations, to economic and climate change impact assessments. An example indicates how our generalized SRY relationship can be combined with a hydroclimatic model to determine the impact of climate change on surface reservoir water supply yields. We also document that the variability of estimates of water supply yield are invariant to characteristics of the reservoir system, including its storage capacity and reliability. Standardized metrics of the variability of water supply yields are shown to depend only on the sample size of the inflows and the statistical characteristics of the inflow series. (paper)

  10. Uncertainty analysis for probabilistic pipe fracture evaluations in LBB applications

    International Nuclear Information System (INIS)

    Rahman, S.; Ghadiali, N.; Wilkowski, G.

    1997-01-01

    During the NRC's Short Cracks in Piping and Piping Welds Program at Battelle, a probabilistic methodology was developed to conduct fracture evaluations of circumferentially cracked pipes for application to leak-rate detection. Later, in the IPIRG-2 program, several parameters that may affect leak-before-break and other pipe flaw evaluations were identified. This paper presents new results from several uncertainty analyses to evaluate the effects of normal operating stresses, normal plus safe-shutdown earthquake stresses, off-centered cracks, restraint of pressure-induced bending, and dynamic and cyclic loading rates on the conditional failure probability of pipes. systems in BWR and PWR. For each parameter, the sensitivity to conditional probability of failure and hence, its importance on probabilistic leak-before-break evaluations were determined

  11. Uncertainty analysis for probabilistic pipe fracture evaluations in LBB applications

    Energy Technology Data Exchange (ETDEWEB)

    Rahman, S.; Ghadiali, N.; Wilkowski, G.

    1997-04-01

    During the NRC`s Short Cracks in Piping and Piping Welds Program at Battelle, a probabilistic methodology was developed to conduct fracture evaluations of circumferentially cracked pipes for application to leak-rate detection. Later, in the IPIRG-2 program, several parameters that may affect leak-before-break and other pipe flaw evaluations were identified. This paper presents new results from several uncertainty analyses to evaluate the effects of normal operating stresses, normal plus safe-shutdown earthquake stresses, off-centered cracks, restraint of pressure-induced bending, and dynamic and cyclic loading rates on the conditional failure probability of pipes. systems in BWR and PWR. For each parameter, the sensitivity to conditional probability of failure and hence, its importance on probabilistic leak-before-break evaluations were determined.

  12. Development of mechanistic sorption model and treatment of uncertainties for Ni sorption on montmorillonite/bentonite

    International Nuclear Information System (INIS)

    Ochs, Michael; Ganter, Charlotte; Tachi, Yukio; Suyama, Tadahiro; Yui, Mikazu

    2011-02-01

    Sorption and diffusion of radionuclides in buffer materials (bentonite) are the key processes in the safe geological disposal of radioactive waste, because migration of radionuclides in this barrier is expected to be diffusion-controlled and retarded by sorption processes. It is therefore necessary to understand the detailed/coupled processes of sorption and diffusion in compacted bentonite and develop mechanistic /predictive models, so that reliable parameters can be set under a variety of geochemical conditions relevant to performance assessment (PA). For this purpose, JAEA has developed the integrated sorption and diffusion (ISD) model/database in montmorillonite/bentonite systems. The main goal of the mechanistic model/database development is to provide a tool for a consistent explanation, prediction, and uncertainty assessment of K d as well as diffusion parameters needed for the quantification of radionuclide transport. The present report focuses on developing the thermodynamic sorption model (TSM) and on the quantification and handling of model uncertainties in applications, based on illustrating by example of Ni sorption on montmorillonite/bentonite. This includes 1) a summary of the present state of the art of thermodynamic sorption modeling, 2) a discussion of the selection of surface species and model design appropriate for the present purpose, 3) possible sources and representations of TSM uncertainties, and 4) details of modeling, testing and uncertainty evaluation for Ni sorption. Two fundamentally different approaches are presented and compared for representing TSM uncertainties: 1) TSM parameter uncertainties calculated by FITEQL optimization routines and some statistical procedure, 2) overall error estimated by direct comparison of modeled and experimental K d values. The overall error in K d is viewed as the best representation of model uncertainty in ISD model/database development. (author)

  13. Chemical kinetic model uncertainty minimization through laminar flame speed measurements

    Science.gov (United States)

    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

  14. Linear models in the mathematics of uncertainty

    CERN Document Server

    Mordeson, John N; Clark, Terry D; Pham, Alex; Redmond, Michael A

    2013-01-01

    The purpose of this book is to present new mathematical techniques for modeling global issues. These mathematical techniques are used to determine linear equations between a dependent variable and one or more independent variables in cases where standard techniques such as linear regression are not suitable. In this book, we examine cases where the number of data points is small (effects of nuclear warfare), where the experiment is not repeatable (the breakup of the former Soviet Union), and where the data is derived from expert opinion (how conservative is a political party). In all these cases the data  is difficult to measure and an assumption of randomness and/or statistical validity is questionable.  We apply our methods to real world issues in international relations such as  nuclear deterrence, smart power, and cooperative threat reduction. We next apply our methods to issues in comparative politics such as successful democratization, quality of life, economic freedom, political stability, and fail...

  15. 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

  16. Data assimilation techniques and modelling uncertainty in geosciences

    Directory of Open Access Journals (Sweden)

    M. Darvishi

    2014-10-01

    Full Text Available "You cannot step into the same river twice". Perhaps this ancient quote is the best phrase to describe the dynamic nature of the earth system. If we regard the earth as a several mixed systems, we want to know the state of the system at any time. The state could be time-evolving, complex (such as atmosphere or simple and finding the current state requires complete knowledge of all aspects of the system. On one hand, the Measurements (in situ and satellite data are often with errors and incomplete. On the other hand, the modelling cannot be exact; therefore, the optimal combination of the measurements with the model information is the best choice to estimate the true state of the system. Data assimilation (DA methods are powerful tools to combine observations and a numerical model. Actually, DA is an interaction between uncertainty analysis, physical modelling and mathematical algorithms. DA improves knowledge of the past, present or future system states. DA provides a forecast the state of complex systems and better scientific understanding of calibration, validation, data errors and their probability distributions. Nowadays, the high performance and capabilities of DA have led to extensive use of it in different sciences such as meteorology, oceanography, hydrology and nuclear cores. In this paper, after a brief overview of the DA history and a comparison with conventional statistical methods, investigated the accuracy and computational efficiency of two main classical algorithms of DA involving stochastic DA (BLUE and Kalman filter and variational DA (3D and 4D-Var, then evaluated quantification and modelling of the errors. Finally, some of DA applications in geosciences and the challenges facing the DA are discussed.

  17. Uncertainty modeling in vibration, control and fuzzy analysis of structural systems

    CERN Document Server

    Halder, Achintya; Ayyub, Bilal M

    1997-01-01

    This book gives an overview of the current state of uncertainty modeling in vibration, control, and fuzzy analysis of structural and mechanical systems. It is a coherent compendium written by leading experts and offers the reader a sampling of exciting research areas in several fast-growing branches in this field. Uncertainty modeling and analysis are becoming an integral part of system definition and modeling in many fields. The book consists of ten chapters that report the work of researchers, scientists and engineers on theoretical developments and diversified applications in engineering sy

  18. 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.

  19. MODELS OF AIR TRAFFIC CONTROLLERS ERRORS PREVENTION IN TERMINAL CONTROL AREAS UNDER UNCERTAINTY CONDITIONS

    Directory of Open Access Journals (Sweden)

    Volodymyr Kharchenko

    2017-03-01

    Full Text Available Purpose: the aim of this study is to research applied models of air traffic controllers’ errors prevention in terminal control areas (TMA under uncertainty conditions. In this work the theoretical framework descripting safety events and errors of air traffic controllers connected with the operations in TMA is proposed. Methods: optimisation of terminal control area formal description based on the Threat and Error management model and the TMA network model of air traffic flows. Results: the human factors variables associated with safety events in work of air traffic controllers under uncertainty conditions were obtained. The Threat and Error management model application principles to air traffic controller operations and the TMA network model of air traffic flows were proposed. Discussion: Information processing context for preventing air traffic controller errors, examples of threats in work of air traffic controllers, which are relevant for TMA operations under uncertainty conditions.

  20. Achieving 95% probability level using best estimate codes and the code scaling, applicability and uncertainty (CSAU) [Code Scaling, Applicability and Uncertainty] methodology

    International Nuclear Information System (INIS)

    Wilson, G.E.; Boyack, B.E.; Duffey, R.B.; Griffith, P.; Katsma, K.R.; Lellouche, G.S.; Rohatgi, U.S.; Wulff, W.; Zuber, N.

    1988-01-01

    Issue of a revised rule for loss of coolant accident/emergency core cooling system (LOCA/ECCS) analysis of light water reactors will allow the use of best estimate (BE) computer codes in safety analysis, with uncertainty analysis. This paper describes a systematic methodology, CSAU (Code Scaling, Applicability and Uncertainty), which will provide uncertainty bounds in a cost effective, auditable, rational and practical manner. 8 figs., 2 tabs

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

    Science.gov (United States)

    Devendran, A. A.; Lakshmanan, G.

    2014-11-01

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

  2. Bayesian uncertainty quantification in linear models for diffusion MRI.

    Science.gov (United States)

    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.

  3. 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

  4. Uncertainty Quantification in Control Problems for Flocking Models

    Directory of Open Access Journals (Sweden)

    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.

  5. Uncertainty-based simulation-optimization using Gaussian process emulation: Application to coastal groundwater management

    Science.gov (United States)

    Rajabi, Mohammad Mahdi; Ketabchi, Hamed

    2017-12-01

    Combined simulation-optimization (S/O) schemes have long been recognized as a valuable tool in coastal groundwater management (CGM). However, previous applications have mostly relied on deterministic seawater intrusion (SWI) simulations. This is a questionable simplification, knowing that SWI models are inevitably prone to epistemic and aleatory uncertainty, and hence a management strategy obtained through S/O without consideration of uncertainty may result in significantly different real-world outcomes than expected. However, two key issues have hindered the use of uncertainty-based S/O schemes in CGM, which are addressed in this paper. The first issue is how to solve the computational challenges resulting from the need to perform massive numbers of simulations. The second issue is how the management problem is formulated in presence of uncertainty. We propose the use of Gaussian process (GP) emulation as a valuable tool in solving the computational challenges of uncertainty-based S/O in CGM. We apply GP emulation to the case study of Kish Island (located in the Persian Gulf) using an uncertainty-based S/O algorithm which relies on continuous ant colony optimization and Monte Carlo simulation. In doing so, we show that GP emulation can provide an acceptable level of accuracy, with no bias and low statistical dispersion, while tremendously reducing the computational time. Moreover, five new formulations for uncertainty-based S/O are presented based on concepts such as energy distances, prediction intervals and probabilities of SWI occurrence. We analyze the proposed formulations with respect to their resulting optimized solutions, the sensitivity of the solutions to the intended reliability levels, and the variations resulting from repeated optimization runs.

  6. Source Data Impacts on Epistemic Uncertainty for Launch Vehicle Fault Tree Models

    Science.gov (United States)

    Al Hassan, Mohammad; Novack, Steven; Ring, Robert

    2016-01-01

    Launch vehicle systems are designed and developed using both heritage and new hardware. Design modifications to the heritage hardware to fit new functional system requirements can impact the applicability of heritage reliability data. Risk estimates for newly designed systems must be developed from generic data sources such as commercially available reliability databases using reliability prediction methodologies, such as those addressed in MIL-HDBK-217F. Failure estimates must be converted from the generic environment to the specific operating environment of the system in which it is used. In addition, some qualification of applicability for the data source to the current system should be made. Characterizing data applicability under these circumstances is crucial to developing model estimations that support confident decisions on design changes and trade studies. This paper will demonstrate a data-source applicability classification method for suggesting epistemic component uncertainty to a target vehicle based on the source and operating environment of the originating data. The source applicability is determined using heuristic guidelines while translation of operating environments is accomplished by applying statistical methods to MIL-HDK-217F tables. The paper will provide one example for assigning environmental factors uncertainty when translating between operating environments for the microelectronic part-type components. The heuristic guidelines will be followed by uncertainty-importance routines to assess the need for more applicable data to reduce model uncertainty.

  7. Geostatistical modeling of groundwater properties and assessment of their uncertainties

    International Nuclear Information System (INIS)

    Honda, Makoto; Yamamoto, Shinya; Sakurai, Hideyuki; Suzuki, Makoto; Sanada, Hiroyuki; Matsui, Hiroya; Sugita, Yutaka

    2010-01-01

    The distribution of groundwater properties is important for understanding of the deep underground hydrogeological environments. This paper proposes a geostatistical system for modeling the groundwater properties which have a correlation with the ground resistivity data obtained from widespread and exhaustive survey. That is, the methodology for the integration of resistivity data measured by various methods and the methodology for modeling the groundwater properties using the integrated resistivity data has been developed. The proposed system has also been validated using the data obtained in the Horonobe Underground Research Laboratory project. Additionally, the quantification of uncertainties in the estimated model has been tried by numerical simulations based on the data. As a result, the uncertainties of the proposal model have been estimated lower than other traditional model's. (author)

  8. A framework for model-based optimization of bioprocesses under uncertainty: Identifying critical parameters and operating variables

    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...

  9. Measures of Model Uncertainty in the Assessment of Primary Stresses in Ship Structures

    DEFF Research Database (Denmark)

    Östergaard, Carsten; Dogliani, Mario; Guedes Soares, Carlos

    1996-01-01

    The paper considers various models and methods commonly used for linear elastic stress analysis and assesses the uncertainty involved in their application to the analysis of the distribution of primary stresses in the hull of a containership example, through statistical evaluations of the results...

  10. Fast uncertainty reduction strategies relying on Gaussian process models

    International Nuclear Information System (INIS)

    Chevalier, Clement

    2013-01-01

    This work deals with sequential and batch-sequential evaluation strategies of real-valued functions under limited evaluation budget, using Gaussian process models. Optimal Stepwise Uncertainty Reduction (SUR) strategies are investigated for two different problems, motivated by real test cases in nuclear safety. First we consider the problem of identifying the excursion set above a given threshold T of a real-valued function f. Then we study the question of finding the set of 'safe controlled configurations', i.e. the set of controlled inputs where the function remains below T, whatever the value of some others non-controlled inputs. New SUR strategies are presented, together with efficient procedures and formulas to compute and use them in real world applications. The use of fast formulas to recalculate quickly the posterior mean or covariance function of a Gaussian process (referred to as the 'kriging update formulas') does not only provide substantial computational savings. It is also one of the key tools to derive closed form formulas enabling a practical use of computationally-intensive sampling strategies. A contribution in batch-sequential optimization (with the multi-points Expected Improvement) is also presented. (author)

  11. Stratospheric changes caused by geoengineering applications: potential repercussions and uncertainties

    Science.gov (United States)

    Kenzelmann, P.; Weisenstein, D.; Peter, T.; Luo, B. P.; Rozanov, E.; Fueglistaler, S.; Thomason, L. W.

    2009-04-01

    , larger injections might be required than previously assumed. Rasch et al. (2008) showed that smaller particles would be advantageous in terms of cooling the surface. However, with a continuous injection of sulphur dioxide into to lower tropical stratosphere aerosol size distributions with mode radii larger than 0.5 microns are likely to form. An additional complication is that the sedimenting particles tend to heat the tropical tropopause region and as a consequence the entry mixing ratio of water vapour increases. For the extreme scenario of 10 Mt/year injection SOCOL predicts an enhancement of the water vapour entry mixing ratio by more than 1 ppmv. This is predicted to have a significant impact on the radiative forcing and the total ozone, because of enhanced heterogeneous reactions and because the increased water vapour intensifies the hydrogen and chlorine catalysed ozone destruction cycles. The intense warming of the lower stratosphere further intensifies the catalytic ozone destruction cycles. Furthermore, the stratospheric circulation is predicted to change due to the strong heating of the lower stratosphere. As a consequence of the intensified meridional temperature gradient the polar vortices are strengthened with enhanced formation of polar stratospheric clouds and ozone depletion. The ozone loss due to changed stratospheric dynamic is four times larger than the ozone loss caused by the increase of aerosol surface for heterogeneous reactions, which would postpone the recovery of the ozone hole even more as already pointed out by Tilmes et al. [2008]. At the same time the uncertainties involved in the different modelling steps are tremendous. Model validation, by comparing model runs of the 1991 Mt. Pinatubo eruption with observations, reveals that the temperature increase in the lower stratosphere and the tropopause region is probably overestimated by SOCOL. Other CCMs show similar behaviour. This lets us conclude that with the present modelling tools we are

  12. 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

  13. Nuclear Physical Uncertainties in Modeling X-Ray Bursts

    Science.gov (United States)

    Regis, Eric; Amthor, A. Matthew

    2017-09-01

    Type I x-ray bursts occur when a neutron star accretes material from the surface of another star in a compact binary star system. For certain accretion rates and material compositions, much of the nuclear material is burned in short, explosive bursts. Using a one-dimensional stellar model, Kepler, and a comprehensive nuclear reaction rate library, ReacLib, we have simulated chains of type I x-ray bursts. Unfortunately, there are large remaining uncertainties in the nuclear reaction rates involved, since many of the isotopes reacting are unstable and have not yet been studied experimentally. Some individual reactions, when varied within their estimated uncertainty, alter the light curves dramatically. This limits our ability to understand the structure of the neutron star. Previous studies have looked at the effects of individual reaction rate uncertainties. We have applied a Monte Carlo method ``-simultaneously varying a set of reaction rates'' -in order to probe the expected uncertainty in x-ray burst behaviour due to the total uncertainty in all nuclear reaction rates. Furthermore, we aim to discover any nonlinear effects due to the coupling between different reaction rates. Early results show clear non-linear effects. This research was made possible by NSF-DUE Grant 1317446, BUScholars Program.

  14. 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.

  15. Exploring uncertainty and model predictive performance concepts via a modular snowmelt-runoff modeling framework

    Science.gov (United States)

    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...

  16. 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....

  17. Formal modeling of a system of chemical reactions under uncertainty.

    Science.gov (United States)

    Ghosh, Krishnendu; Schlipf, John

    2014-10-01

    We describe a novel formalism representing a system of chemical reactions, with imprecise rates of reactions and concentrations of chemicals, and describe a model reduction method, pruning, based on the chemical properties. We present two algorithms, midpoint approximation and interval approximation, for construction of efficient model abstractions with uncertainty in data. We evaluate computational feasibility by posing queries in computation tree logic (CTL) on a prototype of extracellular-signal-regulated kinase (ERK) pathway.

  18. Approximating prediction uncertainty for random forest regression models

    Science.gov (United States)

    John W. Coulston; Christine E. Blinn; Valerie A. Thomas; Randolph H. Wynne

    2016-01-01

    Machine learning approaches such as random forest have increased for the spatial modeling and mapping of continuous variables. Random forest is a non-parametric ensemble approach, and unlike traditional regression approaches there is no direct quantification of prediction error. Understanding prediction uncertainty is important when using model-based continuous maps as...

  19. Uncertainty estimation and global forecasting with a chemistry-transport model - application to the numerical simulation of air quality; Estimation de l'incertitude et prevision d'ensemble avec un modele de chimie transport - Application a la simulation numerique de la qualite de l'air

    Energy Technology Data Exchange (ETDEWEB)

    Mallet, V.

    2005-12-15

    The aim of this work is the evaluation of the quality of a chemistry-transport model, not by a classical comparison with observations, but by the estimation of its uncertainties due to the input data, to the model formulation and to the numerical approximations. The study of these 3 sources of uncertainty is carried out with Monte Carlo simulations, with multi-model simulations and with comparisons between numerical schemes, respectively. A high uncertainty is shown for ozone concentrations. To overcome the uncertainty-related limitations, a strategy consists in using the overall forecasting. By combining several models (up to 48) on the basis of past observations, forecasts can be significantly improved. This work has been also the occasion of developing an innovative modeling system, named Polyphemus. (J.S.)

  20. Uncertainty estimation and global forecasting with a chemistry-transport model - application to the numerical simulation of air quality; Estimation de l'incertitude et prevision d'ensemble avec un modele de chimie transport - Application a la simulation numerique de la qualite de l'air

    Energy Technology Data Exchange (ETDEWEB)

    Mallet, V

    2005-12-15

    The aim of this work is the evaluation of the quality of a chemistry-transport model, not by a classical comparison with observations, but by the estimation of its uncertainties due to the input data, to the model formulation and to the numerical approximations. The study of these 3 sources of uncertainty is carried out with Monte Carlo simulations, with multi-model simulations and with comparisons between numerical schemes, respectively. A high uncertainty is shown for ozone concentrations. To overcome the uncertainty-related limitations, a strategy consists in using the overall forecasting. By combining several models (up to 48) on the basis of past observations, forecasts can be significantly improved. This work has been also the occasion of developing an innovative modeling system, named Polyphemus. (J.S.)

  1. 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

  2. Analysis of Uncertainty and Variability in Finite Element Computational Models for Biomedical Engineering: Characterization and Propagation.

    Science.gov (United States)

    Mangado, Nerea; Piella, Gemma; Noailly, Jérôme; Pons-Prats, Jordi; Ballester, Miguel Ángel González

    2016-01-01

    Computational modeling has become a powerful tool in biomedical engineering thanks to its potential to simulate coupled systems. However, real parameters are usually not accurately known, and variability is inherent in living organisms. To cope with this, probabilistic tools, statistical analysis and stochastic approaches have been used. This article aims to review the analysis of uncertainty and variability in the context of finite element modeling in biomedical engineering. Characterization techniques and propagation methods are presented, as well as examples of their applications in biomedical finite element simulations. Uncertainty propagation methods, both non-intrusive and intrusive, are described. Finally, pros and cons of the different approaches and their use in the scientific community are presented. This leads us to identify future directions for research and methodological development of uncertainty modeling in biomedical engineering.

  3. The Impact of Model and Rainfall Forcing Errors on Characterizing Soil Moisture Uncertainty in Land Surface Modeling

    Science.gov (United States)

    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.

  4. Detailed modeling of the statistical uncertainty of Thomson scattering measurements

    International Nuclear Information System (INIS)

    Morton, L A; Parke, E; Hartog, D J Den

    2013-01-01

    The uncertainty of electron density and temperature fluctuation measurements is determined by statistical uncertainty introduced by multiple noise sources. In order to quantify these uncertainties precisely, a simple but comprehensive model was made of the noise sources in the MST Thomson scattering system and of the resulting variance in the integrated scattered signals. The model agrees well with experimental and simulated results. The signal uncertainties are then used by our existing Bayesian analysis routine to find the most likely electron temperature and density, with confidence intervals. In the model, photonic noise from scattered light and plasma background light is multiplied by the noise enhancement factor (F) of the avalanche photodiode (APD). Electronic noise from the amplifier and digitizer is added. The amplifier response function shapes the signal and induces correlation in the noise. The data analysis routine fits a characteristic pulse to the digitized signals from the amplifier, giving the integrated scattered signals. A finite digitization rate loses information and can cause numerical integration error. We find a formula for the variance of the scattered signals in terms of the background and pulse amplitudes, and three calibration constants. The constants are measured easily under operating conditions, resulting in accurate estimation of the scattered signals' uncertainty. We measure F ≈ 3 for our APDs, in agreement with other measurements for similar APDs. This value is wavelength-independent, simplifying analysis. The correlated noise we observe is reproduced well using a Gaussian response function. Numerical integration error can be made negligible by using an interpolated characteristic pulse, allowing digitization rates as low as the detector bandwidth. The effect of background noise is also determined

  5. 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.

  6. Another two dark energy models motivated from Karolyhazy uncertainty relation

    Energy Technology Data Exchange (ETDEWEB)

    Sun, Cheng-Yi; Yang, Wen-Li; Song, Yu. [Northwest University, Institute of Modern Physics, Xian (China); Yue, Rui-Hong [Ningbo University, Faculty of Science, Ningbo (China)

    2012-03-15

    The Karolyhazy uncertainty relation indicates that there exists a minimal detectable cell {delta}t{sup 3} over the region t{sup 3} in Minkowski space-time. Due to the energy-time uncertainty relation, the energy of the cell {delta}t {sup 3} cannot be less {delta}t{sup -1}. Then we get a new energy density of metric fluctuations of Minkowski spacetime as {delta}t{sup -4}. Motivated by the energy density, we propose two new dark-energy models. One model is characterized by the age of the universe and the other is characterized by the conformal age of the universe. We find that in the two models, the dark energy mimics a cosmological constant in the late time. (orig.)

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

    Science.gov (United States)

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

    2016-04-01

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

  8. Uncertainty analysis of constant amplitude fatigue test data employing the six parameters random fatigue limit model

    Directory of Open Access Journals (Sweden)

    Leonetti Davide

    2018-01-01

    Full Text Available Estimating and reducing uncertainty in fatigue test data analysis is a relevant task in order to assess the reliability of a structural connection with respect to fatigue. Several statistical models have been proposed in the literature with the aim of representing the stress range vs. endurance trend of fatigue test data under constant amplitude loading and the scatter in the finite and infinite life regions. In order to estimate the safety level of the connection also the uncertainty related to the amount of information available need to be estimated using the methods provided by the theory of statistic. The Bayesian analysis is employed to reduce the uncertainty due to the often small amount of test data by introducing prior information related to the parameters of the statistical model. In this work, the inference of fatigue test data belonging to cover plated steel beams is presented. The uncertainty is estimated by making use of Bayesian and frequentist methods. The 5% quantile of the fatigue life is estimated by taking into account the uncertainty related to the sample size for both a dataset containing few samples and one containing more data. The S-N curves resulting from the application of the employed methods are compared and the effect of the reduction of uncertainty in the infinite life region is quantified.

  9. Effects of input uncertainty on cross-scale crop modeling

    Science.gov (United States)

    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

  10. Greenhouse Gas Source Attribution: Measurements Modeling and Uncertainty Quantification

    Energy Technology Data Exchange (ETDEWEB)

    Liu, Zhen [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); Najm, Habib N. [Sandia National Lab. (SNL-CA), Livermore, CA (United States); van Bloemen Waanders, Bart Gustaaf [Sandia National Lab. (SNL-CA), Livermore, CA (United States); LaFranchi, Brian W. [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Ivey, Mark D. [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Schrader, Paul E. [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Michelsen, Hope A. [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Bambha, Ray P. [Sandia National Lab. (SNL-CA), Livermore, CA (United States)

    2014-09-01

    In this project we have developed atmospheric measurement capabilities and a suite of atmospheric modeling and analysis tools that are well suited for verifying emissions of green- house gases (GHGs) on an urban-through-regional scale. We have for the first time applied the Community Multiscale Air Quality (CMAQ) model to simulate atmospheric CO2 . This will allow for the examination of regional-scale transport and distribution of CO2 along with air pollutants traditionally studied using CMAQ at relatively high spatial and temporal resolution with the goal of leveraging emissions verification efforts for both air quality and climate. We have developed a bias-enhanced Bayesian inference approach that can remedy the well-known problem of transport model errors in atmospheric CO2 inversions. We have tested the approach using data and model outputs from the TransCom3 global CO2 inversion comparison project. We have also performed two prototyping studies on inversion approaches in the generalized convection-diffusion context. One of these studies employed Polynomial Chaos Expansion to accelerate the evaluation of a regional transport model and enable efficient Markov Chain Monte Carlo sampling of the posterior for Bayesian inference. The other approach uses de- terministic inversion of a convection-diffusion-reaction system in the presence of uncertainty. These approaches should, in principle, be applicable to realistic atmospheric problems with moderate adaptation. We outline a regional greenhouse gas source inference system that integrates (1) two ap- proaches of atmospheric dispersion simulation and (2) a class of Bayesian inference and un- certainty quantification algorithms. We use two different and complementary approaches to simulate atmospheric dispersion. Specifically, we use a Eulerian chemical transport model CMAQ and a Lagrangian Particle Dispersion Model - FLEXPART-WRF. These two models share the same WRF

  11. Sensitivity of modeled ozone concentrations to uncertainties in biogenic emissions

    International Nuclear Information System (INIS)

    Roselle, S.J.

    1992-06-01

    The study examines the sensitivity of regional ozone (O3) modeling to uncertainties in biogenic emissions estimates. The United States Environmental Protection Agency's (EPA) Regional Oxidant Model (ROM) was used to simulate the photochemistry of the northeastern United States for the period July 2-17, 1988. An operational model evaluation showed that ROM had a tendency to underpredict O3 when observed concentrations were above 70-80 ppb and to overpredict O3 when observed values were below this level. On average, the model underpredicted daily maximum O3 by 14 ppb. Spatial patterns of O3, however, were reproduced favorably by the model. Several simulations were performed to analyze the effects of uncertainties in biogenic emissions on predicted O3 and to study the effectiveness of two strategies of controlling anthropogenic emissions for reducing high O3 concentrations. Biogenic hydrocarbon emissions were adjusted by a factor of 3 to account for the existing range of uncertainty in these emissions. The impact of biogenic emission uncertainties on O3 predictions depended upon the availability of NOx. In some extremely NOx-limited areas, increasing the amount of biogenic emissions decreased O3 concentrations. Two control strategies were compared in the simulations: (1) reduced anthropogenic hydrocarbon emissions, and (2) reduced anthropogenic hydrocarbon and NOx emissions. The simulations showed that hydrocarbon emission controls were more beneficial to the New York City area, but that combined NOx and hydrocarbon controls were more beneficial to other areas of the Northeast. Hydrocarbon controls were more effective as biogenic hydrocarbon emissions were reduced, whereas combined NOx and hydrocarbon controls were more effective as biogenic hydrocarbon emissions were increased

  12. 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.

  13. Uncertainty Model for Total Solar Irradiance Estimation on Australian Rooftops

    Science.gov (United States)

    Al-Saadi, Hassan; Zivanovic, Rastko; Al-Sarawi, Said

    2017-11-01

    The installations of solar panels on Australian rooftops have been in rise for the last few years, especially in the urban areas. This motivates academic researchers, distribution network operators and engineers to accurately address the level of uncertainty resulting from grid-connected solar panels. The main source of uncertainty is the intermittent nature of radiation, therefore, this paper presents a new model to estimate the total radiation incident on a tilted solar panel. Where a probability distribution factorizes clearness index, the model is driven upon clearness index with special attention being paid for Australia with the utilization of best-fit-correlation for diffuse fraction. The assessment of the model validity is achieved with the adoption of four goodness-of-fit techniques. In addition, the Quasi Monte Carlo and sparse grid methods are used as sampling and uncertainty computation tools, respectively. High resolution data resolution of solar irradiations for Adelaide city were used for this assessment, with an outcome indicating a satisfactory agreement between actual data variation and model.

  14. Moving objects management models, techniques and applications

    CERN Document Server

    Meng, Xiaofeng; Xu, Jiajie

    2014-01-01

    This book describes the topics of moving objects modeling and location tracking, indexing and querying, clustering, location uncertainty, traffic aware navigation and privacy issues as well as the application to intelligent transportation systems.

  15. Uncertainty and variability in computational and mathematical models of cardiac physiology.

    Science.gov (United States)

    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

  16. Inexact nonlinear improved fuzzy chance-constrained programming model for irrigation water management under uncertainty

    Science.gov (United States)

    Zhang, Chenglong; Zhang, Fan; Guo, Shanshan; Liu, Xiao; Guo, Ping

    2018-01-01

    An inexact nonlinear mλ-measure fuzzy chance-constrained programming (INMFCCP) model is developed for irrigation water allocation under uncertainty. Techniques of inexact quadratic programming (IQP), mλ-measure, and fuzzy chance-constrained programming (FCCP) are integrated into a general optimization framework. The INMFCCP model can deal with not only nonlinearities in the objective function, but also uncertainties presented as discrete intervals in the objective function, variables and left-hand side constraints and fuzziness in the right-hand side constraints. Moreover, this model improves upon the conventional fuzzy chance-constrained programming by introducing a linear combination of possibility measure and necessity measure with varying preference parameters. To demonstrate its applicability, the model is then applied to a case study in the middle reaches of Heihe River Basin, northwest China. An interval regression analysis method is used to obtain interval crop water production functions in the whole growth period under uncertainty. Therefore, more flexible solutions can be generated for optimal irrigation water allocation. The variation of results can be examined by giving different confidence levels and preference parameters. Besides, it can reflect interrelationships among system benefits, preference parameters, confidence levels and the corresponding risk levels. Comparison between interval crop water production functions and deterministic ones based on the developed INMFCCP model indicates that the former is capable of reflecting more complexities and uncertainties in practical application. These results can provide more reliable scientific basis for supporting irrigation water management in arid areas.

  17. Uncertainty and sensitivity analysis of environmental transport models

    International Nuclear Information System (INIS)

    Margulies, T.S.; Lancaster, L.E.

    1985-01-01

    An uncertainty and sensitivity analysis has been made of the CRAC-2 (Calculations of Reactor Accident Consequences) atmospheric transport and deposition models. Robustness and uncertainty aspects of air and ground deposited material and the relative contribution of input and model parameters were systematically studied. The underlying data structures were investigated using a multiway layout of factors over specified ranges generated via a Latin hypercube sampling scheme. The variables selected in our analysis include: weather bin, dry deposition velocity, rain washout coefficient/rain intensity, duration of release, heat content, sigma-z (vertical) plume dispersion parameter, sigma-y (crosswind) plume dispersion parameter, and mixing height. To determine the contributors to the output variability (versus distance from the site) step-wise regression analyses were performed on transformations of the spatial concentration patterns simulated. 27 references, 2 figures, 3 tables

  18. Uncertainty modeling of CCS investment strategy in China's power sector

    International Nuclear Information System (INIS)

    Zhou, Wenji; Zhu, Bing; Fuss, Sabine; Szolgayova, Jana; Obersteiner, Michael; Fei, Weiyang

    2010-01-01

    The increasing pressure resulting from the need for CO 2 mitigation is in conflict with the predominance of coal in China's energy structure. A possible solution to this tension between climate change and fossil fuel consumption fact could be the introduction of the carbon capture and storage (CCS) technology. However, high cost and other problems give rise to great uncertainty in R and D and popularization of carbon capture technology. This paper presents a real options model incorporating policy uncertainty described by carbon price scenarios (including stochasticity), allowing for possible technological change. This model is further used to determine the best strategy for investing in CCS technology in an uncertain environment in China and the effect of climate policy on the decision-making process of investment into carbon-saving technologies.

  19. Antineutrinos from Earth: A reference model and its uncertainties

    International Nuclear Information System (INIS)

    Mantovani, Fabio; Carmignani, Luigi; Fiorentini, Gianni; Lissia, Marcello

    2004-01-01

    We predict geoneutrino fluxes in a reference model based on a detailed description of Earth's crust and mantle and using the best available information on the abundances of uranium, thorium, and potassium inside Earth's layers. We estimate the uncertainties of fluxes corresponding to the uncertainties of the element abundances. In addition to distance integrated fluxes, we also provide the differential fluxes as a function of distance from several sites of experimental interest. Event yields at several locations are estimated and their dependence on the neutrino oscillation parameters is discussed. At Kamioka we predict N(U+Th)=35±6 events for 10 32 proton yr and 100% efficiency assuming sin 2 (2θ)=0.863 and δm 2 =7.3x10 -5 eV 2 . The maximal prediction is 55 events, obtained in a model with fully radiogenic production of the terrestrial heat flow

  20. Quantifying reactor safety margins: Application of CSAU [Code Scalability, Applicability and Uncertainty] methodology to LBLOCA: Part 3, Assessment and ranging of parameters for the uncertainty analysis of LBLOCA codes

    International Nuclear Information System (INIS)

    Wulff, W.; Boyack, B.E.; Duffey, R.B.

    1988-01-01

    Comparisons of results from TRAC-PF1/MOD1 code calculations with measurements from Separate Effects Tests, and published experimental data for modeling parameters have been used to determine the uncertainty ranges of code input and modeling parameters which dominate the uncertainty in predicting the Peak Clad Temperature for a postulated Large Break Loss of Coolant Accident (LBLOCA) in a four-loop Westinghouse Pressurized Water Reactor. The uncertainty ranges are used for a detailed statistical analysis to calculate the probability distribution function for the TRAC code-predicted Peak Clad Temperature, as is described in an attendant paper. Measurements from Separate Effects Tests and Integral Effects Tests have been compared with results from corresponding TRAC-PF1/MOD1 code calculations to determine globally the total uncertainty in predicting the Peak Clad Temperature for LBLOCAs. This determination is in support of the detailed statistical analysis mentioned above. The analyses presented here account for uncertainties in input parameters, in modeling and scaling, in computing and in measurements. The analyses are an important part of the work needed to implement the Code Scalability, Applicability and Uncertainty (CSAU) methodology. CSAU is needed to determine the suitability of a computer code for reactor safety analyses and the uncertainty in computer predictions. The results presented here are used to estimate the safety margin of a particular nuclear reactor power plant for a postulated accident. 25 refs., 10 figs., 11 tabs

  1. Hydrological model uncertainty due to spatial evapotranspiration estimation methods

    Science.gov (United States)

    Yu, Xuan; Lamačová, Anna; Duffy, Christopher; Krám, Pavel; Hruška, Jakub

    2016-05-01

    Evapotranspiration (ET) continues to be a difficult process to estimate in seasonal and long-term water balances in catchment models. Approaches to estimate ET typically use vegetation parameters (e.g., leaf area index [LAI], interception capacity) obtained from field observation, remote sensing data, national or global land cover products, and/or simulated by ecosystem models. In this study we attempt to quantify the uncertainty that spatial evapotranspiration estimation introduces into hydrological simulations when the age of the forest is not precisely known. The Penn State Integrated Hydrologic Model (PIHM) was implemented for the Lysina headwater catchment, located 50°03‧N, 12°40‧E in the western part of the Czech Republic. The spatial forest patterns were digitized from forest age maps made available by the Czech Forest Administration. Two ET methods were implemented in the catchment model: the Biome-BGC forest growth sub-model (1-way coupled to PIHM) and with the fixed-seasonal LAI method. From these two approaches simulation scenarios were developed. We combined the estimated spatial forest age maps and two ET estimation methods to drive PIHM. A set of spatial hydrologic regime and streamflow regime indices were calculated from the modeling results for each method. Intercomparison of the hydrological responses to the spatial vegetation patterns suggested considerable variation in soil moisture and recharge and a small uncertainty in the groundwater table elevation and streamflow. The hydrologic modeling with ET estimated by Biome-BGC generated less uncertainty due to the plant physiology-based method. The implication of this research is that overall hydrologic variability induced by uncertain management practices was reduced by implementing vegetation models in the catchment models.

  2. An Adaptation Dilemma Caused by Impacts-Modeling Uncertainty

    Science.gov (United States)

    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

  3. Application of uncertainty analysis in conceptual fusion reactor design

    International Nuclear Information System (INIS)

    Wu, T.; Maynard, C.W.

    1979-01-01

    The theories of sensitivity and uncertainty analysis are described and applied to a new conceptual tokamak fusion reactor design--NUWMAK. The responses investigated in this study include the tritium breeding ratio, first wall Ti dpa and gas productions, nuclear heating in the blanket, energy leakage to the magnet, and the dpa rate in the superconducting magnet aluminum stabilizer. The sensitivities and uncertainties of these responses are calculated. The cost/benefit feature of proposed integral measurements is also studied through the uncertainty reductions of these responses

  4. 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.

  5. Statistical methodology for discrete fracture model - including fracture size, orientation uncertainty together with intensity uncertainty and variability

    International Nuclear Information System (INIS)

    Darcel, C.; Davy, P.; Le Goc, R.; Dreuzy, J.R. de; Bour, O.

    2009-11-01

    starting point we built Statistical Fracture Domains whose significance rely exclusively on fracturing statistics, not including explicitly the current Fracture Domains or closeness between one borehole section or the other. Theoretical developments are proposed in order to incorporate the orientation uncertainty and the fracturing variability into a resulting parent distribution density uncertainty. When applied to both sites, it comes that variability prevails in front of uncertainty, thus validating the good level of data accuracy. Moreover, this allows to define a possible range of variation around the mean values of densities. Finally a sorting algorithm is developed for providing, from the initial elementary bricks mentioned above, a division of a site into Statistical Fracture Domains whose internal variability is reduced. The systematic comparison is based on the division of the datasets according to several densities referring to a division of the orientations into 13 subsets (pole zones). The first application of the methodology shows that some main trends can be defined for the orientation/density distributions throughout the site, which are combined with a high level of overlapping. Moreover the final Statistical Fracture Domain definition differ from the Fracture Domains existing at the site. The SFD are an objective comparison of statistical fracturing properties. Several perspectives are proposed in order to bridge the gap between constraints brought by a relevant statistical modeling and modeling specificities of the SKB sites and more generally conditions inherent to geological models

  6. A rigorous methodology for development and uncertainty analysis of group contribution based property models

    DEFF Research Database (Denmark)

    Frutiger, Jerome; Abildskov, Jens; Sin, Gürkan

    ) weighted-least-square regression. 3) Initialization of estimation by use of linear algebra providing a first guess. 4) Sequential parameter and simultaneous GC parameter by using of 4 different minimization algorithms. 5) Thorough uncertainty analysis: a) based on asymptotic approximation of parameter...... covariance matrix b) based on boot strap method. Providing 95%-confidence intervals of parameters and predicted property. 6) Performance statistics analysis and model application. The application of the methodology is shown for a new GC model built to predict lower flammability limit (LFL) for refrigerants...... their credibility and robustness in wider industrial and scientific applications....

  7. 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

  8. Uncertainty analysis of a one-dimensional constitutive model for shape memory alloy thermomechanical description

    DEFF Research Database (Denmark)

    Oliveira, Sergio A.; Savi, Marcelo A.; Santos, Ilmar F.

    2014-01-01

    The use of shape memory alloys (SMAs) in engineering applications has increased the interest of the accuracy analysis of their thermomechanical description. This work presents an uncertainty analysis related to experimental tensile tests conducted with shape memory alloy wires. Experimental data...... are compared with numerical simulations obtained from a constitutive model with internal constraints employed to describe the thermomechanical behavior of SMAs. The idea is to evaluate if the numerical simulations are within the uncertainty range of the experimental data. Parametric analysis is also developed...

  9. Uncertainty of climate change impact on groundwater reserves - Application to a chalk aquifer

    Science.gov (United States)

    Goderniaux, Pascal; Brouyère, Serge; Wildemeersch, Samuel; Therrien, René; Dassargues, Alain

    2015-09-01

    Recent studies have evaluated the impact of climate change on groundwater resources for different geographical and climatic contexts. However, most studies have either not estimated the uncertainty around projected impacts or have limited the analysis to the uncertainty related to climate models. In this study, the uncertainties around impact projections from several sources (climate models, natural variability of the weather, hydrological model calibration) are calculated and compared for the Geer catchment (465 km2) in Belgium. We use a surface-subsurface integrated model implemented using the finite element code HydroGeoSphere, coupled with climate change scenarios (2010-2085) and the UCODE_2005 inverse model, to assess the uncertainty related to the calibration of the hydrological model. This integrated model provides a more realistic representation of the water exchanges between surface and subsurface domains and constrains more the calibration with the use of both surface and subsurface observed data. Sensitivity and uncertainty analyses were performed on predictions. The linear uncertainty analysis is approximate for this nonlinear system, but it provides some measure of uncertainty for computationally demanding models. Results show that, for the Geer catchment, the most important uncertainty is related to calibration of the hydrological model. The total uncertainty associated with the prediction of groundwater levels remains large. By the end of the century, however, the uncertainty becomes smaller than the predicted decline in groundwater levels.

  10. An overview of uncertainty quantification techniques with application to oceanic and oil-spill simulations

    KAUST Repository

    Iskandarani, Mohamed

    2016-04-22

    We give an overview of four different ensemble-based techniques for uncertainty quantification and illustrate their application in the context of oil plume simulations. These techniques share the common paradigm of constructing a model proxy that efficiently captures the functional dependence of the model output on uncertain model inputs. This proxy is then used to explore the space of uncertain inputs using a large number of samples, so that reliable estimates of the model\\'s output statistics can be calculated. Three of these techniques use polynomial chaos (PC) expansions to construct the model proxy, but they differ in their approach to determining the expansions\\' coefficients; the fourth technique uses Gaussian Process Regression (GPR). An integral plume model for simulating the Deepwater Horizon oil-gas blowout provides examples for illustrating the different techniques. A Monte Carlo ensemble of 50,000 model simulations is used for gauging the performance of the different proxies. The examples illustrate how regression-based techniques can outperform projection-based techniques when the model output is noisy. They also demonstrate that robust uncertainty analysis can be performed at a fraction of the cost of the Monte Carlo calculation.

  11. Uranium(VI) speciation: modelling, uncertainty and relevance to bioavailability models. Application to uranium uptake by the gills of a freshwater bivalve; Speciation de l'uranium(6), modelisation, incertitude et implication pour les modeles de biodisponibilite. Application a l'accumulation dans les branchies d'un bivalve d'eau douce

    Energy Technology Data Exchange (ETDEWEB)

    Denison, F.H

    2004-07-01

    The effects of varying solution composition on the interactions between uranium(VI) and excised gills of the freshwater bivalve Corbicula fluminea have been investigated in well defined solution media. A significant reduction in the uptake of uranium was observed on increasing the concentrations of the uranium complexing ligands citrate and carbonate. Saturation kinetics as a function of uranium concentration at a pH value of 5.0 were observed, indicating that the uptake of uranium is a facilitated process, probably involving one or several trans-membrane transport systems. A relatively small change in the uptake of uranium was found as a function of pH (factor of ca. 2), despite the extremely large changes to the solution speciation of uranium within the range of pH investigated (5.0 - 7.5). A comprehensive review of the thermodynamic data relevant to the solution composition domain employed for this study was performed. Estimates of the uncertainties for the formation constants of aqueous uranium(VI) species were integrated into a thermodynamic database. A computer program was written to predict the equilibrium distribution of uranium(VI) in simple aqueous systems, using thermodynamic parameter mean-values. The program was extended to perform Monte Carlo and Quasi Monte Carlo uncertainty analyses, incorporating the thermodynamic database uncertainty estimates, to quantitatively predict the uncertainties inherent in predicting the solution speciation of uranium. The use of thermodynamic equilibrium modelling as a tool for interpreting the bioavailability of uranium(VI) was investigated. Observed uranium(VI) uptake behaviour was interpreted as a function of the predicted changes to the solution speciation of uranium. Different steady-state or pre-equilibrium approaches to modelling uranium uptake were tested. Alternative modelling approaches were also tested, considering the potential changes to membrane transport system activity or sorption characteristics on

  12. Modelling of atmospheric dispersion in a complex medium and associated uncertainties

    International Nuclear Information System (INIS)

    Demael, Emmanuel

    2007-01-01

    This research thesis addresses the study of the digital modelling of atmospheric dispersions. It aimed at validating the Mercure-Saturne tool used with a RANS (Reynolds Averaged Navier-Stokes) approach within the frame of an impact study or of an accidental scenario on a nuclear site while taking buildings and ground relief into account, at comparing the Mercure-Saturne model with a more simple and less costly (in terms of computation time) Gaussian tool (the ADMS software, Atmospheric Dispersion Modelling System), and at quantifying uncertainties related to the use of the Mercure-Saturne model. The first part introduces theoretical elements of atmosphere physics and of the atmospheric dispersion in a boundary layer, presents the Gaussian model and the Mercure-Saturne tool and its associated RANS approach. The second part reports the comparison of the Mercure-Saturne model with conventional Gaussian plume models. The third part reports the study of the atmospheric flow and dispersion about the Bugey nuclear site, based on a study performed in a wind tunnel. The fourth part reports the same kind of study for the Flamanville site. The fifth part reports the use of different approaches for the study of uncertainties in the case of the Bugey site: application of the Morris method (a screening method), and of the Monte Carlo method (quantification of the uncertainty and of the sensitivity of each uncertainty source) [fr

  13. RANS modeling for particle transport and deposition in turbulent duct flows: Near wall model uncertainties

    International Nuclear Information System (INIS)

    Jayaraju, S.T.; Sathiah, P.; Roelofs, F.; Dehbi, A.

    2015-01-01

    Highlights: • Near-wall modeling uncertainties in the RANS particle transport and deposition are addressed in a turbulent duct flow. • Discrete Random Walk (DRW) model and Continuous Random Walk (CRW) model performances are tested. • Several near-wall anisotropic model accuracy is assessed. • Numerous sensitivity studies are performed to recommend a robust, well-validated near-wall model for accurate particle deposition predictions. - Abstract: Dust accumulation in the primary system of a (V)HTR is identified as one of the foremost concerns during a potential accident. Several numerical efforts have focused on the use of RANS methodology to better understand the complex phenomena of fluid–particle interaction at various flow conditions. In the present work, several uncertainties relating to the near-wall modeling of particle transport and deposition are addressed for the RANS approach. The validation analyses are performed in a fully developed turbulent duct flow setup. A standard k − ε turbulence model with enhanced wall treatment is used for modeling the turbulence. For the Lagrangian phase, the performance of a continuous random walk (CRW) model and a discrete random walk (DRW) model for the particle transport and deposition are assessed. For wall bounded flows, it is generally seen that accounting for near wall anisotropy is important to accurately predict particle deposition. The various near-wall correlations available in the literature are either derived from the DNS data or from the experimental data. A thorough investigation into various near-wall correlations and their applicability for accurate particle deposition predictions are assessed. The main outcome of the present work is a well validated turbulence model with optimal near-wall modeling which provides realistic particle deposition predictions

  14. Approaches to highly parameterized inversion: A guide to using PEST for model-parameter and predictive-uncertainty analysis

    Science.gov (United States)

    Doherty, John E.; Hunt, Randall J.; Tonkin, Matthew J.

    2010-01-01

    Analysis of the uncertainty associated with parameters used by a numerical model, and with predictions that depend on those parameters, is fundamental to the use of modeling in support of decisionmaking. Unfortunately, predictive uncertainty analysis with regard to models can be very computationally demanding, due in part to complex constraints on parameters that arise from expert knowledge of system properties on the one hand (knowledge constraints) and from the necessity for the model parameters to assume values that allow the model to reproduce historical system behavior on the other hand (calibration constraints). Enforcement of knowledge and calibration constraints on parameters used by a model does not eliminate the uncertainty in those parameters. In fact, in many cases, enforcement of calibration constraints simply reduces the uncertainties associated with a number of broad-scale combinations of model parameters that collectively describe spatially averaged system properties. The uncertainties associated with other combinations of parameters, especially those that pertain to small-scale parameter heterogeneity, may not be reduced through the calibration process. To the extent that a prediction depends on system-property detail, its postcalibration variability may be reduced very little, if at all, by applying calibration constraints; knowledge constraints remain the only limits on the variability of predictions that depend on such detail. Regrettably, in many common modeling applications, these constraints are weak. Though the PEST software suite was initially developed as a tool for model calibration, recent developments have focused on the evaluation of model-parameter and predictive uncertainty. As a complement to functionality that it provides for highly parameterized inversion (calibration) by means of formal mathematical regularization techniques, the PEST suite provides utilities for linear and nonlinear error-variance and uncertainty analysis in

  15. Incorporation of Satellite Data and Uncertainty in a Nationwide Groundwater Recharge Model in New Zealand

    Directory of Open Access Journals (Sweden)

    Rogier Westerhoff

    2018-01-01

    Full Text Available A nationwide model of groundwater recharge for New Zealand (NGRM, as described in this paper, demonstrated the benefits of satellite data and global models to improve the spatial definition of recharge and the estimation of recharge uncertainty. NGRM was inspired by the global-scale WaterGAP model but with the key development of rainfall recharge calculation on scales relevant to national- and catchment-scale studies (i.e., a 1 km × 1 km cell size and a monthly timestep in the period 2000–2014 provided by satellite data (i.e., MODIS-derived evapotranspiration, AET and vegetation in combination with national datasets of rainfall, elevation, soil and geology. The resulting nationwide model calculates groundwater recharge estimates, including their uncertainty, consistent across the country, which makes the model unique compared to all other New Zealand estimates targeted towards groundwater recharge. At the national scale, NGRM estimated an average recharge of 2500 m 3 /s, or 298 mm/year, with a model uncertainty of 17%. Those results were similar to the WaterGAP model, but the improved input data resulted in better spatial characteristics of recharge estimates. Multiple uncertainty analyses led to these main conclusions: the NGRM model could give valuable initial estimates in data-sparse areas, since it compared well to most ground-observed lysimeter data and local recharge models; and the nationwide input data of rainfall and geology caused the largest uncertainty in the model equation, which revealed that the satellite data could improve spatial characteristics without significantly increasing the uncertainty. Clearly the increasing volume and availability of large-scale satellite data is creating more opportunities for the application of national-scale models at the catchment, and smaller, scales. This should result in improved utility of these models including provision of initial estimates in data-sparse areas. Topics for future

  16. Application of high-order uncertainty for severe accident management

    International Nuclear Information System (INIS)

    Yu, Donghan; Ha, Jaejoo

    1998-01-01

    The use of probability distribution to represent uncertainty about point-valued probabilities has been a controversial subject. Probability theorists have argued that it is inherently meaningless to be uncertain about a probability since this appears to violate the subjectivists' assumption that individual can develop unique and precise probability judgments. However, many others have found the concept of uncertainty about the probability to be both intuitively appealing and potentially useful. Especially, high-order uncertainty, i.e., the uncertainty about the probability, can be potentially relevant to decision-making when expert's judgment is needed under very uncertain data and imprecise knowledge and where the phenomena and events are frequently complicated and ill-defined. This paper presents two approaches for evaluating the uncertainties inherent in accident management strategies: 'a fuzzy probability' and 'an interval-valued subjective probability'. At first, this analysis considers accident management as a decision problem (i.e., 'applying a strategy' vs. 'do nothing') and uses an influence diagram. Then, the analysis applies two approaches above to evaluate imprecise node probabilities in the influence diagram. For the propagation of subjective probabilities, the analysis uses the Monte-Carlo simulation. In case of fuzzy probabilities, the fuzzy logic is applied to propagate them. We believe that these approaches can allow us to understand uncertainties associated with severe accident management strategy since they offer not only information similar to the classical approach using point-estimate values but also additional information regarding the impact from imprecise input data

  17. Spatial variability and parametric uncertainty in performance assessment models

    International Nuclear Information System (INIS)

    Pensado, Osvaldo; Mancillas, James; Painter, Scott; Tomishima, Yasuo

    2011-01-01

    The problem of defining an appropriate treatment of distribution functions (which could represent spatial variability or parametric uncertainty) is examined based on a generic performance assessment model for a high-level waste repository. The generic model incorporated source term models available in GoldSim ® , the TDRW code for contaminant transport in sparse fracture networks with a complex fracture-matrix interaction process, and a biosphere dose model known as BDOSE TM . Using the GoldSim framework, several Monte Carlo sampling approaches and transport conceptualizations were evaluated to explore the effect of various treatments of spatial variability and parametric uncertainty on dose estimates. Results from a model employing a representative source and ensemble-averaged pathway properties were compared to results from a model allowing for stochastic variation of transport properties along streamline segments (i.e., explicit representation of spatial variability within a Monte Carlo realization). We concluded that the sampling approach and the definition of an ensemble representative do influence consequence estimates. In the examples analyzed in this paper, approaches considering limited variability of a transport resistance parameter along a streamline increased the frequency of fast pathways resulting in relatively high dose estimates, while those allowing for broad variability along streamlines increased the frequency of 'bottlenecks' reducing dose estimates. On this basis, simplified approaches with limited consideration of variability may suffice for intended uses of the performance assessment model, such as evaluation of site safety. (author)

  18. Stochastic methods for uncertainty treatment of functional variables in computer codes: application to safety studies

    International Nuclear Information System (INIS)

    Nanty, Simon

    2015-01-01

    This work relates to the framework of uncertainty quantification for numerical simulators, and more precisely studies two industrial applications linked to the safety studies of nuclear plants. These two applications have several common features. The first one is that the computer code inputs are functional and scalar variables, functional ones being dependent. The second feature is that the probability distribution of functional variables is known only through a sample of their realizations. The third feature, relative to only one of the two applications, is the high computational cost of the code, which limits the number of possible simulations. The main objective of this work was to propose a complete methodology for the uncertainty analysis of numerical simulators for the two considered cases. First, we have proposed a methodology to quantify the uncertainties of dependent functional random variables from a sample of their realizations. This methodology enables to both model the dependency between variables and their link to another variable, called co-variate, which could be, for instance, the output of the considered code. Then, we have developed an adaptation of a visualization tool for functional data, which enables to simultaneously visualize the uncertainties and features of dependent functional variables. Second, a method to perform the global sensitivity analysis of the codes used in the two studied cases has been proposed. In the case of a computationally demanding code, the direct use of quantitative global sensitivity analysis methods is intractable. To overcome this issue, the retained solution consists in building a surrogate model or meta model, a fast-running model approximating the computationally expensive code. An optimized uniform sampling strategy for scalar and functional variables has been developed to build a learning basis for the meta model. Finally, a new approximation approach for expensive codes with functional outputs has been

  19. Uncertainties in modelling the climate impact of irrigation

    Science.gov (United States)

    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

  20. Uncertainty theory

    CERN Document Server

    Liu, Baoding

    2015-01-01

    When no samples are available to estimate a probability distribution, we have to invite some domain experts to evaluate the belief degree that each event will happen. Perhaps some people think that the belief degree should be modeled by subjective probability or fuzzy set theory. However, it is usually inappropriate because both of them may lead to counterintuitive results in this case. In order to rationally deal with belief degrees, uncertainty theory was founded in 2007 and subsequently studied by many researchers. Nowadays, uncertainty theory has become a branch of axiomatic mathematics for modeling belief degrees. This is an introductory textbook on uncertainty theory, uncertain programming, uncertain statistics, uncertain risk analysis, uncertain reliability analysis, uncertain set, uncertain logic, uncertain inference, uncertain process, uncertain calculus, and uncertain differential equation. This textbook also shows applications of uncertainty theory to scheduling, logistics, networks, data mining, c...

  1. A python framework for environmental model uncertainty analysis

    Science.gov (United States)

    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.

  2. Assessment of errors and uncertainty patterns in GIA modeling

    DEFF Research Database (Denmark)

    Barletta, Valentina Roberta; Spada, G.

    2012-01-01

    During the last decade many efforts have been devoted to the assessment of global sea level rise and to the determination of the mass balance of continental ice sheets. In this context, the important role of glacial-isostatic adjustment (GIA) has been clearly recognized. Yet, in many cases only one......, such as time-evolving shorelines and paleo-coastlines. In this study we quantify these uncertainties and their propagation in GIA response using a Monte Carlo approach to obtain spatio-temporal patterns of GIA errors. A direct application is the error estimates in ice mass balance in Antarctica and Greenland...

  3. An overview of uncertainty quantification techniques with application to oceanic and oil-spill simulations

    KAUST Repository

    Iskandarani, Mohamed; Wang, Shitao; Srinivasan, Ashwanth; Carlisle Thacker, W.; Winokur, Justin; Knio, Omar

    2016-01-01

    We give an overview of four different ensemble-based techniques for uncertainty quantification and illustrate their application in the context of oil plume simulations. These techniques share the common paradigm of constructing a model proxy that efficiently captures the functional dependence of the model output on uncertain model inputs. This proxy is then used to explore the space of uncertain inputs using a large number of samples, so that reliable estimates of the model's output statistics can be calculated. Three of these techniques use polynomial chaos (PC) expansions to construct the model proxy, but they differ in their approach to determining the expansions' coefficients; the fourth technique uses Gaussian Process Regression (GPR). An integral plume model for simulating the Deepwater Horizon oil-gas blowout provides examples for illustrating the different techniques. A Monte Carlo ensemble of 50,000 model simulations is used for gauging the performance of the different proxies. The examples illustrate how regression-based techniques can outperform projection-based techniques when the model output is noisy. They also demonstrate that robust uncertainty analysis can be performed at a fraction of the cost of the Monte Carlo calculation.

  4. Model parameter uncertainty analysis for annual field-scale P loss model

    Science.gov (United States)

    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 ...

  5. Model parameter uncertainty analysis for an annual field-scale phosphorus loss model

    Science.gov (United States)

    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 ...

  6. Uncertainty and Preference Modelling for Multiple Criteria Vehicle Evaluation

    Directory of Open Access Journals (Sweden)

    Qiuping Yang

    2010-12-01

    Full Text Available A general framework for vehicle assessment is proposed based on both mass survey information and the evidential reasoning (ER approach. Several methods for uncertainty and preference modeling are developed within the framework, including the measurement of uncertainty caused by missing information, the estimation of missing information in original surveys, the use of nonlinear functions for data mapping, and the use of nonlinear functions as utility function to combine distributed assessments into a single index. The results of the investigation show that various measures can be used to represent the different preferences of decision makers towards the same feedback from respondents. Based on the ER approach, credible and informative analysis can be conducted through the complete understanding of the assessment problem in question and the full exploration of available information.

  7. Type-2 fuzzy elliptic membership functions for modeling uncertainty

    DEFF Research Database (Denmark)

    Kayacan, Erdal; Sarabakha, Andriy; Coupland, Simon

    2018-01-01

    Whereas type-1 and type-2 membership functions (MFs) are the core of any fuzzy logic system, there are no performance criteria available to evaluate the goodness or correctness of the fuzzy MFs. In this paper, we make extensive analysis in terms of the capability of type-2 elliptic fuzzy MFs...... in modeling uncertainty. Having decoupled parameters for its support and width, elliptic MFs are unique amongst existing type-2 fuzzy MFs. In this investigation, the uncertainty distribution along the elliptic MF support is studied, and a detailed analysis is given to compare and contrast its performance...... advantages mentioned above, elliptic MFs have comparable prediction results when compared to Gaussian and triangular MFs. Finally, in order to test the performance of fuzzy logic controller with elliptic interval type-2 MFs, extensive real-time experiments are conducted for the 3D trajectory tracking problem...

  8. Uncertainty analysis of pollutant build-up modelling based on a Bayesian weighted least squares approach

    International Nuclear Information System (INIS)

    Haddad, Khaled; Egodawatta, Prasanna; Rahman, Ataur; Goonetilleke, Ashantha

    2013-01-01

    Reliable pollutant build-up prediction plays a critical role in the accuracy of urban stormwater quality modelling outcomes. However, water quality data collection is resource demanding compared to streamflow data monitoring, where a greater quantity of data is generally available. Consequently, available water quality datasets span only relatively short time scales unlike water quantity data. Therefore, the ability to take due consideration of the variability associated with pollutant processes and natural phenomena is constrained. This in turn gives rise to uncertainty in the modelling outcomes as research has shown that pollutant loadings on catchment surfaces and rainfall within an area can vary considerably over space and time scales. Therefore, the assessment of model uncertainty is an essential element of informed decision making in urban stormwater management. This paper presents the application of a range of regression approaches such as ordinary least squares regression, weighted least squares regression and Bayesian weighted least squares regression for the estimation of uncertainty associated with pollutant build-up prediction using limited datasets. The study outcomes confirmed that the use of ordinary least squares regression with fixed model inputs and limited observational data may not provide realistic estimates. The stochastic nature of the dependent and independent variables need to be taken into consideration in pollutant build-up prediction. It was found that the use of the Bayesian approach along with the Monte Carlo simulation technique provides a powerful tool, which attempts to make the best use of the available knowledge in prediction and thereby presents a practical solution to counteract the limitations which are otherwise imposed on water quality modelling. - Highlights: ► Water quality data spans short time scales leading to significant model uncertainty. ► Assessment of uncertainty essential for informed decision making in water

  9. Structural reliability in context of statistical uncertainties and modelling discrepancies

    International Nuclear Information System (INIS)

    Pendola, Maurice

    2000-01-01

    Structural reliability methods have been largely improved during the last years and have showed their ability to deal with uncertainties during the design stage or to optimize the functioning and the maintenance of industrial installations. They are based on a mechanical modeling of the structural behavior according to the considered failure modes and on a probabilistic representation of input parameters of this modeling. In practice, only limited statistical information is available to build the probabilistic representation and different sophistication levels of the mechanical modeling may be introduced. Thus, besides the physical randomness, other uncertainties occur in such analyses. The aim of this work is triple: 1. at first, to propose a methodology able to characterize the statistical uncertainties due to the limited number of data in order to take them into account in the reliability analyses. The obtained reliability index measures the confidence in the structure considering the statistical information available. 2. Then, to show a methodology leading to reliability results evaluated from a particular mechanical modeling but by using a less sophisticated one. The objective is then to decrease the computational efforts required by the reference modeling. 3. Finally, to propose partial safety factors that are evolving as a function of the number of statistical data available and as a function of the sophistication level of the mechanical modeling that is used. The concepts are illustrated in the case of a welded pipe and in the case of a natural draught cooling tower. The results show the interest of the methodologies in an industrial context. [fr

  10. A sliding mode observer for hemodynamic characterization under modeling uncertainties

    KAUST Repository

    Zayane, Chadia

    2014-06-01

    This paper addresses the case of physiological states reconstruction in a small region of the brain under modeling uncertainties. The misunderstood coupling between the cerebral blood volume and the oxygen extraction fraction has lead to a partial knowledge of the so-called balloon model describing the hemodynamic behavior of the brain. To overcome this difficulty, a High Order Sliding Mode observer is applied to the balloon system, where the unknown coupling is considered as an internal perturbation. The effectiveness of the proposed method is illustrated through a set of synthetic data that mimic fMRI experiments.

  11. Toward a more rigorous application of margins and uncertainties within the nuclear weapons life cycle : a Sandia perspective

    International Nuclear Information System (INIS)

    Klenke, Scott Edward; Novotny, George Charles; Paulsen Robert A., Jr.; Diegert, Kathleen V.; Trucano, Timothy Guy; Pilch, Martin M.

    2007-01-01

    This paper presents the conceptual framework that is being used to define quantification of margins and uncertainties (QMU) for application in the nuclear weapons (NW) work conducted at Sandia National Laboratories. The conceptual framework addresses the margins and uncertainties throughout the NW life cycle and includes the definition of terms related to QMU and to figures of merit. Potential applications of QMU consist of analyses based on physical data and on modeling and simulation. Appendix A provides general guidelines for addressing cases in which significant and relevant physical data are available for QMU analysis. Appendix B gives the specific guidance that was used to conduct QMU analyses in cycle 12 of the annual assessment process. Appendix C offers general guidelines for addressing cases in which appropriate models are available for use in QMU analysis. Appendix D contains an example that highlights the consequences of different treatments of uncertainty in model-based QMU analyses

  12. A Bayesian statistical method for quantifying model form uncertainty and two model combination methods

    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

  13. Selected examples of practical approaches for the assessment of model reliability - parameter uncertainty analysis

    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

  14. Incorporating uncertainties into risk assessment with an application to the exploratory studies facilities at Yucca Mountain

    International Nuclear Information System (INIS)

    Fathauer, P.M.

    1995-08-01

    A methodology that incorporates variability and reducible sources of uncertainty into the probabilistic and consequence components of risk was developed. The method was applied to the north tunnel of the Exploratory Studies Facility at Yucca Mountain in Nevada. In this assessment, variability and reducible sources of uncertainty were characterized and propagated through the risk assessment models using a Monte Carlo based software package. The results were then manipulated into risk curves at the 5% and 95% confidence levels for both the variability and overall uncertainty analyses, thus distinguishing between variability and reducible sources of uncertainty. In the Yucca Mountain application, the designation of the north tunnel as an item important to public safety, as defined by 10 CFR 60, was determined. Specifically, the annual frequency of a rock fall breaching a waste package causing an off-site dose of 500 mrem (5x10 -3 Sv) was calculated. The annual frequency, taking variability into account, ranged from 1.9x10 -9 per year at the 5% confidence level to 2.5x10 -9 per year at the 95% confidence level. The frequency range after including all uncertainty was 9.5x10 -10 to 1.8x10 -8 per year. The maximum observable frequency, at the 100% confidence level, was 4.9x10 -8 per year. This is below the 10 -6 per year frequency criteria of 10 CFR 60. Therefore, based on this work, the north tunnel does not fall under the items important to public safety designation for the event studied

  15. Dynamics Under Location Uncertainty: Model Derivation, Modified Transport and Uncertainty Quantification

    Science.gov (United States)

    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

  16. Two-stage stochastic programming model for the regional-scale electricity planning under demand uncertainty

    International Nuclear Information System (INIS)

    Huang, Yun-Hsun; Wu, Jung-Hua; Hsu, Yu-Ju

    2016-01-01

    Traditional electricity supply planning models regard the electricity demand as a deterministic parameter and require the total power output to satisfy the aggregate electricity demand. But in today's world, the electric system planners are facing tremendously complex environments full of uncertainties, where electricity demand is a key source of uncertainty. In addition, electricity demand patterns are considerably different for different regions. This paper developed a multi-region optimization model based on two-stage stochastic programming framework to incorporate the demand uncertainty. Furthermore, the decision tree method and Monte Carlo simulation approach are integrated into the model to simplify electricity demands in the form of nodes and determine the values and probabilities. The proposed model was successfully applied to a real case study (i.e. Taiwan's electricity sector) to show its applicability. Detail simulation results were presented and compared with those generated by a deterministic model. Finally, the long-term electricity development roadmap at a regional level could be provided on the basis of our simulation results. - Highlights: • A multi-region, two-stage stochastic programming model has been developed. • The decision tree and Monte Carlo simulation are integrated into the framework. • Taiwan's electricity sector is used to illustrate the applicability of the model. • The results under deterministic and stochastic cases are shown for comparison. • Optimal portfolios of regional generation technologies can be identified.

  17. Determination of a PWR key neutron parameters uncertainties and conformity studies applications

    International Nuclear Information System (INIS)

    Bernard, D.

    2002-01-01

    The aim of this thesis was to evaluate uncertainties of key neutron parameters of slab reactors. Uncertainties sources have many origins, technologic origin for parameters of fabrication and physical origin for nuclear data. First, each contribution of uncertainties is calculated and finally, a factor of uncertainties is associated to key slab parameter like reactivity, isotherm reactivity coefficient, control rod efficiency, power form factor before irradiation and lifetime. This factors of uncertainties were computed by Generalized Perturbations Theory in case of step 0 and by directs calculations in case of irradiation problems. One of neutronic conformity applications was about fabrication and nuclear data targets precision adjustments. Statistic (uncertainties) and deterministic (deviations) approaches were studied. Then neutronics key slab parameters uncertainties were reduced and so nuclear performances were optimised. (author)

  18. Construction of a case for expert judgement of uncertainty in early health effects models

    International Nuclear Information System (INIS)

    Grupa, J.

    1997-11-01

    The contribution of ECN to a joint study of the European Commission (EC) and the US Nuclear Regulatory Commission (NRC), in which the uncertainty in risks and consequences of severe accidents at nuclear power plants are evaluated, is described. The procedure used to obtain these uncertainties is called expert judgement. In a formal expert judgement procedure a panel of experts has provided quantitative information about the uncertainty in given observables: a quantity that describes an observation concerning the phenomenon of interest, in this paper the relation between dose and health effects, without information or assumptions about any model describing this phenomenon. The observables are defined in a case structure, a questionnaire provided to all experts. ECN has contributed to the selection of the experts for the early health effects panel, and provided assistance for drafting the case structure for this panel. This paper describes the radiological information provided by ECN and the analyses necessary for constructing the case structure. The deliverables of the expert elicitation are uncertainty distributions of the observables requested in the case structure. The results are intended to be unbiased, i.e. it should be applicable to any model describing the relation between dose and health effects. They will be published by the project team in a joint publication of the NRC and the EC. In this way the resulting uncertainty distributions are available for further work in the joint project and available to a more general public. 2 figs., 4 refs

  19. Uncertainties in modeling and scaling in the prediction of fuel stored energy and thermal response

    International Nuclear Information System (INIS)

    Wulff, W.

    1987-01-01

    The steady-state temperature distribution and the stored energy in nuclear fuel elements are computed by analytical methods and used to rank, in the order of importance, the effects on stored energy from statistical uncertainties in modeling parameters, in boundary and in operating conditions. An integral technique is used to calculate the transient fuel temperature and to estimate the uncertainties in predicting the fuel thermal response and the peak clad temperature during a large-break loss of coolant accident. The uncertainty analysis presented here is an important part of evaluating the applicability, the uncertainties and the scaling capabilities of computer codes for nuclear reactor safety analyses. The methods employed in this analysis merit general attention because of their simplicity. It is shown that the blowdown peak is dominated by fuel stored energy alone or, equivalently, by linear heating rate. Gap conductance, peaking factors and fuel thermal conductivity are the three most important fuel modeling parameters affecting peak clad temperature uncertainty. 26 refs., 10 figs., 6 tabs

  20. Multiscale Modeling and Uncertainty Quantification for Nuclear Fuel Performance

    Energy Technology Data Exchange (ETDEWEB)

    Estep, Donald [Colorado State Univ., Fort Collins, CO (United States); El-Azab, Anter [Florida State Univ., Tallahassee, FL (United States); Pernice, Michael [Idaho National Lab. (INL), Idaho Falls, ID (United States); Peterson, John W. [Idaho National Lab. (INL), Idaho Falls, ID (United States); Polyakov, Peter [Univ. of Wyoming, Laramie, WY (United States); Tavener, Simon [Colorado State Univ., Fort Collins, CO (United States); Xiu, Dongbin [Purdue Univ., West Lafayette, IN (United States); Univ. of Utah, Salt Lake City, UT (United States)

    2017-03-23

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

  1. 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

  2. Making Invasion models useful for decision makers; incorporating uncertainty, knowledge gaps, and decision-making preferences

    Science.gov (United States)

    Denys Yemshanov; Frank H Koch; Mark Ducey

    2015-01-01

    Uncertainty is inherent in model-based forecasts of ecological invasions. In this chapter, we explore how the perceptions of that uncertainty can be incorporated into the pest risk assessment process. Uncertainty changes a decision maker’s perceptions of risk; therefore, the direct incorporation of uncertainty may provide a more appropriate depiction of risk. Our...

  3. A genetic-algorithm-aided stochastic optimization model for regional air quality management under uncertainty.

    Science.gov (United States)

    Qin, Xiaosheng; Huang, Guohe; Liu, Lei

    2010-01-01

    A genetic-algorithm-aided stochastic optimization (GASO) model was developed in this study for supporting regional air quality management under uncertainty. The model incorporated genetic algorithm (GA) and Monte Carlo simulation techniques into a general stochastic chance-constrained programming (CCP) framework and allowed uncertainties in simulation and optimization model parameters to be considered explicitly in the design of least-cost strategies. GA was used to seek the optimal solution of the management model by progressively evaluating the performances of individual solutions. Monte Carlo simulation was used to check the feasibility of each solution. A management problem in terms of regional air pollution control was studied to demonstrate the applicability of the proposed method. Results of the case study indicated the proposed model could effectively communicate uncertainties into the optimization process and generate solutions that contained a spectrum of potential air pollutant treatment options with risk and cost information. Decision alternatives could be obtained by analyzing tradeoffs between the overall pollutant treatment cost and the system-failure risk due to inherent uncertainties.

  4. Quantifying uncertainty in Bayesian calibrated animal-to-human PBPK models with informative prior distributions

    Science.gov (United States)

    Understanding and quantifying the uncertainty of model parameters and predictions has gained more interest in recent years with the increased use of computational models in chemical risk assessment. Fully characterizing the uncertainty in risk metrics derived from linked quantita...

  5. Improving default risk prediction using Bayesian model uncertainty techniques.

    Science.gov (United States)

    Kazemi, Reza; Mosleh, Ali

    2012-11-01

    Credit risk is the potential exposure of a creditor to an obligor's failure or refusal to repay the debt in principal or interest. The potential of exposure is measured in terms of probability of default. Many models have been developed to estimate credit risk, with rating agencies dating back to the 19th century. They provide their assessment of probability of default and transition probabilities of various firms in their annual reports. Regulatory capital requirements for credit risk outlined by the Basel Committee on Banking Supervision have made it essential for banks and financial institutions to develop sophisticated models in an attempt to measure credit risk with higher accuracy. The Bayesian framework proposed in this article uses the techniques developed in physical sciences and engineering for dealing with model uncertainty and expert accuracy to obtain improved estimates of credit risk and associated uncertainties. The approach uses estimates from one or more rating agencies and incorporates their historical accuracy (past performance data) in estimating future default risk and transition probabilities. Several examples demonstrate that the proposed methodology can assess default probability with accuracy exceeding the estimations of all the individual models. Moreover, the methodology accounts for potentially significant departures from "nominal predictions" due to "upsetting events" such as the 2008 global banking crisis. © 2012 Society for Risk Analysis.

  6. Selection of Representative Models for Decision Analysis Under Uncertainty

    Science.gov (United States)

    Meira, Luis A. A.; Coelho, Guilherme P.; Santos, Antonio Alberto S.; Schiozer, Denis J.

    2016-03-01

    The decision-making process in oil fields includes a step of risk analysis associated with the uncertainties present in the variables of the problem. Such uncertainties lead to hundreds, even thousands, of possible scenarios that are supposed to be analyzed so an effective production strategy can be selected. Given this high number of scenarios, a technique to reduce this set to a smaller, feasible subset of representative scenarios is imperative. The selected scenarios must be representative of the original set and also free of optimistic and pessimistic bias. This paper is devoted to propose an assisted methodology to identify representative models in oil fields. To do so, first a mathematical function was developed to model the representativeness of a subset of models with respect to the full set that characterizes the problem. Then, an optimization tool was implemented to identify the representative models of any problem, considering not only the cross-plots of the main output variables, but also the risk curves and the probability distribution of the attribute-levels of the problem. The proposed technique was applied to two benchmark cases and the results, evaluated by experts in the field, indicate that the obtained solutions are richer than those identified by previously adopted manual approaches. The program bytecode is available under request.

  7. Evaluation of risk impact of changes to Completion Times addressing model and parameter uncertainties

    International Nuclear Information System (INIS)

    Martorell, S.; Martón, I.; Villamizar, M.; Sánchez, A.I.; Carlos, S.

    2014-01-01

    This paper presents an approach and an example of application for the evaluation of risk impact of changes to Completion Times within the License Basis of a Nuclear Power Plant based on the use of the Probabilistic Risk Assessment addressing identification, treatment and analysis of uncertainties in an integrated manner. It allows full development of a three tired approach (Tier 1–3) following the principles of the risk-informed decision-making accounting for uncertainties as proposed by many regulators. Completion Time is the maximum outage time a safety related equipment is allowed to be down, e.g. for corrective maintenance, which is established within the Limiting Conditions for Operation included into Technical Specifications for operation of a Nuclear Power Plant. The case study focuses on a Completion Time change of the Accumulators System of a Nuclear Power Plant using a level 1 PRA. It focuses on several sources of model and parameter uncertainties. The results obtained show the risk impact of the proposed CT change including both types of epistemic uncertainties is small as compared with current safety goals of concern to Tier 1. However, what concerns to Tier 2 and 3, the results obtained show how the use of some traditional and uncertainty importance measures helps in identifying high risky configurations that should be avoided in NPP technical specifications no matter the duration of CT (Tier 2), and other configurations that could take part of a configuration risk management program (Tier 3). - Highlights: • New approach for evaluation of risk impact of changes to Completion Times. • Integrated treatment and analysis of model and parameter uncertainties. • PSA based application to support risk-informed decision-making. • Measures of importance for identification of risky configurations. • Management of important safety issues to accomplish safety goals

  8. An information-theoretic basis for uncertainty analysis: application to the QUASAR severe accident study

    International Nuclear Information System (INIS)

    Unwin, S.D.; Cazzoli, E.G.; Davis, R.E.; Khatib-Rahbar, M.; Lee, M.; Nourbakhsh, H.; Park, C.K.; Schmidt, E.

    1989-01-01

    The probabilistic characterization of uncertainty can be problematic in circumstances where there is a paucity of supporting data and limited experience on which to base engineering judgement. Information theory provides a framework in which to address this issue through reliance upon entropy-related principles of uncertainty maximization. We describe an application of such principles in the United States Nuclear Regulatory Commission-sponsored program QUASAR (Quantification and Uncertainty Analysis of Source Terms for Severe Accidents in Light Water Reactors). (author)

  9. Workshop on Model Uncertainty and its Statistical Implications

    CERN Document Server

    1988-01-01

    In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.

  10. Model structures amplify uncertainty in predicted soil carbon responses to climate change.

    Science.gov (United States)

    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.

  11. IT APPLICATIONS PORTFOLIO MANAGEMENT UNDER BUSINESS AND IMPLEMENTATION UNCERTAINTY

    Institute of Scientific and Technical Information of China (English)

    Masafumi KOTANI; Junichi IIJIMA

    2008-01-01

    Corporations need to improve business processes in order to enhance velocity and service levels while reducing their processing costs and differentiating themselves in the face of competition.The levitation of importance beyond support roles has raised IT investment decisions to high priority in chief executive officers'agendas.Corporate planning groups as well as lines of business are increasingly applying techniques of IT applications portfolio management in a more systematic fashion to improve decision-making and resource-allocation processes. Recent advances in software engineering and IT service delivery methodologies have achieved the logical separation of business functions from implementation.This separation has made a new breed of innovative IT project possible with a new project risk structure;the adjustment of portfolio management techniques is appropriate.We present an integrated portfolio management model so that the corporation can focus on organic growth through sources at both the department and top management levels.The research gives clear advice as to how top management can seek economic growth by selecting an entrepreneurial strategic posture,implying a strong risk-taking propensity.By integrating a risk-return model and risk-tolerance paradigm to cope with today's risk structure,overall capabilities can improve the decision process and the corporation's performance as well.The application of the integrated technique to a Japanese manufacturing firm is described.

  12. Uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model at multiple flux tower sites

    Science.gov (United States)

    Chen, Mingshi; Senay, Gabriel B.; Singh, Ramesh K.; Verdin, James P.

    2016-01-01

    the normal range. This finding implies that the simplified parameterization of the SSEBop model did not significantly affect the accuracy of the ET estimate while increasing the ease of model setup for operational applications. The sensitivity analysis indicated that the SSEBop model is most sensitive to input variables, land surface temperature (LST) and reference ET (ETo); and parameters, differential temperature (dT), and maximum ET scalar (Kmax), particularly during the non-growing season and in dry areas. In summary, the uncertainty assessment verifies that the SSEBop model is a reliable and robust method for large-area ET estimation. The SSEBop model estimates can be further improved by reducing errors in two input variables (ETo and LST) and two key parameters (Kmax and dT).

  13. A conceptual precipitation-runoff modeling suite: Model selection, calibration and predictive uncertainty assessment

    Science.gov (United States)

    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...

  14. 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.

  15. System convergence in transport models: algorithms efficiency and output uncertainty

    DEFF Research Database (Denmark)

    Rich, Jeppe; Nielsen, Otto Anker

    2015-01-01

    of this paper is to analyse convergence performance for the external loop and to illustrate how an improper linkage between the converging parts can lead to substantial uncertainty in the final output. Although this loop is crucial for the performance of large-scale transport models it has not been analysed...... much in the literature. The paper first investigates several variants of the Method of Successive Averages (MSA) by simulation experiments on a toy-network. It is found that the simulation experiments produce support for a weighted MSA approach. The weighted MSA approach is then analysed on large......-scale in the Danish National Transport Model (DNTM). It is revealed that system convergence requires that either demand or supply is without random noise but not both. In that case, if MSA is applied to the model output with random noise, it will converge effectively as the random effects are gradually dampened...

  16. Incentive salience attribution under reward uncertainty: A Pavlovian model.

    Science.gov (United States)

    Anselme, Patrick

    2015-02-01

    There is a vast literature on the behavioural effects of partial reinforcement in Pavlovian conditioning. Compared with animals receiving continuous reinforcement, partially rewarded animals typically show (a) a slower development of the conditioned response (CR) early in training and (b) a higher asymptotic level of the CR later in training. This phenomenon is known as the partial reinforcement acquisition effect (PRAE). Learning models of Pavlovian conditioning fail to account for it. In accordance with the incentive salience hypothesis, it is here argued that incentive motivation (or 'wanting') plays a more direct role in controlling behaviour than does learning, and reward uncertainty is shown to have an excitatory effect on incentive motivation. The psychological origin of that effect is discussed and a computational model integrating this new interpretation is developed. Many features of CRs under partial reinforcement emerge from this model. Copyright © 2014 Elsevier B.V. All rights reserved.

  17. Plasticity models of material variability based on uncertainty quantification techniques

    Energy Technology Data Exchange (ETDEWEB)

    Jones, Reese E. [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Rizzi, Francesco [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Boyce, Brad [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Templeton, Jeremy Alan [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Ostien, Jakob [Sandia National Lab. (SNL-CA), Livermore, CA (United States)

    2017-11-01

    The advent of fabrication techniques like additive manufacturing has focused attention on the considerable variability of material response due to defects and other micro-structural aspects. This variability motivates the development of an enhanced design methodology that incorporates inherent material variability to provide robust predictions of performance. In this work, we develop plasticity models capable of representing the distribution of mechanical responses observed in experiments using traditional plasticity models of the mean response and recently developed uncertainty quantification (UQ) techniques. Lastly, we demonstrate that the new method provides predictive realizations that are superior to more traditional ones, and how these UQ techniques can be used in model selection and assessing the quality of calibrated physical parameters.

  18. Uncertainty and sensitivity analyses for age-dependent unavailability model integrating test and maintenance

    International Nuclear Information System (INIS)

    Kančev, Duško; Čepin, Marko

    2012-01-01

    Highlights: ► Application of analytical unavailability model integrating T and M, ageing, and test strategy. ► Ageing data uncertainty propagation on system level assessed via Monte Carlo simulation. ► Uncertainty impact is growing with the extension of the surveillance test interval. ► Calculated system unavailability dependence on two different sensitivity study ageing databases. ► System unavailability sensitivity insights regarding specific groups of BEs as test intervals extend. - Abstract: The interest in operational lifetime extension of the existing nuclear power plants is growing. Consequently, plants life management programs, considering safety components ageing, are being developed and employed. Ageing represents a gradual degradation of the physical properties and functional performance of different components consequently implying their reduced availability. Analyses, which are being made in the direction of nuclear power plants lifetime extension are based upon components ageing management programs. On the other side, the large uncertainties of the ageing parameters as well as the uncertainties associated with most of the reliability data collections are widely acknowledged. This paper addresses the uncertainty and sensitivity analyses conducted utilizing a previously developed age-dependent unavailability model, integrating effects of test and maintenance activities, for a selected stand-by safety system in a nuclear power plant. The most important problem is the lack of data concerning the effects of ageing as well as the relatively high uncertainty associated to these data, which would correspond to more detailed modelling of ageing. A standard Monte Carlo simulation was coded for the purpose of this paper and utilized in the process of assessment of the component ageing parameters uncertainty propagation on system level. The obtained results from the uncertainty analysis indicate the extent to which the uncertainty of the selected

  19. A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design--part I. Model development.

    Science.gov (United States)

    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.

  20. A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design-Part I. Model development

    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.

  1. Application of adaptive hierarchical sparse grid collocation to the uncertainty quantification of nuclear reactor simulators

    Energy Technology Data Exchange (ETDEWEB)

    Yankov, A.; Downar, T. [University of Michigan, 2355 Bonisteel Blvd, Ann Arbor, MI 48109 (United States)

    2013-07-01

    Recent efforts in the application of uncertainty quantification to nuclear systems have utilized methods based on generalized perturbation theory and stochastic sampling. While these methods have proven to be effective they both have major drawbacks that may impede further progress. A relatively new approach based on spectral elements for uncertainty quantification is applied in this paper to several problems in reactor simulation. Spectral methods based on collocation attempt to couple the approximation free nature of stochastic sampling methods with the determinism of generalized perturbation theory. The specific spectral method used in this paper employs both the Smolyak algorithm and adaptivity by using Newton-Cotes collocation points along with linear hat basis functions. Using this approach, a surrogate model for the outputs of a computer code is constructed hierarchically by adaptively refining the collocation grid until the interpolant is converged to a user-defined threshold. The method inherently fits into the framework of parallel computing and allows for the extraction of meaningful statistics and data that are not within reach of stochastic sampling and generalized perturbation theory. This paper aims to demonstrate the advantages of spectral methods-especially when compared to current methods used in reactor physics for uncertainty quantification-and to illustrate their full potential. (authors)

  2. 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.

  3. 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.

  4. Demonstration uncertainty/sensitivity analysis using the health and economic consequence model CRAC2

    International Nuclear Information System (INIS)

    Alpert, D.J.; Iman, R.L.; Johnson, J.D.; Helton, J.C.

    1985-01-01

    This paper summarizes a demonstration uncertainty/sensitivity analysis performed on the reactor accident consequence model CRAC2. The study was performed with uncertainty/sensitivity analysis techniques compiled as part of the MELCOR program. The principal objectives of the study were: 1) to demonstrate the use of the uncertainty/sensitivity analysis techniques on a health and economic consequence model, 2) to test the computer models which implement the techniques, 3) to identify possible difficulties in performing such an analysis, and 4) to explore alternative means of analyzing, displaying, and describing the results. Demonstration of the applicability of the techniques was the motivation for performing this study; thus, the results should not be taken as a definitive uncertainty analysis of health and economic consequences. Nevertheless, significant insights on health and economic consequence analysis can be drawn from the results of this type of study. Latin hypercube sampling (LHS), a modified Monte Carlo technique, was used in this study. LHS generates a multivariate input structure in which all the variables of interest are varied simultaneously and desired correlations between variables are preserved. LHS has been shown to produce estimates of output distribution functions that are comparable with results of larger random samples

  5. Development and application of methods to characterize code uncertainty

    International Nuclear Information System (INIS)

    Wilson, G.E.; Burtt, J.D.; Case, G.S.; Einerson, J.J.; Hanson, R.G.

    1985-01-01

    The United States Nuclear Regulatory Commission sponsors both international and domestic studies to assess its safety analysis codes. The Commission staff intends to use the results of these studies to quantify the uncertainty of the codes with a statistically based analysis method. Development of the methodology is underway. The Idaho National Engineering Laboratory contributions to the early development effort, and testing of two candidate methods are the subjects of this paper

  6. Optimized production planning model for a multi-plant cultivation system under uncertainty

    Science.gov (United States)

    Ke, Shunkui; Guo, Doudou; Niu, Qingliang; Huang, Danfeng

    2015-02-01

    An inexact multi-constraint programming model under uncertainty was developed by incorporating a production plan algorithm into the crop production optimization framework under the multi-plant collaborative cultivation system. In the production plan, orders from the customers are assigned to a suitable plant under the constraints of plant capabilities and uncertainty parameters to maximize profit and achieve customer satisfaction. The developed model and solution method were applied to a case study of a multi-plant collaborative cultivation system to verify its applicability. As determined in the case analysis involving different orders from customers, the period of plant production planning and the interval between orders can significantly affect system benefits. Through the analysis of uncertain parameters, reliable and practical decisions can be generated using the suggested model of a multi-plant collaborative cultivation system.

  7. Assessing the impact of model and climate uncertainty in malaria simulations for the Kenyan Highlands.

    Science.gov (United States)

    Tompkins, A. M.; Thomson, M. C.

    2017-12-01

    Simulations of the impact of climate variations on a vector-bornedisease such as malaria are subject to a number of sources ofuncertainty. These include the model structure and parameter settingsin addition to errors in the climate data and the neglect of theirspatial heterogeneity, especially over complex terrain. We use aconstrained genetic algorithm to confront these two sources ofuncertainty for malaria transmission in the highlands of Kenya. Thetechnique calibrates the parameter settings of a process-based,mathematical model of malaria transmission to vary within theirassessed level of uncertainty and also allows the calibration of thedriving climate data. The simulations show that in highland settingsclose to the threshold for sustained transmission, the uncertainty inclimate is more important to address than the malaria modeluncertainty. Applications of the coupled climate-malaria modelling system are briefly presented.

  8. Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs

    DEFF Research Database (Denmark)

    Bigoni, Daniele; Engsig-Karup, Allan Peter; Eskilsson, Claes

    2016-01-01

    A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a formulation of a fully nonlinear and dispersive potential flow water wave model with random inputs for the probabilistic description...... at different points in the parameter space, allowing for the reuse of existing simulation software. The choice of the applied methods is driven by the number of uncertain input parameters and by the fact that finding the solution of the considered model is computationally intensive. We revisit experimental...... benchmarks often used for validation of deterministic water wave models. Based on numerical experiments and assumed uncertainties in boundary data, our analysis reveals that some of the known discrepancies from deterministic simulation in comparison with experimental measurements could be partially explained...

  9. A model for optimization of process integration investments under uncertainty

    International Nuclear Information System (INIS)

    Svensson, Elin; Stroemberg, Ann-Brith; Patriksson, Michael

    2011-01-01

    The long-term economic outcome of energy-related industrial investment projects is difficult to evaluate because of uncertain energy market conditions. In this article, a general, multistage, stochastic programming model for the optimization of investments in process integration and industrial energy technologies is proposed. The problem is formulated as a mixed-binary linear programming model where uncertainties are modelled using a scenario-based approach. The objective is to maximize the expected net present value of the investments which enables heat savings and decreased energy imports or increased energy exports at an industrial plant. The proposed modelling approach enables a long-term planning of industrial, energy-related investments through the simultaneous optimization of immediate and later decisions. The stochastic programming approach is also suitable for modelling what is possibly complex process integration constraints. The general model formulation presented here is a suitable basis for more specialized case studies dealing with optimization of investments in energy efficiency. -- Highlights: → Stochastic programming approach to long-term planning of process integration investments. → Extensive mathematical model formulation. → Multi-stage investment decisions and scenario-based modelling of uncertain energy prices. → Results illustrate how investments made now affect later investment and operation opportunities. → Approach for evaluation of robustness with respect to variations in probability distribution.

  10. Multi-Fidelity Uncertainty Propagation for Cardiovascular Modeling

    Science.gov (United States)

    Fleeter, Casey; Geraci, Gianluca; Schiavazzi, Daniele; Kahn, Andrew; Marsden, Alison

    2017-11-01

    Hemodynamic models are successfully employed in the diagnosis and treatment of cardiovascular disease with increasing frequency. However, their widespread adoption is hindered by our inability to account for uncertainty stemming from multiple sources, including boundary conditions, vessel material properties, and model geometry. In this study, we propose a stochastic framework which leverages three cardiovascular model fidelities: 3D, 1D and 0D models. 3D models are generated from patient-specific medical imaging (CT and MRI) of aortic and coronary anatomies using the SimVascular open-source platform, with fluid structure interaction simulations and Windkessel boundary conditions. 1D models consist of a simplified geometry automatically extracted from the 3D model, while 0D models are obtained from equivalent circuit representations of blood flow in deformable vessels. Multi-level and multi-fidelity estimators from Sandia's open-source DAKOTA toolkit are leveraged to reduce the variance in our estimated output quantities of interest while maintaining a reasonable computational cost. The performance of these estimators in terms of computational cost reductions is investigated for a variety of output quantities of interest, including global and local hemodynamic indicators. Sandia National Labs is a multimission laboratory managed and operated by NTESS, LLC, for the U.S. DOE under contract DE-NA0003525. Funding for this project provided by NIH-NIBIB R01 EB018302.

  11. It's the parameters, stupid! Moving beyond multi-model and multi-physics approaches to characterize and reduce predictive uncertainty in process-based hydrological models

    Science.gov (United States)

    Clark, Martyn; Samaniego, Luis; Freer, Jim

    2014-05-01

    Multi-model and multi-physics approaches are a popular tool in environmental modelling, with many studies focusing on optimally combining output from multiple model simulations to reduce predictive errors and better characterize predictive uncertainty. However, a careful and systematic analysis of different hydrological models reveals that individual models are simply small permutations of a master modeling template, and inter-model differences are overwhelmed by uncertainty in the choice of the parameter values in the model equations. Furthermore, inter-model differences do not explicitly represent the uncertainty in modeling a given process, leading to many situations where different models provide the wrong results for the same reasons. In other cases, the available morphological data does not support the very fine spatial discretization of the landscape that typifies many modern applications of process-based models. To make the uncertainty characterization problem worse, the uncertain parameter values in process-based models are often fixed (hard-coded), and the models lack the agility necessary to represent the tremendous heterogeneity in natural systems. This presentation summarizes results from a systematic analysis of uncertainty in process-based hydrological models, where we explicitly analyze the myriad of subjective decisions made throughout both the model development and parameter estimation process. Results show that much of the uncertainty is aleatory in nature - given a "complete" representation of dominant hydrologic processes, uncertainty in process parameterizations can be represented using an ensemble of model parameters. Epistemic uncertainty associated with process interactions and scaling behavior is still important, and these uncertainties can be represented using an ensemble of different spatial configurations. Finally, uncertainty in forcing data can be represented using ensemble methods for spatial meteorological analysis. Our systematic

  12. An Uncertainty Structure Matrix for Models and Simulations

    Science.gov (United States)

    Green, Lawrence L.; Blattnig, Steve R.; Hemsch, Michael J.; Luckring, James M.; Tripathi, Ram K.

    2008-01-01

    Software that is used for aerospace flight control and to display information to pilots and crew is expected to be correct and credible at all times. This type of software is typically developed under strict management processes, which are intended to reduce defects in the software product. However, modeling and simulation (M&S) software may exhibit varying degrees of correctness and credibility, depending on a large and complex set of factors. These factors include its intended use, the known physics and numerical approximations within the M&S, and the referent data set against which the M&S correctness is compared. The correctness and credibility of an M&S effort is closely correlated to the uncertainty management (UM) practices that are applied to the M&S effort. This paper describes an uncertainty structure matrix for M&S, which provides a set of objective descriptions for the possible states of UM practices within a given M&S effort. The columns in the uncertainty structure matrix contain UM elements or practices that are common across most M&S efforts, and the rows describe the potential levels of achievement in each of the elements. A practitioner can quickly look at the matrix to determine where an M&S effort falls based on a common set of UM practices that are described in absolute terms that can be applied to virtually any M&S effort. The matrix can also be used to plan those steps and resources that would be needed to improve the UM practices for a given M&S effort.

  13. High-Throughput Thermodynamic Modeling and Uncertainty Quantification for ICME

    Science.gov (United States)

    Otis, Richard A.; Liu, Zi-Kui

    2017-05-01

    One foundational component of the integrated computational materials engineering (ICME) and Materials Genome Initiative is the computational thermodynamics based on the calculation of phase diagrams (CALPHAD) method. The CALPHAD method pioneered by Kaufman has enabled the development of thermodynamic, atomic mobility, and molar volume databases of individual phases in the full space of temperature, composition, and sometimes pressure for technologically important multicomponent engineering materials, along with sophisticated computational tools for using the databases. In this article, our recent efforts will be presented in terms of developing new computational tools for high-throughput modeling and uncertainty quantification based on high-throughput, first-principles calculations and the CALPHAD method along with their potential propagations to downstream ICME modeling and simulations.

  14. Using prediction uncertainty analysis to design hydrologic monitoring networks: Example applications from the Great Lakes water availability pilot project

    Science.gov (United States)

    Fienen, Michael N.; Doherty, John E.; Hunt, Randall J.; Reeves, Howard W.

    2010-01-01

    The importance of monitoring networks for resource-management decisions is becoming more recognized, in both theory and application. Quantitative computer models provide a science-based framework to evaluate the efficacy and efficiency of existing and possible future monitoring networks. In the study described herein, two suites of tools were used to evaluate the worth of new data for specific predictions, which in turn can support efficient use of resources needed to construct a monitoring network. The approach evaluates the uncertainty of a model prediction and, by using linear propagation of uncertainty, estimates how much uncertainty could be reduced if the model were calibrated with addition information (increased a priori knowledge of parameter values or new observations). The theoretical underpinnings of the two suites of tools addressing this technique are compared, and their application to a hypothetical model based on a local model inset into the Great Lakes Water Availability Pilot model are described. Results show that meaningful guidance for monitoring network design can be obtained by using the methods explored. The validity of this guidance depends substantially on the parameterization as well; hence, parameterization must be considered not only when designing the parameter-estimation paradigm but also-importantly-when designing the prediction-uncertainty paradigm.

  15. Comparison of two perturbation methods to estimate the land surface modeling uncertainty

    Science.gov (United States)

    Su, H.; Houser, P.; Tian, Y.; Kumar, S.; Geiger, J.; Belvedere, D.

    2007-12-01

    In land surface modeling, it is almost impossible to simulate the land surface processes without any error because the earth system is highly complex and the physics of the land processes has not yet been understood sufficiently. In most cases, people want to know not only the model output but also the uncertainty in the modeling, to estimate how reliable the modeling is. Ensemble perturbation is an effective way to estimate the uncertainty in land surface modeling, since land surface models are highly nonlinear which makes the analytical approach not applicable in this estimation. The ideal perturbation noise is zero mean Gaussian distribution, however, this requirement can't be satisfied if the perturbed variables in land surface model have physical boundaries because part of the perturbation noises has to be removed to feed the land surface models properly. Two different perturbation methods are employed in our study to investigate their impact on quantifying land surface modeling uncertainty base on the Land Information System (LIS) framework developed by NASA/GSFC land team. One perturbation method is the built-in algorithm named "STATIC" in LIS version 5; the other is a new perturbation algorithm which was recently developed to minimize the overall bias in the perturbation by incorporating additional information from the whole time series for the perturbed variable. The statistical properties of the perturbation noise generated by the two different algorithms are investigated thoroughly by using a large ensemble size on a NASA supercomputer and then the corresponding uncertainty estimates based on the two perturbation methods are compared. Their further impacts on data assimilation are also discussed. Finally, an optimal perturbation method is suggested.

  16. Uncertainty analysis of a low flow model for the Rhine River

    NARCIS (Netherlands)

    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

  17. Modeling flow in fractured medium. Uncertainty analysis with stochastic continuum approach

    International Nuclear Information System (INIS)

    Niemi, A.

    1994-01-01

    For modeling groundwater flow in formation-scale fractured media, no general method exists for scaling the highly heterogeneous hydraulic conductivity data to model parameters. The deterministic approach is limited in representing the heterogeneity of a medium and the application of fracture network models has both conceptual and practical limitations as far as site-scale studies are concerned. The study investigates the applicability of stochastic continuum modeling at the scale of data support. No scaling of the field data is involved, and the original variability is preserved throughout the modeling. Contributions of various aspects to the total uncertainty in the modeling prediction can also be determined with this approach. Data from five crystalline rock sites in Finland are analyzed. (107 refs., 63 figs., 7 tabs.)

  18. Uncertainty in urban flood damage assessment due to urban drainage modelling and depth-damage curve estimation.

    Science.gov (United States)

    Freni, G; La Loggia, G; Notaro, V

    2010-01-01

    Due to the increased occurrence of flooding events in urban areas, many procedures for flood damage quantification have been defined in recent decades. The lack of large databases in most cases is overcome by combining the output of urban drainage models and damage curves linking flooding to expected damage. The application of advanced hydraulic models as diagnostic, design and decision-making support tools has become a standard practice in hydraulic research and application. Flooding damage functions are usually evaluated by a priori estimation of potential damage (based on the value of exposed goods) or by interpolating real damage data (recorded during historical flooding events). Hydraulic models have undergone continuous advancements, pushed forward by increasing computer capacity. The details of the flooding propagation process on the surface and the details of the interconnections between underground and surface drainage systems have been studied extensively in recent years, resulting in progressively more reliable models. The same level of was advancement has not been reached with regard to damage curves, for which improvements are highly connected to data availability; this remains the main bottleneck in the expected flooding damage estimation. Such functions are usually affected by significant uncertainty intrinsically related to the collected data and to the simplified structure of the adopted functional relationships. The present paper aimed to evaluate this uncertainty by comparing the intrinsic uncertainty connected to the construction of the damage-depth function to the hydraulic model uncertainty. In this way, the paper sought to evaluate the role of hydraulic model detail level in the wider context of flood damage estimation. This paper demonstrated that the use of detailed hydraulic models might not be justified because of the higher computational cost and the significant uncertainty in damage estimation curves. This uncertainty occurs mainly

  19. Impact of dose-distribution uncertainties on rectal ntcp modeling I: Uncertainty estimates

    International Nuclear Information System (INIS)

    Fenwick, John D.; Nahum, Alan E.

    2001-01-01

    A trial of nonescalated conformal versus conventional radiotherapy treatment of prostate cancer has been carried out at the Royal Marsden NHS Trust (RMH) and Institute of Cancer Research (ICR), demonstrating a significant reduction in the rate of rectal bleeding reported for patients treated using the conformal technique. The relationship between planned rectal dose-distributions and incidences of bleeding has been analyzed, showing that the rate of bleeding falls significantly as the extent of the rectal wall receiving a planned dose-level of more than 57 Gy is reduced. Dose-distributions delivered to the rectal wall over the course of radiotherapy treatment inevitably differ from planned distributions, due to sources of uncertainty such as patient setup error, rectal wall movement and variation in the absolute rectal wall surface area. In this paper estimates of the differences between planned and treated rectal dose-distribution parameters are obtained for the RMH/ICR nonescalated conformal technique, working from a distribution of setup errors observed during the RMH/ICR trial, movement data supplied by Lebesque and colleagues derived from repeat CT scans, and estimates of rectal circumference variations extracted from the literature. Setup errors and wall movement are found to cause only limited systematic differences between mean treated and planned rectal dose-distribution parameter values, but introduce considerable uncertainties into the treated values of some dose-distribution parameters: setup errors lead to 22% and 9% relative uncertainties in the highly dosed fraction of the rectal wall and the wall average dose, respectively, with wall movement leading to 21% and 9% relative uncertainties. Estimates obtained from the literature of the uncertainty in the absolute surface area of the distensible rectal wall are of the order of 13%-18%. In a subsequent paper the impact of these uncertainties on analyses of the relationship between incidences of bleeding

  20. A structured analysis of uncertainty surrounding modeled impacts of groundwater-extraction rules

    Science.gov (United States)

    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.

  1. Scalable Joint Models for Reliable Uncertainty-Aware Event Prediction.

    Science.gov (United States)

    Soleimani, Hossein; Hensman, James; Saria, Suchi

    2017-08-21

    Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior to event prediction, lack a principled mechanism to account for the uncertainty due to missingness. Alternatively, state-of-the-art joint modeling techniques can be used for jointly modeling the longitudinal and event data and compute event probabilities conditioned on the longitudinal observations. These approaches, however, make strong parametric assumptions and do not easily scale to multivariate signals with many observations. Our proposed approach consists of several key innovations. First, we develop a flexible and scalable joint model based upon sparse multiple-output Gaussian processes. Unlike state-of-the-art joint models, the proposed model can explain highly challenging structure including non-Gaussian noise while scaling to large data. Second, we derive an optimal policy for predicting events using the distribution of the event occurrence estimated by the joint model. The derived policy trades-off the cost of a delayed detection versus incorrect assessments and abstains from making decisions when the estimated event probability does not satisfy the derived confidence criteria. Experiments on a large dataset show that the proposed framework significantly outperforms state-of-the-art techniques in event prediction.

  2. Quantifying uncertainty in LCA-modelling of waste management systems

    DEFF Research Database (Denmark)

    Clavreul, Julie; Guyonnet, D.; Christensen, Thomas Højlund

    2012-01-01

    Uncertainty analysis in LCA studies has been subject to major progress over the last years. In the context of waste management, various methods have been implemented but a systematic method for uncertainty analysis of waste-LCA studies is lacking. The objective of this paper is (1) to present...... the sources of uncertainty specifically inherent to waste-LCA studies, (2) to select and apply several methods for uncertainty analysis and (3) to develop a general framework for quantitative uncertainty assessment of LCA of waste management systems. The suggested method is a sequence of four steps combining...

  3. LOFT liquid level transducer application techniques and measurement uncertainty

    International Nuclear Information System (INIS)

    Batt, D.L.; Biladeau, G.L.; Goodrich, L.D.; Nightingale, C.M.

    1979-01-01

    A conductivity sensitive liquid level transducer (LLT) has been designed and used successfully for determining whether steam or water is present in the Loss-of-Fluid Tests (LOFT) performed by EG and G Idaho, Inc., at the Idaho National Engineering Laboratory. The presence of steam or water is determined by establishing a discriminator level which is set manually. A computer program establishes the presence or absence of water for each data point taken. In addition to liquid level, the LLT is used for reactor vessel mass and volume calculations. The uncertainty in the liquid level is essentially the spacing of the LLT electrodes

  4. Uncertainty Quantification and Statistical Engineering for Hypersonic Entry Applications

    Science.gov (United States)

    Cozmuta, Ioana

    2011-01-01

    NASA has invested significant resources in developing and validating a mathematical construct for TPS margin management: a) Tailorable for low/high reliability missions; b) Tailorable for ablative/reusable TPS; c) Uncertainty Quantification and Statistical Engineering are valuable tools not exploited enough; and d) Need to define strategies combining both Theoretical Tools and Experimental Methods. The main reason for this lecture is to give a flavor of where UQ and SE could contribute and hope that the broader community will work with us to improve in these areas.

  5. Aeroelastic Uncertainty Quantification Studies Using the S4T Wind Tunnel Model

    Science.gov (United States)

    Nikbay, Melike; Heeg, Jennifer

    2017-01-01

    This paper originates from the joint efforts of an aeroelastic study team in the Applied Vehicle Technology Panel from NATO Science and Technology Organization, with the Task Group number AVT-191, titled "Application of Sensitivity Analysis and Uncertainty Quantification to Military Vehicle Design." We present aeroelastic uncertainty quantification studies using the SemiSpan Supersonic Transport wind tunnel model at the NASA Langley Research Center. The aeroelastic study team decided treat both structural and aerodynamic input parameters as uncertain and represent them as samples drawn from statistical distributions, propagating them through aeroelastic analysis frameworks. Uncertainty quantification processes require many function evaluations to asses the impact of variations in numerous parameters on the vehicle characteristics, rapidly increasing the computational time requirement relative to that required to assess a system deterministically. The increased computational time is particularly prohibitive if high-fidelity analyses are employed. As a remedy, the Istanbul Technical University team employed an Euler solver in an aeroelastic analysis framework, and implemented reduced order modeling with Polynomial Chaos Expansion and Proper Orthogonal Decomposition to perform the uncertainty propagation. The NASA team chose to reduce the prohibitive computational time by employing linear solution processes. The NASA team also focused on determining input sample distributions.

  6. 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

  7. The management of subsurface uncertainty using probabilistic modeling of life cycle production forecasts and cash flows

    International Nuclear Information System (INIS)

    Olatunbosun, O. O.

    1998-01-01

    The subject pertains to the implementation of the full range of subsurface uncertainties in life cycle probabilistic forecasting and its extension to project cash flows using the methodology of probabilities. A new tool has been developed in the probabilistic application of Crystal-Ball which can model reservoir volumetrics, life cycle production forecasts and project cash flows in a single environment. The tool is modular such that the volumetrics and cash flow modules are optional. Production forecasts are often generated by applying a decline equation to single best estimate values of input parameters such as initial potential, decline rate, abandonment rate etc -or sometimes by results of reservoir simulation. This new tool provides a means of implementing the full range of uncertainties and interdependencies of the input parameters into the production forecasts by defining the input parameters as probability density functions, PDFs and performing several iterations to generate an expectation curve forecast. Abandonment rate is implemented in each iteration via a link to an OPEX model. The expectation curve forecast is input into a cash flow model to generate a probabilistic NPV. Base case and sensitivity runs from reservoir simulation can likewise form the basis for a probabilistic production forecast from which a probabilistic cash flow can be generated. A good illustration of the application of this tool is in the modelling of the production forecast for a well that encounters its target reservoirs in OUT/ODT situation and thus has significant uncertainties. The uncertainty in presence and size (if present) of gas cap and dependency between ultimate recovery and initial potential amongst other uncertainties can be easily implemented in the production forecast with this tool. From the expectation curve forecast, a probabilistic NPV can be easily generated. Possible applications of this tool include: i. estimation of range of actual recoverable volumes based

  8. Uncertainty analysis guide

    International Nuclear Information System (INIS)

    Andres, T.H.

    2002-05-01

    This guide applies to the estimation of uncertainty in quantities calculated by scientific, analysis and design computer programs that fall within the scope of AECL's software quality assurance (SQA) manual. The guide weaves together rational approaches from the SQA manual and three other diverse sources: (a) the CSAU (Code Scaling, Applicability, and Uncertainty) evaluation methodology; (b) the ISO Guide,for the Expression of Uncertainty in Measurement; and (c) the SVA (Systems Variability Analysis) method of risk analysis. This report describes the manner by which random and systematic uncertainties in calculated quantities can be estimated and expressed. Random uncertainty in model output can be attributed to uncertainties of inputs. The propagation of these uncertainties through a computer model can be represented in a variety of ways, including exact calculations, series approximations and Monte Carlo methods. Systematic uncertainties emerge from the development of the computer model itself, through simplifications and conservatisms, for example. These must be estimated and combined with random uncertainties to determine the combined uncertainty in a model output. This report also addresses the method by which uncertainties should be employed in code validation, in order to determine whether experiments and simulations agree, and whether or not a code satisfies the required tolerance for its application. (author)

  9. Uncertainty analysis guide

    Energy Technology Data Exchange (ETDEWEB)

    Andres, T.H

    2002-05-01

    This guide applies to the estimation of uncertainty in quantities calculated by scientific, analysis and design computer programs that fall within the scope of AECL's software quality assurance (SQA) manual. The guide weaves together rational approaches from the SQA manual and three other diverse sources: (a) the CSAU (Code Scaling, Applicability, and Uncertainty) evaluation methodology; (b) the ISO Guide,for the Expression of Uncertainty in Measurement; and (c) the SVA (Systems Variability Analysis) method of risk analysis. This report describes the manner by which random and systematic uncertainties in calculated quantities can be estimated and expressed. Random uncertainty in model output can be attributed to uncertainties of inputs. The propagation of these uncertainties through a computer model can be represented in a variety of ways, including exact calculations, series approximations and Monte Carlo methods. Systematic uncertainties emerge from the development of the computer model itself, through simplifications and conservatisms, for example. These must be estimated and combined with random uncertainties to determine the combined uncertainty in a model output. This report also addresses the method by which uncertainties should be employed in code validation, in order to determine whether experiments and simulations agree, and whether or not a code satisfies the required tolerance for its application. (author)

  10. Uncertainty in mapped geological boundaries held by a national geological survey:eliciting the geologists' tacit error model

    Science.gov (United States)

    Lark, R. M.; Lawley, R. S.; Barron, A. J. M.; Aldiss, D. T.; Ambrose, K.; Cooper, A. H.; Lee, J. R.; Waters, C. N.

    2015-06-01

    It is generally accepted that geological line work, 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 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 geological boundaries mapped by geologists of the British Geological Survey (BGS) in six geological scenarios were elicited from a group of five experienced BGS geologists. In five cases a consensus distribution was obtained, which reflected both the initial individually elicited 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 line work 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 line work.

  11. A practical sensitivity analysis method for ranking sources of uncertainty in thermal–hydraulics applications

    Energy Technology Data Exchange (ETDEWEB)

    Pourgol-Mohammad, Mohammad, E-mail: pourgolmohammad@sut.ac.ir [Department of Mechanical Engineering, Sahand University of Technology, Tabriz (Iran, Islamic Republic of); Hoseyni, Seyed Mohsen [Department of Basic Sciences, East Tehran Branch, Islamic Azad University, Tehran (Iran, Islamic Republic of); Hoseyni, Seyed Mojtaba [Building & Housing Research Center, Tehran (Iran, Islamic Republic of); Sepanloo, Kamran [Nuclear Science and Technology Research Institute, Tehran (Iran, Islamic Republic of)

    2016-08-15

    Highlights: • Existing uncertainty ranking methods prove inconsistent for TH applications. • Introduction of a new method for ranking sources of uncertainty in TH codes. • Modified PIRT qualitatively identifies and ranks uncertainty sources more precisely. • The importance of parameters is calculated by a limited number of TH code executions. • Methodology is applied successfully on LOFT-LB1 test facility. - Abstract: In application to thermal–hydraulic calculations by system codes, sensitivity analysis plays an important role for managing the uncertainties of code output and risk analysis. Sensitivity analysis is also used to confirm the results of qualitative Phenomena Identification and Ranking Table (PIRT). Several methodologies have been developed to address uncertainty importance assessment. Generally, uncertainty importance measures, mainly devised for the Probabilistic Risk Assessment (PRA) applications, are not affordable for computationally demanding calculations of the complex thermal–hydraulics (TH) system codes. In other words, for effective quantification of the degree of the contribution of each phenomenon to the total uncertainty of the output, a practical approach is needed by considering high computational burden of TH calculations. This study aims primarily to show the inefficiency of the existing approaches and then introduces a solution to cope with the challenges in this area by modification of variance-based uncertainty importance method. Important parameters are identified by the modified PIRT approach qualitatively then their uncertainty importance is quantified by a local derivative index. The proposed index is attractive from its practicality point of view on TH applications. It is capable of calculating the importance of parameters by a limited number of TH code executions. Application of the proposed methodology is demonstrated on LOFT-LB1 test facility.

  12. A practical sensitivity analysis method for ranking sources of uncertainty in thermal–hydraulics applications

    International Nuclear Information System (INIS)

    Pourgol-Mohammad, Mohammad; Hoseyni, Seyed Mohsen; Hoseyni, Seyed Mojtaba; Sepanloo, Kamran

    2016-01-01

    Highlights: • Existing uncertainty ranking methods prove inconsistent for TH applications. • Introduction of a new method for ranking sources of uncertainty in TH codes. • Modified PIRT qualitatively identifies and ranks uncertainty sources more precisely. • The importance of parameters is calculated by a limited number of TH code executions. • Methodology is applied successfully on LOFT-LB1 test facility. - Abstract: In application to thermal–hydraulic calculations by system codes, sensitivity analysis plays an important role for managing the uncertainties of code output and risk analysis. Sensitivity analysis is also used to confirm the results of qualitative Phenomena Identification and Ranking Table (PIRT). Several methodologies have been developed to address uncertainty importance assessment. Generally, uncertainty importance measures, mainly devised for the Probabilistic Risk Assessment (PRA) applications, are not affordable for computationally demanding calculations of the complex thermal–hydraulics (TH) system codes. In other words, for effective quantification of the degree of the contribution of each phenomenon to the total uncertainty of the output, a practical approach is needed by considering high computational burden of TH calculations. This study aims primarily to show the inefficiency of the existing approaches and then introduces a solution to cope with the challenges in this area by modification of variance-based uncertainty importance method. Important parameters are identified by the modified PIRT approach qualitatively then their uncertainty importance is quantified by a local derivative index. The proposed index is attractive from its practicality point of view on TH applications. It is capable of calculating the importance of parameters by a limited number of TH code executions. Application of the proposed methodology is demonstrated on LOFT-LB1 test facility.

  13. The 'Herbivory Uncertainty Principle': application in a cerrado site

    Directory of Open Access Journals (Sweden)

    CA Gadotti

    Full Text Available Researchers may alter the ecology of their studied organisms, even carrying out apparently beneficial activities, as in herbivory studies, when they may alter herbivory damage. We tested whether visit frequency altered herbivory damage, as predicted by the 'Herbivory Uncertainty Principle'. In a cerrado site, we established 80 quadrats, in which we sampled all woody individuals. We used four visit frequencies (high, medium, low, and control, quantifying, at the end of three months, herbivory damage for each species in each treatment. We did not corroborate the 'Herbivory Uncertainty Principle', since visiting frequency did not alter herbivory damage, at least when the whole plant community was taken into account. However, when we analysed each species separately, four out of 11 species presented significant differences in herbivory damage, suggesting that the researcher is not independent of its measurements. The principle could be tested in other ecological studies in which it may occur, such as those on animal behaviour, human ecology, population dynamics, and conservation.

  14. Model uncertainty in financial markets : Long run risk and parameter uncertainty

    NARCIS (Netherlands)

    de Roode, F.A.

    2014-01-01

    Uncertainty surrounding key parameters of financial markets, such as the in- flation and equity risk premium, constitute a major risk for institutional investors with long investment horizons. Hedging the investors’ inflation exposure can be challenging due to the lack of domestic inflation-linked

  15. Validation of nuclear models used in space radiation shielding applications

    International Nuclear Information System (INIS)

    Norman, Ryan B.; Blattnig, Steve R.

    2013-01-01

    A program of verification and validation has been undertaken to assess the applicability of models to space radiation shielding applications and to track progress as these models are developed over time. In this work, simple validation metrics applicable to testing both model accuracy and consistency with experimental data are developed. The developed metrics treat experimental measurement uncertainty as an interval and are therefore applicable to cases in which epistemic uncertainty dominates the experimental data. To demonstrate the applicability of the metrics, nuclear physics models used by NASA for space radiation shielding applications are compared to an experimental database consisting of over 3600 experimental cross sections. A cumulative uncertainty metric is applied to the question of overall model accuracy, while a metric based on the median uncertainty is used to analyze the models from the perspective of model development by examining subsets of the model parameter space.

  16. Impact of AMS-02 Measurements on Reducing GCR Model Uncertainties

    Science.gov (United States)

    Slaba, T. C.; O'Neill, P. M.; Golge, S.; Norbury, J. W.

    2015-01-01

    For vehicle design, shield optimization, mission planning, and astronaut risk assessment, the exposure from galactic cosmic rays (GCR) poses a significant and complex problem both in low Earth orbit and in deep space. To address this problem, various computational tools have been developed to quantify the exposure and risk in a wide range of scenarios. Generally, the tool used to describe the ambient GCR environment provides the input into subsequent computational tools and is therefore a critical component of end-to-end procedures. Over the past few years, several researchers have independently and very carefully compared some of the widely used GCR models to more rigorously characterize model differences and quantify uncertainties. All of the GCR models studied rely heavily on calibrating to available near-Earth measurements of GCR particle energy spectra, typically over restricted energy regions and short time periods. In this work, we first review recent sensitivity studies quantifying the ions and energies in the ambient GCR environment of greatest importance to exposure quantities behind shielding. Currently available measurements used to calibrate and validate GCR models are also summarized within this context. It is shown that the AMS-II measurements will fill a critically important gap in the measurement database. The emergence of AMS-II measurements also provides a unique opportunity to validate existing models against measurements that were not used to calibrate free parameters in the empirical descriptions. Discussion is given regarding rigorous approaches to implement the independent validation efforts, followed by recalibration of empirical parameters.

  17. Calibration under uncertainty for finite element models of masonry monuments

    Energy Technology Data Exchange (ETDEWEB)

    Atamturktur, Sezer,; Hemez, Francois,; Unal, Cetin

    2010-02-01

    Historical unreinforced masonry buildings often include features such as load bearing unreinforced masonry vaults and their supporting framework of piers, fill, buttresses, and walls. The masonry vaults of such buildings are among the most vulnerable structural components and certainly among the most challenging to analyze. The versatility of finite element (FE) analyses in incorporating various constitutive laws, as well as practically all geometric configurations, has resulted in the widespread use of the FE method for the analysis of complex unreinforced masonry structures over the last three decades. However, an FE model is only as accurate as its input parameters, and there are two fundamental challenges while defining FE model input parameters: (1) material properties and (2) support conditions. The difficulties in defining these two aspects of the FE model arise from the lack of knowledge in the common engineering understanding of masonry behavior. As a result, engineers are unable to define these FE model input parameters with certainty, and, inevitably, uncertainties are introduced to the FE model.

  18. Uncertainty evaluation in the chloroquine phosphate potentiometric titration: application of three different approaches.

    Science.gov (United States)

    Rodomonte, Andrea Luca; Montinaro, Annalisa; Bartolomei, Monica

    2006-09-11

    A measurement result cannot be properly interpreted if not accompanied by its uncertainty. Several methods to estimate uncertainty have been developed. From those methods three in particular were chosen in this work to estimate the uncertainty of the Eu. Ph. chloroquine phosphate assay, a potentiometric titration commonly used in medicinal control laboratories. The famous error-budget approach (also called bottom-up or step-by-step) described by the ISO Guide to the expression of Uncertainty in Measurement (GUM) was the first method chosen. It is based on the combination of uncertainty contributions that have to be directly derived from the measurement process. The second method employed was the Analytical Method Committee top-down which estimates uncertainty through reproducibility obtained during inter-laboratory studies. Data for its application were collected in a proficiency testing study carried out by over 50 laboratories throughout Europe. The last method chosen was the one proposed by Barwick and Ellison. It uses a combination of precision, trueness and ruggedness data to estimate uncertainty. These data were collected from a validation process specifically designed for uncertainty estimation. All the three approaches presented a distinctive set of advantages and drawbacks in their implementation. An expanded uncertainty of about 1% was assessed for the assay investigated.

  19. Application of quantile functions for the analysis and comparison of gas pressure balance uncertainties

    Directory of Open Access Journals (Sweden)

    Ramnath Vishal

    2017-01-01

    Full Text Available Traditionally in the field of pressure metrology uncertainty quantification was performed with the use of the Guide to the Uncertainty in Measurement (GUM; however, with the introduction of the GUM Supplement 1 (GS1 the use of Monte Carlo simulations has become an accepted practice for uncertainty analysis in metrology for mathematical models in which the underlying assumptions of the GUM are not valid. Consequently the use of quantile functions was developed as a means to easily summarize and report on uncertainty numerical results that were based on Monte Carlo simulations. In this paper, we considered the case of a piston–cylinder operated pressure balance where the effective area is modelled in terms of a combination of explicit/implicit and linear/non-linear models, and how quantile functions may be applied to analyse results and compare uncertainties from a mixture of GUM and GS1 methodologies.

  20. Uncertainties in modelling and scaling of critical flows and pump model in TRAC-PF1/MOD1

    International Nuclear Information System (INIS)

    Rohatgi, U.S.; Yu, Wen-Shi.

    1987-01-01

    The USNRC has established a Code Scalability, Applicability and Uncertainty (CSAU) evaluation methodology to quantify the uncertainty in the prediction of safety parameters by the best estimate codes. These codes can then be applied to evaluate the Emergency Core Cooling System (ECCS). The TRAC-PF1/MOD1 version was selected as the first code to undergo the CSAU analysis for LBLOCA applications. It was established through this methodology that break flow and pump models are among the top ranked models in the code affecting the peak clad temperature (PCT) prediction for LBLOCA. The break flow model bias or discrepancy and the uncertainty were determined by modelling the test section near the break for 12 Marviken tests. It was observed that the TRAC-PF1/MOD1 code consistently underpredicts the break flow rate and that the prediction improved with increasing pipe length (larger L/D). This is true for both subcooled and two-phase critical flows. A pump model was developed from Westinghouse (1/3 scale) data. The data represent the largest available test pump relevant to Westinghouse PWRs. It was then shown through the analysis of CE and CREARE pump data that larger pumps degrade less and also that pumps degrade less at higher pressures. Since the model developed here is based on the 1/3 scale pump and on low pressure data, it is conservative and will overpredict the degradation when applied to PWRs

  1. Principles and applications of measurement and uncertainty analysis in research and calibration

    Energy Technology Data Exchange (ETDEWEB)

    Wells, C.V.

    1992-11-01

    Interest in Measurement Uncertainty Analysis has grown in the past several years as it has spread to new fields of application, and research and development of uncertainty methodologies have continued. This paper discusses the subject from the perspectives of both research and calibration environments. It presents a history of the development and an overview of the principles of uncertainty analysis embodied in the United States National Standard, ANSI/ASME PTC 19.1-1985, Measurement Uncertainty. Examples are presented in which uncertainty analysis was utilized or is needed to gain further knowledge of a particular measurement process and to characterize final results. Measurement uncertainty analysis provides a quantitative estimate of the interval about a measured value or an experiment result within which the true value of that quantity is expected to lie. Years ago, Harry Ku of the United States National Bureau of Standards stated that ``The informational content of the statement of uncertainty determines, to a large extent, the worth of the calibrated value.`` Today, that statement is just as true about calibration or research results as it was in 1968. Why is that true? What kind of information should we include in a statement of uncertainty accompanying a calibrated value? How and where do we get the information to include in an uncertainty statement? How should we interpret and use measurement uncertainty information? This discussion will provide answers to these and other questions about uncertainty in research and in calibration. The methodology to be described has been developed by national and international groups over the past nearly thirty years, and individuals were publishing information even earlier. Yet the work is largely unknown in many science and engineering arenas. I will illustrate various aspects of uncertainty analysis with some examples drawn from the radiometry measurement and calibration discipline from research activities.

  2. Principles and applications of measurement and uncertainty analysis in research and calibration

    Energy Technology Data Exchange (ETDEWEB)

    Wells, C.V.

    1992-11-01

    Interest in Measurement Uncertainty Analysis has grown in the past several years as it has spread to new fields of application, and research and development of uncertainty methodologies have continued. This paper discusses the subject from the perspectives of both research and calibration environments. It presents a history of the development and an overview of the principles of uncertainty analysis embodied in the United States National Standard, ANSI/ASME PTC 19.1-1985, Measurement Uncertainty. Examples are presented in which uncertainty analysis was utilized or is needed to gain further knowledge of a particular measurement process and to characterize final results. Measurement uncertainty analysis provides a quantitative estimate of the interval about a measured value or an experiment result within which the true value of that quantity is expected to lie. Years ago, Harry Ku of the United States National Bureau of Standards stated that The informational content of the statement of uncertainty determines, to a large extent, the worth of the calibrated value.'' Today, that statement is just as true about calibration or research results as it was in 1968. Why is that true What kind of information should we include in a statement of uncertainty accompanying a calibrated value How and where do we get the information to include in an uncertainty statement How should we interpret and use measurement uncertainty information This discussion will provide answers to these and other questions about uncertainty in research and in calibration. The methodology to be described has been developed by national and international groups over the past nearly thirty years, and individuals were publishing information even earlier. Yet the work is largely unknown in many science and engineering arenas. I will illustrate various aspects of uncertainty analysis with some examples drawn from the radiometry measurement and calibration discipline from research activities.

  3. A new Method for the Estimation of Initial Condition Uncertainty Structures in Mesoscale Models

    Science.gov (United States)

    Keller, J. D.; Bach, L.; Hense, A.

    2012-12-01

    The estimation of fast growing error modes of a system is a key interest of ensemble data assimilation when assessing uncertainty in initial conditions. Over the last two decades three methods (and variations of these methods) have evolved for global numerical weather prediction models: ensemble Kalman filter, singular vectors and breeding of growing modes (or now ensemble transform). While the former incorporates a priori model error information and observation error estimates to determine ensemble initial conditions, the latter two techniques directly address the error structures associated with Lyapunov vectors. However, in global models these structures are mainly associated with transient global wave patterns. When assessing initial condition uncertainty in mesoscale limited area models, several problems regarding the aforementioned techniques arise: (a) additional sources of uncertainty on the smaller scales contribute to the error and (b) error structures from the global scale may quickly move through the model domain (depending on the size of the domain). To address the latter problem, perturbation structures from global models are often included in the mesoscale predictions as perturbed boundary conditions. However, the initial perturbations (when used) are often generated with a variant of an ensemble Kalman filter which does not necessarily focus on the large scale error patterns. In the framework of the European regional reanalysis project of the Hans-Ertel-Center for Weather Research we use a mesoscale model with an implemented nudging data assimilation scheme which does not support ensemble data assimilation at all. In preparation of an ensemble-based regional reanalysis and for the estimation of three-dimensional atmospheric covariance structures, we implemented a new method for the assessment of fast growing error modes for mesoscale limited area models. The so-called self-breeding is development based on the breeding of growing modes technique

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

    Science.gov (United States)

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

    2016-03-01

    new and successful application of the GLUE method for determining the uncertainty and sensitivity of the RZWQM2 could provide a reference for the optimization of model parameters with different emphases according to research interests.

  5. Estimation of Uncertainty in Risk Assessment of Hydrogen Applications

    DEFF Research Database (Denmark)

    Markert, Frank; Krymsky, V.; Kozine, Igor

    2011-01-01

    Hydrogen technologies such as hydrogen fuelled vehicles and refuelling stations are being tested in practice in a number of projects (e.g. HyFleet-Cute and Whistler project) giving valuable information on the reliability and maintenance requirements. In order to establish refuelling stations the ...... probability and the NUSAP concept to quantify uncertainties of new not fully qualified hydrogen technologies and implications to risk management.......Hydrogen technologies such as hydrogen fuelled vehicles and refuelling stations are being tested in practice in a number of projects (e.g. HyFleet-Cute and Whistler project) giving valuable information on the reliability and maintenance requirements. In order to establish refuelling stations...... the permitting authorities request qualitative and quantitative risk assessments (QRA) to show the safety and acceptability in terms of failure frequencies and respective consequences. For new technologies not all statistical data might be established or are available in good quality causing assumptions...

  6. Uncertainty analyses of the calibrated parameter values of a water quality model

    Science.gov (United States)

    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 di