Code development for eigenvalue total sensitivity analysis and total uncertainty analysis

International Nuclear Information System (INIS)

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

2015-01-01

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

High order depletion sensitivity analysis

International Nuclear Information System (INIS)

Naguib, K.; Adib, M.; Morcos, H.N.

2002-01-01

A high order depletion sensitivity method was applied to calculate the sensitivities of build-up of actinides in the irradiated fuel due to cross-section uncertainties. An iteration method based on Taylor series expansion was applied to construct stationary principle, from which all orders of perturbations were calculated. The irradiated EK-10 and MTR-20 fuels at their maximum burn-up of 25% and 65% respectively were considered for sensitivity analysis. The results of calculation show that, in case of EK-10 fuel (low burn-up), the first order sensitivity was found to be enough to perform an accuracy of 1%. While in case of MTR-20 (high burn-up) the fifth order was found to provide 3% accuracy. A computer code SENS was developed to provide the required calculations

Application of sensitivity analysis to a quantitative assessment of neutron cross-section requirements for the TFTR: an interim report

International Nuclear Information System (INIS)

Gerstl, S.A.W.; Dudziak, D.J.; Muir, D.W.

1975-09-01

A computational method to determine cross-section requirements quantitatively is described and applied to the Tokamak Fusion Test Reactor (TFTR). In order to provide a rational basis for the priorities assigned to new cross-section measurements or evaluations, this method includes quantitative estimates of the uncertainty of currently available data, the sensitivity of important nuclear design parameters to selected cross sections, and the accuracy desired in predicting nuclear design parameters. Perturbation theory is used to combine estimated cross-section uncertainties with calculated sensitivities to determine the variance of any nuclear design parameter of interest

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

International Nuclear Information System (INIS)

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

2017-01-01

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

Sensitivity and uncertainty analysis of NET/ITER shielding blankets

International Nuclear Information System (INIS)

Hogenbirk, A.; Gruppelaar, H.; Verschuur, K.A.

1990-09-01

Results are presented of sensitivity and uncertainty calculations based upon the European fusion file (EFF-1). The effect of uncertainties in Fe, Cr and Ni cross sections on the nuclear heating in the coils of a NET/ITER shielding blanket has been studied. The analysis has been performed for the total cross section as well as partial cross sections. The correct expression for the sensitivity profile was used, including the gain term. The resulting uncertainty in the nuclear heating lies between 10 and 20 per cent. (author). 18 refs.; 2 figs.; 2 tabs

Damage energy and displacement cross sections: survey and sensitivity. [Neutrons

Energy Technology Data Exchange (ETDEWEB)

Doran, D.G.; Parkin, D.M.; Robinson, M.T.

1976-10-01

Calculations of damage energy and displacement cross sections using the recommendations of a 1972 IAEA Specialists' Meeting are reviewed. The sensitivity of the results to assumptions about electronic energy losses in cascade development and to different choices respecting the nuclear cross sections is indicated. For many metals, relative uncertainties and sensitivities in these areas are sufficiently small that adoption of standard displacement cross sections for neutron irradiations can be recommended.

Sensitivity analysis

Science.gov (United States)

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

Uncertainty Analysis of Few Group Cross Sections Based on Generalized Perturbation Theory

International Nuclear Information System (INIS)

Han, Tae Young; Lee, Hyun Chul; Noh, Jae Man

2014-01-01

In this paper, the methodology of the sensitivity and uncertainty analysis code based on GPT was described and the preliminary verification calculations on the PMR200 pin cell problem were carried out. As a result, they are in a good agreement when compared with the results by TSUNAMI. From this study, it is expected that MUSAD code based on GPT can produce the uncertainty of the homogenized few group microscopic cross sections for a core simulator. For sensitivity and uncertainty analyses for general core responses, a two-step method is available and it utilizes the generalized perturbation theory (GPT) for homogenized few group cross sections in the first step and stochastic sampling method for general core responses in the second step. The uncertainty analysis procedure based on GPT in the first step needs the generalized adjoint solution from a cell or lattice code. For this, the generalized adjoint solver has been integrated into DeCART in our previous work. In this paper, MUSAD (Modues of Uncertainty and Sensitivity Analysis for DeCART) code based on the classical perturbation theory was expanded to the function of the sensitivity and uncertainty analysis for few group cross sections based on GPT. First, the uncertainty analysis method based on GPT was described and, in the next section, the preliminary results of the verification calculation on a VHTR pin cell problem were compared with the results by TSUNAMI of SCALE 6.1

Comprehensive neutron cross-section and secondary energy distribution uncertainty analysis for a fusion reactor

International Nuclear Information System (INIS)

Gerstl, S.A.W.; LaBauve, R.J.; Young, P.G.

1980-05-01

On the example of General Atomic's well-documented Power Generating Fusion Reactor (PGFR) design, this report exercises a comprehensive neutron cross-section and secondary energy distribution (SED) uncertainty analysis. The LASL sensitivity and uncertainty analysis code SENSIT is used to calculate reaction cross-section sensitivity profiles and integral SED sensitivity coefficients. These are then folded with covariance matrices and integral SED uncertainties to obtain the resulting uncertainties of three calculated neutronics design parameters: two critical radiation damage rates and a nuclear heating rate. The report documents the first sensitivity-based data uncertainty analysis, which incorporates a quantitative treatment of the effects of SED uncertainties. The results demonstrate quantitatively that the ENDF/B-V cross-section data files for C, H, and O, including their SED data, are fully adequate for this design application, while the data for Fe and Ni are at best marginally adequate because they give rise to response uncertainties up to 25%. Much higher response uncertainties are caused by cross-section and SED data uncertainties in Cu (26 to 45%), tungsten (24 to 54%), and Cr (up to 98%). Specific recommendations are given for re-evaluations of certain reaction cross-sections, secondary energy distributions, and uncertainty estimates

Cross section sensitivity study for fusion blankets incorporating lead neutron multiplier

International Nuclear Information System (INIS)

Pelloni, S.; Cheng, E.T.

1983-01-01

In the recent European INTOR design, lead has been considered for incorporation in the blanket as either an explicit or implicit neutron multiplier. The blanket employs either Li 2 SiO 3 or Li 17 Pb 83 as tritium breeding material. Nucleonic analysis was performed for this blanket using the DLC37 and DLC41 cross section libraries. The reaction rates were estimated using the reaction cross sections provided with both libraries. In addition to that, they were estimated using the MACKLIB-IV response library. The calculated tritium breeding ratio was found to be 5% less and 15% more in the calculations with DLC41 and DLC41 plus MACKLIB-IV libraries, respectively, than in the calculation with the DLC37 library. The Fe, Pb, and Li cross sections given by the ENDF/B-IV and V were reviewed. A sensitivity study of these cross section uncertainties shows that the tritium breeding ratio is relatively insensitive to the above mentioned partial cross sections. The calculated tritium breeding ratio can be known within +-2%. (Auth.)

Systemization of burnup sensitivity analysis code

International Nuclear Information System (INIS)

Tatsumi, Masahiro; Hyoudou, Hideaki

2004-02-01

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

Sensitivity coefficients for the 238U neutron-capture shielded-group cross sections

International Nuclear Information System (INIS)

Munoz-Cobos, J.L.; de Saussure, G.; Perez, R.B.

1981-01-01

In the unresolved resonance region cross sections are represented with statistical resonance parameters. The average values of these parameters are chosen in order to fit evaluated infinitely dilute group cross sections. The sensitivity of the shielded group cross sections to the choice of mean resonance data has recently been investigated for the case of 235 U and 239 Pu by Ganesan and by Antsipov et al; similar sensitivity studies for 238 U are reported

Systemization of burnup sensitivity analysis code. 2

International Nuclear Information System (INIS)

Tatsumi, Masahiro; Hyoudou, Hideaki

2005-02-01

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

Sensitivity and uncertainty analysis

CERN Document Server

Cacuci, Dan G; Navon, Ionel Michael

2005-01-01

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

Sensitivity analysis of the nuclear data for MYRRHA reactor modelling

International Nuclear Information System (INIS)

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

2014-01-01

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

WHAT IF (Sensitivity Analysis

Directory of Open Access Journals (Sweden)

Iulian N. BUJOREANU

2011-01-01

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

Sensitivity study and functionalization of cross section to fuel and moderator temperature

International Nuclear Information System (INIS)

Zee, Sung Quun; Song, Jae Seung; Cho, Young Chul

1995-11-01

A reactor core neutronics code MASTER is under development as a part of Korean Core Design System ADONIS. MASTER solves two-group three-dimensional; neutron diffusion equation which requires fuel assembly-wise group constants, to calculate the neutron flux distribution in the core. The group constants are obtained from the fuel assembly multi-group neutron transport calculation, and inputted as functions of the core operating condition. The functionalization of the group constant requires sensitivity analysis to various core operating conditions. In this report, the sensitivity of group constant to fuel and moderator temperature were analyzed. Lumped higher order macroscopic cross section derivative method was developed to reduce the computer memory and the number of floating point operations to treat group constants in MASTER. 1 fig., 6 tabs., 2 refs. (Author) .new

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

International Nuclear Information System (INIS)

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

2015-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-07-01

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

Two-dimensional cross-section and SED uncertainty analysis for the Fusion Engineering Device (FED)

International Nuclear Information System (INIS)

Embrechts, M.J.; Urban, W.T.; Dudziak, D.J.

1982-01-01

The theory of two-dimensional cross-section and secondary-energy-distribution (SED) sensitivity was implemented by developing a two-dimensional sensitivity and uncertainty analysis code, SENSIT-2D. Analyses of the Fusion Engineering Design (FED) conceptual inboard shield indicate that, although the calculated uncertainties in the 2-D model are of the same order of magnitude as those resulting from the 1-D model, there might be severe differences. The more complex the geometry, the more compulsory a 2-D analysis becomes. Specific results show that the uncertainty for the integral heating of the toroidal field (TF) coil for the FED is 114.6%. The main contributors to the cross-section uncertainty are chromium and iron. Contributions to the total uncertainty were smaller for nickel, copper, hydrogen and carbon. All analyses were performed with the Los Alamos 42-group cross-section library generated from ENDF/B-V data, and the COVFILS covariance matrix library. The large uncertainties due to chromium result mainly from large convariances for the chromium total and elastic scattering cross sections

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

International Nuclear Information System (INIS)

Greenspan, E.

1982-01-01

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

Cross section and method uncertainties: the application of sensitivity analysis to study their relationship in radiation transport benchmark problems

International Nuclear Information System (INIS)

Weisbi, C.R.; Oblow, E.M.; Ching, J.; White, J.E.; Wright, R.Q.; Drischler, J.

1975-08-01

Sensitivity analysis is applied to the study of an air transport benchmark calculation to quantify and distinguish between cross-section and method uncertainties. The boundary detector response was converged with respect to spatial and angular mesh size, P/sub l/ expansion of the scattering kernel, and the number and location of energy grid boundaries. The uncertainty in the detector response due to uncertainties in nuclear data is 17.0 percent (one standard deviation, not including uncertainties in energy and angular distribution) based upon the ENDF/B-IV ''error files'' including correlations in energy and reaction type. Differences of approximately 6 percent can be attributed exclusively to differences in processing multigroup transfer matrices. Formal documentation of the PUFF computer program for the generation of multigroup covariance matrices is presented. (47 figures, 14 tables) (U.S.)

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

Science.gov (United States)

Eno, Larry; Rabitz, Herschel

1981-08-01

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

The accuracy of frozen section analysis in ultrasound- guided core needle biopsy of breast lesions

International Nuclear Information System (INIS)

Brunner, Andreas H; Sagmeister, Thomas; Kremer, Jolanta; Riss, Paul; Brustmann, Hermann

2009-01-01

Limited data are available to evaluate the accuracy of frozen section analysis and ultrasound- guided core needle biopsy of the breast. In a retrospective analysis data of 120 consecutive handheldultrasound- guided 14- gauge automated core needle biopsies (CNB) in 109 consecutive patients with breast lesions between 2006 and 2007 were evaluated. In our outpatient clinic120 CNB were performed. In 59/120 (49.2%) cases we compared histological diagnosis on frozen sections with those on paraffin sections of CNB and finally with the result of open biopsy. Of the cases 42/59 (71.2%) were proved to be malignant and 17/59 (28.8%) to be benign in the definitive histology. 2/59 (3.3%) biopsies had a false negative frozen section result. No false positive results of the intraoperative frozen section analysis were obtained, resulting in a sensitivity, specificity and positive predicting value (PPV) and negative predicting value (NPV) of 95%, 100%, 100% and 90%, respectively. Histological and morphobiological parameters did not show up relevance for correct frozen section analysis. In cases of malignancy time between diagnosis and definitive treatment could not be reduced due to frozen section analysis. The frozen section analysis of suspect breast lesions performed by CNB displays good sensitivity/specificity characteristics. Immediate investigations of CNB is an accurate diagnostic tool and an important step in reducing psychological strain by minimizing the period of uncertainty in patients with breast tumor

Sensitivity Analysis of Multidisciplinary Rotorcraft Simulations

Science.gov (United States)

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

2017-01-01

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

Systemization of burnup sensitivity analysis code (2) (Contract research)

International Nuclear Information System (INIS)

Tatsumi, Masahiro; Hyoudou, Hideaki

2008-08-01

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

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

International Nuclear Information System (INIS)

Eno, L.; Rabitz, H.

1981-01-01

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

Determination of the interatomic potential from elastic differential cross sections at fixed energy: Functional sensitivity analysis approach

International Nuclear Information System (INIS)

Ho, T.; Rabitz, H.

1989-01-01

Elastic differential cross sections in atomic crossed beam experiments contain detailed information about the underlying interatomic potentials. The functional sensitivity density of the cross sections with respect to the potential δσ(θ)/δV(R) reveals such information and has been implemented in an iterative inversion procedure, analogous to that of the Newton--Raphson technique. The stability of the inversion is achieved with the use of the regularization method of Tikhonov and Miller. It is shown that given a set of well resolved and noise-free differential cross section data within a limited angular range and given a reasonable starting reference potential, the recovered potential accurately resembles the desired one in the important region, i.e., the region to which the scattering data are sensitive. The region of importance depends upon the collision energy relative to the well depth of the potential under study; usually a higher collision energy penetrates deeper into the repulsive part of the potential and thus accordingly yields a more accurate potential in that part. The inversion procedure produces also a quality function indicating the well determined radial region. Moreover, the extracted potential is quite independent of the functional form of the reference potential in contrast to curve fitting approaches. As illustrations, the model inert gas systems He--Ne and Ne--Ar have been considered. For collision energies within an order of magnitude of the associated potential well depth, the attractive part of the potential can be determined to high precision provided that scattering data at small enough angles are available

3.8 Proposed approach to uncertainty quantification and sensitivity analysis in the next PA

Energy Technology Data Exchange (ETDEWEB)

Flach, Greg [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Wohlwend, Jen [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL)

2017-10-02

This memorandum builds upon Section 3.8 of SRNL (2016) and Flach (2017) by defining key error analysis, uncertainty quantification, and sensitivity analysis concepts and terms, in preparation for the next E-Area Performance Assessment (WSRC 2008) revision.

Skin Sensitive Difference of Human Body Sections under Clothing--Multiple Analysis of Skin Surface Temperature Changes

Institute of Scientific and Technical Information of China (English)

李俊; 吴海燕; 张渭源

2003-01-01

A new researching method on clothing comfort perception is developed.By it the skin surface temperature changes and subjective psychological perception of human body sections stimulated by the same cold stimulation are studied.With the multiple comparison analysis method the changing laws of skin temperature of main human body sections is obtained.

MOVES regional level sensitivity analysis

Science.gov (United States)

2012-01-01

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

Methodology to carry out a sensitivity and uncertainty analysis for cross sections using a coupled model Trace-Parcs; Metodologia para realizar un analisis de sensibilidad e incertidumbre para las secciones eficaces usando un modelo acoplado TRACE-PARCS

Energy Technology Data Exchange (ETDEWEB)

Reyes F, M. C.; Del Valle G, E. [IPN, Escuela Superior de Fisica y Matematicas, Av. IPN s/n, Col. Lindavista, 07738 Ciudad de Mexico (Mexico); Gomez T, A. M. [ININ, Departamento de Sistemas Nucleares, Carretera Mexico-Toluca s/n, 52750 Ocoyoacac, Estado de Mexico (Mexico); Sanchez E, V., E-mail: rf.melisa@gmail.com [Karlsruhe Institute of Technology, Institute for Neutron Physics and Reactor Technology, Hermann-von-Helmholtz-Platz 1, D-76344 Eggenstein-Leopoldshafen (Germany)

2015-09-15

A methodology was implemented to carry out a sensitivity and uncertainty analysis for cross sections used in a coupled model for Trace/Parcs in a transient of control rod fall of a BWR-5. A model of the reactor core for the neutronic code Parcs was used, in which the assemblies located in the core are described. Thermo-hydraulic model in Trace was a simple model, where only a component type Chan was designed to represent all the core assemblies, which it was within a single vessel and boundary conditions were established. The thermo-hydraulic part was coupled with the neutron part, first for the steady state and then a transient of control rod fall was carried out for the sensitivity and uncertainty analysis. To carry out the analysis of cross sections used in the coupled model Trace/Parcs during the transient, the Probability Density Functions for 22 parameters selected from the total of neutronic parameters that use Parcs were generated, obtaining 100 different cases for the coupled model Trace/Parcs, each one with a database of different cross sections. All these cases were executed with the coupled model, obtaining in consequence 100 different output files for the transient of control rod fall doing emphasis in the nominal power, for which an uncertainty analysis was realized at the same time generate the band of uncertainty. With this analysis is possible to observe the ranges of results of the elected responses varying the selected uncertainty parameters. The sensitivity analysis complements the uncertainty analysis, identifying the parameter or parameters with more influence on the results and thus focuses on these parameters in order to better understand their effects. Beyond the obtained results, because is not a model with real operation data, the importance of this work is to know the application of the methodology to carry out the sensitivity and uncertainty analyses. (Author)

Sensitivity analysis approaches applied to systems biology models.

Science.gov (United States)

Zi, Z

2011-11-01

With the rising application of systems biology, sensitivity analysis methods have been widely applied to study the biological systems, including metabolic networks, signalling pathways and genetic circuits. Sensitivity analysis can provide valuable insights about how robust the biological responses are with respect to the changes of biological parameters and which model inputs are the key factors that affect the model outputs. In addition, sensitivity analysis is valuable for guiding experimental analysis, model reduction and parameter estimation. Local and global sensitivity analysis approaches are the two types of sensitivity analysis that are commonly applied in systems biology. Local sensitivity analysis is a classic method that studies the impact of small perturbations on the model outputs. On the other hand, global sensitivity analysis approaches have been applied to understand how the model outputs are affected by large variations of the model input parameters. In this review, the author introduces the basic concepts of sensitivity analysis approaches applied to systems biology models. Moreover, the author discusses the advantages and disadvantages of different sensitivity analysis methods, how to choose a proper sensitivity analysis approach, the available sensitivity analysis tools for systems biology models and the caveats in the interpretation of sensitivity analysis results.

Sensitivity Analysis Without Assumptions.

Science.gov (United States)

Ding, Peng; VanderWeele, Tyler J

2016-05-01

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

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

International Nuclear Information System (INIS)

Barber, A. D.; Busch, R.

2009-01-01

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

Sensitivity analysis of Monju using ERANOS with JENDL-4.0

International Nuclear Information System (INIS)

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

2012-01-01

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

Sensitivity analysis in multi-parameter probabilistic systems

International Nuclear Information System (INIS)

Walker, J.R.

1987-01-01

Probabilistic methods involving the use of multi-parameter Monte Carlo analysis can be applied to a wide range of engineering systems. The output from the Monte Carlo analysis is a probabilistic estimate of the system consequence, which can vary spatially and temporally. Sensitivity analysis aims to examine how the output consequence is influenced by the input parameter values. Sensitivity analysis provides the necessary information so that the engineering properties of the system can be optimized. This report details a package of sensitivity analysis techniques that together form an integrated methodology for the sensitivity analysis of probabilistic systems. The techniques have known confidence limits and can be applied to a wide range of engineering problems. The sensitivity analysis methodology is illustrated by performing the sensitivity analysis of the MCROC rock microcracking model

Global optimization and sensitivity analysis

International Nuclear Information System (INIS)

Cacuci, D.G.

1990-01-01

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

Chemical kinetic functional sensitivity analysis: Elementary sensitivities

International Nuclear Information System (INIS)

Demiralp, M.; Rabitz, H.

1981-01-01

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

Probabilistic sensitivity analysis of biochemical reaction systems.

Science.gov (United States)

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

2009-09-07

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

A hybrid approach for global sensitivity analysis

International Nuclear Information System (INIS)

Chakraborty, Souvik; Chowdhury, Rajib

2017-01-01

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

Maternal sensitivity: a concept analysis.

Science.gov (United States)

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

2008-11-01

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

Sensitivity analysis of Monju using ERANOS with JENDL-4.0

Energy Technology Data Exchange (ETDEWEB)

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

2012-07-01

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

Sensitivity Analysis to Control the Far-Wake Unsteadiness Behind Turbines

Directory of Open Access Journals (Sweden)

Esteban Ferrer

2017-10-01

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

Sensitivity coefficients of reactor parameters in fast critical assemblies and uncertainty analysis

International Nuclear Information System (INIS)

Aoyama, Takafumi; Suzuki, Takayuki; Takeda, Toshikazu; Hasegawa, Akira; Kikuchi, Yasuyuki.

1986-02-01

Sensitivity coefficients of reactor parameters in several fast critical assemblies to various cross sections were calculated in 16 group by means of SAGEP code based on the generalized perturbation theory. The sensitivity coefficients were tabulated and the difference of sensitivity coefficients was discussed. Furthermore, the uncertainty of calculated reactor parameters due to cross section uncertainty were estimated using the sensitivity coefficients and cross section covariance data. (author)

Interference and Sensitivity Analysis.

Science.gov (United States)

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

2014-11-01

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

Contributions to sensitivity analysis and generalized discriminant analysis

International Nuclear Information System (INIS)

Jacques, J.

2005-12-01

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

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

Directory of Open Access Journals (Sweden)

Chen Zhang

2015-02-01

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

Spatial variation of the section sensitivity profile in helical CT

International Nuclear Information System (INIS)

Katsuta, Shoichi; Hanai, Kouzou; Kunii, Takeo; Kimura, Haruki; Imabayashi, Wataru; Muramatsu, Yoshihisa

1999-01-01

The section sensitivity profile (SSP) is adequate to express the properties of helical CT images. Although SSP measurement has been performed only at the center of the imaging field, we applied it to off-center positions using a metal bead and controlled tracking technique. The experimental results indicated that SSP curves vary in the imaging field according to the relative position of the x-ray focus. The results were in agreement with computer simulations. (author)

PAPIRUS, a parallel computing framework for sensitivity analysis, uncertainty propagation, and estimation of parameter distribution

International Nuclear Information System (INIS)

Heo, Jaeseok; Kim, Kyung Doo

2015-01-01

Highlights: • We developed an interface between an engineering simulation code and statistical analysis software. • Multiple packages of the sensitivity analysis, uncertainty quantification, and parameter estimation algorithms are implemented in the framework. • Parallel computing algorithms are also implemented in the framework to solve multiple computational problems simultaneously. - Abstract: This paper introduces a statistical data analysis toolkit, PAPIRUS, designed to perform the model calibration, uncertainty propagation, Chi-square linearity test, and sensitivity analysis for both linear and nonlinear problems. The PAPIRUS was developed by implementing multiple packages of methodologies, and building an interface between an engineering simulation code and the statistical analysis algorithms. A parallel computing framework is implemented in the PAPIRUS with multiple computing resources and proper communications between the server and the clients of each processor. It was shown that even though a large amount of data is considered for the engineering calculation, the distributions of the model parameters and the calculation results can be quantified accurately with significant reductions in computational effort. A general description about the PAPIRUS with a graphical user interface is presented in Section 2. Sections 2.1–2.5 present the methodologies of data assimilation, uncertainty propagation, Chi-square linearity test, and sensitivity analysis implemented in the toolkit with some results obtained by each module of the software. Parallel computing algorithms adopted in the framework to solve multiple computational problems simultaneously are also summarized in the paper

PAPIRUS, a parallel computing framework for sensitivity analysis, uncertainty propagation, and estimation of parameter distribution

Energy Technology Data Exchange (ETDEWEB)

Heo, Jaeseok, E-mail: jheo@kaeri.re.kr; Kim, Kyung Doo, E-mail: kdkim@kaeri.re.kr

2015-10-15

Highlights: • We developed an interface between an engineering simulation code and statistical analysis software. • Multiple packages of the sensitivity analysis, uncertainty quantification, and parameter estimation algorithms are implemented in the framework. • Parallel computing algorithms are also implemented in the framework to solve multiple computational problems simultaneously. - Abstract: This paper introduces a statistical data analysis toolkit, PAPIRUS, designed to perform the model calibration, uncertainty propagation, Chi-square linearity test, and sensitivity analysis for both linear and nonlinear problems. The PAPIRUS was developed by implementing multiple packages of methodologies, and building an interface between an engineering simulation code and the statistical analysis algorithms. A parallel computing framework is implemented in the PAPIRUS with multiple computing resources and proper communications between the server and the clients of each processor. It was shown that even though a large amount of data is considered for the engineering calculation, the distributions of the model parameters and the calculation results can be quantified accurately with significant reductions in computational effort. A general description about the PAPIRUS with a graphical user interface is presented in Section 2. Sections 2.1–2.5 present the methodologies of data assimilation, uncertainty propagation, Chi-square linearity test, and sensitivity analysis implemented in the toolkit with some results obtained by each module of the software. Parallel computing algorithms adopted in the framework to solve multiple computational problems simultaneously are also summarized in the paper.

Object-sensitive Type Analysis of PHP

NARCIS (Netherlands)

Van der Hoek, Henk Erik; Hage, J

2015-01-01

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

Ethical sensitivity in professional practice: concept analysis.

Science.gov (United States)

Weaver, Kathryn; Morse, Janice; Mitcham, Carl

2008-06-01

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

Multitarget global sensitivity analysis of n-butanol combustion.

Science.gov (United States)

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

2013-05-02

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

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

International Nuclear Information System (INIS)

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

1993-01-01

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

Techniques for sensitivity analysis of SYVAC results

International Nuclear Information System (INIS)

Prust, J.O.

1985-05-01

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

Sensitivity analysis of a PWR pressurizer

International Nuclear Information System (INIS)

Bruel, Renata Nunes

1997-01-01

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

Sensitivity Analysis of a Physiochemical Interaction Model ...

African Journals Online (AJOL)

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

SENSITIVITY ANALYSIS OF BUILDING STRUCTURES WITHIN THE SCOPE OF ENERGY, ENVIRONMENT AND INVESTMENT

Directory of Open Access Journals (Sweden)

František Kulhánek

2015-10-01

Full Text Available The primary objective of this paper is to prove the feasibility of sensitivity analysis with dominant weight method for structure parts of envelope of buildings inclusive of energy; ecological and financial assessments, and determination of different designs for same structural part via multi-criteria assessment with theoretical example designs ancillary. Multi-criteria assessment (MCA of different structural designs or in other word alternatives aims to find the best available alternative. The application of sensitivity analysis technique in this paper bases on dominant weighting method. In this research, to choose the best thermal insulation design in the case of that more than one projection, simultaneously, criteria of total thickness (T; heat transfer coefficient (U through the cross section; global warming potential (GWP; acid produce (AP; primary energy content (PEI non renewable and cost per m2 (C are investigated for all designs via sensitivity analysis. Three different designs for external wall (over soil which are convenient with regard to globally suggested energy features for passive house design are investigated through the mentioned six projections. By creating a given set of scenarios; depending upon the importance of each criterion, sensitivity analysis is distributed. As conclusion, uncertainty in the output of model is attributed to different sources in the model input. In this manner, determination of the best available design is achieved. The original outlook and the outlook afterwards the sensitivity analysis are visualized, that enables easily to choose the optimum design within the scope of verified components.

Sensitivity Analysis of Viscoelastic Structures

Directory of Open Access Journals (Sweden)

A.M.G. de Lima

2006-01-01

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

Sensitivity analysis for reactivity parameter change of the creole experiment caused by the differences between ENDF-BVII and JENDL neutron cross section evaluations

International Nuclear Information System (INIS)

Boulaich, Y.; Bardouni, C.; Elyounoussi, C.; Elbakkari, H.; Boukhal, H.; Erradi, L.; Nacir, B.

2011-01-01

Full text: In this work, we present our analysis of the CREOLE experiment on the parameter by using the three-dimensional continuous energy code (MCNPS) and the last updated nuclear data evaluations. This experiment performed in the EOLE critical facility located at CEA-Cadarache, was dedicated to studies for both UO2 and UO2-PuO2 PWR type lattices covering the whole temperature range from 20 0 C to 300 0 C. We have developed an accurate model of the EOLE reactor to be used by the MCNP5 Monte Carlo code. This model guarantees a high level of fidelity in the description of different configurations at various temperatures taking into account their consequence on neutron cross section data and all thermal expansion effects. In this case, the remaining error between calculation and experiment will be awarded mainly to uncertainties on nuclear data. Our own cross section library was constructed by using NJOY99.259 code with point-wise nuclear data based on ENDF-BVII. JEFF3.1, JENDL3.3 and JENDL4 evaluation files. The MCNP model was validated through the axial and radial fission rate measurements at room and hot temperatures. Calculation-experiment discrepancies of the reactivity parameter were analyzed and the results have shown that the JENDL evaluations give the most consistent values. In order to specify the source of the relatively large difference between experiment and calculation due to ENDF-BVII nuclear data evaluation, the discrepancy in reactivity between ENDF-BVII and JENDL evaluations was decomposed using sensitivity and uncertainty analysis technique

Extended forward sensitivity analysis of one-dimensional isothermal flow

International Nuclear Information System (INIS)

Johnson, M.; Zhao, H.

2013-01-01

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

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

International Nuclear Information System (INIS)

1998-01-01

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

Sensitivity analysis of EQ3

International Nuclear Information System (INIS)

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

1990-01-01

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

Uncertainty and sensitivity analysis of the LOFT L2-5 test: Results of the BEMUSE programme

International Nuclear Information System (INIS)

Crecy, A. de; Bazin, P.; Glaeser, H.; Skorek, T.; Joucla, J.; Probst, P.; Fujioka, K.; Chung, B.D.; Oh, D.Y.; Kyncl, M.; Pernica, R.; Macek, J.; Meca, R.; Macian, R.; D'Auria, F.; Petruzzi, A.; Batet, L.; Perez, M.; Reventos, F.

2008-01-01

This paper presents the results and the main lessons learnt from the phase 3 of BEMUSE, an international benchmark activity sponsored by the Committee on the Safety of Nuclear Installations [CSNI: Committee on the Safety of Nuclear Installations (NEA, OECD), 2007. BEMUSE Phase III Report. NEA/CSNI R(2007) 4, October 2007] of the OECD/NEA. The phase 3 of BEMUSE aimed at performing Uncertainty and Sensitivity Analyses of thermal-hydraulic codes used for the calculation of LOFT L2-5 experiment, which simulated a Large-Break Loss-of-Coolant-Accident (LB-LOCA). Eleven participants coming from ten organisations and eight countries took part in this benchmark. In the first section of this paper, the context of BEMUSE is described as well as the methods used by the participants. In the second section, the results of the benchmark are presented. The majority of the participants find uncertainty bands which envelop the experimental data fairly well, however the width of these bands is much diverged. A synthesis of the sensitivity analysis results has been made and is expected to provide a useful basis for further uncertainty analysis dealing with LB-LOCA. Finally, recommendations are given both for uncertainty and sensitivity analysis

Measurement of 18O + 10B fusion cross section and construction of a position sensitive ionization chamber

International Nuclear Information System (INIS)

Added, N.

1987-01-01

The 18 O + 10 B fusion reaction has been investigated within the bombarding energy range of 29,0 MeV lab 0 lab 0 angular range. For this purpose, a high resolution position sensitive ionization chamber has been developed and constructed. Experimental results compared to model predictions and experimental systematics found in the literature allows to reject compound nucleus limitation to the fusion cross section up to energies as high as five times the coulomb barrier. Statistical model fits to the residues elementary distributions reveal a quite difuse partial fusion cross section in the angular momentum space. Systematic analysis of fusion barrier height (V B ) and radius (R B ) for neighbouring nuclei point out the importance of the nuclear matter difuseness in the competition between the fusion and quasi-direct process. Calculations within this framework were performed. (author) [pt

Sensitivity Analysis of a Riparian Vegetation Growth Model

Directory of Open Access Journals (Sweden)

Michael Nones

2016-11-01

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

Implementation of a methodology to perform the uncertainty and sensitivity analysis of the control rod drop in a BWR

Energy Technology Data Exchange (ETDEWEB)

Reyes F, M. del C.

2015-07-01

A methodology to perform uncertainty and sensitivity analysis for the cross sections used in a Trace/PARCS coupled model for a control rod drop transient of a BWR-5 reactor was implemented with the neutronics code PARCS. A model of the nuclear reactor detailing all assemblies located in the core was developed. However, the thermohydraulic model designed in Trace was a simple model, where one channel representing all the types of assemblies located in the core, it was located inside a simple vessel model and boundary conditions were established. The thermohydraulic model was coupled with the neutronics model, first for the steady state and then a Control Rod Drop (CRD) transient was performed, in order to carry out the uncertainty and sensitivity analysis. To perform the analysis of the cross sections used in the Trace/PARCS coupled model during the transient, Probability Density Functions (PDFs) were generated for the 22 parameters cross sections selected from the neutronics parameters that PARCS requires, thus obtaining 100 different cases for the Trace/PARCS coupled model, each with a database of different cross sections. All these cases were executed with the coupled model, therefore obtaining 100 different outputs for the CRD transient with special emphasis on 4 responses per output: 1) The reactivity, 2) the percentage of rated power, 3) the average fuel temperature and 4) the average coolant density. For each response during the transient an uncertainty analysis was performed in which the corresponding uncertainty bands were generated. With this analysis it is possible to observe the results ranges of the responses chose by varying the uncertainty parameters selected. This is very useful and important for maintaining the safety in the nuclear power plants, also to verify if the uncertainty band is within of safety margins. The sensitivity analysis complements the uncertainty analysis identifying the parameter or parameters with the most influence on the

Implementation of a methodology to perform the uncertainty and sensitivity analysis of the control rod drop in a BWR

International Nuclear Information System (INIS)

Reyes F, M. del C.

2015-01-01

A methodology to perform uncertainty and sensitivity analysis for the cross sections used in a Trace/PARCS coupled model for a control rod drop transient of a BWR-5 reactor was implemented with the neutronics code PARCS. A model of the nuclear reactor detailing all assemblies located in the core was developed. However, the thermohydraulic model designed in Trace was a simple model, where one channel representing all the types of assemblies located in the core, it was located inside a simple vessel model and boundary conditions were established. The thermohydraulic model was coupled with the neutronics model, first for the steady state and then a Control Rod Drop (CRD) transient was performed, in order to carry out the uncertainty and sensitivity analysis. To perform the analysis of the cross sections used in the Trace/PARCS coupled model during the transient, Probability Density Functions (PDFs) were generated for the 22 parameters cross sections selected from the neutronics parameters that PARCS requires, thus obtaining 100 different cases for the Trace/PARCS coupled model, each with a database of different cross sections. All these cases were executed with the coupled model, therefore obtaining 100 different outputs for the CRD transient with special emphasis on 4 responses per output: 1) The reactivity, 2) the percentage of rated power, 3) the average fuel temperature and 4) the average coolant density. For each response during the transient an uncertainty analysis was performed in which the corresponding uncertainty bands were generated. With this analysis it is possible to observe the results ranges of the responses chose by varying the uncertainty parameters selected. This is very useful and important for maintaining the safety in the nuclear power plants, also to verify if the uncertainty band is within of safety margins. The sensitivity analysis complements the uncertainty analysis identifying the parameter or parameters with the most influence on the

Multiple predictor smoothing methods for sensitivity analysis.

Energy Technology Data Exchange (ETDEWEB)

Helton, Jon Craig; Storlie, Curtis B.

2006-08-01

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

Multiple predictor smoothing methods for sensitivity analysis

International Nuclear Information System (INIS)

Helton, Jon Craig; Storlie, Curtis B.

2006-01-01

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

LBLOCA sensitivity analysis using meta models

International Nuclear Information System (INIS)

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

2014-01-01

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

Sensitivity analysis in life cycle assessment

NARCIS (Netherlands)

Groen, E.A.; Heijungs, R.; Bokkers, E.A.M.; Boer, de I.J.M.

2014-01-01

Life cycle assessments require many input parameters and many of these parameters are uncertain; therefore, a sensitivity analysis is an essential part of the final interpretation. The aim of this study is to compare seven sensitivity methods applied to three types of case stud-ies. Two

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

Science.gov (United States)

Hasegawa, Raiden; Small, Dylan

2017-12-01

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

CREOLE experiment study on the reactivity temperature coefficient with sensitivity and uncertainty analysis using the MCNP5 code and different neutron cross section evaluations

International Nuclear Information System (INIS)

Boulaich, Y.; El Bardouni, T.; Erradi, L.; Chakir, E.; Boukhal, H.; Nacir, B.; El Younoussi, C.; El Bakkari, B.; Merroun, O.; Zoubair, M.

2011-01-01

Highlights: → In the present work, we have analyzed the CREOLE experiment on the reactivity temperature coefficient (RTC) by using the three-dimensional continuous energy code (MCNP5) and the last updated nuclear data evaluations. → Calculation-experiment discrepancies of the RTC were analyzed and the results have shown that the JENDL3.3 and JEFF3.1 evaluations give the most consistent values. → In order to specify the source of the relatively large discrepancy in the case of ENDF-BVII nuclear data evaluation, the k eff discrepancy between ENDF-BVII and JENDL3.3 was decomposed by using sensitivity and uncertainty analysis technique. - Abstract: In the present work, we analyze the CREOLE experiment on the reactivity temperature coefficient (RTC) by using the three-dimensional continuous energy code (MCNP5) and the last updated nuclear data evaluations. This experiment performed in the EOLE critical facility located at CEA/Cadarache, was mainly dedicated to the RTC studies for both UO 2 and UO 2 -PuO 2 PWR type lattices covering the whole temperature range from 20 deg. C to 300 deg. C. We have developed an accurate 3D model of the EOLE reactor by using the MCNP5 Monte Carlo code which guarantees a high level of fidelity in the description of different configurations at various temperatures taking into account their consequence on neutron cross section data and all thermal expansion effects. In this case, the remaining error between calculation and experiment will be awarded mainly to uncertainties on nuclear data. Our own cross section library was constructed by using NJOY99.259 code with point-wise nuclear data based on ENDF-BVII, JEFF3.1 and JENDL3.3 evaluation files. The MCNP model was validated through the axial and radial fission rate measurements at room and hot temperatures. Calculation-experiment discrepancies of the RTC were analyzed and the results have shown that the JENDL3.3 and JEFF3.1 evaluations give the most consistent values; the discrepancy is

Sensitivity of neutron air transport to nitrogen cross section uncertainties

International Nuclear Information System (INIS)

Niiler, A.; Beverly, W.B.; Banks, N.E.

1975-01-01

The sensitivity of the transport of 14-MeV neutrons in sea level air to uncertainties in the ENDF/B-III values of the various Nitrogen cross sections has been calculated using the correlated sampling Monte Carlo neutron transport code SAMCEP. The source consisted of a 14.0- to 14.9-MeV band of isotropic neutrons and the fluences (0.5 to 15.0 MeV) were calculated at radii from 50 to 1500 metres. The maximum perturbations, assigned to the ENDF/B-III or base cross section set in the 6.0- to 14.5-MeV energy range were; (1) 2 percent to the total, (2) 10 percent to the total elastic, (3) 40 percent to the inelastic and absorption and (4) 20 percent to the first Legendre coefficient and 10 percent to the second Legendre coefficient of the elastic angular distribtuions. Transport calculations were carried out using various physically realistic sets of perturbed cross sections, bounded by evaluator-assigned uncertainties, as well as the base set. Results show that in some energy intervals at 1500 metres, the differential fluence level with a perturbed set differed by almost a factor of two from the differential fluence level with the base set. 5 figures

Automating sensitivity analysis of computer models using computer calculus

International Nuclear Information System (INIS)

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

1986-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2008-07-01

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

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

International Nuclear Information System (INIS)

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

2008-01-01

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

Perturbation analysis for Monte Carlo continuous cross section models

International Nuclear Information System (INIS)

Kennedy, Chris B.; Abdel-Khalik, Hany S.

2011-01-01

Sensitivity analysis, including both its forward and adjoint applications, collectively referred to hereinafter as Perturbation Analysis (PA), is an essential tool to complete Uncertainty Quantification (UQ) and Data Assimilation (DA). PA-assisted UQ and DA have traditionally been carried out for reactor analysis problems using deterministic as opposed to stochastic models for radiation transport. This is because PA requires many model executions to quantify how variations in input data, primarily cross sections, affect variations in model's responses, e.g. detectors readings, flux distribution, multiplication factor, etc. Although stochastic models are often sought for their higher accuracy, their repeated execution is at best computationally expensive and in reality intractable for typical reactor analysis problems involving many input data and output responses. Deterministic methods however achieve computational efficiency needed to carry out the PA analysis by reducing problem dimensionality via various spatial and energy homogenization assumptions. This however introduces modeling error components into the PA results which propagate to the following UQ and DA analyses. The introduced errors are problem specific and therefore are expected to limit the applicability of UQ and DA analyses to reactor systems that satisfy the introduced assumptions. This manuscript introduces a new method to complete PA employing a continuous cross section stochastic model and performed in a computationally efficient manner. If successful, the modeling error components introduced by deterministic methods could be eliminated, thereby allowing for wider applicability of DA and UQ results. Two MCNP models demonstrate the application of the new method - a Critical Pu Sphere (Jezebel), a Pu Fast Metal Array (Russian BR-1). The PA is completed for reaction rate densities, reaction rate ratios, and the multiplication factor. (author)

Frontier Assignment for Sensitivity Analysis of Data Envelopment Analysis

Science.gov (United States)

Naito, Akio; Aoki, Shingo; Tsuji, Hiroshi

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

Sensitivity analysis in optimization and reliability problems

International Nuclear Information System (INIS)

Castillo, Enrique; Minguez, Roberto; Castillo, Carmen

2008-01-01

The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods

Sensitivity analysis in optimization and reliability problems

Energy Technology Data Exchange (ETDEWEB)

Castillo, Enrique [Department of Applied Mathematics and Computational Sciences, University of Cantabria, Avda. Castros s/n., 39005 Santander (Spain)], E-mail: castie@unican.es; Minguez, Roberto [Department of Applied Mathematics, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: roberto.minguez@uclm.es; Castillo, Carmen [Department of Civil Engineering, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: mariacarmen.castillo@uclm.es

2008-12-15

The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods.

Sensitivity analysis for large-scale problems

Science.gov (United States)

Noor, Ahmed K.; Whitworth, Sandra L.

1987-01-01

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

Evaluation of Cross-Section Sensitivities in Computing Burnup Credit Fission Product Concentrations

International Nuclear Information System (INIS)

Gauld, I.C.

2005-01-01

U.S. Nuclear Regulatory Commission Interim Staff Guidance 8 (ISG-8) for burnup credit covers actinides only, a position based primarily on the lack of definitive critical experiments and adequate radiochemical assay data that can be used to quantify the uncertainty associated with fission product credit. The accuracy of fission product neutron cross sections is paramount to the accuracy of criticality analyses that credit fission products in two respects: (1) the microscopic cross sections determine the reactivity worth of the fission products in spent fuel and (2) the cross sections determine the reaction rates during irradiation and thus influence the accuracy of predicted final concentrations of the fission products in the spent fuel. This report evaluates and quantifies the importance of the fission product cross sections in predicting concentrations of fission products proposed for use in burnup credit. The study includes an assessment of the major fission products in burnup credit and their production precursors. Finally, the cross-section importances, or sensitivities, are combined with the importance of each major fission product to the system eigenvalue (k eff ) to determine the net importance of cross sections to k eff . The importances established the following fission products, listed in descending order of priority, that are most likely to benefit burnup credit when their cross-section uncertainties are reduced: 151 Sm, 103 Rh, 155 Eu, 150 Sm, 152 Sm, 153 Eu, 154 Eu, and 143 Nd

OECD/NEA expert group on uncertainty analysis for criticality safety assessment: Results of benchmark on sensitivity calculation (phase III)

Energy Technology Data Exchange (ETDEWEB)

Ivanova, T.; Laville, C. [Institut de Radioprotection et de Surete Nucleaire IRSN, BP 17, 92262 Fontenay aux Roses (France); Dyrda, J. [Atomic Weapons Establishment AWE, Aldermaston, Reading, RG7 4PR (United Kingdom); Mennerdahl, D. [E Mennerdahl Systems EMS, Starvaegen 12, 18357 Taeby (Sweden); Golovko, Y.; Raskach, K.; Tsiboulia, A. [Inst. for Physics and Power Engineering IPPE, 1, Bondarenko sq., 249033 Obninsk (Russian Federation); Lee, G. S.; Woo, S. W. [Korea Inst. of Nuclear Safety KINS, 62 Gwahak-ro, Yuseong-gu, Daejeon 305-338 (Korea, Republic of); Bidaud, A.; Sabouri, P. [Laboratoire de Physique Subatomique et de Cosmologie LPSC, CNRS-IN2P3/UJF/INPG, Grenoble (France); Patel, A. [U.S. Nuclear Regulatory Commission (NRC), Washington, DC 20555-0001 (United States); Bledsoe, K.; Rearden, B. [Oak Ridge National Laboratory ORNL, M.S. 6170, P.O. Box 2008, Oak Ridge, TN 37831 (United States); Gulliford, J.; Michel-Sendis, F. [OECD/NEA, 12, Bd des Iles, 92130 Issy-les-Moulineaux (France)

2012-07-01

The sensitivities of the k{sub eff} eigenvalue to neutron cross sections have become commonly used in similarity studies and as part of the validation algorithm for criticality safety assessments. To test calculations of the sensitivity coefficients, a benchmark study (Phase III) has been established by the OECD-NEA/WPNCS/EG UACSA (Expert Group on Uncertainty Analysis for Criticality Safety Assessment). This paper presents some sensitivity results generated by the benchmark participants using various computational tools based upon different computational methods: SCALE/TSUNAMI-3D and -1D, MONK, APOLLO2-MORET 5, DRAGON-SUSD3D and MMKKENO. The study demonstrates the performance of the tools. It also illustrates how model simplifications impact the sensitivity results and demonstrates the importance of 'implicit' (self-shielding) sensitivities. This work has been a useful step towards verification of the existing and developed sensitivity analysis methods. (authors)

The role of sensitivity analysis in assessing uncertainty

International Nuclear Information System (INIS)

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

1987-01-01

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

Skin Sensitive Difference of Human Body Sections under Clothing-Smirnov Test of Skin Surface Temperatures' Dynamic Changing

Institute of Scientific and Technical Information of China (English)

LI Jun; WU Hai-yan; WANG Yun-yi

2004-01-01

Skin sensitive difference of human body sections under clothing is the theoretic foundation of thermal insulation clothing design.By a new method of researching on clothing comfort perception,the skin temperature live changing procedure of human body sections affected by the same cold stimulation is inspected.Furthermore with the Smirnov test the skin temperatures dynamic changing patterns of main human body sections are obtained.

Sensitivity Analysis of a Simplified Fire Dynamic Model

DEFF Research Database (Denmark)

Sørensen, Lars Schiøtt; Nielsen, Anker

2015-01-01

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

Variance-based sensitivity analysis for wastewater treatment plant modelling.

Science.gov (United States)

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

2014-02-01

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

Probabilistic sensitivity analysis in health economics.

Science.gov (United States)

Baio, Gianluca; Dawid, A Philip

2015-12-01

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

TOLERANCE SENSITIVITY ANALYSIS: THIRTY YEARS LATER

Directory of Open Access Journals (Sweden)

Richard E. Wendell

2010-12-01

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

Sensitivity analysis for missing data in regulatory submissions.

Science.gov (United States)

Permutt, Thomas

2016-07-30

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

Roughness Sensitivity Comparisons of Wind Turbine Blade Sections

Energy Technology Data Exchange (ETDEWEB)

Wilcox, Benjamin J. [Texas A & M Univ., College Station, TX (United States). Dept. of Aerospace Engineering; White, Edward B. [Texas A & M Univ., College Station, TX (United States). Dept. of Aerospace Engineering; Maniaci, David Charles [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States). Wind Energy Technologies Dept.

2017-10-01

One explanation for wind turbine power degradation is insect roughness. Historical studies on insect-induced power degradation have used simulation methods which are either un- representative of actual insect roughness or too costly or time-consuming to be applied to wide-scale testing. Furthermore, the role of airfoil geometry in determining the relations between insect impingement locations and roughness sensitivity has not been studied. To link the effects of airfoil geometry, insect impingement locations, and roughness sensitivity, a simulation code was written to determine representative insect collection patterns for different airfoil shapes. Insect collection pattern data was then used to simulate roughness on an NREL S814 airfoil that was tested in a wind tunnel at Reynolds numbers between 1.6 x 10⁶ and 4.0 x 10⁶. Results are compared to previous tests of a NACA 63₃ -418 airfoil. Increasing roughness height and density results in decreased maximum lift, lift curve slope, and lift-to-drag ratio. Increasing roughness height, density, or Reynolds number results in earlier bypass transition, with critical roughness Reynolds numbers lying within the historical range. Increased roughness sensitivity on the 25% thick NREL S814 is observed compared to the 18% thick NACA 63 3 -418. Blade-element-momentum analysis was used to calculate annual energy production losses of 4.9% and 6.8% for a NACA 63₃ -418 turbine and an NREL S814 turbine, respectively, operating with 200 μm roughness. These compare well to historical field measurements.

Risk and sensitivity analysis in relation to external events

International Nuclear Information System (INIS)

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

2001-01-01

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

Automating sensitivity analysis of computer models using computer calculus

International Nuclear Information System (INIS)

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

1985-01-01

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

Sensitivity analysis and related analysis : A survey of statistical techniques

NARCIS (Netherlands)

Kleijnen, J.P.C.

1995-01-01

This paper reviews the state of the art in five related types of analysis, namely (i) sensitivity or what-if analysis, (ii) uncertainty or risk analysis, (iii) screening, (iv) validation, and (v) optimization. The main question is: when should which type of analysis be applied; which statistical

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

Science.gov (United States)

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

2015-01-01

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

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

Directory of Open Access Journals (Sweden)

Georgios Arampatzis

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

Sensitivity Analysis of Criticality for Different Nuclear Fuel Shapes

Energy Technology Data Exchange (ETDEWEB)

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

2016-10-15

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

Sensitivity Analysis of Criticality for Different Nuclear Fuel Shapes

International Nuclear Information System (INIS)

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

2016-01-01

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

The role of sensitivity analysis in probabilistic safety assessment

International Nuclear Information System (INIS)

Hirschberg, S.; Knochenhauer, M.

1987-01-01

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

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

Science.gov (United States)

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

2015-04-01

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

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

Directory of Open Access Journals (Sweden)

A. P. Jacquin

2009-01-01

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

Simulation-Based Stochastic Sensitivity Analysis of a Mach 4.5 Mixed-Compression Intake Performance

Science.gov (United States)

Kato, H.; Ito, K.

2009-01-01

A sensitivity analysis of a supersonic mixed-compression intake of a variable-cycle turbine-based combined cycle (TBCC) engine is presented. The TBCC engine is de- signed to power a long-range Mach 4.5 transport capable of antipodal missions studied in the framework of an EU FP6 project, LAPCAT. The nominal intake geometry was designed using DLR abpi cycle analysis pro- gram by taking into account various operating require- ments of a typical mission profile. The intake consists of two movable external compression ramps followed by an isolator section with bleed channel. The compressed air is then diffused through a rectangular-to-circular subsonic diffuser. A multi-block Reynolds-averaged Navier- Stokes (RANS) solver with Srinivasan-Tannehill equilibrium air model was used to compute the total pressure recovery and mass capture fraction. While RANS simulation of the nominal intake configuration provides more realistic performance characteristics of the intake than the cycle analysis program, the intake design must also take into account in-flight uncertainties for robust intake performance. In this study, we focus on the effects of the geometric uncertainties on pressure recovery and mass capture fraction, and propose a practical approach to simulation-based sensitivity analysis. The method begins by constructing a light-weight analytical model, a radial-basis function (RBF) network, trained via adaptively sampled RANS simulation results. Using the RBF network as the response surface approximation, stochastic sensitivity analysis is performed using analysis of variance (ANOVA) technique by Sobol. This approach makes it possible to perform a generalized multi-input- multi-output sensitivity analysis based on high-fidelity RANS simulation. The resulting Sobol's influence indices allow the engineer to identify dominant parameters as well as the degree of interaction among multiple parameters, which can then be fed back into the design cycle.

Sensitivity Analysis in Two-Stage DEA

Directory of Open Access Journals (Sweden)

Athena Forghani

2015-07-01

Full Text Available Data envelopment analysis (DEA is a method for measuring the efficiency of peer decision making units (DMUs which uses a set of inputs to produce a set of outputs. In some cases, DMUs have a two-stage structure, in which the first stage utilizes inputs to produce outputs used as the inputs of the second stage to produce final outputs. One important issue in two-stage DEA is the sensitivity of the results of an analysis to perturbations in the data. The current paper looks into combined model for two-stage DEA and applies the sensitivity analysis to DMUs on the entire frontier. In fact, necessary and sufficient conditions for preserving a DMU's efficiency classiffication are developed when various data changes are applied to all DMUs.

Sensitivity Analysis in Two-Stage DEA

Directory of Open Access Journals (Sweden)

Athena Forghani

2015-12-01

Full Text Available Data envelopment analysis (DEA is a method for measuring the efficiency of peer decision making units (DMUs which uses a set of inputs to produce a set of outputs. In some cases, DMUs have a two-stage structure, in which the first stage utilizes inputs to produce outputs used as the inputs of the second stage to produce final outputs. One important issue in two-stage DEA is the sensitivity of the results of an analysis to perturbations in the data. The current paper looks into combined model for two-stage DEA and applies the sensitivity analysis to DMUs on the entire frontier. In fact, necessary and sufficient conditions for preserving a DMU's efficiency classiffication are developed when various data changes are applied to all DMUs.

Sensitivity Analysis of Simulation Models

NARCIS (Netherlands)

Kleijnen, J.P.C.

2009-01-01

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

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

Science.gov (United States)

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

Sensitivity analysis of the RESRAD, a dose assessment code

International Nuclear Information System (INIS)

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

1991-01-01

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

Sensitivity analysis in a structural reliability context

International Nuclear Information System (INIS)

Lemaitre, Paul

2014-01-01

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

Sensitivity analysis using probability bounding

International Nuclear Information System (INIS)

Ferson, Scott; Troy Tucker, W.

2006-01-01

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

Global sensitivity analysis of computer models with functional inputs

International Nuclear Information System (INIS)

Iooss, Bertrand; Ribatet, Mathieu

2009-01-01

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

Sensitivity analysis of ranked data: from order statistics to quantiles

NARCIS (Netherlands)

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

2015-01-01

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

Sensitivity analysis in remote sensing

CERN Document Server

Ustinov, Eugene A

2015-01-01

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

Sensitivity Analysis for Urban Drainage Modeling Using Mutual Information

Directory of Open Access Journals (Sweden)

Chuanqi Li

2014-11-01

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

A general first-order global sensitivity analysis method

International Nuclear Information System (INIS)

Xu Chonggang; Gertner, George Zdzislaw

2008-01-01

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

Time-dependent reliability sensitivity analysis of motion mechanisms

International Nuclear Information System (INIS)

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

2016-01-01

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

Applications of the BEam Cross section Analysis Software (BECAS)

DEFF Research Database (Denmark)

Blasques, José Pedro Albergaria Amaral; Bitsche, Robert; Fedorov, Vladimir

2013-01-01

A newly developed framework is presented for structural design and analysis of long slender beam-like structures, e.g., wind turbine blades. The framework is based on the BEam Cross section Analysis Software – BECAS – a finite element based cross section analysis tool. BECAS is used for the gener......A newly developed framework is presented for structural design and analysis of long slender beam-like structures, e.g., wind turbine blades. The framework is based on the BEam Cross section Analysis Software – BECAS – a finite element based cross section analysis tool. BECAS is used...... for the generation of beam finite element models which correctly account for effects stemming from material anisotropy and inhomogeneity in cross sections of arbitrary geometry. These type of modelling approach allows for an accurate yet computationally inexpensive representation of a general class of three...

Longitudinal sensitivity to change of MRI-based muscle cross-sectional area versus isometric strength analysis in osteoarthritic knees with and without structural progression: pilot data from the Osteoarthritis Initiative.

Science.gov (United States)

Dannhauer, Torben; Sattler, Martina; Wirth, Wolfgang; Hunter, David J; Kwoh, C Kent; Eckstein, Felix

2014-08-01

Biomechanical measurement of muscle strength represents established technology in evaluating limb function. Yet, analysis of longitudinal change suffers from relatively large between-measurement variability. Here, we determine the sensitivity to change of magnetic resonance imaging (MRI)-based measurement of thigh muscle anatomical cross sectional areas (ACSAs) versus isometric strength in limbs with and without structural progressive knee osteoarthritis (KOA), with focus on the quadriceps. Of 625 "Osteoarthritis Initiative" participants with radiographic KOA, 20 had MRI cartilage and radiographic joint space width loss in the right knee isometric muscle strength measurement and axial T1-weighted spin-echo acquisitions of the thigh. Muscle ACSAs were determined from manual segmentation at 33% femoral length (distal to proximal). In progressor knees, the reduction in quadriceps ACSA between baseline and 2-year follow-up was -2.8 ± 7.9 % (standardized response mean [SRM] = -0.35), and it was -1.8 ± 6.8% (SRM = -0.26) in matched, non-progressive KOA controls. The decline in extensor strength was more variable than that in ACSAs, both in progressors (-3.9 ± 20%; SRM = -0.20) and in non-progressive controls (-4.5 ± 28%; SRM = -0.16). MRI-based analysis of quadriceps muscles ACSAs appears to be more sensitive to longitudinal change than isometric extensor strength and is suggestive of greater loss in limbs with structurally progressive KOA than in non-progressive controls.

Sensitivity analysis methods and a biosphere test case implemented in EIKOS

Energy Technology Data Exchange (ETDEWEB)

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

2006-05-15

Computer-based models can be used to approximate real life processes. These models are usually based on mathematical equations, which are dependent on several variables. The predictive capability of models is therefore limited by the uncertainty in the value of these. Sensitivity analysis is used to apportion the relative importance each uncertain input parameter has on the output variation. Sensitivity analysis is therefore an essential tool in simulation modelling and for performing risk assessments. Simple sensitivity analysis techniques based on fitting the output to a linear equation are often used, for example correlation or linear regression coefficients. These methods work well for linear models, but for non-linear models their sensitivity estimations are not accurate. Usually models of complex natural systems are non-linear. Within the scope of this work, various sensitivity analysis methods, which can cope with linear, non-linear, as well as non-monotone problems, have been implemented, in a software package, EIKOS, written in Matlab language. The following sensitivity analysis methods are supported by EIKOS: Pearson product moment correlation coefficient (CC), Spearman Rank Correlation Coefficient (RCC), Partial (Rank) Correlation Coefficients (PCC), Standardized (Rank) Regression Coefficients (SRC), Sobol' method, Jansen's alternative, Extended Fourier Amplitude Sensitivity Test (EFAST) as well as the classical FAST method and the Smirnov and the Cramer-von Mises tests. A graphical user interface has also been developed, from which the user easily can load or call the model and perform a sensitivity analysis as well as uncertainty analysis. The implemented sensitivity analysis methods has been benchmarked with well-known test functions and compared with other sensitivity analysis software, with successful results. An illustration of the applicability of EIKOS is added to the report. The test case used is a landscape model consisting of several

Sensitivity analysis methods and a biosphere test case implemented in EIKOS

International Nuclear Information System (INIS)

Ekstroem, P.A.; Broed, R.

2006-05-01

Computer-based models can be used to approximate real life processes. These models are usually based on mathematical equations, which are dependent on several variables. The predictive capability of models is therefore limited by the uncertainty in the value of these. Sensitivity analysis is used to apportion the relative importance each uncertain input parameter has on the output variation. Sensitivity analysis is therefore an essential tool in simulation modelling and for performing risk assessments. Simple sensitivity analysis techniques based on fitting the output to a linear equation are often used, for example correlation or linear regression coefficients. These methods work well for linear models, but for non-linear models their sensitivity estimations are not accurate. Usually models of complex natural systems are non-linear. Within the scope of this work, various sensitivity analysis methods, which can cope with linear, non-linear, as well as non-monotone problems, have been implemented, in a software package, EIKOS, written in Matlab language. The following sensitivity analysis methods are supported by EIKOS: Pearson product moment correlation coefficient (CC), Spearman Rank Correlation Coefficient (RCC), Partial (Rank) Correlation Coefficients (PCC), Standardized (Rank) Regression Coefficients (SRC), Sobol' method, Jansen's alternative, Extended Fourier Amplitude Sensitivity Test (EFAST) as well as the classical FAST method and the Smirnov and the Cramer-von Mises tests. A graphical user interface has also been developed, from which the user easily can load or call the model and perform a sensitivity analysis as well as uncertainty analysis. The implemented sensitivity analysis methods has been benchmarked with well-known test functions and compared with other sensitivity analysis software, with successful results. An illustration of the applicability of EIKOS is added to the report. The test case used is a landscape model consisting of several linked

Survey of sampling-based methods for uncertainty and sensitivity analysis

International Nuclear Information System (INIS)

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

2006-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2006-06-01

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

Comparison of intraoperative frozen section analysis for sentinel lymph node biopsy during breast cancer surgery for invasive lobular carcinoma and invasive ductal carcinoma

Directory of Open Access Journals (Sweden)

Povoski Stephen P

2009-03-01

Full Text Available Abstract Background Sentinel lymph node (SLN biopsy is the standard of care for the surgical assessment of the axilla during breast cancer surgery. However, the diagnostic accuracy of intraoperative frozen section analysis for confirming metastatic involvement of SLNs in cases of invasive lobular carcinoma (ILC versus that of invasive ductal carcinoma (IDC has generated controversy secondary to a frequently low-grade cytologic appearance and an often discohesive pattern displayed by metastatic lymph nodes in ILC. In the current report, we present a comparison of intraoperative frozen section analysis for confirming the presence of metastatic disease within SLNs during breast cancer surgery for ILC and IDC. Methods We evaluated the results of 131 consecutive cases of ILC from 1997 to 2008 and 133 cases of IDC (selected by a random sequence generator program from amongst 1163 consecutive cases of IDC from the same time period. All cases had at least one SLN that had both intraoperative frozen section analysis and confirmatory permanent section analysis performed. Results No statistically significant difference was found in the sensitivity (67% vs. 75%, P = 0.385, specificity (100% vs. 100%, accuracy (86% vs. 92%, P = 0.172, false negative rate (33% vs. 25%, P = 0.385, negative predictive value (81% vs. 89%, P = 0.158, and positive predictive value (100% vs. 100% for frozen section analysis for confirming the presence of metastatic disease within SLNs during breast cancer surgery for ILC and IDC. Conclusion Since there was no statistically significant difference in sensitivity, specificity, accuracy, false negative rate, negative predictive value, and positive predictive value between frozen section analysis of SLNs for patients with ILC and IDC, the clinical accuracy of confirming metastatic involvement of SLNs on frozen section analysis for ILC should not be considered inferior to the clinical accuracy for IDC. Therefore, frozen section analysis

Global sensitivity analysis by polynomial dimensional decomposition

Energy Technology Data Exchange (ETDEWEB)

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

2011-07-15

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

Discrete non-parametric kernel estimation for global sensitivity analysis

International Nuclear Information System (INIS)

Senga Kiessé, Tristan; Ventura, Anne

2016-01-01

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

Sensitivity-Uncertainty Techniques for Nuclear Criticality Safety

Energy Technology Data Exchange (ETDEWEB)

Brown, Forrest B. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Rising, Michael Evan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Alwin, Jennifer Louise [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-08-07

The sensitivity and uncertainty analysis course will introduce students to k_eff sensitivity data, cross-section uncertainty data, how k_eff sensitivity data and k_eff uncertainty data are generated and how they can be used. Discussion will include how sensitivity/uncertainty data can be used to select applicable critical experiments, to quantify a defensible margin to cover validation gaps and weaknesses, and in development of upper subcritical limits.

Beyond sensitivity analysis

DEFF Research Database (Denmark)

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

2018-01-01

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

Risk Characterization uncertainties associated description, sensitivity analysis

International Nuclear Information System (INIS)

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

2013-01-01

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

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

International Nuclear Information System (INIS)

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

1985-01-01

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

Study of the sensitivity of integral parameters related to 232 Thorium cross sections

International Nuclear Information System (INIS)

Guimaraes, L.N.F.; Menezes, A.

1986-01-01

The THOR critical assembly is used to test 232 Th basic nuclear data from ENDL-78, ENDF/B-IV, INDL-83, JENDL-1 and JENDL-2. The FORSS and UNISENS systems are used to calculate integral parameters and sensitivity profiles. The results show that 232 Th from JENDL-2 is superior to the others, with ENDL-78 showing the worst performance. The discrepancies can be credited to the different evaluations for the 232 Thorium scattering cross section. (Author) [pt

Sensitivity Analysis for Design Optimization Integrated Software Tools, Phase I

Data.gov (United States)

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2016-10-15

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

Application of Stochastic Sensitivity Analysis to Integrated Force Method

Directory of Open Access Journals (Sweden)

X. F. Wei

2012-01-01

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

Carbon dioxide capture processes: Simulation, design and sensitivity analysis

DEFF Research Database (Denmark)

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

2012-01-01

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

A Global Sensitivity Analysis Methodology for Multi-physics Applications

Energy Technology Data Exchange (ETDEWEB)

Tong, C H; Graziani, F R

2007-02-02

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

Sensitivity analysis techniques applied to a system of hyperbolic conservation laws

International Nuclear Information System (INIS)

Weirs, V. Gregory; Kamm, James R.; Swiler, Laura P.; Tarantola, Stefano; Ratto, Marco; Adams, Brian M.; Rider, William J.; Eldred, Michael S.

2012-01-01

Sensitivity analysis is comprised of techniques to quantify the effects of the input variables on a set of outputs. In particular, sensitivity indices can be used to infer which input parameters most significantly affect the results of a computational model. With continually increasing computing power, sensitivity analysis has become an important technique by which to understand the behavior of large-scale computer simulations. Many sensitivity analysis methods rely on sampling from distributions of the inputs. Such sampling-based methods can be computationally expensive, requiring many evaluations of the simulation; in this case, the Sobol' method provides an easy and accurate way to compute variance-based measures, provided a sufficient number of model evaluations are available. As an alternative, meta-modeling approaches have been devised to approximate the response surface and estimate various measures of sensitivity. In this work, we consider a variety of sensitivity analysis methods, including different sampling strategies, different meta-models, and different ways of evaluating variance-based sensitivity indices. The problem we consider is the 1-D Riemann problem. By a careful choice of inputs, discontinuous solutions are obtained, leading to discontinuous response surfaces; such surfaces can be particularly problematic for meta-modeling approaches. The goal of this study is to compare the estimated sensitivity indices with exact values and to evaluate the convergence of these estimates with increasing samples sizes and under an increasing number of meta-model evaluations. - Highlights: ► Sensitivity analysis techniques for a model shock physics problem are compared. ► The model problem and the sensitivity analysis problem have exact solutions. ► Subtle details of the method for computing sensitivity indices can affect the results.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

Science.gov (United States)

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

2016-12-28

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

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

KAUST Repository

Navarro, María

2016-12-26

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

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

Science.gov (United States)

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

2017-12-01

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

Bayesian Sensitivity Analysis of Statistical Models with Missing Data.

Science.gov (United States)

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

2014-04-01

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

Beyond the GUM: variance-based sensitivity analysis in metrology

International Nuclear Information System (INIS)

Lira, I

2016-01-01

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

Rethinking Sensitivity Analysis of Nuclear Simulations with Topology

Energy Technology Data Exchange (ETDEWEB)

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

2016-01-01

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

Interference analysis of fission cross section

International Nuclear Information System (INIS)

Toshkov, S.A.; Yaneva, N.B.

1976-01-01

The formula for the reaction cross-section based on the R-matrix formalism considering the interference between the two neighbouring resonances, referred to the same value of total momentum was used for the analysis of the cross-section of resonance neutron induced fission of 230Pu. The experimental resolution and thermal motion of the target nuclei were accounted for numerical integration

Simplified procedures for fast reactor fuel cycle and sensitivity analysis

International Nuclear Information System (INIS)

Badruzzaman, A.

1979-01-01

The Continuous Slowing Down-Integral Transport Theory has been extended to perform criticality calculations in a Fast Reactor Core-blanket system achieving excellent prediction of the spectrum and the eigenvalue. The integral transport parameters did not need recalculation with source iteration and were found to be relatively constant with exposure. Fuel cycle parameters were accurately predicted when these were not varied, thus reducing a principal potential penalty of the Intergal Transport approach where considerable effort may be required to calculate transport parameters in more complicated geometries. The small variation of the spectrum in the central core region, and its weak dependence on exposure for both this region, the core blanket interface and blanket region led to the extension and development of inexpensive simplified procedures to complement exact methods. These procedures gave accurate predictions of the key fuel cycle parameters such as cost and their sensitivity to variation in spectrum-averaged and multigroup cross sections. They also predicted the implications of design variation on these parameters very well. The accuracy of these procedures and their use in analyzing a wide variety of sensitivities demonstrate the potential utility of survey calculations in Fast Reactor analysis and fuel management

Influence of cross-sectional geometry on the sensitivity and hysteresis of liquid-phase electronic pressure sensors

Science.gov (United States)

Park, Yong-Lae; Tepayotl-Ramirez, Daniel; Wood, Robert J.; Majidi, Carmel

2012-11-01

Cross-sectional geometry influences the pressure-controlled conductivity of liquid-phase metal channels embedded in an elastomer film. These soft microfluidic films may function as hyperelastic electric wiring or sensors that register the intensity of surface pressure. As pressure is applied to the elastomer, the cross-section of the embedded channel deforms, and the electrical resistance of the channel increases. In an effort to improve sensitivity and reduce sensor nonlinearity and hysteresis, we compare the electrical response of 0.25 mm2 channels with different cross-sectional geometries. We demonstrate that channels with a triangular or concave cross-section exhibit the least nonlinearity and hysteresis over pressures ranging from 0 to 70 kPa. These experimental results are in reasonable agreement with predictions made by theoretical calculations that we derive from elasticity and Ohm's Law.

Return times dynamics: role of the Poincare section in numerical analysis

International Nuclear Information System (INIS)

Pavlov, Alexey N.; Dumsky, Dmitry V.

2003-01-01

We study how different measures estimated from return time sequences are sensitive to choice of the Poincare section in the case of chaotic dynamics. We show that scaling characteristics of point processes are highly dependent on the secant plane. We focus on dynamical properties of a chaotic regime being more stable to displacements of the section than metrical characteristics

Dynamic Resonance Sensitivity Analysis in Wind Farms

DEFF Research Database (Denmark)

Ebrahimzadeh, Esmaeil; Blaabjerg, Frede; Wang, Xiongfei

2017-01-01

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

The EVEREST project: sensitivity analysis of geological disposal systems

International Nuclear Information System (INIS)

Marivoet, Jan; Wemaere, Isabelle; Escalier des Orres, Pierre; Baudoin, Patrick; Certes, Catherine; Levassor, Andre; Prij, Jan; Martens, Karl-Heinz; Roehlig, Klaus

1997-01-01

The main objective of the EVEREST project is the evaluation of the sensitivity of the radiological consequences associated with the geological disposal of radioactive waste to the different elements in the performance assessment. Three types of geological host formations are considered: clay, granite and salt. The sensitivity studies that have been carried out can be partitioned into three categories according to the type of uncertainty taken into account: uncertainty in the model parameters, uncertainty in the conceptual models and uncertainty in the considered scenarios. Deterministic as well as stochastic calculational approaches have been applied for the sensitivity analyses. For the analysis of the sensitivity to parameter values, the reference technique, which has been applied in many evaluations, is stochastic and consists of a Monte Carlo simulation followed by a linear regression. For the analysis of conceptual model uncertainty, deterministic and stochastic approaches have been used. For the analysis of uncertainty in the considered scenarios, mainly deterministic approaches have been applied

Multiple predictor smoothing methods for sensitivity analysis: Example results

International Nuclear Information System (INIS)

Storlie, Curtis B.; Helton, Jon C.

2008-01-01

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

Use of Nuclear Data Sensitivity and Uncertainty Analysis for the Design Preparation of the HCLL Breeder Blanket Mockup Experiment for ITER

Directory of Open Access Journals (Sweden)

I. Kodeli

2008-01-01

Full Text Available An experiment on a mockup of the test blanket module based on helium-cooled lithium lead (HCLL concept will be performed in 2008 in the Frascati Neutron Generator (FNG in order to study neutronics characteristics of the module and the accuracy of the computational tools. With the objective to prepare and optimise the design of the mockup in the sense to provide maximum information on the state-of-the-art of the cross-section data the mockup was pre-analysed using the deterministic codes for the sensitivity/uncertainty analysis. The neutron fluxes and tritium production rate (TPR, their sensitivity to the underlying basic cross-sections, as well as the corresponding uncertainties were calculated using the deterministic transport codes (DOORS package, the sensitivity/uncertainty code package SUSD3D, and the VITAMINJ/ COVA covariance matrix libraries. The cross-section reactions with largest contribution to the uncertainty of the calculated TPR were identified to be (n,2n and (n,3n reactions on lead. The conclusions of this work support the main benchmark design and suggest some modifications and improvements. In particular this study recommends the use, as far as possible, of both natural and enriched lithium pellets for the TRP measurements. The combined use is expected to provide additional and complementary information on the sensitive cross-sections.

Sensitivity analysis technique for application to deterministic models

International Nuclear Information System (INIS)

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

1987-01-01

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

Probability density adjoint for sensitivity analysis of the Mean of Chaos

Energy Technology Data Exchange (ETDEWEB)

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

2014-08-01

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

Dynamic analysis of I cross beam section dissimilar plate joined by TIG welding

Science.gov (United States)

Sani, M. S. M.; Nazri, N. A.; Rani, M. N. Abdul; Yunus, M. A.

2018-04-01

In this paper, finite element (FE) joint modelling technique for prediction of dynamic properties of sheet metal jointed by tungsten inert gas (TTG) will be presented. I cross section dissimilar flat plate with different series of aluminium alloy; AA7075 and AA6061 joined by TTG are used. In order to find the most optimum set of TTG welding dissimilar plate, the finite element model with three types of joint modelling were engaged in this study; bar element (CBAR), beam element and spot weld element connector (CWELD). Experimental modal analysis (EMA) was carried out by impact hammer excitation on the dissimilar plates that welding by TTG method. Modal properties of FE model with joints were compared and validated with model testing. CWELD element was chosen to represent weld model for TTG joints due to its accurate prediction of mode shapes and contains an updating parameter for weld modelling compare to other weld modelling. Model updating was performed to improve correlation between EMA and FEA and before proceeds to updating, sensitivity analysis was done to select the most sensitive updating parameter. After perform model updating, average percentage of error of the natural frequencies for CWELD model is improved significantly.

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

Science.gov (United States)

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

2008-08-15

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

Sensitivity analysis and power for instrumental variable studies.

Science.gov (United States)

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

2018-03-31

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

Cross section sensitivity and uncertainty analysis for European INTOR and U.S. FED designs

International Nuclear Information System (INIS)

Pelloni, S.

1982-06-01

The European Community International Tokamak Reactor (INTOR-EC) and U.S. Fusion Engineering Device (FED) were used as a basis to investigate the uncertainties of several neutronics performance parameters such as tritium breeding ratio in the blanket, atomic displacement rate in the copper stabilizer, and nuclear heating in the epoxy-based insulator that arise due to nuclear data uncertainties and data processing discrepancies. Neutronics calculations were performed and reaction rates estimated for the recent INTOR-EC using the DLC-37 and DLC-41 cross section libraries. In general, the basic cross section data are known accurately enough to determine the tritium breeding ratio of the INTOR-EC within +-2%. The atomic displacement rate and nuclear heating rate in the superconducting magnet of FED (and presumably also INTOR-EC), however, can be predicted to only about +-12% to 24%. If additional accuracy is required, improved measurements of the iron, chromium, and nickel cross sections in the energy range between 12 and 14 MeV will be needed. (Auth.)

Sensitivity Analysis in Sequential Decision Models.

Science.gov (United States)

Chen, Qiushi; Ayer, Turgay; Chhatwal, Jagpreet

2017-02-01

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

Sensitivity analysis of the reactor safety study. Final report

International Nuclear Information System (INIS)

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

1979-01-01

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

Sensitivity analysis for contagion effects in social networks

Science.gov (United States)

VanderWeele, Tyler J.

2014-01-01

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

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

International Nuclear Information System (INIS)

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

2016-01-01

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

A global sensitivity analysis approach for morphogenesis models

KAUST Repository

Boas, Sonja E. M.

2015-11-21

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

A global sensitivity analysis approach for morphogenesis models.

Science.gov (United States)

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

2015-11-21

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

Sensitivity analysis of a low-level waste environmental transport code

International Nuclear Information System (INIS)

Hiromoto, G.

1989-01-01

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

Probabilistic and sensitivity analysis of Botlek Bridge structures

Directory of Open Access Journals (Sweden)

Králik Juraj

2017-01-01

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

WheelerLab: An interactive program for sequence stratigraphic analysis of seismic sections, outcrops and well sections and the generation of chronostratigraphic sections and dynamic chronostratigraphic sections

Science.gov (United States)

Amosu, Adewale; Sun, Yuefeng

WheelerLab is an interactive program that facilitates the interpretation of stratigraphic data (seismic sections, outcrop data and well sections) within a sequence stratigraphic framework and the subsequent transformation of the data into the chronostratigraphic domain. The transformation enables the identification of significant geological features, particularly erosional and non-depositional features that are not obvious in the original seismic domain. Although there are some software products that contain interactive environments for carrying out chronostratigraphic analysis, none of them are open-source codes. In addition to being open source, WheelerLab adds two important functionalities not present in currently available software: (1) WheelerLab generates a dynamic chronostratigraphic section and (2) WheelerLab enables chronostratigraphic analysis of older seismic data sets that exist only as images and not in the standard seismic file formats; it can also be used for the chronostratigraphic analysis of outcrop images and interpreted well sections. The dynamic chronostratigraphic section sequentially depicts the evolution of the chronostratigraphic chronosomes concurrently with the evolution of identified genetic stratal packages. This facilitates a better communication of the sequence-stratigraphic process. WheelerLab is designed to give the user both interactive and interpretational control over the transformation; this is most useful when determining the correct stratigraphic order for laterally separated genetic stratal packages. The program can also be used to generate synthetic sequence stratigraphic sections for chronostratigraphic analysis.

WheelerLab: An interactive program for sequence stratigraphic analysis of seismic sections, outcrops and well sections and the generation of chronostratigraphic sections and dynamic chronostratigraphic sections

Directory of Open Access Journals (Sweden)

Adewale Amosu

2017-01-01

Full Text Available WheelerLab is an interactive program that facilitates the interpretation of stratigraphic data (seismic sections, outcrop data and well sections within a sequence stratigraphic framework and the subsequent transformation of the data into the chronostratigraphic domain. The transformation enables the identification of significant geological features, particularly erosional and non-depositional features that are not obvious in the original seismic domain. Although there are some software products that contain interactive environments for carrying out chronostratigraphic analysis, none of them are open-source codes. In addition to being open source, WheelerLab adds two important functionalities not present in currently available software: (1 WheelerLab generates a dynamic chronostratigraphic section and (2 WheelerLab enables chronostratigraphic analysis of older seismic data sets that exist only as images and not in the standard seismic file formats; it can also be used for the chronostratigraphic analysis of outcrop images and interpreted well sections. The dynamic chronostratigraphic section sequentially depicts the evolution of the chronostratigraphic chronosomes concurrently with the evolution of identified genetic stratal packages. This facilitates a better communication of the sequence-stratigraphic process. WheelerLab is designed to give the user both interactive and interpretational control over the transformation; this is most useful when determining the correct stratigraphic order for laterally separated genetic stratal packages. The program can also be used to generate synthetic sequence stratigraphic sections for chronostratigraphic analysis.

Experimental Design for Sensitivity Analysis of Simulation Models

NARCIS (Netherlands)

Kleijnen, J.P.C.

2001-01-01

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

Understanding dynamics using sensitivity analysis: caveat and solution

Science.gov (United States)

2011-01-01

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

Two NEA sensitivity, 1-D benchmark calculations. Part I: Sensitivity of the dose rate at the outside of a PWR configuration and of the vessel damage

International Nuclear Information System (INIS)

Canali, U.; Gonano, G.; Nicks, R.

1978-01-01

Within the framework of the coordinated programme of sensitivity analysis studies, the reactor shielding benchmark calculation concerning the shield of a typical Pressurized Water Reactor, as proposed by I.K.E. (Stuttgart) and K.W.U. (Erlangen) has been performed. The direct and adjoint fluxes were calculated using ANISN, the cross-section sensitivity using SWANLAKE. The cross-section library used was EL4, 100 neutron + 19 gamma groups. The following quantities were of interest: neutron damage in the pressure vessel; dose rate outside the concrete shield. SWANLAKE was used to calculate the sensitivity of the above mentioned results to variations in the density of each nuclide present. The contributions of the different cross-section Legendre components are also given. Sensitivity profiles indicate the energy ranges in which a cross-section variation has a greater influence on the results. (author)

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

Science.gov (United States)

Rosenbaum, Paul R; Small, Dylan S

2017-06-01

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

Sensitivity analysis for improving nanomechanical photonic transducers biosensors

International Nuclear Information System (INIS)

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

2015-01-01

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

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

Directory of Open Access Journals (Sweden)

Min-Uk Kim

2018-05-01

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

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

Science.gov (United States)

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

2018-05-18

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

Sensitivity Analysis of Launch Vehicle Debris Risk Model

Science.gov (United States)

Gee, Ken; Lawrence, Scott L.

2010-01-01

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

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

Directory of Open Access Journals (Sweden)

Y. Tang

2007-01-01

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

Fast reactor shield sensitivity studies for steel--sodium--iron systems

International Nuclear Information System (INIS)

Oblow, E.M.; Weisbin, C.R.

1977-01-01

A study was made of the adequacy of the current ENDF/B-IV sodium and iron neutron cross section data files for fast reactor shield design work. Experimental data from 21 fast reactor shield configurations containing large thicknesses of steel, sodium, and iron were analyzed with discrete ordinates calculations and sensitivity methods to assess the data files. This study represents the largest full-scale sensitivity analysis of benchmark quality experimental data to date. Included in the sensitivity studies were the results of the new cross section adjustment algorithms added to the FORSS code system. Conclusions were drawn about the need for more accurate data for sodium and iron elastic and discrete inelastic cross sections above 1 MeV and the values of the total cross section in the vicinity of important minima

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

Energy Technology Data Exchange (ETDEWEB)

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

2016-02-15

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

Probabilistic sensitivity analysis of system availability using Gaussian processes

International Nuclear Information System (INIS)

Daneshkhah, Alireza; Bedford, Tim

2013-01-01

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

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

International Nuclear Information System (INIS)

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

2012-01-01

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

Multiple predictor smoothing methods for sensitivity analysis: Description of techniques

International Nuclear Information System (INIS)

Storlie, Curtis B.; Helton, Jon C.

2008-01-01

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

The Volatility of Data Space: Topology Oriented Sensitivity Analysis

Science.gov (United States)

Du, Jing; Ligmann-Zielinska, Arika

2015-01-01

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

Probabilistic Sensitivities for Fatigue Analysis of Turbine Engine Disks

Directory of Open Access Journals (Sweden)

Harry R. Millwater

2006-01-01

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

Application of sensitivity analysis for optimized piping support design

International Nuclear Information System (INIS)

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

1993-01-01

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

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

International Nuclear Information System (INIS)

Blonigan, Patrick J.; Wang, Qiqi

2014-01-01

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

Quantitative allochem compositional analysis of Lochkovian-Pragian boundary sections in the Prague Basin (Czech Republic)

Science.gov (United States)

Weinerová, Hedvika; Hron, Karel; Bábek, Ondřej; Šimíček, Daniel; Hladil, Jindřich

2017-06-01

Quantitative allochem compositional trends across the Lochkovian-Pragian boundary Event were examined at three sections recording the proximal to more distal carbonate ramp environment of the Prague Basin. Multivariate statistical methods (principal component analysis, correspondence analysis, cluster analysis) of point-counted thin section data were used to reconstruct facies stacking patterns and sea-level history. Both the closed-nature allochem percentages and their centred log-ratio (clr) coordinates were used. Both these approaches allow for distinguishing of lowstand, transgressive and highstand system tracts within the Praha Formation, which show gradual transition from crinoid-dominated facies deposited above the storm wave base to dacryoconarid-dominated facies of deep-water environment below the storm wave base. Quantitative compositional data also indicate progradative-retrogradative trends in the macrolithologically monotonous shallow-water succession and enable its stratigraphic correlation with successions from deeper-water environments. Generally, the stratigraphic trends of the clr data are more sensitive to subtle changes in allochem composition in comparison to the results based on raw data. A heterozoan-dominated allochem association in shallow-water environments of the Praha Formation supports the carbonate ramp environment assumed by previous authors.

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

Science.gov (United States)

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

2013-12-01

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

Sensitivity analysis of numerical solutions for environmental fluid problems

International Nuclear Information System (INIS)

Tanaka, Nobuatsu; Motoyama, Yasunori

2003-01-01

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

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

Science.gov (United States)

Leonard, J. I.

1974-01-01

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

TEMAC, Top Event Sensitivity Analysis

International Nuclear Information System (INIS)

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

1988-01-01

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

Sensitivity and uncertainty analysis applied to a repository in rock salt

International Nuclear Information System (INIS)

Polle, A.N.

1996-12-01

This document describes the sensitivity and uncertainty analysis with UNCSAM, as applied to a repository in rock salt for the EVEREST project. UNCSAM is a dedicated software package for sensitivity and uncertainty analysis, which was already used within the preceding PROSA project. The use of UNCSAM provides a flexible interface to EMOS ECN by substituting the sampled values in the various input files to be used by EMOS ECN ; the model calculations for this repository were performed with the EMOS ECN code. Preceding the sensitivity and uncertainty analysis, a number of preparations has been carried out to facilitate EMOS ECN with the probabilistic input data. For post-processing the EMOS ECN results, the characteristic output signals were processed. For the sensitivity and uncertainty analysis with UNCSAM the stochastic input, i.e. sampled values, and the output for the various EMOS ECN runs have been analyzed. (orig.)

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

Science.gov (United States)

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

2018-04-01

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

Use of nuclear data sensitivity and uncertainty analysis for the design preparation of the HCLL breeder blanket mock-up experiment for ITER

International Nuclear Information System (INIS)

Kodeli, I.

2007-01-01

An experiment on a mock-up of the Test Blanket module based on Helium Cooled Lithium Lead (HCLL) concept will be performed in 2007 in the FNG utility in Frascati in order to study neutronics characteristics of the module and the performance of the computational tools in the accurate prediction of the neutron transport. With the objective to prepare and optimise the design of the mock-up in the sense to provide maximum information on the state-of-the-art of the cross section data the mock-up was pre-analysed using the deterministic codes for the sensitivity/uncertainty analysis. The neutron fluxes and tritium production rate (TPR), their sensitivity to the underlying basic cross sections, as well as the corresponding uncertainty estimations were calculated using the deterministic transport codes (DOORS package), the sensitivity/uncertainty code package SUSD3D and the VITAMIN-J/COVA covariance matrix libraries. The cross section reactions with largest contribution to the uncertainty in the calculation of the TPR were identified to be (n,2n) and (n,3n) reactions on plumb. The conclusions of this work support the main benchmark design and suggest some modifications and improvements. In particular this study recommends the use, as far as possible, of both natural and enriched lithium pellets for the TRP measurements. The combined use is expected to provide additional and complementary information on the sensitive cross sections. (author)

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

International Nuclear Information System (INIS)

Wang Dongsheng; Nong Shaoning; Zhang Sijian; Ren Wanfa

2002-01-01

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

Justification of investment projects of biogas systems by the sensitivity analysis

Directory of Open Access Journals (Sweden)

Perebijnos Vasilij Ivanovich

2015-06-01

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

*Corresponding Author Sensitivity Analysis of a Physiochemical ...

African Journals Online (AJOL)

Michael Horsfall

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

Sensitivity analysis of time-dependent laminar flows

International Nuclear Information System (INIS)

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

2004-01-01

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

Sensitivity analysis of LOFT L2-5 test calculations

International Nuclear Information System (INIS)

Prosek, Andrej

2014-01-01

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

Sensitivity Analysis of Transonic Flow over J-78 Wings

Directory of Open Access Journals (Sweden)

Alexander Kuzmin

2015-01-01

Full Text Available 3D transonic flow over swept and unswept wings with an J-78 airfoil at spanwise sections is studied numerically at negative and vanishing angles of attack. Solutions of the unsteady Reynolds-averaged Navier-Stokes equations are obtained with a finite-volume solver on unstructured meshes. The numerical simulation shows that adverse Mach numbers, at which the lift coefficient is highly sensitive to small perturbations, are larger than those obtained earlier for 2D flow. Due to the larger Mach numbers, there is an onset of self-exciting oscillations of shock waves on the wings. The swept wing exhibits a higher sensitivity to variations of the Mach number than the unswept one.

Importance measures in global sensitivity analysis of nonlinear models

International Nuclear Information System (INIS)

Homma, Toshimitsu; Saltelli, Andrea

1996-01-01

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

Sensitivity Analysis of the Integrated Medical Model for ISS Programs

Science.gov (United States)

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

2016-01-01

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

Adjoint sensitivity analysis of high frequency structures with Matlab

CERN Document Server

Bakr, Mohamed; Demir, Veysel

2017-01-01

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

System reliability assessment via sensitivity analysis in the Markov chain scheme

International Nuclear Information System (INIS)

Gandini, A.

1988-01-01

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

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

Respiratory diseases and allergic sensitization in swine breeders: a population-based cross-sectional study.

Science.gov (United States)

Galli, Luigina; Facchetti, Susanna; Raffetti, Elena; Donato, Francesco; D'Anna, Mauro

2015-11-01

The daily occupation as a swine breeder involves exposure to several bacterial components and organic dusts and inhalation of a large amount of allergens. To investigate the risk of respiratory diseases and atopy in swine breeders compared with the general population living in the same area. A population-based cross-sectional study was conducted in an agricultural area of northern Italy that enrolled a random sample of resident male breeders and non-breeders. Demographic features, comorbidities, and presence of allergic respiratory disease were retrieved through interview. Prick tests for common allergens were performed. An evaluation of pollen and mold in air samples taken inside and outside some swine confinement buildings also was performed. One hundred one male breeders (78 native-born, mean age ± SD 43.0 ± 11.1 years) and 82 non-breeders (43.0 ± 11.1 years) were enrolled. When restricting the analysis to native-born subjects, breeders vs non-breeders showed a lower prevalence of respiratory allergy (12.8% vs 31.1%, respectively, P = .002), asthma (6.4% vs 15.8%, P = .059), rhinitis (16.7% vs 51.2%, P increase, and might decrease, the risk of pollen sensitization and allergic disease. Copyright © 2015 American College of Allergy, Asthma & Immunology. Published by Elsevier Inc. All rights reserved.

Interactive Building Design Space Exploration Using Regionalized Sensitivity Analysis

DEFF Research Database (Denmark)

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

2017-01-01

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

Sensitivity analysis of reactive ecological dynamics.

Science.gov (United States)

Verdy, Ariane; Caswell, Hal

2008-08-01

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

Deterministic sensitivity and uncertainty analysis for large-scale computer models

International Nuclear Information System (INIS)

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

1988-01-01

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

Users manual for the FORSS sensitivity and uncertainty analysis code system

International Nuclear Information System (INIS)

Lucius, J.L.; Weisbin, C.R.; Marable, J.H.; Drischler, J.D.; Wright, R.Q.; White, J.E.

1981-01-01

FORSS is a code system used to study relationships between nuclear reaction cross sections, integral experiments, reactor performance parameter predictions and associated uncertainties. This report describes the computing environment and the modules currently used to implement FORSS Sensitivity and Uncertainty Methodology

Users manual for the FORSS sensitivity and uncertainty analysis code system

Energy Technology Data Exchange (ETDEWEB)

Lucius, J.L.; Weisbin, C.R.; Marable, J.H.; Drischler, J.D.; Wright, R.Q.; White, J.E.

1981-01-01

FORSS is a code system used to study relationships between nuclear reaction cross sections, integral experiments, reactor performance parameter predictions and associated uncertainties. This report describes the computing environment and the modules currently used to implement FORSS Sensitivity and Uncertainty Methodology.

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

NARCIS (Netherlands)

R.A. Zuidwijk (Rob)

2005-01-01

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

Sensitivity Analysis Based on Markovian Integration by Parts Formula

Directory of Open Access Journals (Sweden)

Yongsheng Hang

2017-10-01

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

Parameter uncertainty effects on variance-based sensitivity analysis

International Nuclear Information System (INIS)

Yu, W.; Harris, T.J.

2009-01-01

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

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

International Nuclear Information System (INIS)

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

2009-01-01

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

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

Science.gov (United States)

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

2014-01-01

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

Sensitivity Analysis of Centralized Dynamic Cell Selection

DEFF Research Database (Denmark)

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

2016-01-01

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

Applications of advances in nonlinear sensitivity analysis

Energy Technology Data Exchange (ETDEWEB)

Werbos, P J

1982-01-01

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

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

Science.gov (United States)

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

1992-01-01

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

Prior Sensitivity Analysis in Default Bayesian Structural Equation Modeling.

Science.gov (United States)

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

2017-11-27

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

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

NARCIS (Netherlands)

Kleijnen, J.P.C.

2005-01-01

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

Sensitivity analysis of a greedy heuristic for knapsack problems

NARCIS (Netherlands)

Ghosh, D; Chakravarti, N; Sierksma, G

2006-01-01

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

The lead cooled fast reactor benchmark Brest-300: analysis with sensitivity method

International Nuclear Information System (INIS)

Smirnov, V.; Orlov, V.; Mourogov, A.; Lecarpentier, D.; Ivanova, T.

2005-01-01

Lead cooled fast neutrons reactor is one of the most interesting candidates for the development of atomic energy. BREST-300 is a 300 MWe lead cooled fast reactor developed by the NIKIET (Russia) with a deterministic safety approach which aims to exclude reactivity margins greater than the delayed neutron fraction. The development of innovative reactors (lead coolant, nitride fuel...) and fuel cycles with new constraints such as cycle closure or actinide burning, requires new technologies and new nuclear data. In this connection, the tool and neutron data used for the calculational analysis of reactor characteristics requires thorough validation. NIKIET developed a reactor benchmark fitting of design type calculational tools (including neutron data). In the frame of technical exchanges between NIKIET and EDF (France), results of this benchmark calculation concerning the principal parameters of fuel evolution and safety parameters has been inter-compared, in order to estimate the uncertainties and validate the codes for calculations of this new kind of reactors. Different codes and cross-sections data have been used, and sensitivity studies have been performed to understand and quantify the uncertainties sources.The comparison of results shows that the difference on k eff value between ERANOS code with ERALIB1 library and the reference is of the same order of magnitude than the delayed neutron fraction. On the other hand, the discrepancy is more than twice bigger if JEF2.2 library is used with ERANOS. Analysis of discrepancies in calculation results reveals that the main effect is provided by the difference of nuclear data, namely U 238 , Pu 239 fission and capture cross sections and lead inelastic cross sections

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

International Nuclear Information System (INIS)

Brown, C.S.; Zhang, Hongbin

2016-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

1998-12-31

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

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

Energy Technology Data Exchange (ETDEWEB)

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

1997-12-31

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

Generalized tolerance sensitivity and DEA metric sensitivity

OpenAIRE

Neralić, Luka; E. Wendell, Richard

2015-01-01

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

Generalized tolerance sensitivity and DEA metric sensitivity

Directory of Open Access Journals (Sweden)

Luka Neralić

2015-03-01

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

Demonstration sensitivity analysis for RADTRAN III

International Nuclear Information System (INIS)

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

1986-10-01

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

Extensive neutronic sensitivity-uncertainty analysis of a fusion reactor shielding blanket

International Nuclear Information System (INIS)

Hogenbirk, A.

1994-01-01

In this paper the results are presented of an extensive neutronic sensitivity-uncertainty study performed for the design of a shielding blanket for a next-step fusion reactor, such as ITER. A code system was used, which was developed at ECN Petten. The uncertainty in an important response parameter, the neutron heating in the inboard superconducting coils, was evaluated. Neutron transport calculations in the 100 neutron group GAM-II structure were performed using the code ANISN. For the sensitivity and uncertainty calculations the code SUSD was used. Uncertainties due to cross-section uncertainties were taken into account as well as uncertainties due to uncertainties in energy and angular distributions of scattered neutrons (SED and SAD uncertainties, respectively). The subject of direct-term uncertainties (i.e. uncertainties due to uncertainties in the kerma factors of the superconducting coils) is briefly touched upon. It is shown that SAD uncertainties, which have been largely neglected until now, contribute significantly to the total uncertainty. Moreover, the contribution of direct-term uncertainties may be large. The total uncertainty in the neutron heating, only due to Fe cross-sections, amounts to approximately 25%, which is rather large. However, uncertainty data are scarce and the data may very well be conservative. It is shown in this paper that with the code system used, sensitivity and uncertainty calculations can be performed in a straightforward way. Therefore, it is suggested that emphasis is now put on the generation of realistic, reliable covariance data for cross-sections as well as for angular and energy distributions. ((orig.))

Sensitivity analysis of water consumption in an office building

Science.gov (United States)

Suchacek, Tomas; Tuhovcak, Ladislav; Rucka, Jan

2018-02-01

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

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

NARCIS (Netherlands)

Kleijnen, J.P.C.

2004-01-01

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

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

DEFF Research Database (Denmark)

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

2010-01-01

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

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

International Nuclear Information System (INIS)

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

2009-01-01

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

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

NARCIS (Netherlands)

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

2015-01-01

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

A New Computationally Frugal Method For Sensitivity Analysis Of Environmental Models

Science.gov (United States)

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

2013-12-01

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

Seismic analysis of steam generator and parameter sensitivity studies

International Nuclear Information System (INIS)

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

2013-01-01

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

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

Directory of Open Access Journals (Sweden)

S. Razmyan

2012-01-01

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

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

Science.gov (United States)

Núñez, M; Vlachos, D G

2015-01-28

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

Sensitivity Analysis of OECD Benchmark Tests in BISON

Energy Technology Data Exchange (ETDEWEB)

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

2015-09-01

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

Sensitivity Analysis of the Critical Speed in Railway Vehicle Dynamics

DEFF Research Database (Denmark)

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

2014-01-01

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

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

Science.gov (United States)

Kuramoto, S. Janet; Stuart, Elizabeth A.

2013-01-01

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

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

Science.gov (United States)

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

2013-01-01

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

UMTS Common Channel Sensitivity Analysis

DEFF Research Database (Denmark)

Pratas, Nuno; Rodrigues, António; Santos, Frederico

2006-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-12-15

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

A comprehensive sensitivity and uncertainty analysis of a milk drying process

DEFF Research Database (Denmark)

Ferrari, A.; Gutiérrez, S.; Sin, G.

2015-01-01

A simple steady state model of a milk drying process was built to help process understanding. It involves a spray chamber and also internal/external fluid beds. The model was subjected to a statistical analysis for quality assurance using sensitivity analysis (SA) of inputs/parameters, identifiab......A simple steady state model of a milk drying process was built to help process understanding. It involves a spray chamber and also internal/external fluid beds. The model was subjected to a statistical analysis for quality assurance using sensitivity analysis (SA) of inputs...... technique. SA results provide evidence towards over-parameterization in the model, and the chamber inlet dry bulb air temperature was the variable (input) with the highest sensitivity. IA results indicated that at most 4 parameters are identifiable: two from spray chamber and one from each fluid bed dryer...

Global sensitivity analysis of water age and temperature for informing salmonid disease management

Science.gov (United States)

Javaheri, Amir; Babbar-Sebens, Meghna; Alexander, Julie; Bartholomew, Jerri; Hallett, Sascha

2018-06-01

Many rivers in the Pacific Northwest region of North America are anthropogenically manipulated via dam operations, leading to system-wide impacts on hydrodynamic conditions and aquatic communities. Understanding how dam operations alter abiotic and biotic variables is important for designing management actions. For example, in the Klamath River, dam outflows could be manipulated to alter water age and temperature to reduce risk of parasite infections in salmon by diluting or altering viability of parasite spores. However, sensitivity of water age and temperature to the riverine conditions such as bathymetry can affect outcomes from dam operations. To examine this issue in detail, we conducted a global sensitivity analysis of water age and temperature to a comprehensive set of hydraulics and meteorological parameters in the Klamath River, California, where management of salmonid disease is a high priority. We applied an analysis technique, which combined Latin-hypercube and one-at-a-time sampling methods, and included simulation runs with the hydrodynamic numerical model of the Lower Klamath. We found that flow rate and bottom roughness were the two most important parameters that influence water age. Water temperature was more sensitive to inflow temperature, air temperature, solar radiation, wind speed, flow rate, and wet bulb temperature respectively. Our results are relevant for managers because they provide a framework for predicting how water within 'high infection risk' sections of the river will respond to dam water (low infection risk) input. Moreover, these data will be useful for prioritizing the use of water age (dilution) versus temperature (spore viability) under certain contexts when considering flow manipulation as a method to reduce risk of infection and disease in Klamath River salmon.

Sequential designs for sensitivity analysis of functional inputs in computer experiments

International Nuclear Information System (INIS)

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

2015-01-01

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

Deterministic sensitivity analysis of two-phase flow systems: forward and adjoint methods. Final report

International Nuclear Information System (INIS)

Cacuci, D.G.

1984-07-01

This report presents a self-contained mathematical formalism for deterministic sensitivity analysis of two-phase flow systems, a detailed application to sensitivity analysis of the homogeneous equilibrium model of two-phase flow, and a representative application to sensitivity analysis of a model (simulating pump-trip-type accidents in BWRs) where a transition between single phase and two phase occurs. The rigor and generality of this sensitivity analysis formalism stem from the use of Gateaux (G-) differentials. This report highlights the major aspects of deterministic (forward and adjoint) sensitivity analysis, including derivation of the forward sensitivity equations, derivation of sensitivity expressions in terms of adjoint functions, explicit construction of the adjoint system satisfied by these adjoint functions, determination of the characteristics of this adjoint system, and demonstration that these characteristics are the same as those of the original quasilinear two-phase flow equations. This proves that whenever the original two-phase flow problem is solvable, the adjoint system is also solvable and, in principle, the same numerical methods can be used to solve both the original and adjoint equations

(U) Second-Order Sensitivity Analysis of Uncollided Particle Contributions to Radiation Detector Responses Using Ray-Tracing

Energy Technology Data Exchange (ETDEWEB)

Favorite, Jeffrey A. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-11-30

The Second-Level Adjoint Sensitivity System (2nd-LASS) that yields the second-order sensitivities of a response of uncollided particles with respect to isotope densities, cross sections, and source emission rates is derived in Refs. 1 and 2. In Ref. 2, we solved problems for the uncollided leakage from a homogeneous sphere and a multiregion cylinder using the PARTISN multigroup discrete-ordinates code. In this memo, we derive solutions of the 2nd-LASS for the particular case when the response is a flux or partial current density computed at a single point on the boundary, and the inner products are computed using ray-tracing. Both the PARTISN approach and the ray-tracing approach are implemented in a computer code, SENSPG. The next section of this report presents the equations of the 1st- and 2nd-LASS for uncollided particles and the first- and second-order sensitivities that use the solutions of the 1st- and 2nd-LASS. Section III presents solutions of the 1st- and 2nd-LASS equations for the case of ray-tracing from a detector point. Section IV presents specific solutions of the 2nd-LASS and derives the ray-trace form of the inner products needed for second-order sensitivities. Numerical results for the total leakage from a homogeneous sphere are presented in Sec. V and for the leakage from one side of a two-region slab in Sec. VI. Section VII is a summary and conclusions.

Sensitivity analysis of periodic errors in heterodyne interferometry

International Nuclear Information System (INIS)

Ganguly, Vasishta; Kim, Nam Ho; Kim, Hyo Soo; Schmitz, Tony

2011-01-01

Periodic errors in heterodyne displacement measuring interferometry occur due to frequency mixing in the interferometer. These nonlinearities are typically characterized as first- and second-order periodic errors which cause a cyclical (non-cumulative) variation in the reported displacement about the true value. This study implements an existing analytical periodic error model in order to identify sensitivities of the first- and second-order periodic errors to the input parameters, including rotational misalignments of the polarizing beam splitter and mixing polarizer, non-orthogonality of the two laser frequencies, ellipticity in the polarizations of the two laser beams, and different transmission coefficients in the polarizing beam splitter. A local sensitivity analysis is first conducted to examine the sensitivities of the periodic errors with respect to each input parameter about the nominal input values. Next, a variance-based approach is used to study the global sensitivities of the periodic errors by calculating the Sobol' sensitivity indices using Monte Carlo simulation. The effect of variation in the input uncertainty on the computed sensitivity indices is examined. It is seen that the first-order periodic error is highly sensitive to non-orthogonality of the two linearly polarized laser frequencies, while the second-order error is most sensitive to the rotational misalignment between the laser beams and the polarizing beam splitter. A particle swarm optimization technique is finally used to predict the possible setup imperfections based on experimentally generated values for periodic errors

Sensitivity analysis of periodic errors in heterodyne interferometry

Science.gov (United States)

Ganguly, Vasishta; Kim, Nam Ho; Kim, Hyo Soo; Schmitz, Tony

2011-03-01

Periodic errors in heterodyne displacement measuring interferometry occur due to frequency mixing in the interferometer. These nonlinearities are typically characterized as first- and second-order periodic errors which cause a cyclical (non-cumulative) variation in the reported displacement about the true value. This study implements an existing analytical periodic error model in order to identify sensitivities of the first- and second-order periodic errors to the input parameters, including rotational misalignments of the polarizing beam splitter and mixing polarizer, non-orthogonality of the two laser frequencies, ellipticity in the polarizations of the two laser beams, and different transmission coefficients in the polarizing beam splitter. A local sensitivity analysis is first conducted to examine the sensitivities of the periodic errors with respect to each input parameter about the nominal input values. Next, a variance-based approach is used to study the global sensitivities of the periodic errors by calculating the Sobol' sensitivity indices using Monte Carlo simulation. The effect of variation in the input uncertainty on the computed sensitivity indices is examined. It is seen that the first-order periodic error is highly sensitive to non-orthogonality of the two linearly polarized laser frequencies, while the second-order error is most sensitive to the rotational misalignment between the laser beams and the polarizing beam splitter. A particle swarm optimization technique is finally used to predict the possible setup imperfections based on experimentally generated values for periodic errors.

Analysis of the sensitivity concept of self-powered neutron detector (SPND)

International Nuclear Information System (INIS)

Moreira, O.; Lescano, H.

2012-01-01

Self powered neutron detectors (SPND) are widely used to monitor the neutron flux, either in nuclear as in irradiation facilities and medical treatments. However, the physical meaning of the parameter that is used to relate the detector signal (an electrical current) with the neutron flux, i.e., the sensitivity of the detector, has not been sufficiently analyzed. Since the definition of sensitivity, ε=i/φ is calculated for particular reactor conditions, i.e., for thermal neutrons at room temperature, it does not take into account the deviation originated from other conditions of temperature (above ambient), as found for example in nuclear power plants. In this work we calculated the microscopic cross section weighted with the neutron flux, defined in the usual way. This weighted microscopic cross section reveals the no proportionality between the absorption rate and the neutron flux, exhibiting the problem that the SPND current signal has to properly represent the neutron flux (author)

Integrated thermal and nonthermal treatment technology and subsystem cost sensitivity analysis

International Nuclear Information System (INIS)

Harvego, L.A.; Schafer, J.J.

1997-02-01

The U.S. Department of Energy's (DOE) Environmental Management Office of Science and Technology (EM-50) authorized studies on alternative systems for treating contact-handled DOE mixed low-level radioactive waste (MLLW). The on-going Integrated Thermal Treatment Systems' (ITTS) and the Integrated Nonthermal Treatment Systems' (INTS) studies satisfy this request. EM-50 further authorized supporting studies including this technology and subsystem cost sensitivity analysis. This analysis identifies areas where technology development could have the greatest impact on total life cycle system costs. These areas are determined by evaluating the sensitivity of system life cycle costs relative to changes in life cycle component or phase costs, subsystem costs, contingency allowance, facility capacity, operating life, and disposal costs. For all treatment systems, the most cost sensitive life cycle phase is the operations and maintenance phase and the most cost sensitive subsystem is the receiving and inspection/preparation subsystem. These conclusions were unchanged when the sensitivity analysis was repeated on a present value basis. Opportunity exists for technology development to reduce waste receiving and inspection/preparation costs by effectively minimizing labor costs, the major cost driver, within the maintenance and operations phase of the life cycle

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

Science.gov (United States)

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

2015-10-01

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

Source apportionment and sensitivity analysis: two methodologies with two different purposes

Science.gov (United States)

Clappier, Alain; Belis, Claudio A.; Pernigotti, Denise; Thunis, Philippe

2017-11-01

This work reviews the existing methodologies for source apportionment and sensitivity analysis to identify key differences and stress their implicit limitations. The emphasis is laid on the differences between source impacts (sensitivity analysis) and contributions (source apportionment) obtained by using four different methodologies: brute-force top-down, brute-force bottom-up, tagged species and decoupled direct method (DDM). A simple theoretical example to compare these approaches is used highlighting differences and potential implications for policy. When the relationships between concentration and emissions are linear, impacts and contributions are equivalent concepts. In this case, source apportionment and sensitivity analysis may be used indifferently for both air quality planning purposes and quantifying source contributions. However, this study demonstrates that when the relationship between emissions and concentrations is nonlinear, sensitivity approaches are not suitable to retrieve source contributions and source apportionment methods are not appropriate to evaluate the impact of abatement strategies. A quantification of the potential nonlinearities should therefore be the first step prior to source apportionment or planning applications, to prevent any limitations in their use. When nonlinearity is mild, these limitations may, however, be acceptable in the context of the other uncertainties inherent to complex models. Moreover, when using sensitivity analysis for planning, it is important to note that, under nonlinear circumstances, the calculated impacts will only provide information for the exact conditions (e.g. emission reduction share) that are simulated.

Using sparse polynomial chaos expansions for the global sensitivity analysis of groundwater lifetime expectancy in a multi-layered hydrogeological model

International Nuclear Information System (INIS)

Deman, G.; Konakli, K.; Sudret, B.; Kerrou, J.; Perrochet, P.; Benabderrahmane, H.

2016-01-01

The study makes use of polynomial chaos expansions to compute Sobol' indices within the frame of a global sensitivity analysis of hydro-dispersive parameters in a simplified vertical cross-section of a segment of the subsurface of the Paris Basin. Applying conservative ranges, the uncertainty in 78 input variables is propagated upon the mean lifetime expectancy of water molecules departing from a specific location within a highly confining layer situated in the middle of the model domain. Lifetime expectancy is a hydrogeological performance measure pertinent to safety analysis with respect to subsurface contaminants, such as radionuclides. The sensitivity analysis indicates that the variability in the mean lifetime expectancy can be sufficiently explained by the uncertainty in the petrofacies, i.e. the sets of porosity and hydraulic conductivity, of only a few layers of the model. The obtained results provide guidance regarding the uncertainty modeling in future investigations employing detailed numerical models of the subsurface of the Paris Basin. Moreover, the study demonstrates the high efficiency of sparse polynomial chaos expansions in computing Sobol' indices for high-dimensional models. - Highlights: • Global sensitivity analysis of a 2D 15-layer groundwater flow model is conducted. • A high-dimensional random input comprising 78 parameters is considered. • The variability in the mean lifetime expectancy for the central layer is examined. • Sparse polynomial chaos expansions are used to compute Sobol' sensitivity indices. • The petrofacies of a few layers can sufficiently explain the response variance.

EV range sensitivity analysis

Energy Technology Data Exchange (ETDEWEB)

Ostafew, C. [Azure Dynamics Corp., Toronto, ON (Canada)

2010-07-01

This presentation included a sensitivity analysis of electric vehicle components on overall efficiency. The presentation provided an overview of drive cycles and discussed the major contributors to range in terms of rolling resistance; aerodynamic drag; motor efficiency; and vehicle mass. Drive cycles that were presented included: New York City Cycle (NYCC); urban dynamometer drive cycle; and US06. A summary of the findings were presented for each of the major contributors. Rolling resistance was found to have a balanced effect on each drive cycle and proportional to range. In terms of aerodynamic drive, there was a large effect on US06 range. A large effect was also found on NYCC range in terms of motor efficiency and vehicle mass. figs.

[Sensitivity analysis of AnnAGNPS model's hydrology and water quality parameters based on the perturbation analysis method].

Science.gov (United States)

Xi, Qing; Li, Zhao-Fu; Luo, Chuan

2014-05-01

Sensitivity analysis of hydrology and water quality parameters has a great significance for integrated model's construction and application. Based on AnnAGNPS model's mechanism, terrain, hydrology and meteorology, field management, soil and other four major categories of 31 parameters were selected for the sensitivity analysis in Zhongtian river watershed which is a typical small watershed of hilly region in the Taihu Lake, and then used the perturbation method to evaluate the sensitivity of the parameters to the model's simulation results. The results showed that: in the 11 terrain parameters, LS was sensitive to all the model results, RMN, RS and RVC were generally sensitive and less sensitive to the output of sediment but insensitive to the remaining results. For hydrometeorological parameters, CN was more sensitive to runoff and sediment and relatively sensitive for the rest results. In field management, fertilizer and vegetation parameters, CCC, CRM and RR were less sensitive to sediment and particulate pollutants, the six fertilizer parameters (FR, FD, FID, FOD, FIP, FOP) were particularly sensitive for nitrogen and phosphorus nutrients. For soil parameters, K is quite sensitive to all the results except the runoff, the four parameters of the soil's nitrogen and phosphorus ratio (SONR, SINR, SOPR, SIPR) were less sensitive to the corresponding results. The simulation and verification results of runoff in Zhongtian watershed show a good accuracy with the deviation less than 10% during 2005- 2010. Research results have a direct reference value on AnnAGNPS model's parameter selection and calibration adjustment. The runoff simulation results of the study area also proved that the sensitivity analysis was practicable to the parameter's adjustment and showed the adaptability to the hydrology simulation in the Taihu Lake basin's hilly region and provide reference for the model's promotion in China.

Semianalytic Design Sensitivity Analysis of Nonlinear Structures With a Commercial Finite Element Package

International Nuclear Information System (INIS)

Lee, Tae Hee; Yoo, Jung Hun; Choi, Hyeong Cheol

2002-01-01

A finite element package is often used as a daily design tool for engineering designers in order to analyze and improve the design. The finite element analysis can provide the responses of a system for given design variables. Although finite element analysis can quite well provide the structural behaviors for given design variables, it cannot provide enough information to improve the design such as design sensitivity coefficients. Design sensitivity analysis is an essential step to predict the change in responses due to a change in design variables and to optimize a system with the aid of the gradient-based optimization techniques. To develop a numerical method of design sensitivity analysis, analytical derivatives that are based on analytical differentiation of the continuous or discrete finite element equations are effective but analytical derivatives are difficult because of the lack of internal information of the commercial finite element package such as shape functions. Therefore, design sensitivity analysis outside of the finite element package is necessary for practical application in an industrial setting. In this paper, the semi-analytic method for design sensitivity analysis is used for the development of the design sensitivity module outside of a commercial finite element package of ANSYS. The direct differentiation method is employed to compute the design derivatives of the response and the pseudo-load for design sensitivity analysis is effectively evaluated by using the design variation of the related internal nodal forces. Especially, we suggest an effective method for stress and nonlinear design sensitivity analyses that is independent of the commercial finite element package is also discussed. Numerical examples are illustrated to show the accuracy and efficiency of the developed method and to provide insights for implementation of the suggested method into other commercial finite element packages

Mixing-model Sensitivity to Initial Conditions in Hydrodynamic Predictions

Science.gov (United States)

Bigelow, Josiah; Silva, Humberto; Truman, C. Randall; Vorobieff, Peter

2017-11-01

Amagat and Dalton mixing-models were studied to compare their thermodynamic prediction of shock states. Numerical simulations with the Sandia National Laboratories shock hydrodynamic code CTH modeled University of New Mexico (UNM) shock tube laboratory experiments shocking a 1:1 molar mixture of helium (He) and sulfur hexafluoride (SF6) . Five input parameters were varied for sensitivity analysis: driver section pressure, driver section density, test section pressure, test section density, and mixture ratio (mole fraction). We show via incremental Latin hypercube sampling (LHS) analysis that significant differences exist between Amagat and Dalton mixing-model predictions. The differences observed in predicted shock speeds, temperatures, and pressures grow more pronounced with higher shock speeds. Supported by NNSA Grant DE-0002913.

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

International Nuclear Information System (INIS)

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

1987-01-01

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

Automated differentiation of computer models for sensitivity analysis

International Nuclear Information System (INIS)

Worley, B.A.

1990-01-01

Sensitivity analysis of reactor physics computer models is an established discipline after more than twenty years of active development of generalized perturbations theory based on direct and adjoint methods. Many reactor physics models have been enhanced to solve for sensitivities of model results to model data. The calculated sensitivities are usually normalized first derivatives although some codes are capable of solving for higher-order sensitivities. The purpose of this paper is to report on the development and application of the GRESS system for automating the implementation of the direct and adjoint techniques into existing FORTRAN computer codes. The GRESS system was developed at ORNL to eliminate the costly man-power intensive effort required to implement the direct and adjoint techniques into already-existing FORTRAN codes. GRESS has been successfully tested for a number of codes over a wide range of applications and presently operates on VAX machines under both VMS and UNIX operating systems

Automated differentiation of computer models for sensitivity analysis

International Nuclear Information System (INIS)

Worley, B.A.

1991-01-01

Sensitivity analysis of reactor physics computer models is an established discipline after more than twenty years of active development of generalized perturbations theory based on direct and adjoint methods. Many reactor physics models have been enhanced to solve for sensitivities of model results to model data. The calculated sensitivities are usually normalized first derivatives, although some codes are capable of solving for higher-order sensitivities. The purpose of this paper is to report on the development and application of the GRESS system for automating the implementation of the direct and adjoint techniques into existing FORTRAN computer codes. The GRESS system was developed at ORNL to eliminate the costly man-power intensive effort required to implement the direct and adjoint techniques into already-existing FORTRAN codes. GRESS has been successfully tested for a number of codes over a wide range of applications and presently operates on VAX machines under both VMS and UNIX operating systems. (author). 9 refs, 1 tab

Sensitivity analysis in Gaussian Bayesian networks using a symbolic-numerical technique

International Nuclear Information System (INIS)

Castillo, Enrique; Kjaerulff, Uffe

2003-01-01

The paper discusses the problem of sensitivity analysis in Gaussian Bayesian networks. The algebraic structure of the conditional means and variances, as rational functions involving linear and quadratic functions of the parameters, are used to simplify the sensitivity analysis. In particular the probabilities of conditional variables exceeding given values and related probabilities are analyzed. Two examples of application are used to illustrate all the concepts and methods

Cross-Sectional Analysis of Longitudinal Mediation Processes.

Science.gov (United States)

O'Laughlin, Kristine D; Martin, Monica J; Ferrer, Emilio

2018-01-01

Statistical mediation analysis can help to identify and explain the mechanisms behind psychological processes. Examining a set of variables for mediation effects is a ubiquitous process in the social sciences literature; however, despite evidence suggesting that cross-sectional data can misrepresent the mediation of longitudinal processes, cross-sectional analyses continue to be used in this manner. Alternative longitudinal mediation models, including those rooted in a structural equation modeling framework (cross-lagged panel, latent growth curve, and latent difference score models) are currently available and may provide a better representation of mediation processes for longitudinal data. The purpose of this paper is twofold: first, we provide a comparison of cross-sectional and longitudinal mediation models; second, we advocate using models to evaluate mediation effects that capture the temporal sequence of the process under study. Two separate empirical examples are presented to illustrate differences in the conclusions drawn from cross-sectional and longitudinal mediation analyses. Findings from these examples yielded substantial differences in interpretations between the cross-sectional and longitudinal mediation models considered here. Based on these observations, researchers should use caution when attempting to use cross-sectional data in place of longitudinal data for mediation analyses.

Deterministic Local Sensitivity Analysis of Augmented Systems - I: Theory

International Nuclear Information System (INIS)

Cacuci, Dan G.; Ionescu-Bujor, Mihaela

2005-01-01

This work provides the theoretical foundation for the modular implementation of the Adjoint Sensitivity Analysis Procedure (ASAP) for large-scale simulation systems. The implementation of the ASAP commences with a selected code module and then proceeds by augmenting the size of the adjoint sensitivity system, module by module, until the entire system is completed. Notably, the adjoint sensitivity system for the augmented system can often be solved by using the same numerical methods used for solving the original, nonaugmented adjoint system, particularly when the matrix representation of the adjoint operator for the augmented system can be inverted by partitioning

First order sensitivity analysis of flexible multibody systems using absolute nodal coordinate formulation

International Nuclear Information System (INIS)

Pi Ting; Zhang Yunqing; Chen Liping

2012-01-01

Design sensitivity analysis of flexible multibody systems is important in optimizing the performance of mechanical systems. The choice of coordinates to describe the motion of multibody systems has a great influence on the efficiency and accuracy of both the dynamic and sensitivity analysis. In the flexible multibody system dynamics, both the floating frame of reference formulation (FFRF) and absolute nodal coordinate formulation (ANCF) are frequently utilized to describe flexibility, however, only the former has been used in design sensitivity analysis. In this article, ANCF, which has been recently developed and focuses on modeling of beams and plates in large deformation problems, is extended into design sensitivity analysis of flexible multibody systems. The Motion equations of a constrained flexible multibody system are expressed as a set of index-3 differential algebraic equations (DAEs), in which the element elastic forces are defined using nonlinear strain-displacement relations. Both the direct differentiation method and adjoint variable method are performed to do sensitivity analysis and the related dynamic and sensitivity equations are integrated with HHT-I3 algorithm. In this paper, a new method to deduce system sensitivity equations is proposed. With this approach, the system sensitivity equations are constructed by assembling the element sensitivity equations with the help of invariant matrices, which results in the advantage that the complex symbolic differentiation of the dynamic equations is avoided when the flexible multibody system model is changed. Besides that, the dynamic and sensitivity equations formed with the proposed method can be efficiently integrated using HHT-I3 method, which makes the efficiency of the direct differentiation method comparable to that of the adjoint variable method when the number of design variables is not extremely large. All these improvements greatly enhance the application value of the direct differentiation

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

Science.gov (United States)

Gul, R; Bernhard, S

2015-11-01

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

Nuclear data sensitivity/uncertainty analysis for XT-ADS

International Nuclear Information System (INIS)

Sugawara, Takanori; Sarotto, Massimo; Stankovskiy, Alexey; Van den Eynde, Gert

2011-01-01

Highlights: → The sensitivity and uncertainty analyses were performed to comprehend the reliability of the XT-ADS neutronic design. → The uncertainties deduced from the covariance data for the XT-ADS criticality were 0.94%, 1.9% and 1.1% by the SCALE 44-group, TENDL-2009 and JENDL-3.3 data, respectively. → When the target accuracy of 0.3%Δk for the criticality was considered, the uncertainties did not satisfy it. → To achieve this accuracy, the uncertainties should be improved by experiments under an adequate condition. - Abstract: The XT-ADS, an accelerator-driven system for an experimental demonstration, has been investigated in the framework of IP EUROTRANS FP6 project. In this study, the sensitivity and uncertainty analyses were performed to comprehend the reliability of the XT-ADS neutronic design. For the sensitivity analysis, it was found that the sensitivity coefficients were significantly different by changing the geometry models and calculation codes. For the uncertainty analysis, it was confirmed that the uncertainties deduced from the covariance data varied significantly by changing them. The uncertainties deduced from the covariance data for the XT-ADS criticality were 0.94%, 1.9% and 1.1% by the SCALE 44-group, TENDL-2009 and JENDL-3.3 data, respectively. When the target accuracy of 0.3%Δk for the criticality was considered, the uncertainties did not satisfy it. To achieve this accuracy, the uncertainties should be improved by experiments under an adequate condition.

Neutron cross-sections database for amino acids and proteins analysis

Energy Technology Data Exchange (ETDEWEB)

Voi, Dante L.; Ferreira, Francisco de O.; Nunes, Rogerio Chaffin, E-mail: dante@ien.gov.br, E-mail: fferreira@ien.gov.br, E-mail: Chaffin@ien.gov.br [Instituto de Engenharia Nuclear (IEN/CNEN-RJ), Rio de Janeiro, RJ (Brazil); Rocha, Helio F. da, E-mail: hrocha@gbl.com.br [Universidade Federal do Rio de Janeiro (IPPMG/UFRJ), Rio de Janeiro, RJ (Brazil). Instituto de Pediatria

2015-07-01

Biological materials may be studied using neutrons as an unconventional tool of analysis. Dynamics and structures data can be obtained for amino acids, protein and others cellular components by neutron cross sections determinations especially for applications in nuclear purity and conformation analysis. The instrument used for this is the crystal spectrometer of the Instituto de Engenharia Nuclear (IEN-CNEN-RJ), the only one in Latin America that uses neutrons for this type of analyzes and it is installed in one of the reactor Argonauta irradiation channels. The experimentally values obtained are compared with calculated values using literature data with a rigorous analysis of the chemical composition, conformation and molecular structure analysis of the materials. A neutron cross-section database was constructed to assist in determining molecular dynamic, structure and formulae of biological materials. The database contains neutron cross-sections values of all amino acids, chemical elements, molecular groups, auxiliary radicals, as well as values of constants and parameters necessary for the analysis. An unprecedented analytical procedure was developed using the neutron cross section parceling and grouping method for data manipulation. This database is a result of measurements obtained from twenty amino acids that were provided by different manufactories and are used in oral administration in hospital individuals for nutritional applications. It was also constructed a small data file of compounds with different molecular groups including carbon, nitrogen, sulfur and oxygen, all linked to hydrogen atoms. A review of global and national scene in the acquisition of neutron cross sections data, the formation of libraries and the application of neutrons for analyzing biological materials is presented. This database has further application in protein analysis and the neutron cross-section from the insulin was estimated. (author)

Neutron cross-sections database for amino acids and proteins analysis

International Nuclear Information System (INIS)

Voi, Dante L.; Ferreira, Francisco de O.; Nunes, Rogerio Chaffin; Rocha, Helio F. da

2015-01-01

Biological materials may be studied using neutrons as an unconventional tool of analysis. Dynamics and structures data can be obtained for amino acids, protein and others cellular components by neutron cross sections determinations especially for applications in nuclear purity and conformation analysis. The instrument used for this is the crystal spectrometer of the Instituto de Engenharia Nuclear (IEN-CNEN-RJ), the only one in Latin America that uses neutrons for this type of analyzes and it is installed in one of the reactor Argonauta irradiation channels. The experimentally values obtained are compared with calculated values using literature data with a rigorous analysis of the chemical composition, conformation and molecular structure analysis of the materials. A neutron cross-section database was constructed to assist in determining molecular dynamic, structure and formulae of biological materials. The database contains neutron cross-sections values of all amino acids, chemical elements, molecular groups, auxiliary radicals, as well as values of constants and parameters necessary for the analysis. An unprecedented analytical procedure was developed using the neutron cross section parceling and grouping method for data manipulation. This database is a result of measurements obtained from twenty amino acids that were provided by different manufactories and are used in oral administration in hospital individuals for nutritional applications. It was also constructed a small data file of compounds with different molecular groups including carbon, nitrogen, sulfur and oxygen, all linked to hydrogen atoms. A review of global and national scene in the acquisition of neutron cross sections data, the formation of libraries and the application of neutrons for analyzing biological materials is presented. This database has further application in protein analysis and the neutron cross-section from the insulin was estimated. (author)

Sensitivity Analysis of FEAST-Metal Fuel Performance Code: Initial Results

International Nuclear Information System (INIS)

Edelmann, Paul Guy; Williams, Brian J.; Unal, Cetin; Yacout, Abdellatif

2012-01-01

This memo documents the completion of the LANL milestone, M3FT-12LA0202041, describing methodologies and initial results using FEAST-Metal. The FEAST-Metal code calculations for this work are being conducted at LANL in support of on-going activities related to sensitivity analysis of fuel performance codes. The objective is to identify important macroscopic parameters of interest to modeling and simulation of metallic fuel performance. This report summarizes our preliminary results for the sensitivity analysis using 6 calibration datasets for metallic fuel developed at ANL for EBR-II experiments. Sensitivity ranking methodology was deployed to narrow down the selected parameters for the current study. There are approximately 84 calibration parameters in the FEAST-Metal code, of which 32 were ultimately used in Phase II of this study. Preliminary results of this sensitivity analysis led to the following ranking of FEAST models for future calibration and improvements: fuel conductivity, fission gas transport/release, fuel creep, and precipitation kinetics. More validation data is needed to validate calibrated parameter distributions for future uncertainty quantification studies with FEAST-Metal. Results of this study also served to point out some code deficiencies and possible errors, and these are being investigated in order to determine root causes and to improve upon the existing code models.

Sensitivity analysis of the effect of various key parameters on fission product concentration (mass number 120 to 126)

International Nuclear Information System (INIS)

Sola, A.

1978-01-01

An analytical sensitivity analysis has been made of the effect of various parameters on the evaluation of fission product concentration. Such parameters include cross sections, decay constants, branching ratios, fission yields, flux and time. The formulae are applied to isotopes of the Tin, Antimony and Tellurium series. The agreement between analytically obtained data and that derived from a computer evaluated model is good, suggesting that the analytical representation includes all the important parameters useful to the evaluation of the fission product concentrations

Nuclear energy consumption and economic growth in OECD countries: Cross-sectionally dependent heterogeneous panel causality analysis

International Nuclear Information System (INIS)

Nazlioglu, Saban; Lebe, Fuat; Kayhan, Selim

2011-01-01

The purpose of this study is to determine the direction causality between nuclear energy consumption and economic growth in OECD countries. The empirical model that includes capital and labor force as the control variables is estimated for the panel of fourteen OECD countries during the period 1980-2007. Apart from the previous studies in the nuclear energy consumption and economic growth relationship, this study utilizes the novel panel causality approach, which allows both cross-sectional dependency and heterogeneity across countries. The findings show that there is no causality between nuclear energy consumption and economic growth in eleven out of fourteen cases, supporting the neutrality hypothesis. As a sensitivity analysis, we also conduct Toda-Yamamoto time series causality method and find out that the results from the panel causality analysis are slightly different than those from the time-series causality analysis. Thereby, we can conclude that the choice of statistical tools in analyzing the nature of causality between nuclear energy consumption and economic growth may play a key role for policy implications. - Highlights: → Causality between nuclear energy consumption and economic growth is examined for OECD countries. → Panel causality method, which allows cross-sectional dependency and heterogeneity, is utilized. → The neutrality hypothesis is supported.

A framework for sensitivity analysis of decision trees.

Science.gov (United States)

Kamiński, Bogumił; Jakubczyk, Michał; Szufel, Przemysław

2018-01-01

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

Role of frozen section in surgery of benign thyroid

Directory of Open Access Journals (Sweden)

Tomaž Štupnik

2007-04-01

Full Text Available Background: Fine-needle aspiration biopsy can very reliably discriminate between benign and malignant thyroid tumors. The role of additional intraoperative frozen section to guide intraoperative management was questioned.Methods: A retrospective analysis of all thyroid resections at our department between 2000 and 2004 was performed.Results: 420 patients with benign thyroid lesions underwent surgical resections. 169 lobectomies and 251 total thyroidectomies were performed and 57 (13.5 % thyroid cancers discovered (mostly papillary carcinomas. 54 frozen sections were performed and sensitivity rate of 11.1 % and specificity rate of 97.8 % was estimated.Conclusions: Our data supports the fact that intraoperative frozen section is not sensitive enough to substantially add to preoperative fine-needle aspiration biopsy, even with more selective use. We conclude that routine use of frozen section is not cost-effective in surgery of the benign thyroid and can therefore be abandoned.

Analytical sensitivity analysis of geometric errors in a three axis machine tool

International Nuclear Information System (INIS)

Park, Sung Ryung; Yang, Seung Han

2012-01-01

In this paper, an analytical method is used to perform a sensitivity analysis of geometric errors in a three axis machine tool. First, an error synthesis model is constructed for evaluating the position volumetric error due to the geometric errors, and then an output variable is defined, such as the magnitude of the position volumetric error. Next, the global sensitivity analysis is executed using an analytical method. Finally, the sensitivity indices are calculated using the quantitative values of the geometric errors

Automated sensitivity analysis: New tools for modeling complex dynamic systems

International Nuclear Information System (INIS)

Pin, F.G.

1987-01-01

Sensitivity analysis is an established methodology used by researchers in almost every field to gain essential insight in design and modeling studies and in performance assessments of complex systems. Conventional sensitivity analysis methodologies, however, have not enjoyed the widespread use they deserve considering the wealth of information they can provide, partly because of their prohibitive cost or the large initial analytical investment they require. Automated systems have recently been developed at ORNL to eliminate these drawbacks. Compilers such as GRESS and EXAP now allow automatic and cost effective calculation of sensitivities in FORTRAN computer codes. In this paper, these and other related tools are described and their impact and applicability in the general areas of modeling, performance assessment and decision making for radioactive waste isolation problems are discussed

Automatic differentiation for design sensitivity analysis of structural systems using multiple processors

Science.gov (United States)

Nguyen, Duc T.; Storaasli, Olaf O.; Qin, Jiangning; Qamar, Ramzi

1994-01-01

An automatic differentiation tool (ADIFOR) is incorporated into a finite element based structural analysis program for shape and non-shape design sensitivity analysis of structural systems. The entire analysis and sensitivity procedures are parallelized and vectorized for high performance computation. Small scale examples to verify the accuracy of the proposed program and a medium scale example to demonstrate the parallel vector performance on multiple CRAY C90 processors are included.

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

International Nuclear Information System (INIS)

Arampatzis, Georgios; Katsoulakis, Markos A.

2014-01-01

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-“coupled”- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz–Kalos–Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations.

Science.gov (United States)

Arampatzis, Georgios; Katsoulakis, Markos A

2014-03-28

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-"coupled"- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz-Kalos-Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB

Global sensitivity analysis applied to drying models for one or a population of granules

DEFF Research Database (Denmark)

Mortier, Severine Therese F. C.; Gernaey, Krist; Thomas, De Beer

2014-01-01

The development of mechanistic models for pharmaceutical processes is of increasing importance due to a noticeable shift toward continuous production in the industry. Sensitivity analysis is a powerful tool during the model building process. A global sensitivity analysis (GSA), exploring sensitiv......The development of mechanistic models for pharmaceutical processes is of increasing importance due to a noticeable shift toward continuous production in the industry. Sensitivity analysis is a powerful tool during the model building process. A global sensitivity analysis (GSA), exploring...... sensitivity in a broad parameter space, is performed to detect the most sensitive factors in two models, that is, one for drying of a single granule and one for the drying of a population of granules [using population balance model (PBM)], which was extended by including the gas velocity as extra input...... compared to our earlier work. beta(2) was found to be the most important factor for the single particle model which is useful information when performing model calibration. For the PBM-model, the granule radius and gas temperature were found to be most sensitive. The former indicates that granulator...

Uncertainty and sensitivity analysis in a Probabilistic Safety Analysis level-1

International Nuclear Information System (INIS)

Nunez Mc Leod, Jorge E.; Rivera, Selva S.

1996-01-01

A methodology for sensitivity and uncertainty analysis, applicable to a Probabilistic Safety Assessment Level I has been presented. The work contents are: correct association of distributions to parameters, importance and qualification of expert opinions, generations of samples according to sample sizes, and study of the relationships among system variables and systems response. A series of statistical-mathematical techniques are recommended along the development of the analysis methodology, as well as different graphical visualization for the control of the study. (author)

Comparison of global sensitivity analysis techniques and importance measures in PSA

International Nuclear Information System (INIS)

Borgonovo, E.; Apostolakis, G.E.; Tarantola, S.; Saltelli, A.

2003-01-01

This paper discusses application and results of global sensitivity analysis techniques to probabilistic safety assessment (PSA) models, and their comparison to importance measures. This comparison allows one to understand whether PSA elements that are important to the risk, as revealed by importance measures, are also important contributors to the model uncertainty, as revealed by global sensitivity analysis. We show that, due to epistemic dependence, uncertainty and global sensitivity analysis of PSA models must be performed at the parameter level. A difficulty arises, since standard codes produce the calculations at the basic event level. We discuss both the indirect comparison through importance measures computed for basic events, and the direct comparison performed using the differential importance measure and the Fussell-Vesely importance at the parameter level. Results are discussed for the large LLOCA sequence of the advanced test reactor PSA

Probabilistic sensitivity analysis of optimised preventive maintenance strategies for deteriorating infrastructure assets

International Nuclear Information System (INIS)

Daneshkhah, A.; Stocks, N.G.; Jeffrey, P.

2017-01-01

Efficient life-cycle management of civil infrastructure systems under continuous deterioration can be improved by studying the sensitivity of optimised preventive maintenance decisions with respect to changes in model parameters. Sensitivity analysis in maintenance optimisation problems is important because if the calculation of the cost of preventive maintenance strategies is not sufficiently robust, the use of the maintenance model can generate optimised maintenances strategies that are not cost-effective. Probabilistic sensitivity analysis methods (particularly variance based ones), only partially respond to this issue and their use is limited to evaluating the extent to which uncertainty in each input contributes to the overall output's variance. These methods do not take account of the decision-making problem in a straightforward manner. To address this issue, we use the concept of the Expected Value of Perfect Information (EVPI) to perform decision-informed sensitivity analysis: to identify the key parameters of the problem and quantify the value of learning about certain aspects of the life-cycle management of civil infrastructure system. This approach allows us to quantify the benefits of the maintenance strategies in terms of expected costs and in the light of accumulated information about the model parameters and aspects of the system, such as the ageing process. We use a Gamma process model to represent the uncertainty associated with asset deterioration, illustrating the use of EVPI to perform sensitivity analysis on the optimisation problem for age-based and condition-based preventive maintenance strategies. The evaluation of EVPI indices is computationally demanding and Markov Chain Monte Carlo techniques would not be helpful. To overcome this computational difficulty, we approximate the EVPI indices using Gaussian process emulators. The implications of the worked numerical examples discussed in the context of analytical efficiency and organisational

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

International Nuclear Information System (INIS)

Lamboni, Matieyendou; Monod, Herve; Makowski, David

2011-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2011-04-15

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

Application of Sensitivity Analysis in Design of Sustainable Buildings

DEFF Research Database (Denmark)

Heiselberg, Per; Brohus, Henrik; Rasmussen, Henrik

2009-01-01

satisfies the design objectives and criteria. In the design of sustainable buildings, it is beneficial to identify the most important design parameters in order to more efficiently develop alternative design solutions or reach optimized design solutions. Sensitivity analyses make it possible to identify...... possible to influence the most important design parameters. A methodology of sensitivity analysis is presented and an application example is given for design of an office building in Denmark....

Sensitivity analysis of network DEA illustrated in branch banking

OpenAIRE

N. Avkiran

2010-01-01

Users of data envelopment analysis (DEA) often presume efficiency estimates to be robust. While traditional DEA has been exposed to various sensitivity studies, network DEA (NDEA) has so far escaped similar scrutiny. Thus, there is a need to investigate the sensitivity of NDEA, further compounded by the recent attention it has been receiving in literature. NDEA captures the underlying performance information found in a firm?s interacting divisions or sub-processes that would otherwise remain ...

Sensitivity analysis of simulated SOA loadings using a variance-based statistical approach: SENSITIVITY ANALYSIS OF SOA

Energy Technology Data Exchange (ETDEWEB)

Shrivastava, Manish [Pacific Northwest National Laboratory, Richland Washington USA; Zhao, Chun [Pacific Northwest National Laboratory, Richland Washington USA; Easter, Richard C. [Pacific Northwest National Laboratory, Richland Washington USA; Qian, Yun [Pacific Northwest National Laboratory, Richland Washington USA; Zelenyuk, Alla [Pacific Northwest National Laboratory, Richland Washington USA; Fast, Jerome D. [Pacific Northwest National Laboratory, Richland Washington USA; Liu, Ying [Pacific Northwest National Laboratory, Richland Washington USA; Zhang, Qi [Department of Environmental Toxicology, University of California Davis, California USA; Guenther, Alex [Department of Earth System Science, University of California, Irvine California USA

2016-04-08

We investigate the sensitivity of secondary organic aerosol (SOA) loadings simulated by a regional chemical transport model to 7 selected tunable model parameters: 4 involving emissions of anthropogenic and biogenic volatile organic compounds, anthropogenic semi-volatile and intermediate volatility organics (SIVOCs), and NOx, 2 involving dry deposition of SOA precursor gases, and one involving particle-phase transformation of SOA to low volatility. We adopt a quasi-Monte Carlo sampling approach to effectively sample the high-dimensional parameter space, and perform a 250 member ensemble of simulations using a regional model, accounting for some of the latest advances in SOA treatments based on our recent work. We then conduct a variance-based sensitivity analysis using the generalized linear model method to study the responses of simulated SOA loadings to the tunable parameters. Analysis of SOA variance from all 250 simulations shows that the volatility transformation parameter, which controls whether particle-phase transformation of SOA from semi-volatile SOA to non-volatile is on or off, is the dominant contributor to variance of simulated surface-level daytime SOA (65% domain average contribution). We also split the simulations into 2 subsets of 125 each, depending on whether the volatility transformation is turned on/off. For each subset, the SOA variances are dominated by the parameters involving biogenic VOC and anthropogenic SIVOC emissions. Furthermore, biogenic VOC emissions have a larger contribution to SOA variance when the SOA transformation to non-volatile is on, while anthropogenic SIVOC emissions have a larger contribution when the transformation is off. NOx contributes less than 4.3% to SOA variance, and this low contribution is mainly attributed to dominance of intermediate to high NOx conditions throughout the simulated domain. The two parameters related to dry deposition of SOA precursor gases also have very low contributions to SOA variance

Sensitivity Analysis of Deviation Source for Fast Assembly Precision Optimization

Directory of Open Access Journals (Sweden)

Jianjun Tang

2014-01-01

Full Text Available Assembly precision optimization of complex product has a huge benefit in improving the quality of our products. Due to the impact of a variety of deviation source coupling phenomena, the goal of assembly precision optimization is difficult to be confirmed accurately. In order to achieve optimization of assembly precision accurately and rapidly, sensitivity analysis of deviation source is proposed. First, deviation source sensitivity is defined as the ratio of assembly dimension variation and deviation source dimension variation. Second, according to assembly constraint relations, assembly sequences and locating, deviation transmission paths are established by locating the joints between the adjacent parts, and establishing each part’s datum reference frame. Third, assembly multidimensional vector loops are created using deviation transmission paths, and the corresponding scalar equations of each dimension are established. Then, assembly deviation source sensitivity is calculated by using a first-order Taylor expansion and matrix transformation method. Finally, taking assembly precision optimization of wing flap rocker as an example, the effectiveness and efficiency of the deviation source sensitivity analysis method are verified.

Global sensitivity analysis using a Gaussian Radial Basis Function metamodel

International Nuclear Information System (INIS)

Wu, Zeping; Wang, Donghui; Okolo N, Patrick; Hu, Fan; Zhang, Weihua

2016-01-01

Sensitivity analysis plays an important role in exploring the actual impact of adjustable parameters on response variables. Amongst the wide range of documented studies on sensitivity measures and analysis, Sobol' indices have received greater portion of attention due to the fact that they can provide accurate information for most models. In this paper, a novel analytical expression to compute the Sobol' indices is derived by introducing a method which uses the Gaussian Radial Basis Function to build metamodels of computationally expensive computer codes. Performance of the proposed method is validated against various analytical functions and also a structural simulation scenario. Results demonstrate that the proposed method is an efficient approach, requiring a computational cost of one to two orders of magnitude less when compared to the traditional Quasi Monte Carlo-based evaluation of Sobol' indices. - Highlights: • RBF based sensitivity analysis method is proposed. • Sobol' decomposition of Gaussian RBF metamodel is obtained. • Sobol' indices of Gaussian RBF metamodel are derived based on the decomposition. • The efficiency of proposed method is validated by some numerical examples.

Sensitivity Analysis of Structures by Virtual Distortion Method

DEFF Research Database (Denmark)

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

1991-01-01

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

Adjoint sensitivity analysis of plasmonic structures using the FDTD method.

Science.gov (United States)

Zhang, Yu; Ahmed, Osman S; Bakr, Mohamed H

2014-05-15

We present an adjoint variable method for estimating the sensitivities of arbitrary responses with respect to the parameters of dispersive discontinuities in nanoplasmonic devices. Our theory is formulated in terms of the electric field components at the vicinity of perturbed discontinuities. The adjoint sensitivities are computed using at most one extra finite-difference time-domain (FDTD) simulation regardless of the number of parameters. Our approach is illustrated through the sensitivity analysis of an add-drop coupler consisting of a square ring resonator between two parallel waveguides. The computed adjoint sensitivities of the scattering parameters are compared with those obtained using the accurate but computationally expensive central finite difference approach.

Application of Monte Carlo filtering method in regional sensitivity analysis of AASHTOWare Pavement ME design

Directory of Open Access Journals (Sweden)

Zhong Wu

2017-04-01

Full Text Available Since AASHTO released the Mechanistic-Empirical Pavement Design Guide (MEPDG for public review in 2004, many highway research agencies have performed sensitivity analyses using the prototype MEPDG design software. The information provided by the sensitivity analysis is essential for design engineers to better understand the MEPDG design models and to identify important input parameters for pavement design. In literature, different studies have been carried out based on either local or global sensitivity analysis methods, and sensitivity indices have been proposed for ranking the importance of the input parameters. In this paper, a regional sensitivity analysis method, Monte Carlo filtering (MCF, is presented. The MCF method maintains many advantages of the global sensitivity analysis, while focusing on the regional sensitivity of the MEPDG model near the design criteria rather than the entire problem domain. It is shown that the information obtained from the MCF method is more helpful and accurate in guiding design engineers in pavement design practices. To demonstrate the proposed regional sensitivity method, a typical three-layer flexible pavement structure was analyzed at input level 3. A detailed procedure to generate Monte Carlo runs using the AASHTOWare Pavement ME Design software was provided. The results in the example show that the sensitivity ranking of the input parameters in this study reasonably matches with that in a previous study under a global sensitivity analysis. Based on the analysis results, the strengths, practical issues, and applications of the MCF method were further discussed.

Sensitivity analysis practices: Strategies for model-based inference

Energy Technology Data Exchange (ETDEWEB)

Saltelli, Andrea [Institute for the Protection and Security of the Citizen (IPSC), European Commission, Joint Research Centre, TP 361, 21020 Ispra (Vatican City State, Holy See,) (Italy)]. E-mail: andrea.saltelli@jrc.it; Ratto, Marco [Institute for the Protection and Security of the Citizen (IPSC), European Commission, Joint Research Centre, TP 361, 21020 Ispra (VA) (Italy); Tarantola, Stefano [Institute for the Protection and Security of the Citizen (IPSC), European Commission, Joint Research Centre, TP 361, 21020 Ispra (VA) (Italy); Campolongo, Francesca [Institute for the Protection and Security of the Citizen (IPSC), European Commission, Joint Research Centre, TP 361, 21020 Ispra (VA) (Italy)

2006-10-15

Fourteen years after Science's review of sensitivity analysis (SA) methods in 1989 (System analysis at molecular scale, by H. Rabitz) we search Science Online to identify and then review all recent articles having 'sensitivity analysis' as a keyword. In spite of the considerable developments which have taken place in this discipline, of the good practices which have emerged, and of existing guidelines for SA issued on both sides of the Atlantic, we could not find in our review other than very primitive SA tools, based on 'one-factor-at-a-time' (OAT) approaches. In the context of model corroboration or falsification, we demonstrate that this use of OAT methods is illicit and unjustified, unless the model under analysis is proved to be linear. We show that available good practices, such as variance based measures and others, are able to overcome OAT shortcomings and easy to implement. These methods also allow the concept of factors importance to be defined rigorously, thus making the factors importance ranking univocal. We analyse the requirements of SA in the context of modelling, and present best available practices on the basis of an elementary model. We also point the reader to available recipes for a rigorous SA.

Sensitivity analysis practices: Strategies for model-based inference

International Nuclear Information System (INIS)

Saltelli, Andrea; Ratto, Marco; Tarantola, Stefano; Campolongo, Francesca

2006-01-01

Fourteen years after Science's review of sensitivity analysis (SA) methods in 1989 (System analysis at molecular scale, by H. Rabitz) we search Science Online to identify and then review all recent articles having 'sensitivity analysis' as a keyword. In spite of the considerable developments which have taken place in this discipline, of the good practices which have emerged, and of existing guidelines for SA issued on both sides of the Atlantic, we could not find in our review other than very primitive SA tools, based on 'one-factor-at-a-time' (OAT) approaches. In the context of model corroboration or falsification, we demonstrate that this use of OAT methods is illicit and unjustified, unless the model under analysis is proved to be linear. We show that available good practices, such as variance based measures and others, are able to overcome OAT shortcomings and easy to implement. These methods also allow the concept of factors importance to be defined rigorously, thus making the factors importance ranking univocal. We analyse the requirements of SA in the context of modelling, and present best available practices on the basis of an elementary model. We also point the reader to available recipes for a rigorous SA

Simple Sensitivity Analysis for Orion GNC

Science.gov (United States)

Pressburger, Tom; Hoelscher, Brian; Martin, Rodney; Sricharan, Kumar

2013-01-01

The performance of Orion flight software, especially its GNC software, is being analyzed by running Monte Carlo simulations of Orion spacecraft flights. The simulated performance is analyzed for conformance with flight requirements, expressed as performance constraints. Flight requirements include guidance (e.g. touchdown distance from target) and control (e.g., control saturation) as well as performance (e.g., heat load constraints). The Monte Carlo simulations disperse hundreds of simulation input variables, for everything from mass properties to date of launch.We describe in this paper a sensitivity analysis tool (Critical Factors Tool or CFT) developed to find the input variables or pairs of variables which by themselves significantly influence satisfaction of requirements or significantly affect key performance metrics (e.g., touchdown distance from target). Knowing these factors can inform robustness analysis, can inform where engineering resources are most needed, and could even affect operations. The contributions of this paper include the introduction of novel sensitivity measures, such as estimating success probability, and a technique for determining whether pairs of factors are interacting dependently or independently. The tool found that input variables such as moments, mass, thrust dispersions, and date of launch were found to be significant factors for success of various requirements. Examples are shown in this paper as well as a summary and physics discussion of EFT-1 driving factors that the tool found.

Recent joint developments in cross-section uncertainty analysis at Los Alamos and EIR [Eidgenoessiches Institut fuer Reaktorforschung

International Nuclear Information System (INIS)

Davidson, J.W.; Dudziak, D.J.; Muir, D.W.; Stepanek, J.; Higgs, C.E.

1986-01-01

This paper discusses recent developments and future plans for the SENSIBL code (the successor to the SENSIT[6] and SENSIT-2D[7] codes), along with associated covariance data and cross section libraries. 34 refs

Global sensitivity analysis using polynomial chaos expansions

International Nuclear Information System (INIS)

Sudret, Bruno

2008-01-01

Global sensitivity analysis (SA) aims at quantifying the respective effects of input random variables (or combinations thereof) onto the variance of the response of a physical or mathematical model. Among the abundant literature on sensitivity measures, the Sobol' indices have received much attention since they provide accurate information for most models. The paper introduces generalized polynomial chaos expansions (PCE) to build surrogate models that allow one to compute the Sobol' indices analytically as a post-processing of the PCE coefficients. Thus the computational cost of the sensitivity indices practically reduces to that of estimating the PCE coefficients. An original non intrusive regression-based approach is proposed, together with an experimental design of minimal size. Various application examples illustrate the approach, both from the field of global SA (i.e. well-known benchmark problems) and from the field of stochastic mechanics. The proposed method gives accurate results for various examples that involve up to eight input random variables, at a computational cost which is 2-3 orders of magnitude smaller than the traditional Monte Carlo-based evaluation of the Sobol' indices

Global sensitivity analysis using polynomial chaos expansions

Energy Technology Data Exchange (ETDEWEB)

Sudret, Bruno [Electricite de France, R and D Division, Site des Renardieres, F 77818 Moret-sur-Loing Cedex (France)], E-mail: bruno.sudret@edf.fr

2008-07-15

Global sensitivity analysis (SA) aims at quantifying the respective effects of input random variables (or combinations thereof) onto the variance of the response of a physical or mathematical model. Among the abundant literature on sensitivity measures, the Sobol' indices have received much attention since they provide accurate information for most models. The paper introduces generalized polynomial chaos expansions (PCE) to build surrogate models that allow one to compute the Sobol' indices analytically as a post-processing of the PCE coefficients. Thus the computational cost of the sensitivity indices practically reduces to that of estimating the PCE coefficients. An original non intrusive regression-based approach is proposed, together with an experimental design of minimal size. Various application examples illustrate the approach, both from the field of global SA (i.e. well-known benchmark problems) and from the field of stochastic mechanics. The proposed method gives accurate results for various examples that involve up to eight input random variables, at a computational cost which is 2-3 orders of magnitude smaller than the traditional Monte Carlo-based evaluation of the Sobol' indices.

Sensitization trajectories in childhood revealed by using a cluster analysis

DEFF Research Database (Denmark)

Schoos, Ann-Marie M.; Chawes, Bo L.; Melen, Erik

2017-01-01

Prospective Studies on Asthma in Childhood 2000 (COPSAC2000) birth cohort with specific IgE against 13 common food and inhalant allergens at the ages of ½, 1½, 4, and 6 years. An unsupervised cluster analysis for 3-dimensional data (nonnegative sparse parallel factor analysis) was used to extract latent......BACKGROUND: Assessment of sensitization at a single time point during childhood provides limited clinical information. We hypothesized that sensitization develops as specific patterns with respect to age at debut, development over time, and involved allergens and that such patterns might be more...... biologically and clinically relevant. OBJECTIVE: We sought to explore latent patterns of sensitization during the first 6 years of life and investigate whether such patterns associate with the development of asthma, rhinitis, and eczema. METHODS: We investigated 398 children from the at-risk Copenhagen...

Parametric Sensitivity Analysis of the WAVEWATCH III Model

Directory of Open Access Journals (Sweden)

Beng-Chun Lee

2009-01-01

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

Global and Local Sensitivity Analysis Methods for a Physical System

Science.gov (United States)

Morio, Jerome

2011-01-01

Sensitivity analysis is the study of how the different input variations of a mathematical model influence the variability of its output. In this paper, we review the principle of global and local sensitivity analyses of a complex black-box system. A simulated case of application is given at the end of this paper to compare both approaches.…

User's manual for BECAS. A cross section analysis tool for anisotropic and inhomogeneous beam sections of arbitrary geometry

Energy Technology Data Exchange (ETDEWEB)

Blasques, J.P.

2012-02-15

The BEam Cross section Analysis Software - BECAS - is a group of Matlab functions used for the analysis of the stiffness and mass properties of beam cross sections. The report presents BECAS' code and user's guide. (LN)

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

Science.gov (United States)

Feizizadeh, Bakhtiar; Jankowski, Piotr; Blaschke, Thomas

2014-03-01

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

Variance estimation for sensitivity analysis of poverty and inequality measures

Directory of Open Access Journals (Sweden)

Christian Dudel

2017-04-01

Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.

Applying DEA sensitivity analysis to efficiency measurement of Vietnamese universities

Directory of Open Access Journals (Sweden)

Thi Thanh Huyen Nguyen

2015-11-01

Full Text Available The primary purpose of this study is to measure the technical efficiency of 30 doctorate-granting universities, the universities or the higher education institutes with PhD training programs, in Vietnam, applying the sensitivity analysis of data envelopment analysis (DEA. The study uses eight sets of input-output specifications using the replacement as well as aggregation/disaggregation of variables. The measurement results allow us to examine the sensitivity of the efficiency of these universities with the sets of variables. The findings also show the impact of variables on their efficiency and its “sustainability”.

Event history analysis and the cross-section

DEFF Research Database (Denmark)

Keiding, Niels

2006-01-01

Examples are given of problems in event history analysis, where several time origins (generating calendar time, age, disease duration, time on study, etc.) are considered simultaneously. The focus is on complex sampling patterns generated around a cross-section. A basic tool is the Lexis diagram....

Sensitivity analysis of hybrid power systems using Power Pinch Analysis considering Feed-in Tariff

International Nuclear Information System (INIS)

Mohammad Rozali, Nor Erniza; Wan Alwi, Sharifah Rafidah; Manan, Zainuddin Abdul; Klemeš, Jiří Jaromír

2016-01-01

Feed-in Tariff (FiT) has been one of the most effective policies in accelerating the development of renewable energy (RE) projects. The amount of RE electricity in the FiT purchase agreement is an important decision that has to be made by the RE project developers. They have to consider various crucial factors associated with RE system operation as well as its stochastic nature. The presented work aims to assess the sensitivity and profitability of a hybrid power system (HPS) in cases of RE system failure or shutdown. The amount of RE electricity for the FiT purchase agreement in various scenarios was determined using a novel tool called On-Grid Problem Table based on the Power Pinch Analysis (PoPA). A sensitivity table has also been introduced to assist planners to evaluate the effects of the RE system's failure on the profitability of the HPS. This table offers insights on the variance of the RE electricity. The sensitivity analysis of various possible scenarios shows that the RE projects can still provide financial benefits via the FiT, despite the losses incurred from the penalty levied. - Highlights: • A Power Pinch Analysis (PoPA) tool to assess the economics of an HPS with FiT. • The new On-Grid Problem Table for targeting the available RE electricity for FiT sale. • A sensitivity table showing the effect of RE electricity changes on the HPS profitability.

B1 -sensitivity analysis of quantitative magnetization transfer imaging.

Science.gov (United States)

Boudreau, Mathieu; Stikov, Nikola; Pike, G Bruce

2018-01-01

To evaluate the sensitivity of quantitative magnetization transfer (qMT) fitted parameters to B 1 inaccuracies, focusing on the difference between two categories of T 1 mapping techniques: B 1 -independent and B 1 -dependent. The B 1 -sensitivity of qMT was investigated and compared using two T 1 measurement methods: inversion recovery (IR) (B 1 -independent) and variable flip angle (VFA), B 1 -dependent). The study was separated into four stages: 1) numerical simulations, 2) sensitivity analysis of the Z-spectra, 3) healthy subjects at 3T, and 4) comparison using three different B 1 imaging techniques. For typical B 1 variations in the brain at 3T (±30%), the simulations resulted in errors of the pool-size ratio (F) ranging from -3% to 7% for VFA, and -40% to > 100% for IR, agreeing with the Z-spectra sensitivity analysis. In healthy subjects, pooled whole-brain Pearson correlation coefficients for F (comparing measured double angle and nominal flip angle B 1 maps) were ρ = 0.97/0.81 for VFA/IR. This work describes the B 1 -sensitivity characteristics of qMT, demonstrating that it varies substantially on the B 1 -dependency of the T 1 mapping method. Particularly, the pool-size ratio is more robust against B 1 inaccuracies if VFA T 1 mapping is used, so much so that B 1 mapping could be omitted without substantially biasing F. Magn Reson Med 79:276-285, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

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

International Nuclear Information System (INIS)

Spiessl, Sabine; Becker, Dirk-Alexander

2017-06-01

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

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

Energy Technology Data Exchange (ETDEWEB)

Spiessl, Sabine; Becker, Dirk-Alexander

2017-06-15

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

Meta-analysis of the relative sensitivity of semi-natural vegetation species to ozone

International Nuclear Information System (INIS)

Hayes, F.; Jones, M.L.M.; Mills, G.; Ashmore, M.

2007-01-01

This study identified 83 species from existing publications suitable for inclusion in a database of sensitivity of species to ozone (OZOVEG database). An index, the relative sensitivity to ozone, was calculated for each species based on changes in biomass in order to test for species traits associated with ozone sensitivity. Meta-analysis of the ozone sensitivity data showed a wide inter-specific range in response to ozone. Some relationships in comparison to plant physiological and ecological characteristics were identified. Plants of the therophyte lifeform were particularly sensitive to ozone. Species with higher mature leaf N concentration were more sensitive to ozone than those with lower leaf N concentration. Some relationships between relative sensitivity to ozone and Ellenberg habitat requirements were also identified. In contrast, no relationships between relative sensitivity to ozone and mature leaf P concentration, Grime's CSR strategy, leaf longevity, flowering season, stomatal density and maximum altitude were found. The relative sensitivity of species and relationships with plant characteristics identified in this study could be used to predict sensitivity to ozone of untested species and communities. - Meta-analysis of the relative sensitivity of semi-natural vegetation species to ozone showed some relationships with physiological and ecological characteristics

Analysis of Dynamic Characteristics of Portal Frame with Variable Section

Directory of Open Access Journals (Sweden)

Hao Jianing

2016-01-01

Full Text Available Combined with a portal frame design, by the use of finite element software ANSYS, the finite element model of single specimens of portal rigid frame and the overall portal rigid frame building are established. portal rigid frame’s beam and column is variable cross section. Through the modal analysis, comparative analysis of the frequency and vibration type of the radiolabeling specimens and finite element model of the whole, for the further development of variable cross-section portal rigid frame of earthquake and wind vibration analysis lay the foundation.

Development of a System Analysis Toolkit for Sensitivity Analysis, Uncertainty Propagation, and Estimation of Parameter Distribution

International Nuclear Information System (INIS)

Heo, Jaeseok; Kim, Kyung Doo

2015-01-01

Statistical approaches to uncertainty quantification and sensitivity analysis are very important in estimating the safety margins for an engineering design application. This paper presents a system analysis and optimization toolkit developed by Korea Atomic Energy Research Institute (KAERI), which includes multiple packages of the sensitivity analysis and uncertainty quantification algorithms. In order to reduce the computing demand, multiple compute resources including multiprocessor computers and a network of workstations are simultaneously used. A Graphical User Interface (GUI) was also developed within the parallel computing framework for users to readily employ the toolkit for an engineering design and optimization problem. The goal of this work is to develop a GUI framework for engineering design and scientific analysis problems by implementing multiple packages of system analysis methods in the parallel computing toolkit. This was done by building an interface between an engineering simulation code and the system analysis software packages. The methods and strategies in the framework were designed to exploit parallel computing resources such as those found in a desktop multiprocessor workstation or a network of workstations. Available approaches in the framework include statistical and mathematical algorithms for use in science and engineering design problems. Currently the toolkit has 6 modules of the system analysis methodologies: deterministic and probabilistic approaches of data assimilation, uncertainty propagation, Chi-square linearity test, sensitivity analysis, and FFTBM

Development of a System Analysis Toolkit for Sensitivity Analysis, Uncertainty Propagation, and Estimation of Parameter Distribution

Energy Technology Data Exchange (ETDEWEB)

Heo, Jaeseok; Kim, Kyung Doo [KAERI, Daejeon (Korea, Republic of)

2015-05-15

Statistical approaches to uncertainty quantification and sensitivity analysis are very important in estimating the safety margins for an engineering design application. This paper presents a system analysis and optimization toolkit developed by Korea Atomic Energy Research Institute (KAERI), which includes multiple packages of the sensitivity analysis and uncertainty quantification algorithms. In order to reduce the computing demand, multiple compute resources including multiprocessor computers and a network of workstations are simultaneously used. A Graphical User Interface (GUI) was also developed within the parallel computing framework for users to readily employ the toolkit for an engineering design and optimization problem. The goal of this work is to develop a GUI framework for engineering design and scientific analysis problems by implementing multiple packages of system analysis methods in the parallel computing toolkit. This was done by building an interface between an engineering simulation code and the system analysis software packages. The methods and strategies in the framework were designed to exploit parallel computing resources such as those found in a desktop multiprocessor workstation or a network of workstations. Available approaches in the framework include statistical and mathematical algorithms for use in science and engineering design problems. Currently the toolkit has 6 modules of the system analysis methodologies: deterministic and probabilistic approaches of data assimilation, uncertainty propagation, Chi-square linearity test, sensitivity analysis, and FFTBM.

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

International Nuclear Information System (INIS)

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

2012-01-01

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

Nordic reference study on uncertainty and sensitivity analysis

International Nuclear Information System (INIS)

Hirschberg, S.; Jacobsson, P.; Pulkkinen, U.; Porn, K.

1989-01-01

This paper provides a review of the first phase of Nordic reference study on uncertainty and sensitivity analysis. The main objective of this study is to use experiences form previous Nordic Benchmark Exercises and reference studies concerning critical modeling issues such as common cause failures and human interactions, and to demonstrate the impact of associated uncertainties on the uncertainty of the investigated accident sequence. This has been done independently by three working groups which used different approaches to modeling and to uncertainty analysis. The estimated uncertainty interval for the analyzed accident sequence is large. Also the discrepancies between the groups are substantial but can be explained. Sensitivity analyses which have been carried out concern e.g. use of different CCF-quantification models, alternative handling of CCF-data, time windows for operator actions and time dependences in phase mission operation, impact of state-of-knowledge dependences and ranking of dominating uncertainty contributors. Specific findings with respect to these issues are summarized in the paper

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

OpenAIRE

Zuidwijk, Rob

2005-01-01

textabstractSensitivity analysis is used to quantify the impact of changes in the initial data of linear programs on the optimal value. In particular, parametric sensitivity analysis involves a perturbation analysis in which the effects of small changes of some or all of the initial data on an optimal solution are investigated, and the optimal solution is studied on a so-called critical range of the initial data, in which certain properties such as the optimal basis in linear programming are ...

Global sensitivity analysis of Alkali-Surfactant-Polymer enhanced oil recovery processes

Energy Technology Data Exchange (ETDEWEB)

Carrero, Enrique; Queipo, Nestor V.; Pintos, Salvador; Zerpa, Luis E. [Applied Computing Institute, Faculty of Engineering, University of Zulia, Zulia (Venezuela)

2007-08-15

After conventional waterflooding processes the residual oil in the reservoir remains as a discontinuous phase in the form of oil drops trapped by capillary forces and is likely to be around 70% of the original oil in place (OOIP). The EOR method so-called Alkaline-Surfactant-Polymer (ASP) flooding has been proved to be effective in reducing the oil residual saturation in laboratory experiments and field projects through reduction of interfacial tension and mobility ratio between oil and water phases. A critical step for the optimal design and control of ASP recovery processes is to find the relative contributions of design variables such as, slug size and chemical concentrations, in the variability of given performance measures (e.g., net present value, cumulative oil recovery), considering a heterogeneous and multiphase petroleum reservoir (sensitivity analysis). Previously reported works using reservoir numerical simulation have been limited to local sensitivity analyses because a global sensitivity analysis may require hundreds or even thousands of computationally expensive evaluations (field scale numerical simulations). To overcome this issue, a surrogate-based approach is suggested. Surrogate-based analysis/optimization makes reference to the idea of constructing an alternative fast model (surrogate) from numerical simulation data and using it for analysis/optimization purposes. This paper presents an efficient global sensitivity approach based on Sobol's method and multiple surrogates (i.e., Polynomial Regression, Kriging, Radial Base Functions and a Weighed Adaptive Model), with the multiple surrogates used to address the uncertainty in the analysis derived from plausible alternative surrogate-modeling schemes. The proposed approach was evaluated in the context of the global sensitivity analysis of a field scale Alkali-Surfactant-Polymer flooding process. The design variables and the performance measure in the ASP process were selected as slug size

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

Science.gov (United States)

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

1999-01-01

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

Sensitivity Analysis of features in tolerancing based on constraint function level sets

International Nuclear Information System (INIS)

Ziegler, Philipp; Wartzack, Sandro

2015-01-01

Usually, the geometry of the manufactured product inherently varies from the nominal geometry. This may negatively affect the product functions and properties (such as quality and reliability), as well as the assemblability of the single components. In order to avoid this, the geometric variation of these component surfaces and associated geometry elements (like hole axes) are restricted by tolerances. Since tighter tolerances lead to significant higher manufacturing costs, tolerances should be specified carefully. Therefore, the impact of deviating component surfaces on functions, properties and assemblability of the product has to be analyzed. As physical experiments are expensive, methods of statistical tolerance analysis tools are widely used in engineering design. Current tolerance simulation tools lack of an appropriate indicator for the impact of deviating component surfaces. In the adoption of Sensitivity Analysis methods, there are several challenges, which arise from the specific framework in tolerancing. This paper presents an approach to adopt Sensitivity Analysis methods on current tolerance simulations with an interface module, which bases on level sets of constraint functions for parameters of the simulation model. The paper is an extension and generalization of Ziegler and Wartzack [1]. Mathematical properties of the constraint functions (convexity, homogeneity), which are important for the computational costs of the Sensitivity Analysis, are shown. The practical use of the method is illustrated in a case study of a plain bearing. - Highlights: • Alternative definition of Deviation Domains. • Proof of mathematical properties of the Deviation Domains. • Definition of the interface between Deviation Domains and Sensitivity Analysis. • Sensitivity analysis of a gearbox to show the methods practical use

R-matrix analysis of the /sup 239/Pu neutron cross sections

Energy Technology Data Exchange (ETDEWEB)

Saussure, G. de; Perez, R.B.; Macklin, R.L.

1986-03-01

/sup 239/Pu neutron cross-section data in the resolved resonance region were analyzed with the R-Matrix Bayesian Program SAMMY. Below 30 eV the cross sections computed with the multilevel parameters are consistent with recent fission and transmission measurements as well as with older capture and alpha measurements. Above 30 eV no suitable transmission data were available and only fission cross-section measurements were analyzed. However, since the analysis conserves the complete covariance matrix, the analysis can be updated by the Bayes method as transmission measurements become available. To date, the analysis of the fission measurements has been completed up to 300 eV.

A revision of sensitivity analysis for small reactivity effects in ZPRs

International Nuclear Information System (INIS)

Ros, Paul; Blaise, Patrick; Gruel, Adrien; Leconte, Pierre

2017-01-01

Sensitivity analysis appears to be an important element for nuclear data improvement experiments. Indeed, it brings significant information on the contribution of the isotopes involved in the measurements performed in Zero Power Reactors (ZPRs), particularly oscillation measurements like in MINERVE, and its successor ZEPHYR (Zero power Experimental PHYsics Reactor), currently being designed at CEA. Oscillation measurements consist in oscillating a small sample made of separated isotopes (or irradiated fuels) in the core center. Then, two perturbations occur: a local one corresponding to the flux modification around the sample, and a global one which corresponds to the induced variation of reactivity. This variation of reactivity is either uncontrolled (open loop) or automatically compensated by an external pilot rod (closed loop) to keep the configuration in its critical state. Representativity studies are used in order to evaluate the pertinence of an experiment configuration versus a targeted application. For oscillation experiments, sensitivity of the reactivity effects to nuclear data is needed to obtain such coefficients. The Equivalent Generalized Perturbation Theory (EGPT) method, based on an approximation of the Generalized Perturbation. Theory, is currently applied in the ERANOS code for control rod insertions and other important variations of reactivity. However, such reactivity insertions induce consequent reactivity changes and variations of the flux, whereas oscillations induce maximal reactivity effects of 10 pcm (10 10 -5 Δk/k ) and consequently very local variations of the flux surrounding the sample. Therefore, such numerical methods are not necessarily adapted to the calculation of small reactivity effect sensitivities to nuclear data. The influence of peripheral isotopes (through their cross-sections) to central measurements is evaluated thanks to the deterministic EGPT method and the Monte-Carlo technique of correlated samples. Large

Sensitivity analysis in multiple imputation in effectiveness studies of psychotherapy.

Science.gov (United States)

Crameri, Aureliano; von Wyl, Agnes; Koemeda, Margit; Schulthess, Peter; Tschuschke, Volker

2015-01-01

The importance of preventing and treating incomplete data in effectiveness studies is nowadays emphasized. However, most of the publications focus on randomized clinical trials (RCT). One flexible technique for statistical inference with missing data is multiple imputation (MI). Since methods such as MI rely on the assumption of missing data being at random (MAR), a sensitivity analysis for testing the robustness against departures from this assumption is required. In this paper we present a sensitivity analysis technique based on posterior predictive checking, which takes into consideration the concept of clinical significance used in the evaluation of intra-individual changes. We demonstrate the possibilities this technique can offer with the example of irregular longitudinal data collected with the Outcome Questionnaire-45 (OQ-45) and the Helping Alliance Questionnaire (HAQ) in a sample of 260 outpatients. The sensitivity analysis can be used to (1) quantify the degree of bias introduced by missing not at random data (MNAR) in a worst reasonable case scenario, (2) compare the performance of different analysis methods for dealing with missing data, or (3) detect the influence of possible violations to the model assumptions (e.g., lack of normality). Moreover, our analysis showed that ratings from the patient's and therapist's version of the HAQ could significantly improve the predictive value of the routine outcome monitoring based on the OQ-45. Since analysis dropouts always occur, repeated measurements with the OQ-45 and the HAQ analyzed with MI are useful to improve the accuracy of outcome estimates in quality assurance assessments and non-randomized effectiveness studies in the field of outpatient psychotherapy.

Optimizing human activity patterns using global sensitivity analysis.

Science.gov (United States)

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

2014-12-01

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

Sensitivity analysis overlaps of friction elements in cartridge seals

Directory of Open Access Journals (Sweden)

Žmindák Milan

2018-01-01

Full Text Available Cartridge seals are self-contained units consisting of a shaft sleeve, seals, and gland plate. The applications of mechanical seals are numerous. The most common example of application is in bearing production for automobile industry. This paper deals with the sensitivity analysis of overlaps friction elements in cartridge seal and their influence on the friction torque sealing and compressive force. Furthermore, it describes materials for the manufacture of sealings, approaches usually used to solution of hyperelastic materials by FEM and short introduction into the topic wheel bearings. The practical part contains one of the approach for measurement friction torque, which results were used to specifying the methodology and precision of FEM calculation realized by software ANSYS WORKBENCH. This part also contains the sensitivity analysis of overlaps friction elements.

STEM mode in the SEM for the analysis of cellular sections prepared by ultramicrotome sectioning

International Nuclear Information System (INIS)

Hondow, N; Harrington, J; Brydson, R; Brown, A

2012-01-01

The use of the dual imaging capabilities of a scanning electron microscope fitted with a transmitted electron detector is highlighted in the analysis of samples with importance in the field of nanotoxicology. Cellular uptake of nanomaterials is often examined by transmission electron microscopy of thin sections prepared by ultramicrotome sectioning. Examination by SEM allows for the detection of artefacts caused by sample preparation (eg. nanomaterial pull-out) and the complementary STEM mode permits study of the interaction between nanomaterials and cells. Thin sections of two nanomaterials of importance in nanotoxicology (cadmium selenide quantum dots and single walled carbon nanotubes) are examined using STEM mode in the SEM.

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

International Nuclear Information System (INIS)

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

2005-01-01

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

Supplementary Material for: A global sensitivity analysis approach for morphogenesis models

KAUST Repository

Boas, Sonja; Navarro, Marí a; Merks, Roeland; Blom, Joke

2015-01-01

) represent cell properties and behaviors that drive the mechanisms of angiogenic sprouting. The global sensitivity analysis correctly identified the dominant parameters in the model, consistent with previous studies. Additionally, the analysis provided

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

Science.gov (United States)

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

2016-01-01

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

A method of the sensitivity analysis of build-up and decay of actinides

International Nuclear Information System (INIS)

Mitani, Hiroshi; Koyama, Kinji; Kuroi, Hideo

1977-07-01

To make sensitivity analysis of build-up and decay of actinides, mathematical methods related to this problem have been investigated in detail. Application of time-dependent perturbation technique and Bateman method to sensitivity analysis is mainly studied. For the purpose, a basic equation and its adjoint equation for build-up and decay of actinides are systematically solved by introducing Laplace and modified Laplace transforms and their convolution theorems. Then, the mathematical method of sensitivity analyses is formulated by the above technique; its physical significance is also discussed. Finally, application of eigenvalue-method is investigated. Sensitivity coefficients can be directly calculated by this method. (auth.)

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.

Analysis of Dynamic Characteristics of Portal Frame with Variable Section

OpenAIRE

Hao Jianing

2016-01-01

Combined with a portal frame design, by the use of finite element software ANSYS, the finite element model of single specimens of portal rigid frame and the overall portal rigid frame building are established. portal rigid frame’s beam and column is variable cross section. Through the modal analysis, comparative analysis of the frequency and vibration type of the radiolabeling specimens and finite element model of the whole, for the further development of variable cross-section portal rigid f...

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

International Nuclear Information System (INIS)

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

1983-10-01

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

Bayesian Sensitivity Analysis of a Nonlinear Dynamic Factor Analysis Model with Nonparametric Prior and Possible Nonignorable Missingness.

Science.gov (United States)

Tang, Niansheng; Chow, Sy-Miin; Ibrahim, Joseph G; Zhu, Hongtu

2017-12-01

Many psychological concepts are unobserved and usually represented as latent factors apprehended through multiple observed indicators. When multiple-subject multivariate time series data are available, dynamic factor analysis models with random effects offer one way of modeling patterns of within- and between-person variations by combining factor analysis and time series analysis at the factor level. Using the Dirichlet process (DP) as a nonparametric prior for individual-specific time series parameters further allows the distributional forms of these parameters to deviate from commonly imposed (e.g., normal or other symmetric) functional forms, arising as a result of these parameters' restricted ranges. Given the complexity of such models, a thorough sensitivity analysis is critical but computationally prohibitive. We propose a Bayesian local influence method that allows for simultaneous sensitivity analysis of multiple modeling components within a single fitting of the model of choice. Five illustrations and an empirical example are provided to demonstrate the utility of the proposed approach in facilitating the detection of outlying cases and common sources of misspecification in dynamic factor analysis models, as well as identification of modeling components that are sensitive to changes in the DP prior specification.

A tool model for predicting atmospheric kinetics with sensitivity analysis

Institute of Scientific and Technical Information of China (English)

无

2001-01-01

A package( a tool model) for program of predicting atmospheric chemical kinetics with sensitivity analysis is presented. The new direct method of calculating the first order sensitivity coefficients using sparse matrix technology to chemical kinetics is included in the tool model, it is only necessary to triangularize the matrix related to the Jacobian matrix of the model equation. The Gear type procedure is used to integrate amodel equation and its coupled auxiliary sensitivity coefficient equations. The FORTRAN subroutines of the model equation, the sensitivity coefficient equations, and their Jacobian analytical expressions are generated automatically from a chemical mechanism. The kinetic representation for the model equation and its sensitivity coefficient equations, and their Jacobian matrix is presented. Various FORTRAN subroutines in packages, such as SLODE, modified MA28, Gear package, with which the program runs in conjunction are recommended.The photo-oxidation of dimethyl disulfide is used for illustration.

Sensitivity analysis on retardation effect of natural barriers against radionuclide transport

International Nuclear Information System (INIS)

Hatanaka, K.

1994-01-01

The generic performance assessment of the geological disposal system for high level waste (HLW) in Japan has been carried out by the Power Reactor and Nuclear Fuel Development Corporation (PNC) in accordance with the overall HLW management program defined by the Atomic Energy Commission of Japan. The Japanese concept of the geological disposal system is based on a multi-barrier system which is composed of vitrified waste, carbon steel overpack, thick bentonite buffer and a variety of realistic geological conditions. The main objectives of the study are the detailed analysis of the performance of engineered barrier system (EBS) and the analysis of the performance of natural barrier system (NBS) and the evaluation of its compliance with the required overall system performance. Sensitivity analysis was carried out for the objectives to investigate the way and extent of the retardation in the release to biosphere by the effect of NBS, and to clarify the conditions which is sufficient to ensure that the overall system meets safety requirement. The radionuclide transport model in geological media, the sensitivity analysis, and the calculated results of the retardation effect of NBS in terms of the sensitivity parameters are reported. (K.I.)

Supplementary Material for: A global sensitivity analysis approach for morphogenesis models

KAUST Repository

Boas, Sonja

2015-01-01

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

Sensitivity analysis of the Ohio phosphorus risk index

Science.gov (United States)

The Phosphorus (P) Index is a widely used tool for assessing the vulnerability of agricultural fields to P loss; yet, few of the P Indices developed in the U.S. have been evaluated for their accuracy. Sensitivity analysis is one approach that can be used prior to calibration and field-scale testing ...

Sensitivity analysis of physiochemical interaction model: which pair ...

African Journals Online (AJOL)

... of two model parameters at a time on the solution trajectory of physiochemical interaction over a time interval. Our aim is to use this powerful mathematical technique to select the important pair of parameters of this physical process which is cost-effective. Keywords: Passivation Rate, Sensitivity Analysis, ODE23, ODE45 ...

Weighting-Based Sensitivity Analysis in Causal Mediation Studies

Science.gov (United States)

Hong, Guanglei; Qin, Xu; Yang, Fan

2018-01-01

Through a sensitivity analysis, the analyst attempts to determine whether a conclusion of causal inference could be easily reversed by a plausible violation of an identification assumption. Analytic conclusions that are harder to alter by such a violation are expected to add a higher value to scientific knowledge about causality. This article…

How often do sensitivity analyses for economic parameters change cost-utility analysis conclusions?

Science.gov (United States)

Schackman, Bruce R; Gold, Heather Taffet; Stone, Patricia W; Neumann, Peter J

2004-01-01

There is limited evidence about the extent to which sensitivity analysis has been used in the cost-effectiveness literature. Sensitivity analyses for health-related QOL (HR-QOL), cost and discount rate economic parameters are of particular interest because they measure the effects of methodological and estimation uncertainties. To investigate the use of sensitivity analyses in the pharmaceutical cost-utility literature in order to test whether a change in economic parameters could result in a different conclusion regarding the cost effectiveness of the intervention analysed. Cost-utility analyses of pharmaceuticals identified in a prior comprehensive audit (70 articles) were reviewed and further audited. For each base case for which sensitivity analyses were reported (n = 122), up to two sensitivity analyses for HR-QOL (n = 133), cost (n = 99), and discount rate (n = 128) were examined. Article mentions of thresholds for acceptable cost-utility ratios were recorded (total 36). Cost-utility ratios were denominated in US dollars for the year reported in each of the original articles in order to determine whether a different conclusion would have been indicated at the time the article was published. Quality ratings from the original audit for articles where sensitivity analysis results crossed the cost-utility ratio threshold above the base-case result were compared with those that did not. The most frequently mentioned cost-utility thresholds were $US20,000/QALY, $US50,000/QALY, and $US100,000/QALY. The proportions of sensitivity analyses reporting quantitative results that crossed the threshold above the base-case results (or where the sensitivity analysis result was dominated) were 31% for HR-QOL sensitivity analyses, 20% for cost-sensitivity analyses, and 15% for discount-rate sensitivity analyses. Almost half of the discount-rate sensitivity analyses did not report quantitative results. Articles that reported sensitivity analyses where results crossed the cost

Estimated 55Mn and 90Zr cross section covariances in the fast neutron energy region

International Nuclear Information System (INIS)

Pigni, M.T.; Herman, M.; Oblozinsky, P.

2008-01-01

We completed estimates of neutron cross section covariances for 55 Mn and 90 Zr, from keV range to 25 MeV, considering the most important reaction channels, total, elastic, inelastic, capture, and (n,2n). The nuclear reaction model code EMPIRE was used to calculate sensitivity to model parameters by perturbation of parameters that define the optical model potential, nuclear level densities and strength of the pre-equilibrium emission. The sensitivity analysis was performed with the set of parameters which reproduces the ENDF/B-VII.0 cross sections. The experimental data were analyzed and both statistical and systematic uncertainties were extracted from almost 30 selected experiments. Then, the Bayesian code KALMAN was used to combine the sensitivity analysis and the experiments to obtain the evaluated covariance matrices

Estimated 55Mn and 90Zr cross section covariances in the fast neutron energy region

Energy Technology Data Exchange (ETDEWEB)

Pigni,M.T.; Herman, M.; Oblozinsky, P.

2008-06-24

We completed estimates of neutron cross section covariances for {sup 55}Mn and {sup 90}Zr, from keV range to 25 MeV, considering the most important reaction channels, total, elastic, inelastic, capture, and (n,2n). The nuclear reaction model code EMPIRE was used to calculate sensitivity to model parameters by perturbation of parameters that define the optical model potential, nuclear level densities and strength of the pre-equilibrium emission. The sensitivity analysis was performed with the set of parameters which reproduces the ENDF/B-VII.0 cross sections. The experimental data were analyzed and both statistical and systematic uncertainties were extracted from almost 30 selected experiments. Then, the Bayesian code KALMAN was used to combine the sensitivity analysis and the experiments to obtain the evaluated covariance matrices.

A comparison of Bayesian and Monte Carlo sensitivity analysis for unmeasured confounding.

Science.gov (United States)

McCandless, Lawrence C; Gustafson, Paul

2017-08-15

Bias from unmeasured confounding is a persistent concern in observational studies, and sensitivity analysis has been proposed as a solution. In the recent years, probabilistic sensitivity analysis using either Monte Carlo sensitivity analysis (MCSA) or Bayesian sensitivity analysis (BSA) has emerged as a practical analytic strategy when there are multiple bias parameters inputs. BSA uses Bayes theorem to formally combine evidence from the prior distribution and the data. In contrast, MCSA samples bias parameters directly from the prior distribution. Intuitively, one would think that BSA and MCSA ought to give similar results. Both methods use similar models and the same (prior) probability distributions for the bias parameters. In this paper, we illustrate the surprising finding that BSA and MCSA can give very different results. Specifically, we demonstrate that MCSA can give inaccurate uncertainty assessments (e.g. 95% intervals) that do not reflect the data's influence on uncertainty about unmeasured confounding. Using a data example from epidemiology and simulation studies, we show that certain combinations of data and prior distributions can result in dramatic prior-to-posterior changes in uncertainty about the bias parameters. This occurs because the application of Bayes theorem in a non-identifiable model can sometimes rule out certain patterns of unmeasured confounding that are not compatible with the data. Consequently, the MCSA approach may give 95% intervals that are either too wide or too narrow and that do not have 95% frequentist coverage probability. Based on our findings, we recommend that analysts use BSA for probabilistic sensitivity analysis. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Uncertainty and Sensitivity Analysis of Afterbody Radiative Heating Predictions for Earth Entry

Science.gov (United States)

West, Thomas K., IV; Johnston, Christopher O.; Hosder, Serhat

2016-01-01

The objective of this work was to perform sensitivity analysis and uncertainty quantification for afterbody radiative heating predictions of Stardust capsule during Earth entry at peak afterbody radiation conditions. The radiation environment in the afterbody region poses significant challenges for accurate uncertainty quantification and sensitivity analysis due to the complexity of the flow physics, computational cost, and large number of un-certain variables. In this study, first a sparse collocation non-intrusive polynomial chaos approach along with global non-linear sensitivity analysis was used to identify the most significant uncertain variables and reduce the dimensions of the stochastic problem. Then, a total order stochastic expansion was constructed over only the important parameters for an efficient and accurate estimate of the uncertainty in radiation. Based on previous work, 388 uncertain parameters were considered in the radiation model, which came from the thermodynamics, flow field chemistry, and radiation modeling. The sensitivity analysis showed that only four of these variables contributed significantly to afterbody radiation uncertainty, accounting for almost 95% of the uncertainty. These included the electronic- impact excitation rate for N between level 2 and level 5 and rates of three chemical reactions in uencing N, N(+), O, and O(+) number densities in the flow field.

Global sensitivity analysis of multiscale properties of porous materials

Science.gov (United States)

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

2018-02-01

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

Least Squares Shadowing sensitivity analysis of chaotic limit cycle oscillations

Energy Technology Data Exchange (ETDEWEB)

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

2014-06-15

The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged quantity. This failure is known to be caused by ill-conditioned initial value problems. This paper overcomes this failure by replacing the initial value problem with the well-conditioned “least squares shadowing (LSS) problem”. The LSS problem is then linearized in our sensitivity analysis algorithm, which computes a derivative that converges to the derivative of the infinitely long time average. We demonstrate our algorithm in several dynamical systems exhibiting both periodic and chaotic oscillations.

Sobol’ sensitivity analysis for stressor impacts on honeybee colonies

Science.gov (United States)

We employ Monte Carlo simulation and nonlinear sensitivity analysis techniques to describe the dynamics of a bee exposure model, VarroaPop. Daily simulations are performed of hive population trajectories, taking into account queen strength, foraging success, mite impacts, weather...

Demonstration of uncertainty quantification and sensitivity analysis for PWR fuel performance with BISON

International Nuclear Information System (INIS)

Zhang, Hongbin; Zhao, Haihua; Zou, Ling; Burns, Douglas; Ladd, Jacob

2017-01-01

BISON is an advanced fuels performance code being developed at Idaho National Laboratory and is the code of choice for fuels performance by the U.S. Department of Energy (DOE)’s Consortium for Advanced Simulation of Light Water Reactors (CASL) Program. An approach to uncertainty quantification and sensitivity analysis with BISON was developed and a new toolkit was created. A PWR fuel rod model was developed and simulated by BISON, and uncertainty quantification and sensitivity analysis were performed with eighteen uncertain input parameters. The maximum fuel temperature and gap conductance were selected as the figures of merit (FOM). Pearson, Spearman, and partial correlation coefficients were considered for all of the figures of merit in sensitivity analysis. (author)

Demonstration of Uncertainty Quantification and Sensitivity Analysis for PWR Fuel Performance with BISON

Energy Technology Data Exchange (ETDEWEB)

Zhang, Hongbin; Ladd, Jacob; Zhao, Haihua; Zou, Ling; Burns, Douglas

2015-11-01

BISON is an advanced fuels performance code being developed at Idaho National Laboratory and is the code of choice for fuels performance by the U.S. Department of Energy (DOE)’s Consortium for Advanced Simulation of Light Water Reactors (CASL) Program. An approach to uncertainty quantification and sensitivity analysis with BISON was developed and a new toolkit was created. A PWR fuel rod model was developed and simulated by BISON, and uncertainty quantification and sensitivity analysis were performed with eighteen uncertain input parameters. The maximum fuel temperature and gap conductance were selected as the figures of merit (FOM). Pearson, Spearman, and partial correlation coefficients were considered for all of the figures of merit in sensitivity analysis.

AN OVERVIEW OF THE UNCERTAINTY ANALYSIS, SENSITIVITY ANALYSIS, AND PARAMETER ESTIMATION (UA/SA/PE) API AND HOW TO IMPLEMENT IT

Science.gov (United States)

The Application Programming Interface (API) for Uncertainty Analysis, Sensitivity Analysis, andParameter Estimation (UA/SA/PE API) (also known as Calibration, Optimization and Sensitivity and Uncertainty (CUSO)) was developed in a joint effort between several members of both ...

Utility of intraoperative frozen sections in surgical decision making for acute invasive fungal rhinosinusitis.

Science.gov (United States)

Papagiannopoulos, Peter; Lin, Diana Murro; Al-Khudari, Samer; Rajan, Kumar; Reddy, Swathi; Gattuso, Paulo; Tajudeen, Bobby; Batra, Pete S

2017-05-01

Acute invasive fungal rhinosinusitis (AIFRS) represents a fulminant, potentially fatal, disease process in immunocompromised patients. The diagnosis often rests on high index of clinical suspicion, with relative paucity of data on the diagnostic and therapeutic implications of intraoperative frozen sections. Retrospective review was performed for 18 cases undergoing endoscopic sinus surgery for AIFRS. Reliability of intraoperative frozen section diagnosis was evaluated for all patients using final pathology as the gold standard. A total of 66 frozen sections were performed. Diagnostic accuracy of frozen sections illustrated sensitivity of 72.7% (95% confidence interval [CI], 0.57 to 0.85), specificity of 100% (95% CI, 0.85 to 1.00), positive predictive value (PPV) of 100% (95% CI, 0.89 to 1.00), and negative predictive value (NPV) of 64.7% (95% CI, 0.46 to 0.80). There was no statistically significant difference in sensitivity of frozen sections in cases of Mucor and Aspergillus at 68.8%% and 76.2%, respectively (p = 0.61). This study represents the largest series assessing the diagnostic accuracy of frozen section analysis in AIFRS. Frozen section analysis is an effective tool for guiding intraoperative decision making in patients with AIFRS with a high PPV. A Low NPV underscores the importance of clinical suspicion and intraoperative decision making based on endoscopic findings when negative frozen section results are encountered. Further, frozen section analysis appears to be equally effective in detecting either Mucor or Aspergillus. © 2017 ARS-AAOA, LLC.

Sensitivity analysis and multidisciplinary optimization for aircraft design: Recent advances and results

Science.gov (United States)

Sobieszczanski-Sobieski, Jaroslaw

1988-01-01

Optimization by decomposition, complex system sensitivity analysis, and a rapid growth of disciplinary sensitivity analysis are some of the recent developments that hold promise of a quantum jump in the support engineers receive from computers in the quantitative aspects of design. Review of the salient points of these techniques is given and illustrated by examples from aircraft design as a process that combines the best of human intellect and computer power to manipulate data.

Sensitivity analysis in molecular dynamics and chemical kinetics and a theory of intramolecular energy transfer in the presence of intense radiation fields

International Nuclear Information System (INIS)

Eslava, L.A.

1983-01-01

This thesis is an investigation of two topics in the area of molecular and chemical dynamics phenomena. The first topic, Sensitivity Analysis in Molecular Dynamics and Chemical Kinetics, explores the response of the numerical solutions to variation in the input information. After a brief consideration of elementary sensitivity coefficients (i.e. partial derivatives of observables with respect to model parameters), attention is focused on an entire new family of derived coefficients capable of exhibiting important aspects of the underlying dynamics. Each derived sensitivity coefficient has a unique physical interpretation in terms of an experiment or modeling calculation. Also, a fitting model for rotationally inelastic cross sections that accurately predicts cross sections away from the region of parameter space used in the fitting is presented. The global behavior of cross sections in parameter space is examined, and a nonlinear interpolation formula is suggested which utilizes sensitivity information. The second topic, A Theory of Intramolecular Energy Transfer in the Presence of Intense Radiation Fields, represents a theoretical formulation of energy redistribution based on stochastic considerations. The fundamental assumption is that a random phase approximation is valid at specific time intervals. This results in the replacement of the Schrodinger equation by a master-type equation, which is further approximated by a Fokker-Planck diffusion like equation. Energy transfer is described as a flow of probability among the quantum states, and the dissociation of dynamics are embodied in the boundary conditions. By virtue of the continuous character of the Fokker-Planck equation, the computational difficulty of its numerical solution depends only on the number of degrees of freedom and not on the number of states

Drug-sensitive tuberculosis, multidrug-resistant tuberculosis, and nontuberculous mycobacterial pulmonary disease in nonAIDS adults: comparisons of thin-section CT findings

International Nuclear Information System (INIS)

Chung, Myung Jin; Lee, Kyung Soo; Kim, Tae Sung; Kim, Sung Mok; Koh, Won-Jung; Kwon, O Jung; Kang, Eun Young; Kim, Seonwoo

2006-01-01

The aim of this work was to compare thin-section CT (TSCT) findings of drug-sensitive (DS) tuberculosis (TB), multidrug-resistant (MDR) TB, and nontuberculous mycobacterial (NTM) pulmonary disease in nonAIDS adults. During 2003, 216 (113 DS TB, 35 MDR TB, and 68 NTM) patients with smear-positive sputum for acid-fast bacilli (AFB), and who were subsequently confirmed to have mycobacterial pulmonary disease, underwent thoracic TSCT. The frequency of lung lesion patterns on TSCT and patients' demographic data were compared. The commonest TSCT findings were tree-in-bud opacities and nodules. On a per-person basis, significant differences were found in the frequency of multiple cavities and bronchiectasis (P<0.001, chi-square test and multiple logistic regression analysis). Multiple cavities were more frequent in MDR TB than in the other two groups and extensive bronchiectasis in NTM disease (multiple logistic regression analysis). Patients with MDR TB were younger than those with DS TB or NTM disease (P<0.001, multiple logistic regression analysis). Previous tuberculosis treatment history was significantly more frequent in patients with MDR TB or NTM disease (P<0.001, chi-square test and multiple logistic regression analysis). In patients with positive sputum AFB, multiple cavities, young age, and previous tuberculosis treatment history imply MDR TB, whereas extensive bronchiectasis, old age, and previous tuberculosis treatment history NTM disease. (orig.)

Drug-sensitive tuberculosis, multidrug-resistant tuberculosis, and nontuberculous mycobacterial pulmonary disease in nonAIDS adults: comparisons of thin-section CT findings

Energy Technology Data Exchange (ETDEWEB)

Chung, Myung Jin; Lee, Kyung Soo; Kim, Tae Sung; Kim, Sung Mok [Sungkyunkwan University School of Medicine, Department of Radiology and Center for Imaging Science, Samsung Medical Center, Seoul (Korea); Koh, Won-Jung; Kwon, O Jung [Sungkyunkwan University School of Medicine, Division of Pulmonary and Critical Care Medicine, Department of Medicine, Samsung Medical Center, Seoul (Korea); Kang, Eun Young [Korea University Guro Hospital, Department of Diagnostic Radiology, Korea University College of Medicine, Seoul (Korea); Kim, Seonwoo [Sungkyunkwan University School of Medicine, Biostatistics Unit of the Samsung Biomedical Research Institute, Samsung Medical Center, Seoul (Korea)

2006-09-15

The aim of this work was to compare thin-section CT (TSCT) findings of drug-sensitive (DS) tuberculosis (TB), multidrug-resistant (MDR) TB, and nontuberculous mycobacterial (NTM) pulmonary disease in nonAIDS adults. During 2003, 216 (113 DS TB, 35 MDR TB, and 68 NTM) patients with smear-positive sputum for acid-fast bacilli (AFB), and who were subsequently confirmed to have mycobacterial pulmonary disease, underwent thoracic TSCT. The frequency of lung lesion patterns on TSCT and patients' demographic data were compared. The commonest TSCT findings were tree-in-bud opacities and nodules. On a per-person basis, significant differences were found in the frequency of multiple cavities and bronchiectasis (P<0.001, chi-square test and multiple logistic regression analysis). Multiple cavities were more frequent in MDR TB than in the other two groups and extensive bronchiectasis in NTM disease (multiple logistic regression analysis). Patients with MDR TB were younger than those with DS TB or NTM disease (P<0.001, multiple logistic regression analysis). Previous tuberculosis treatment history was significantly more frequent in patients with MDR TB or NTM disease (P<0.001, chi-square test and multiple logistic regression analysis). In patients with positive sputum AFB, multiple cavities, young age, and previous tuberculosis treatment history imply MDR TB, whereas extensive bronchiectasis, old age, and previous tuberculosis treatment history NTM disease. (orig.)

Genetic analysis of relative traits for a drought-sensitive mutant

International Nuclear Information System (INIS)

Gao Kangning; Wang Huaqi

2009-01-01

A drought-sensitive mutant (M616), selected from Handao 616 (HD616) by 60 Co γ-irradiation at 200Gy, was used. Some morphological and yield related traits of M166 and HD616 related to drought resistance were investigated. We further developed F 1 and F 2 reciprocal hybrid combinations derived from the crosses between M616 and HD616, between M616 and IRAT109, respectively, and genetic analysis of 3 traits including plant height, culm width of main stem and seed setting rate on main panicle were camed out. The results showed that M616 showed obviously sensitive to drought stress. Analysis of variance for three traits in upland and paddy between F 1 reciprocal hybrid combinations showed that each trait had no significant difference, and indicated that there were no differences of cytoplasmic hereditary effect. In addition, 3 traits of F 2 populations, were found that the frequency distributions of culm width showed normal distribution, indicating that culm width was polygenic trait, and the frequency distribution of plant height and seed setting rate did not show normal distribution, indicating that the two traits were qualitative-quantitative traits. Genetic analysis of relative traits for a drought-sensitive mutant of upland rice was a basic work for the gene location and cloning. (authors)

Automated sensitivity analysis of the radionuclide migration code UCBNE10.2

International Nuclear Information System (INIS)

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

1985-01-01

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