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)

Origins of chemical diversity of back-arc basin basalts: A segment-scale study of the Eastern Lau Spreading Center

Science.gov (United States)

BéZos, Antoine; Escrig, StéPhane; Langmuir, Charles H.; Michael, Peter J.; Asimow, Paul D.

2009-06-01

We report major, trace, and volatile element data on basaltic glasses from the northernmost segment of the Eastern Lau Spreading Center (ELSC1) in the Lau back-arc basin to further test and constrain models of back-arc volcanism. The zero-age samples come from 47 precisely collected stations from an 85 km length spreading center. The chemical data covary similarly to other back-arc systems but with tighter correlations and well-developed spatial systematics. We confirm a correlation between volatile content and apparent extent of melting of the mantle source but also show that the data cannot be reproduced by the model of isobaric addition of water that has been broadly applied to back-arc basins. The new data also confirm that there is no relationship between mantle temperature and the wet melting productivity. Two distinct magmatic provinces can be identified along the ELSC1 axis, a southern province influenced by a "wet component" with strong affinities to arc volcanism and a northern province influenced by a "damp component" intermediate between enriched mid-ocean ridge basalts (E-MORB) and arc basalts. High-field strength elements and rare earth elements are all mobilized to some extent by the wet component, and the detailed composition of this component is determined. It differs in significant ways from the Mariana component reported by E. Stolper and S. Newman (1994), particularly by having lower abundances of most elements relative to H2O. The differences can be explained if the slab temperature is higher for the Mariana and the source from which the fluid is derived is more enriched. The ELSC1 damp component is best explained by mixing between the wet component and an E-MORB-like component. We propose that mixing between water-rich fluids and low-degree silicate melts occurs at depth in the subduction zone to generate the chemical diversity of the ELSC1 subduction components. These modified sources then rise independently to the surface and melt, and these

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 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.

Microbiology of Low Temperature Seafloor Deposits Along a Geochemical Gradient in Lau Basin

Science.gov (United States)

sylvan, J. B.; Sia, T. Y.; Haddad, A.; Briscoe, L. J.; Girguis, P. R.; Edwards, K. J.

2011-12-01

The East Lau Spreading Center (ELSC) and Valu Fa Ridge comprise a ridge segment in the southwest Pacific Ocean where rapid transitions in the underlying mantle lenses manifest themselves by gradients in seafloor rock geochemistry. At the spreading center in the north, basaltic host rock extrudes while the influence of subduction in the south creates mainly basaltic andesite host rock. A contuous gradient between these two end members exists along the spreading center. We studied the geology and microbial diversity of three silicate rock samples and three inactive sulfide chimney samples collected along the ELSC and Valu Fa Ridge by X-ray diffraction, elemental analysis, thin section analysis and construction of bacterial 16S rRNA clone libraries. Here, we discuss the geological and biological differences between the collected rocks. We found that the bacterial community composition changed as the host rock mineralogy and chemistry changed from north to south. Also, the bacterial community composition on the silicates is distinct from those on the inactive chimneys, and the interior conduit of an inactive chimney hosts a very different community from the exterior. Basalt from the northern end of the ELSC had high proportions of Alphaproteobacteria and Bacteroidetes. These proportions decreased on the silicates collected further south. Epsilonproteobacteria were also present on the basalt, decreased further south and were absent on the basaltic andesite. Conversely, basaltic andesite rocks from the southern end had high proportions of Chloroflexi, which decreased further north and were absent on basalt. The exterior of inactive sulfide structures were dominated by lineages of sulfur oxidizing Gammaproteobacteria and Epsilonproteobacteria and were less diverse than those on the silicates. The interior of one chimney was dominated by sulfate-reducing Deltaproteobacteria and was the least diverse of all samples. These results support the Mantle to Microbe hypothesis in

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)

Sensitivity analysis of EQ3

International Nuclear Information System (INIS)

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

1990-01-01

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

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

International Nuclear Information System (INIS)

Gerstl, S.A.W.

1980-01-01

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

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.

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

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

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.

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

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...

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.

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.

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.

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.

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

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.

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

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...

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.

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

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

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.

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.

Subharmonic Resonance of Van Der Pol Oscillator with Fractional-Order Derivative

Directory of Open Access Journals (Sweden)

Yongjun Shen

2014-01-01

Full Text Available The subharmonic resonance of van der Pol (VDP oscillator with fractional-order derivative is studied by the averaging method. At first, the first-order approximate solutions are obtained by the averaging method. Then the definitions of equivalent linear damping coefficient (ELDC and equivalent linear stiffness coefficient (ELSC for subharmonic resonance are established, and the effects of the fractional-order parameters on the ELDC, the ELSC, and the dynamical characteristics of system are also analysed. Moreover, the amplitude-frequency equation and phase-frequency equation of steady-state solution for subharmonic resonance are established. The corresponding stability condition is presented based on Lyapunov theory, and the existence condition for subharmonic resonance (ECSR is also obtained. At last, the comparisons of the fractional-order and the traditional integer-order VDP oscillator are fulfilled by the numerical simulation. The effects of the parameters in fractional-order derivative on the steady-state amplitude, the amplitude-frequency curves, and the system stability are also studied.

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.

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

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.

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

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)

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.

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

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

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

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.

Nature vs. nurture: gold perpetuates "stemness".

Science.gov (United States)

Paul, Willi; Sharma, Chandra P; Deb, Kaushik Dilip

2011-01-01

Adult tissues contain quiescent reservoirs of multipotent somatic stem cells and pluripotent embryonic-like stem cells (ELSCs). Credited with regenerative properties gold is used across both -contemporary and -ancient medicines. Here, we show that gold exerted these effects by enhancing the pool of pluripotent ELSC while improving their stemness. We used hESCs as an in-vitro model to understand if gold could enhance self-renewal and pluripotency. Swarna-bhasma (SB), an ancient Indian gold microparticulate (41.1 nm), preparation, reduced spontaneous-differentiation, improved self-renewal, pluripotency and proliferation of hESCs. Colloidal gold-nanoparticles (GNP) (15.59 nm) were tested to confirm that the observations were attributable to nanoparticulate-gold. SB and GNP exposure: maintained -stemness, -karyotypic stability, enhanced pluripotency till day-12, increased average colony-sizes, and reduced the number of autonomously-derived differentiated FGFR1 positive fibroblast-niche-cells/colony. Particulate-gold induced upregulation of FGFR1 and IGF2 expression, and decrease in IGF1 secretion indicates IGF1/2 mediated support for enhanced pluripotency and self-renewal in hESCs.

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

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

International Nuclear Information System (INIS)

Brown, C.S.; Zhang, Hongbin

2016-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

1998-12-31

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

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

Energy Technology Data Exchange (ETDEWEB)

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

1997-12-31

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

Generalized tolerance sensitivity and DEA metric sensitivity

OpenAIRE

Neralić, Luka; E. Wendell, Richard

2015-01-01

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

Generalized tolerance sensitivity and DEA metric sensitivity

Directory of Open Access Journals (Sweden)

Luka Neralić

2015-03-01

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

Demonstration sensitivity analysis for RADTRAN III

International Nuclear Information System (INIS)

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

1986-10-01

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

Sensitivity analysis of water consumption in an office building

Science.gov (United States)

Suchacek, Tomas; Tuhovcak, Ladislav; Rucka, Jan

2018-02-01

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

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

NARCIS (Netherlands)

Kleijnen, J.P.C.

2004-01-01

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

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...

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

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.

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.

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.

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

[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

SENSIT: a cross-section and design sensitivity and uncertainty analysis code. [In FORTRAN for CDC-7600, IBM 360

Energy Technology Data Exchange (ETDEWEB)

Gerstl, S.A.W.

1980-01-01

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

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

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.

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.

A survey of cross-section sensitivity analysis as applied to radiation shielding

International Nuclear Information System (INIS)

Goldstein, H.

1977-01-01

Cross section sensitivity studies revolve around finding the change in the value of an integral quantity, e.g. transmitted dose, for a given change in one of the cross sections. A review is given of the principal methodologies for obtaining the sensitivity profiles-principally direct calculations with altered cross sections, and linear perturbation theory. Some of the varied applications of cross section sensitivity analysis are described, including the practice, of questionable value, of adjusting input cross section data sets so as to provide agreement with integral experiments. Finally, a plea is made for using cross section sensitivity analysis as a powerful tool for analysing the transport mechanisms of particles in radiation shields and for constructing models of how cross section phenomena affect the transport. Cross section sensitivities in the shielding area have proved to be highly problem-dependent. Without the understanding afforded by such models, it is impossible to extrapolate the conclusions of cross section sensitivity analysis beyond the narrow limits of the specific situations examined in detail. Some of the elements that might be of use in developing the qualitative models are presented. (orig.) [de

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.

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.

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.…

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.

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”.

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

International Nuclear Information System (INIS)

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

2015-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-07-01

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

Sensitivity analysis of 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

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

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

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.

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

International Nuclear Information System (INIS)

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

2005-01-01

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

Sensitivity analysis 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.

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.

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

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.

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

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.

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.

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 ...

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.

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

Sensitivity Analysis of Unsteady Flow Fields and Impact of Measurement Strategy

Directory of Open Access Journals (Sweden)

Takashi Misaka

2014-01-01

Full Text Available Difficulty of data assimilation arises from a large difference between the sizes of a state vector to be determined, that is, the number of spatiotemporal mesh points of a discretized numerical model and a measurement vector, that is, the amount of measurement data. Flow variables on a large number of mesh points are hardly defined by spatiotemporally limited measurements, which poses an underdetermined problem. In this study we conduct the sensitivity analysis of two- and three-dimensional vortical flow fields within a framework of data assimilation. The impact of measurement strategy, which is evaluated by the sensitivity of the 4D-Var cost function with respect to measurements, is investigated to effectively determine a flow field by limited measurements. The assimilation experiment shows that the error defined by the difference between the reference and assimilated flow fields is reduced by using the sensitivity information to locate the limited number of measurement points. To conduct data assimilation for a long time period, the 4D-Var data assimilation and the sensitivity analysis are repeated with a short assimilation window.

Behavioral metabolomics analysis identifies novel neurochemical signatures in methamphetamine sensitization

Science.gov (United States)

Adkins, Daniel E.; McClay, Joseph L.; Vunck, Sarah A.; Batman, Angela M.; Vann, Robert E.; Clark, Shaunna L.; Souza, Renan P.; Crowley, James J.; Sullivan, Patrick F.; van den Oord, Edwin J.C.G.; Beardsley, Patrick M.

2014-01-01

Behavioral sensitization has been widely studied in animal models and is theorized to reflect neural modifications associated with human psychostimulant addiction. While the mesolimbic dopaminergic pathway is known to play a role, the neurochemical mechanisms underlying behavioral sensitization remain incompletely understood. In the present study, we conducted the first metabolomics analysis to globally characterize neurochemical differences associated with behavioral sensitization. Methamphetamine-induced sensitization measures were generated by statistically modeling longitudinal activity data for eight inbred strains of mice. Subsequent to behavioral testing, nontargeted liquid and gas chromatography-mass spectrometry profiling was performed on 48 brain samples, yielding 301 metabolite levels per sample after quality control. Association testing between metabolite levels and three primary dimensions of behavioral sensitization (total distance, stereotypy and margin time) showed four robust, significant associations at a stringent metabolome-wide significance threshold (false discovery rate < 0.05). Results implicated homocarnosine, a dipeptide of GABA and histidine, in total distance sensitization, GABA metabolite 4-guanidinobutanoate and pantothenate in stereotypy sensitization, and myo-inositol in margin time sensitization. Secondary analyses indicated that these associations were independent of concurrent methamphetamine levels and, with the exception of the myo-inositol association, suggest a mechanism whereby strain-based genetic variation produces specific baseline neurochemical differences that substantially influence the magnitude of MA-induced sensitization. These findings demonstrate the utility of mouse metabolomics for identifying novel biomarkers, and developing more comprehensive neurochemical models, of psychostimulant sensitization. PMID:24034544

The identification of model effective dimensions using global sensitivity analysis

International Nuclear Information System (INIS)

Kucherenko, Sergei; Feil, Balazs; Shah, Nilay; Mauntz, Wolfgang

2011-01-01

It is shown that the effective dimensions can be estimated at reasonable computational costs using variance based global sensitivity analysis. Namely, the effective dimension in the truncation sense can be found by using the Sobol' sensitivity indices for subsets of variables. The effective dimension in the superposition sense can be estimated by using the first order effects and the total Sobol' sensitivity indices. The classification of some important classes of integrable functions based on their effective dimension is proposed. It is shown that it can be used for the prediction of the QMC efficiency. Results of numerical tests verify the prediction of the developed techniques.

The identification of model effective dimensions using global sensitivity analysis

Energy Technology Data Exchange (ETDEWEB)

Kucherenko, Sergei, E-mail: s.kucherenko@ic.ac.u [CPSE, Imperial College London, South Kensington Campus, London SW7 2AZ (United Kingdom); Feil, Balazs [Department of Process Engineering, University of Pannonia, Veszprem (Hungary); Shah, Nilay [CPSE, Imperial College London, South Kensington Campus, London SW7 2AZ (United Kingdom); Mauntz, Wolfgang [Lehrstuhl fuer Anlagensteuerungstechnik, Fachbereich Chemietechnik, Universitaet Dortmund (Germany)

2011-04-15

It is shown that the effective dimensions can be estimated at reasonable computational costs using variance based global sensitivity analysis. Namely, the effective dimension in the truncation sense can be found by using the Sobol' sensitivity indices for subsets of variables. The effective dimension in the superposition sense can be estimated by using the first order effects and the total Sobol' sensitivity indices. The classification of some important classes of integrable functions based on their effective dimension is proposed. It is shown that it can be used for the prediction of the QMC efficiency. Results of numerical tests verify the prediction of the developed techniques.

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

Science.gov (United States)

Vanderweele, Tyler J; Arah, Onyebuchi A

2011-01-01

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

Design tradeoff studies and sensitivity analysis. Appendix B

Energy Technology Data Exchange (ETDEWEB)

1979-05-25

The results of the design trade-off studies and the sensitivity analysis of Phase I of the Near Term Hybrid Vehicle (NTHV) Program are presented. The effects of variations in the design of the vehicle body, propulsion systems, and other components on vehicle power, weight, cost, and fuel economy and an optimized hybrid vehicle design are discussed. (LCL)

Sensitivity analysis of the Two Geometry Method

International Nuclear Information System (INIS)

Wichers, V.A.

1993-09-01

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

A Sensitivity Analysis On The Springback Behavior Of The Unconstrained Bending Problem

International Nuclear Information System (INIS)

Meinders, T.; Konter, A.W.A.; Meijers, S.E.; Atzema, E.H.; Kappert, H.

2005-01-01

Sheet metal forming software is commonly used in the automotive and sheet metal sectors to support the design stage. However, the ability of the currently available software to accurately predict springback is limited. A sensitivity analysis of the springback behavior of a simple product is performed to gain more knowledge into the various factors contributing to the predictability of springback. The sensitivity analysis comprises both numerical and physical aspects and the most important results are reported in this paper

Application of Sensitivity Analysis in Design of Sustainable Buildings

DEFF Research Database (Denmark)

Heiselberg, Per; Brohus, Henrik; Hesselholt, Allan Tind

2007-01-01

satisfies the design requirements and objectives. In the design of sustainable Buildings it is beneficial to identify the most important design parameters in order to develop more efficiently alternative design solutions or reach optimized design solutions. A sensitivity analysis makes it possible...

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

International Nuclear Information System (INIS)

Hirschberg, S.; Knochenhauer, M.

1986-01-01

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

Therapeutic Implications from Sensitivity Analysis of Tumor Angiogenesis Models

Science.gov (United States)

Poleszczuk, Jan; Hahnfeldt, Philip; Enderling, Heiko

2015-01-01

Anti-angiogenic cancer treatments induce tumor starvation and regression by targeting the tumor vasculature that delivers oxygen and nutrients. Mathematical models prove valuable tools to study the proof-of-concept, efficacy and underlying mechanisms of such treatment approaches. The effects of parameter value uncertainties for two models of tumor development under angiogenic signaling and anti-angiogenic treatment are studied. Data fitting is performed to compare predictions of both models and to obtain nominal parameter values for sensitivity analysis. Sensitivity analysis reveals that the success of different cancer treatments depends on tumor size and tumor intrinsic parameters. In particular, we show that tumors with ample vascular support can be successfully targeted with conventional cytotoxic treatments. On the other hand, tumors with curtailed vascular support are not limited by their growth rate and therefore interruption of neovascularization emerges as the most promising treatment target. PMID:25785600

NODAL3 Sensitivity Analysis for NEACRP 3D LWR Core Transient Benchmark (PWR

Directory of Open Access Journals (Sweden)

Surian Pinem

2016-01-01

Full Text Available This paper reports the results of sensitivity analysis of the multidimension, multigroup neutron diffusion NODAL3 code for the NEACRP 3D LWR core transient benchmarks (PWR. The code input parameters covered in the sensitivity analysis are the radial and axial node sizes (the number of radial node per fuel assembly and the number of axial layers, heat conduction node size in the fuel pellet and cladding, and the maximum time step. The output parameters considered in this analysis followed the above-mentioned core transient benchmarks, that is, power peak, time of power peak, power, averaged Doppler temperature, maximum fuel centerline temperature, and coolant outlet temperature at the end of simulation (5 s. The sensitivity analysis results showed that the radial node size and maximum time step give a significant effect on the transient parameters, especially the time of power peak, for the HZP and HFP conditions. The number of ring divisions for fuel pellet and cladding gives negligible effect on the transient solutions. For productive work of the PWR transient analysis, based on the present sensitivity analysis results, we recommend NODAL3 users to use 2×2 radial nodes per assembly, 1×18 axial layers per assembly, the maximum time step of 10 ms, and 9 and 1 ring divisions for fuel pellet and cladding, respectively.

Sensitivity analysis on uncertainty variables affecting the NPP's LUEC with probabilistic approach

International Nuclear Information System (INIS)

Nuryanti; Akhmad Hidayatno; Erlinda Muslim

2013-01-01

One thing that is quite crucial to be reviewed prior to any investment decision on the nuclear power plant (NPP) project is the calculation of project economic, including calculation of Levelized Unit Electricity Cost (LUEC). Infrastructure projects such as NPP’s project are vulnerable to a number of uncertainty variables. Information on the uncertainty variables which makes LUEC’s value quite sensitive due to the changes of them is necessary in order the cost overrun can be avoided. Therefore this study aimed to do the sensitivity analysis on variables that affect LUEC with probabilistic approaches. This analysis was done by using Monte Carlo technique that simulate the relationship between the uncertainty variables and visible impact on LUEC. The sensitivity analysis result shows the significant changes on LUEC value of AP1000 and OPR due to the sensitivity of investment cost and capacity factors. While LUEC changes due to sensitivity of U 3 O 8 ’s price looks not quite significant. (author)

Mixed kernel function support vector regression for global sensitivity analysis

Science.gov (United States)

Cheng, Kai; Lu, Zhenzhou; Wei, Yuhao; Shi, Yan; Zhou, Yicheng

2017-11-01

Global sensitivity analysis (GSA) plays an important role in exploring the respective effects of input variables on an assigned output response. Amongst the wide sensitivity analyses in literature, the Sobol indices have attracted much attention since they can provide accurate information for most models. In this paper, a mixed kernel function (MKF) based support vector regression (SVR) model is employed to evaluate the Sobol indices at low computational cost. By the proposed derivation, the estimation of the Sobol indices can be obtained by post-processing the coefficients of the SVR meta-model. The MKF is constituted by the orthogonal polynomials kernel function and Gaussian radial basis kernel function, thus the MKF possesses both the global characteristic advantage of the polynomials kernel function and the local characteristic advantage of the Gaussian radial basis kernel function. The proposed approach is suitable for high-dimensional and non-linear problems. Performance of the proposed approach is validated by various analytical functions and compared with the popular polynomial chaos expansion (PCE). Results demonstrate that the proposed approach is an efficient method for global sensitivity analysis.

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

International Nuclear Information System (INIS)

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

2012-01-01

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

Economic impact analysis for global warming: Sensitivity analysis for cost and benefit estimates

International Nuclear Information System (INIS)

Ierland, E.C. van; Derksen, L.

1994-01-01

Proper policies for the prevention or mitigation of the effects of global warming require profound analysis of the costs and benefits of alternative policy strategies. Given the uncertainty about the scientific aspects of the process of global warming, in this paper a sensitivity analysis for the impact of various estimates of costs and benefits of greenhouse gas reduction strategies is carried out to analyze the potential social and economic impacts of climate change

MOVES sensitivity analysis update : Transportation Research Board Summer Meeting 2012 : ADC-20 Air Quality Committee

Science.gov (United States)

2012-01-01

OVERVIEW OF PRESENTATION : Evaluation Parameters : EPAs Sensitivity Analysis : Comparison to Baseline Case : MOVES Sensitivity Run Specification : MOVES Sensitivity Input Parameters : Results : Uses of Study

Deterministic sensitivity and uncertainty analysis for large-scale computer models

International Nuclear Information System (INIS)

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

1988-01-01

This paper presents a comprehensive approach to sensitivity and uncertainty analysis of large-scale computer models that is analytic (deterministic) in principle and that is firmly based on the model equations. The theory and application of two systems based upon computer calculus, GRESS and ADGEN, are discussed relative to their role in calculating model derivatives and sensitivities without a prohibitive initial manpower investment. Storage and computational requirements for these two systems are compared for a gradient-enhanced version of the PRESTO-II computer model. A Deterministic Uncertainty Analysis (DUA) method that retains the characteristics of analytically computing result uncertainties based upon parameter probability distributions is then introduced and results from recent studies are shown. 29 refs., 4 figs., 1 tab

Biosphere dose conversion Factor Importance and Sensitivity Analysis

International Nuclear Information System (INIS)

M. Wasiolek

2004-01-01

This report presents importance and sensitivity analysis for the environmental radiation model for Yucca Mountain, Nevada (ERMYN). ERMYN is a biosphere model supporting the total system performance assessment (TSPA) for the license application (LA) for the Yucca Mountain repository. This analysis concerns the output of the model, biosphere dose conversion factors (BDCFs) for the groundwater, and the volcanic ash exposure scenarios. It identifies important processes and parameters that influence the BDCF values and distributions, enhances understanding of the relative importance of the physical and environmental processes on the outcome of the biosphere model, includes a detailed pathway analysis for key radionuclides, and evaluates the appropriateness of selected parameter values that are not site-specific or have large uncertainty

Bayesian sensitivity analysis of a 1D vascular model with Gaussian process emulators.

Science.gov (United States)

Melis, Alessandro; Clayton, Richard H; Marzo, Alberto

2017-12-01

One-dimensional models of the cardiovascular system can capture the physics of pulse waves but involve many parameters. Since these may vary among individuals, patient-specific models are difficult to construct. Sensitivity analysis can be used to rank model parameters by their effect on outputs and to quantify how uncertainty in parameters influences output uncertainty. This type of analysis is often conducted with a Monte Carlo method, where large numbers of model runs are used to assess input-output relations. The aim of this study was to demonstrate the computational efficiency of variance-based sensitivity analysis of 1D vascular models using Gaussian process emulators, compared to a standard Monte Carlo approach. The methodology was tested on four vascular networks of increasing complexity to analyse its scalability. The computational time needed to perform the sensitivity analysis with an emulator was reduced by the 99.96% compared to a Monte Carlo approach. Despite the reduced computational time, sensitivity indices obtained using the two approaches were comparable. The scalability study showed that the number of mechanistic simulations needed to train a Gaussian process for sensitivity analysis was of the order O(d), rather than O(d×103) needed for Monte Carlo analysis (where d is the number of parameters in the model). The efficiency of this approach, combined with capacity to estimate the impact of uncertain parameters on model outputs, will enable development of patient-specific models of the vascular system, and has the potential to produce results with clinical relevance. © 2017 The Authors International Journal for Numerical Methods in Biomedical Engineering Published by John Wiley & Sons Ltd.

Sensitivity analysis of machine-learning models of hydrologic time series

Science.gov (United States)

O'Reilly, A. M.

2017-12-01

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

Sensitivity and specificity of coherence and phase synchronization analysis

International Nuclear Information System (INIS)

Winterhalder, Matthias; Schelter, Bjoern; Kurths, Juergen; Schulze-Bonhage, Andreas; Timmer, Jens

2006-01-01

In this Letter, we show that coherence and phase synchronization analysis are sensitive but not specific in detecting the correct class of underlying dynamics. We propose procedures to increase specificity and demonstrate the power of the approach by application to paradigmatic dynamic model systems

Parameter identification and global sensitivity analysis of Xin'anjiang model using meta-modeling approach

Directory of Open Access Journals (Sweden)

Xiao-meng Song

2013-01-01

Full Text Available Parameter identification, model calibration, and uncertainty quantification are important steps in the model-building process, and are necessary for obtaining credible results and valuable information. Sensitivity analysis of hydrological model is a key step in model uncertainty quantification, which can identify the dominant parameters, reduce the model calibration uncertainty, and enhance the model optimization efficiency. There are, however, some shortcomings in classical approaches, including the long duration of time and high computation cost required to quantitatively assess the sensitivity of a multiple-parameter hydrological model. For this reason, a two-step statistical evaluation framework using global techniques is presented. It is based on (1 a screening method (Morris for qualitative ranking of parameters, and (2 a variance-based method integrated with a meta-model for quantitative sensitivity analysis, i.e., the Sobol method integrated with the response surface model (RSMSobol. First, the Morris screening method was used to qualitatively identify the parameters' sensitivity, and then ten parameters were selected to quantify the sensitivity indices. Subsequently, the RSMSobol method was used to quantify the sensitivity, i.e., the first-order and total sensitivity indices based on the response surface model (RSM were calculated. The RSMSobol method can not only quantify the sensitivity, but also reduce the computational cost, with good accuracy compared to the classical approaches. This approach will be effective and reliable in the global sensitivity analysis of a complex large-scale distributed hydrological model.

Study plan for the sensitivity analysis of the Terrain-Responsive Atmospheric Code (TRAC)

International Nuclear Information System (INIS)

Restrepo, L.F.; Deitesfeld, C.A.

1987-01-01

Rocky Flats Plant, Golden, Colorado is presently developing a computer code to model the dispersion of potential or actual releases of radioactive or toxic materials to the environment, along with the public consequences from these releases. The model, the Terrain-Responsive Atmospheric Code (TRAC), considers several complex features which could affect the overall dispersion and consequences. To help validate TRAC, a sensitivity analysis is being planned to determine how sensitive the model's solutions are to input variables. This report contains a brief description of the code, along with a list of tasks and resources needed to complete the sensitivity analysis

Sensitive KIT D816V mutation analysis of blood as a diagnostic test in mastocytosis

DEFF Research Database (Denmark)

Kielsgaard Kristensen, Thomas; Vestergaard, Hanne; Bindslev-Jensen, Carsten

2014-01-01

The recent progress in sensitive KIT D816V mutation analysis suggests that mutation analysis of peripheral blood (PB) represents a promising diagnostic test in mastocytosis. However, there is a need for systematic assessment of the analytical sensitivity and specificity of the approach in order...... to establish its value in clinical use. We therefore evaluated sensitive KIT D816V mutation analysis of PB as a diagnostic test in an entire case-series of adults with mastocytosis. We demonstrate for the first time that by using a sufficiently sensitive KIT D816V mutation analysis, it is possible to detect...... the mutation in PB in nearly all adult mastocytosis patients. The mutation was detected in PB in 78 of 83 systemic mastocytosis (94%) and 3 of 4 cutaneous mastocytosis patients (75%). The test was 100% specific as determined by analysis of clinically relevant control patients who all tested negative. Mutation...

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

Directory of Open Access Journals (Sweden)

Jianbin Guo

2014-07-01

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

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 an Agent-Based Model of Culture's Consequences for Trade

NARCIS (Netherlands)

Burgers, S.L.G.E.; Jonker, C.M.; Hofstede, G.J.; Verwaart, D.

2010-01-01

This paper describes the analysis of an agent-based model’s sensitivity to changes in parameters that describe the agents’ cultural background, relational parameters, and parameters of the decision functions. As agent-based models may be very sensitive to small changes in parameter values, it is of

Strategies for cost-effective carbon reductions: A sensitivity analysis of alternative scenarios

International Nuclear Information System (INIS)

Gumerman, Etan; Koomey, Jonathan G.; Brown, Marilyn

2001-01-01

Analyses of alternative futures often present results for a limited set of scenarios, with little if any sensitivity analysis to identify the factors affecting the scenario results. This approach creates an artificial impression of certainty associated with the scenarios considered, and inhibits understanding of the underlying forces. This paper summarizes the economic and carbon savings sensitivity analysis completed for the Scenarios for a Clean Energy Future study (IWG, 2000). Its 19 sensitivity cases provide insight into the costs and carbon-reduction impacts of a carbon permit trading system, demand-side efficiency programs, and supply-side policies. Impacts under different natural gas and oil price trajectories are also examined. The results provide compelling evidence that policy opportunities exist to reduce carbon emissions and save society money

Methods for global sensitivity analysis in life cycle assessment

NARCIS (Netherlands)

Groen, Evelyne A.; Bokkers, Eddy; Heijungs, Reinout; Boer, de Imke J.M.

2017-01-01

Purpose: Input parameters required to quantify environmental impact in life cycle assessment (LCA) can be uncertain due to e.g. temporal variability or unknowns about the true value of emission factors. Uncertainty of environmental impact can be analysed by means of a global sensitivity analysis to

Sensitivity analysis on ultimate strength of aluminium stiffened panels

DEFF Research Database (Denmark)

Rigo, P.; Sarghiuta, R.; Estefen, S.

2003-01-01

This paper presents the results of an extensive sensitivity analysis carried out by the Committee III.1 "Ultimate Strength" of ISSC?2003 in the framework of a benchmark on the ultimate strength of aluminium stiffened panels. Previously, different benchmarks were presented by ISSC committees on ul...

Parametric sensitivity analysis for biochemical reaction networks based on pathwise information theory.

Science.gov (United States)

Pantazis, Yannis; Katsoulakis, Markos A; Vlachos, Dionisios G

2013-10-22

Stochastic modeling and simulation provide powerful predictive methods for the intrinsic understanding of fundamental mechanisms in complex biochemical networks. Typically, such mathematical models involve networks of coupled jump stochastic processes with a large number of parameters that need to be suitably calibrated against experimental data. In this direction, the parameter sensitivity analysis of reaction networks is an essential mathematical and computational tool, yielding information regarding the robustness and the identifiability of model parameters. However, existing sensitivity analysis approaches such as variants of the finite difference method can have an overwhelming computational cost in models with a high-dimensional parameter space. We develop a sensitivity analysis methodology suitable for complex stochastic reaction networks with a large number of parameters. The proposed approach is based on Information Theory methods and relies on the quantification of information loss due to parameter perturbations between time-series distributions. For this reason, we need to work on path-space, i.e., the set consisting of all stochastic trajectories, hence the proposed approach is referred to as "pathwise". The pathwise sensitivity analysis method is realized by employing the rigorously-derived Relative Entropy Rate, which is directly computable from the propensity functions. A key aspect of the method is that an associated pathwise Fisher Information Matrix (FIM) is defined, which in turn constitutes a gradient-free approach to quantifying parameter sensitivities. The structure of the FIM turns out to be block-diagonal, revealing hidden parameter dependencies and sensitivities in reaction networks. As a gradient-free method, the proposed sensitivity analysis provides a significant advantage when dealing with complex stochastic systems with a large number of parameters. In addition, the knowledge of the structure of the FIM can allow to efficiently address

Application of adjoint sensitivity analysis to nuclear reactor fuel rod performance

International Nuclear Information System (INIS)

Wilderman, S.J.; Was, G.S.

1984-01-01

Adjoint sensitivity analysis in nuclear fuel behavior modeling is extended to operate on the entire power history for both Zircaloy and stainless steel cladding via the computer codes FCODE-ALPHA/SS and SCODE/SS. The sensitivities of key variables to input parameters are found to be highly non-intuitive and strongly dependent on the fuel-clad gap status and the history of the fuel during the cycle. The sensitivities of five key variables, clad circumferential stress and strain, fission gas release, fuel centerline temperature and fuel-clad gap, to eleven input parameters are studied. The most important input parameters (yielding significances between 1 and 100) are fabricated clad inner and outer radii and fuel radius. The least important significances (less than 0.01) are the time since reactor start-up and fuel-burnup densification rate. Intermediate to these are fabricated fuel porosity, linear heat generation rate, the power history scale factor, clad outer temperature, fill gas pressure and coolant pressure. Stainless steel and Zircaloy have similar sensitivities at start-up but these diverges a burnup proceeds due to the effect of the higher creep rate of Zircaloy which causes the system to be more responsive to changes in input parameters. The value of adjoint sensitivity analysis lies in its capability of uncovering dependencies of fuel variables on input parameters that cannot be determined by a sequential thought process. (orig.)

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

International Nuclear Information System (INIS)

Saltelli, A.

1987-01-01

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

Finite mixture models for sensitivity analysis of thermal hydraulic codes for passive safety systems analysis

Energy Technology Data Exchange (ETDEWEB)

Di Maio, Francesco, E-mail: francesco.dimaio@polimi.it [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Nicola, Giancarlo [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Zio, Enrico [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Chair on System Science and Energetic Challenge Fondation EDF, Ecole Centrale Paris and Supelec, Paris (France); Yu, Yu [School of Nuclear Science and Engineering, North China Electric Power University, 102206 Beijing (China)

2015-08-15

Highlights: • Uncertainties of TH codes affect the system failure probability quantification. • We present Finite Mixture Models (FMMs) for sensitivity analysis of TH codes. • FMMs approximate the pdf of the output of a TH code with a limited number of simulations. • The approach is tested on a Passive Containment Cooling System of an AP1000 reactor. • The novel approach overcomes the results of a standard variance decomposition method. - Abstract: For safety analysis of Nuclear Power Plants (NPPs), Best Estimate (BE) Thermal Hydraulic (TH) codes are used to predict system response in normal and accidental conditions. The assessment of the uncertainties of TH codes is a critical issue for system failure probability quantification. In this paper, we consider passive safety systems of advanced NPPs and present a novel approach of Sensitivity Analysis (SA). The approach is based on Finite Mixture Models (FMMs) to approximate the probability density function (i.e., the uncertainty) of the output of the passive safety system TH code with a limited number of simulations. We propose a novel Sensitivity Analysis (SA) method for keeping the computational cost low: an Expectation Maximization (EM) algorithm is used to calculate the saliency of the TH code input variables for identifying those that most affect the system functional failure. The novel approach is compared with a standard variance decomposition method on a case study considering a Passive Containment Cooling System (PCCS) of an Advanced Pressurized reactor AP1000.

Sensitivity Analysis of Corrosion Rate Prediction Models Utilized for Reinforced Concrete Affected by Chloride

Science.gov (United States)

Siamphukdee, Kanjana; Collins, Frank; Zou, Roger

2013-06-01

Chloride-induced reinforcement corrosion is one of the major causes of premature deterioration in reinforced concrete (RC) structures. Given the high maintenance and replacement costs, accurate modeling of RC deterioration is indispensable for ensuring the optimal allocation of limited economic resources. Since corrosion rate is one of the major factors influencing the rate of deterioration, many predictive models exist. However, because the existing models use very different sets of input parameters, the choice of model for RC deterioration is made difficult. Although the factors affecting corrosion rate are frequently reported in the literature, there is no published quantitative study on the sensitivity of predicted corrosion rate to the various input parameters. This paper presents the results of the sensitivity analysis of the input parameters for nine selected corrosion rate prediction models. Three different methods of analysis are used to determine and compare the sensitivity of corrosion rate to various input parameters: (i) univariate regression analysis, (ii) multivariate regression analysis, and (iii) sensitivity index. The results from the analysis have quantitatively verified that the corrosion rate of steel reinforcement bars in RC structures is highly sensitive to corrosion duration time, concrete resistivity, and concrete chloride content. These important findings establish that future empirical models for predicting corrosion rate of RC should carefully consider and incorporate these input parameters.

sensitivity analysis on flexible road pavement life cycle cost model

African Journals Online (AJOL)

user

of sensitivity analysis on a developed flexible pavement life cycle cost model using varying discount rate. The study .... organizations and specific projects needs based. Life-cycle ... developed and completed urban road infrastructure corridor ...

A reactive transport model for mercury fate in contaminated soil--sensitivity analysis.

Science.gov (United States)

Leterme, Bertrand; Jacques, Diederik

2015-11-01

We present a sensitivity analysis of a reactive transport model of mercury (Hg) fate in contaminated soil systems. The one-dimensional model, presented in Leterme et al. (2014), couples water flow in variably saturated conditions with Hg physico-chemical reactions. The sensitivity of Hg leaching and volatilisation to parameter uncertainty is examined using the elementary effect method. A test case is built using a hypothetical 1-m depth sandy soil and a 50-year time series of daily precipitation and evapotranspiration. Hg anthropogenic contamination is simulated in the topsoil by separately considering three different sources: cinnabar, non-aqueous phase liquid and aqueous mercuric chloride. The model sensitivity to a set of 13 input parameters is assessed, using three different model outputs (volatilized Hg, leached Hg, Hg still present in the contaminated soil horizon). Results show that dissolved organic matter (DOM) concentration in soil solution and the binding constant to DOM thiol groups are critical parameters, as well as parameters related to Hg sorption to humic and fulvic acids in solid organic matter. Initial Hg concentration is also identified as a sensitive parameter. The sensitivity analysis also brings out non-monotonic model behaviour for certain parameters.

Sensitivity analysis of recovery efficiency in high-temperature aquifer thermal energy storage with single well

DEFF Research Database (Denmark)

Jeon, Jun-Seo; Lee, Seung-Rae; Pasquinelli, Lisa

2015-01-01

., it is getting more attention as these issues are gradually alleviated. In this study, a sensitivity analysis of recovery efficiency in two cases of HT-ATES system with a single well is conducted to select key parameters. For a fractional factorial design used to choose input parameters with uniformity...... with Smoothly Clopped Absolute Deviation Penalty, is utilized. Finally, the sensitivity analysis is performed based on the variation decomposition. According to the result of sensitivity analysis, the most important input variables are selected and confirmed to consider the interaction effects for each case...

Local sensitivity analysis for inverse problems solved by singular value decomposition

Science.gov (United States)

Hill, M.C.; Nolan, B.T.

2010-01-01

Local sensitivity analysis provides computationally frugal ways to evaluate models commonly used for resource management, risk assessment, and so on. This includes diagnosing inverse model convergence problems caused by parameter insensitivity and(or) parameter interdependence (correlation), understanding what aspects of the model and data contribute to measures of uncertainty, and identifying new data likely to reduce model uncertainty. Here, we consider sensitivity statistics relevant to models in which the process model parameters are transformed using singular value decomposition (SVD) to create SVD parameters for model calibration. The statistics considered include the PEST identifiability statistic, and combined use of the process-model parameter statistics composite scaled sensitivities and parameter correlation coefficients (CSS and PCC). The statistics are complimentary in that the identifiability statistic integrates the effects of parameter sensitivity and interdependence, while CSS and PCC provide individual measures of sensitivity and interdependence. PCC quantifies correlations between pairs or larger sets of parameters; when a set of parameters is intercorrelated, the absolute value of PCC is close to 1.00 for all pairs in the set. The number of singular vectors to include in the calculation of the identifiability statistic is somewhat subjective and influences the statistic. To demonstrate the statistics, we use the USDA’s Root Zone Water Quality Model to simulate nitrogen fate and transport in the unsaturated zone of the Merced River Basin, CA. There are 16 log-transformed process-model parameters, including water content at field capacity (WFC) and bulk density (BD) for each of five soil layers. Calibration data consisted of 1,670 observations comprising soil moisture, soil water tension, aqueous nitrate and bromide concentrations, soil nitrate concentration, and organic matter content. All 16 of the SVD parameters could be estimated by

Geostationary Coastal and Air Pollution Events (GEO-CAPE) Sensitivity Analysis Experiment

Science.gov (United States)

Lee, Meemong; Bowman, Kevin

2014-01-01

Geostationary Coastal and Air pollution Events (GEO-CAPE) is a NASA decadal survey mission to be designed to provide surface reflectance at high spectral, spatial, and temporal resolutions from a geostationary orbit necessary for studying regional-scale air quality issues and their impact on global atmospheric composition processes. GEO-CAPE's Atmospheric Science Questions explore the influence of both gases and particles on air quality, atmospheric composition, and climate. The objective of the GEO-CAPE Observing System Simulation Experiment (OSSE) is to analyze the sensitivity of ozone to the global and regional NOx emissions and improve the science impact of GEO-CAPE with respect to the global air quality. The GEO-CAPE OSSE team at Jet propulsion Laboratory has developed a comprehensive OSSE framework that can perform adjoint-sensitivity analysis for a wide range of observation scenarios and measurement qualities. This report discusses the OSSE framework and presents the sensitivity analysis results obtained from the GEO-CAPE OSSE framework for seven observation scenarios and three instrument systems.

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

International Nuclear Information System (INIS)

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

1985-01-01

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

Computational Methods for Sensitivity and Uncertainty Analysis in Criticality Safety

International Nuclear Information System (INIS)

Broadhead, B.L.; Childs, R.L.; Rearden, B.T.

1999-01-01

Interest in the sensitivity methods that were developed and widely used in the 1970s (the FORSS methodology at ORNL among others) has increased recently as a result of potential use in the area of criticality safety data validation procedures to define computational bias, uncertainties and area(s) of applicability. Functional forms of the resulting sensitivity coefficients can be used as formal parameters in the determination of applicability of benchmark experiments to their corresponding industrial application areas. In order for these techniques to be generally useful to the criticality safety practitioner, the procedures governing their use had to be updated and simplified. This paper will describe the resulting sensitivity analysis tools that have been generated for potential use by the criticality safety community

Linear regression and sensitivity analysis in nuclear reactor design

International Nuclear Information System (INIS)

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

2015-01-01

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

Probability and sensitivity analysis of machine foundation and soil interaction

Directory of Open Access Journals (Sweden)

Králik J., jr.

2009-06-01

Full Text Available This paper deals with the possibility of the sensitivity and probabilistic analysis of the reliability of the machine foundation depending on variability of the soil stiffness, structure geometry and compressor operation. The requirements to design of the foundation under rotating machines increased due to development of calculation method and computer tools. During the structural design process, an engineer has to consider problems of the soil-foundation and foundation-machine interaction from the safety, reliability and durability of structure point of view. The advantages and disadvantages of the deterministic and probabilistic analysis of the machine foundation resistance are discussed. The sensitivity of the machine foundation to the uncertainties of the soil properties due to longtime rotating movement of machine is not negligible for design engineers. On the example of compressor foundation and turbine fy. SIEMENS AG the affectivity of the probabilistic design methodology was presented. The Latin Hypercube Sampling (LHS simulation method for the analysis of the compressor foundation reliability was used on program ANSYS. The 200 simulations for five load cases were calculated in the real time on PC. The probabilistic analysis gives us more complex information about the soil-foundation-machine interaction as the deterministic analysis.

Sensitivity Analysis of Dynamic Tariff Method for Congestion Management in Distribution Networks

DEFF Research Database (Denmark)

Huang, Shaojun; Wu, Qiuwei; Liu, Zhaoxi

2015-01-01

The dynamic tariff (DT) method is designed for the distribution system operator (DSO) to alleviate the congestions that might occur in a distribution network with high penetration of distribute energy resources (DERs). Sensitivity analysis of the DT method is crucial because of its decentralized...... control manner. The sensitivity analysis can obtain the changes of the optimal energy planning and thereby the line loading profiles over the infinitely small changes of parameters by differentiating the KKT conditions of the convex quadratic programming, over which the DT method is formed. Three case...

About the use of rank transformation in sensitivity analysis of model output

International Nuclear Information System (INIS)

Saltelli, Andrea; Sobol', Ilya M

1995-01-01

Rank transformations are frequently employed in numerical experiments involving a computational model, especially in the context of sensitivity and uncertainty analyses. Response surface replacement and parameter screening are tasks which may benefit from a rank transformation. Ranks can cope with nonlinear (albeit monotonic) input-output distributions, allowing the use of linear regression techniques. Rank transformed statistics are more robust, and provide a useful solution in the presence of long tailed input and output distributions. As is known to practitioners, care must be employed when interpreting the results of such analyses, as any conclusion drawn using ranks does not translate easily to the original model. In the present note an heuristic approach is taken, to explore, by way of practical examples, the effect of a rank transformation on the outcome of a sensitivity analysis. An attempt is made to identify trends, and to correlate these effects to a model taxonomy. Employing sensitivity indices, whereby the total variance of the model output is decomposed into a sum of terms of increasing dimensionality, we show that the main effect of the rank transformation is to increase the relative weight of the first order terms (the 'main effects'), at the expense of the 'interactions' and 'higher order interactions'. As a result the influence of those parameters which influence the output mostly by way of interactions may be overlooked in an analysis based on the ranks. This difficulty increases with the dimensionality of the problem, and may lead to the failure of a rank based sensitivity analysis. We suggest that the models can be ranked, with respect to the complexity of their input-output relationship, by mean of an 'Association' index I y . I y may complement the usual model coefficient of determination R y 2 as a measure of model complexity for the purpose of uncertainty and sensitivity analysis

Sensitivity analysis for publication bias in meta-analysis of diagnostic studies for a continuous biomarker.

Science.gov (United States)

Hattori, Satoshi; Zhou, Xiao-Hua

2018-02-10

Publication bias is one of the most important issues in meta-analysis. For standard meta-analyses to examine intervention effects, the funnel plot and the trim-and-fill method are simple and widely used techniques for assessing and adjusting for the influence of publication bias, respectively. However, their use may be subjective and can then produce misleading insights. To make a more objective inference for publication bias, various sensitivity analysis methods have been proposed, including the Copas selection model. For meta-analysis of diagnostic studies evaluating a continuous biomarker, the summary receiver operating characteristic (sROC) curve is a very useful method in the presence of heterogeneous cutoff values. To our best knowledge, no methods are available for evaluation of influence of publication bias on estimation of the sROC curve. In this paper, we introduce a Copas-type selection model for meta-analysis of diagnostic studies and propose a sensitivity analysis method for publication bias. Our method enables us to assess the influence of publication bias on the estimation of the sROC curve and then judge whether the result of the meta-analysis is sufficiently confident or should be interpreted with much caution. We illustrate our proposed method with real data. Copyright © 2017 John Wiley & Sons, Ltd.

High order effects in cross section sensitivity analysis

International Nuclear Information System (INIS)

Greenspan, E.; Karni, Y.; Gilai, D.

1978-01-01

Two types of high order effects associated with perturbations in the flux shape are considered: Spectral Fine Structure Effects (SFSE) and non-linearity between changes in performance parameters and data uncertainties. SFSE are investigated in Part I using a simple single resonance model. Results obtained for each of the resolved and for representative unresolved resonances of 238 U in a ZPR-6/7 like environment indicate that SFSE can have a significant contribution to the sensitivity of group constants to resonance parameters. Methods to account for SFSE both for the propagation of uncertainties and for the adjustment of nuclear data are discussed. A Second Order Sensitivity Theory (SOST) is presented, and its accuracy relative to that of the first order sensitivity theory and of the direct substitution method is investigated in Part II. The investigation is done for the non-linear problem of the effect of changes in the 297 keV sodium minimum cross section on the transport of neutrons in a deep-penetration problem. It is found that the SOST provides a satisfactory accuracy for cross section uncertainty analysis. For the same degree of accuracy, the SOST can be significantly more efficient than the direct substitution method

Anisotropic analysis for seismic sensitivity of groundwater monitoring wells

Science.gov (United States)

Pan, Y.; Hsu, K.

2011-12-01

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

Sensitivity analysis of automatic flight control systems using singular value concepts

Science.gov (United States)

Herrera-Vaillard, A.; Paduano, J.; Downing, D.

1985-01-01

A sensitivity analysis is presented that can be used to judge the impact of vehicle dynamic model variations on the relative stability of multivariable continuous closed-loop control systems. The sensitivity analysis uses and extends the singular-value concept by developing expressions for the gradients of the singular value with respect to variations in the vehicle dynamic model and the controller design. Combined with a priori estimates of the accuracy of the model, the gradients are used to identify the elements in the vehicle dynamic model and controller that could severely impact the system's relative stability. The technique is demonstrated for a yaw/roll damper stability augmentation designed for a business jet.

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

Science.gov (United States)

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

2010-10-24

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

Omitted Variable Sensitivity Analysis with the Annotated Love Plot

Science.gov (United States)

Hansen, Ben B.; Fredrickson, Mark M.

2014-01-01

The goal of this research is to make sensitivity analysis accessible not only to empirical researchers but also to the various stakeholders for whom educational evaluations are conducted. To do this it derives anchors for the omitted variable (OV)-program participation association intrinsically, using the Love plot to present a wide range of…

Sensitivity Analysis of a Horizontal Earth Electrode under Impulse ...

African Journals Online (AJOL)

This paper presents the sensitivity analysis of an earthing conductor under the influence of impulse current arising from a lightning stroke. The approach is based on the 2nd order finite difference time domain (FDTD). The earthing conductor is regarded as a lossy transmission line where it is divided into series connected ...

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.

Non-human biota dose assessment. Sensitivity analysis and knowledge quality assessment

International Nuclear Information System (INIS)

Smith, K.; Robinson, C.; Jackson, D.; La Cruz, I. de; Zinger, I.; Avila, R.

2010-10-01

This report provides a summary of a programme of work, commissioned within the BIOPROTA collaborative forum, to assess the quantitative and qualitative elements of uncertainty associated with biota dose assessment of potential impacts of long-term releases from geological disposal facilities (GDF). Quantitative and qualitative aspects of uncertainty were determined through sensitivity and knowledge quality assessments, respectively. Both assessments focused on default assessment parameters within the ERICA assessment approach. The sensitivity analysis was conducted within the EIKOS sensitivity analysis software tool and was run in both generic and test case modes. The knowledge quality assessment involved development of a questionnaire around the ERICA assessment approach, which was distributed to a range of experts in the fields of non-human biota dose assessment and radioactive waste disposal assessments. Combined, these assessments enabled critical model features and parameters that are both sensitive (i.e. have a large influence on model output) and of low knowledge quality to be identified for each of the three test cases. The output of this project is intended to provide information on those parameters that may need to be considered in more detail for prospective site-specific biota dose assessments for GDFs. Such information should help users to enhance the quality of their assessments and build greater confidence in the results. (orig.)

A sensitivity analysis approach to optical parameters of scintillation detectors

International Nuclear Information System (INIS)

Ghal-Eh, N.; Koohi-Fayegh, R.

2008-01-01

In this study, an extended version of the Monte Carlo light transport code, PHOTRACK, has been used for a sensitivity analysis to estimate the importance of different wavelength-dependent parameters in the modelling of light collection process in scintillators

Global sensitivity analysis of bogie dynamics with respect to suspension components

Energy Technology Data Exchange (ETDEWEB)

Mousavi Bideleh, Seyed Milad, E-mail: milad.mousavi@chalmers.se; Berbyuk, Viktor, E-mail: viktor.berbyuk@chalmers.se [Chalmers University of Technology, Department of Applied Mechanics (Sweden)

2016-06-15

The effects of bogie primary and secondary suspension stiffness and damping components on the dynamics behavior of a high speed train are scrutinized based on the multiplicative dimensional reduction method (M-DRM). A one-car railway vehicle model is chosen for the analysis at two levels of the bogie suspension system: symmetric and asymmetric configurations. Several operational scenarios including straight and circular curved tracks are considered, and measurement data are used as the track irregularities in different directions. Ride comfort, safety, and wear objective functions are specified to evaluate the vehicle’s dynamics performance on the prescribed operational scenarios. In order to have an appropriate cut center for the sensitivity analysis, the genetic algorithm optimization routine is employed to optimize the primary and secondary suspension components in terms of wear and comfort, respectively. The global sensitivity indices are introduced and the Gaussian quadrature integrals are employed to evaluate the simplified sensitivity indices correlated to the objective functions. In each scenario, the most influential suspension components on bogie dynamics are recognized and a thorough analysis of the results is given. The outcomes of the current research provide informative data that can be beneficial in design and optimization of passive and active suspension components for high speed train bogies.

Global sensitivity analysis of bogie dynamics with respect to suspension components

International Nuclear Information System (INIS)

Mousavi Bideleh, Seyed Milad; Berbyuk, Viktor

2016-01-01

The effects of bogie primary and secondary suspension stiffness and damping components on the dynamics behavior of a high speed train are scrutinized based on the multiplicative dimensional reduction method (M-DRM). A one-car railway vehicle model is chosen for the analysis at two levels of the bogie suspension system: symmetric and asymmetric configurations. Several operational scenarios including straight and circular curved tracks are considered, and measurement data are used as the track irregularities in different directions. Ride comfort, safety, and wear objective functions are specified to evaluate the vehicle’s dynamics performance on the prescribed operational scenarios. In order to have an appropriate cut center for the sensitivity analysis, the genetic algorithm optimization routine is employed to optimize the primary and secondary suspension components in terms of wear and comfort, respectively. The global sensitivity indices are introduced and the Gaussian quadrature integrals are employed to evaluate the simplified sensitivity indices correlated to the objective functions. In each scenario, the most influential suspension components on bogie dynamics are recognized and a thorough analysis of the results is given. The outcomes of the current research provide informative data that can be beneficial in design and optimization of passive and active suspension components for high speed train bogies.

Global sensitivity analysis for fuzzy inputs based on the decomposition of fuzzy output entropy

Science.gov (United States)

Shi, Yan; Lu, Zhenzhou; Zhou, Yicheng

2018-06-01

To analyse the component of fuzzy output entropy, a decomposition method of fuzzy output entropy is first presented. After the decomposition of fuzzy output entropy, the total fuzzy output entropy can be expressed as the sum of the component fuzzy entropy contributed by fuzzy inputs. Based on the decomposition of fuzzy output entropy, a new global sensitivity analysis model is established for measuring the effects of uncertainties of fuzzy inputs on the output. The global sensitivity analysis model can not only tell the importance of fuzzy inputs but also simultaneously reflect the structural composition of the response function to a certain degree. Several examples illustrate the validity of the proposed global sensitivity analysis, which is a significant reference in engineering design and optimization of structural systems.

Using sensitivity analysis to identify key factors for the propagation of a plant epidemic.

Science.gov (United States)

Rimbaud, Loup; Bruchou, Claude; Dallot, Sylvie; Pleydell, David R J; Jacquot, Emmanuel; Soubeyrand, Samuel; Thébaud, Gaël

2018-01-01

Identifying the key factors underlying the spread of a disease is an essential but challenging prerequisite to design management strategies. To tackle this issue, we propose an approach based on sensitivity analyses of a spatiotemporal stochastic model simulating the spread of a plant epidemic. This work is motivated by the spread of sharka, caused by plum pox virus , in a real landscape. We first carried out a broad-range sensitivity analysis, ignoring any prior information on six epidemiological parameters, to assess their intrinsic influence on model behaviour. A second analysis benefited from the available knowledge on sharka epidemiology and was thus restricted to more realistic values. The broad-range analysis revealed that the mean duration of the latent period is the most influential parameter of the model, whereas the sharka-specific analysis uncovered the strong impact of the connectivity of the first infected orchard. In addition to demonstrating the interest of sensitivity analyses for a stochastic model, this study highlights the impact of variation ranges of target parameters on the outcome of a sensitivity analysis. With regard to sharka management, our results suggest that sharka surveillance may benefit from paying closer attention to highly connected patches whose infection could trigger serious epidemics.

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

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

2016-12-01

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

Implementation and evaluation of nonparametric regression procedures for sensitivity analysis of computationally demanding models

International Nuclear Information System (INIS)

Storlie, Curtis B.; Swiler, Laura P.; Helton, Jon C.; Sallaberry, Cedric J.

2009-01-01

The analysis of many physical and engineering problems involves running complex computational models (simulation models, computer codes). With problems of this type, it is important to understand the relationships between the input variables (whose values are often imprecisely known) and the output. The goal of sensitivity analysis (SA) is to study this relationship and identify the most significant factors or variables affecting the results of the model. In this presentation, an improvement on existing methods for SA of complex computer models is described for use when the model is too computationally expensive for a standard Monte-Carlo analysis. In these situations, a meta-model or surrogate model can be used to estimate the necessary sensitivity index for each input. A sensitivity index is a measure of the variance in the response that is due to the uncertainty in an input. Most existing approaches to this problem either do not work well with a large number of input variables and/or they ignore the error involved in estimating a sensitivity index. Here, a new approach to sensitivity index estimation using meta-models and bootstrap confidence intervals is described that provides solutions to these drawbacks. Further, an efficient yet effective approach to incorporate this methodology into an actual SA is presented. Several simulated and real examples illustrate the utility of this approach. This framework can be extended to uncertainty analysis as well.

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

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

2018-05-10

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

Automatic Single Event Effects Sensitivity Analysis of a 13-Bit Successive Approximation ADC

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Márquez, F.; Muñoz, F.; Palomo, F. R.; Sanz, L.; López-Morillo, E.; Aguirre, M. A.; Jiménez, A.

2015-08-01

This paper presents Analog Fault Tolerant University of Seville Debugging System (AFTU), a tool to evaluate the Single-Event Effect (SEE) sensitivity of analog/mixed signal microelectronic circuits at transistor level. As analog cells can behave in an unpredictable way when critical areas interact with the particle hitting, there is a need for designers to have a software tool that allows an automatic and exhaustive analysis of Single-Event Effects influence. AFTU takes the test-bench SPECTRE design, emulates radiation conditions and automatically evaluates vulnerabilities using user-defined heuristics. To illustrate the utility of the tool, the SEE sensitivity of a 13-bits Successive Approximation Analog-to-Digital Converter (ADC) has been analysed. This circuit was selected not only because it was designed for space applications, but also due to the fact that a manual SEE sensitivity analysis would be too time-consuming. After a user-defined test campaign, it was detected that some voltage transients were propagated to a node where a parasitic diode was activated, affecting the offset cancelation, and therefore the whole resolution of the ADC. A simple modification of the scheme solved the problem, as it was verified with another automatic SEE sensitivity analysis.

Global sensitivity analysis for models with spatially dependent outputs

International Nuclear Information System (INIS)

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

2011-01-01

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

Sensitivity analysis for modules for various biosphere types

International Nuclear Information System (INIS)

Karlsson, Sara; Bergstroem, U.; Rosen, K.

2000-09-01

This study presents the results of a sensitivity analysis for the modules developed earlier for calculation of ecosystem specific dose conversion factors (EDFs). The report also includes a comparison between the probabilistically calculated mean values of the EDFs and values gained in deterministic calculations. An overview of the distribution of radionuclides between different environmental parts in the models is also presented. The radionuclides included in the study were 36 Cl, 59 Ni, 93 Mo, 129 I, 135 Cs, 237 Np and 239 Pu, sel to represent various behaviour in the biosphere and some are of particular importance from the dose point of view. The deterministic and probabilistic EDFs showed a good agreement, for most nuclides and modules. Exceptions from this occurred if very skew distributions were used for parameters of importance for the results. Only a minor amount of the released radionuclides were present in the model compartments for all modules, except for the agricultural land module. The differences between the radionuclides were not pronounced which indicates that nuclide specific parameters were of minor importance for the retention of radionuclides for the simulated time period of 10 000 years in those modules. The results from the agricultural land module showed a different pattern. Large amounts of the radionuclides were present in the solid fraction of the saturated soil zone. The high retention within this compartment makes the zone a potential source for future exposure. Differences between the nuclides due to element specific Kd-values could be seen. The amount of radionuclides present in the upper soil layer, which is the most critical zone for exposure to humans, was less then 1% for all studied radionuclides. The sensitivity analysis showed that the physical/chemical parameters were the most important in most modules in contrast to the dominance of biological parameters in the uncertainty analysis. The only exception was the well module where

Parametric Sensitivity Analysis of Oscillatory Delay Systems with an Application to Gene Regulation.

Science.gov (United States)

Ingalls, Brian; Mincheva, Maya; Roussel, Marc R

2017-07-01

A parametric sensitivity analysis for periodic solutions of delay-differential equations is developed. Because phase shifts cause the sensitivity coefficients of a periodic orbit to diverge, we focus on sensitivities of the extrema, from which amplitude sensitivities are computed, and of the period. Delay-differential equations are often used to model gene expression networks. In these models, the parametric sensitivities of a particular genotype define the local geometry of the evolutionary landscape. Thus, sensitivities can be used to investigate directions of gradual evolutionary change. An oscillatory protein synthesis model whose properties are modulated by RNA interference is used as an example. This model consists of a set of coupled delay-differential equations involving three delays. Sensitivity analyses are carried out at several operating points. Comments on the evolutionary implications of the results are offered.

Biochemical analysis of force-sensitive responses using a large-scale cell stretch device.

Science.gov (United States)

Renner, Derrick J; Ewald, Makena L; Kim, Timothy; Yamada, Soichiro

2017-09-03

Physical force has emerged as a key regulator of tissue homeostasis, and plays an important role in embryogenesis, tissue regeneration, and disease progression. Currently, the details of protein interactions under elevated physical stress are largely missing, therefore, preventing the fundamental, molecular understanding of mechano-transduction. This is in part due to the difficulty isolating large quantities of cell lysates exposed to force-bearing conditions for biochemical analysis. We designed a simple, easy-to-fabricate, large-scale cell stretch device for the analysis of force-sensitive cell responses. Using proximal biotinylation (BioID) analysis or phospho-specific antibodies, we detected force-sensitive biochemical changes in cells exposed to prolonged cyclic substrate stretch. For example, using promiscuous biotin ligase BirA* tagged α-catenin, the biotinylation of myosin IIA increased with stretch, suggesting the close proximity of myosin IIA to α-catenin under a force bearing condition. Furthermore, using phospho-specific antibodies, Akt phosphorylation was reduced upon stretch while Src phosphorylation was unchanged. Interestingly, phosphorylation of GSK3β, a downstream effector of Akt pathway, was also reduced with stretch, while the phosphorylation of other Akt effectors was unchanged. These data suggest that the Akt-GSK3β pathway is force-sensitive. This simple cell stretch device enables biochemical analysis of force-sensitive responses and has potential to uncover molecules underlying mechano-transduction.

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

International Nuclear Information System (INIS)

Lu Yichi; Mohanty, Sitakanta

2001-01-01

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

A comparison of approximation techniques for variance-based sensitivity analysis of biochemical reaction systems

Directory of Open Access Journals (Sweden)

Goutsias John

2010-05-01

Full Text Available Abstract Background Sensitivity analysis is an indispensable tool for the analysis of complex systems. In a recent paper, we have introduced a thermodynamically consistent variance-based sensitivity analysis approach for studying the robustness and fragility properties of biochemical reaction systems under uncertainty in the standard chemical potentials of the activated complexes of the reactions and the standard chemical potentials of the molecular species. In that approach, key sensitivity indices were estimated by Monte Carlo sampling, which is computationally very demanding and impractical for large biochemical reaction systems. Computationally efficient algorithms are needed to make variance-based sensitivity analysis applicable to realistic cellular networks, modeled by biochemical reaction systems that consist of a large number of reactions and molecular species. Results We present four techniques, derivative approximation (DA, polynomial approximation (PA, Gauss-Hermite integration (GHI, and orthonormal Hermite approximation (OHA, for analytically approximating the variance-based sensitivity indices associated with a biochemical reaction system. By using a well-known model of the mitogen-activated protein kinase signaling cascade as a case study, we numerically compare the approximation quality of these techniques against traditional Monte Carlo sampling. Our results indicate that, although DA is computationally the most attractive technique, special care should be exercised when using it for sensitivity analysis, since it may only be accurate at low levels of uncertainty. On the other hand, PA, GHI, and OHA are computationally more demanding than DA but can work well at high levels of uncertainty. GHI results in a slightly better accuracy than PA, but it is more difficult to implement. OHA produces the most accurate approximation results and can be implemented in a straightforward manner. It turns out that the computational cost of the

Sensitivity Analysis Applied in Design of Low Energy Office Building

DEFF Research Database (Denmark)

Heiselberg, Per; Brohus, Henrik

2008-01-01

satisfies the design requirements and objectives. In the design of sustainable Buildings it is beneficial to identify the most important design parameters in order to develop more efficiently alternative design solutions or reach optimized design solutions. A sensitivity analysis makes it possible...

Sensitivity analysis of railpad parameters on vertical railway track dynamics

NARCIS (Netherlands)

Oregui Echeverria-Berreyarza, M.; Nunez Vicencio, Alfredo; Dollevoet, R.P.B.J.; Li, Z.

2016-01-01

This paper presents a sensitivity analysis of railpad parameters on vertical railway track dynamics, incorporating the nonlinear behavior of the fastening (i.e., downward forces compress the railpad whereas upward forces are resisted by the clamps). For this purpose, solid railpads, rail-railpad

Thermodynamics-based Metabolite Sensitivity Analysis in metabolic networks.

Science.gov (United States)

Kiparissides, A; Hatzimanikatis, V

2017-01-01

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

Parametric sensitivity analysis for the helium dimers on a model potential

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Nelson Henrique Teixeira Lemes

2012-01-01

Full Text Available Potential parameters sensitivity analysis for helium unlike molecules, HeNe, HeAr, HeKr and HeXe is the subject of this work. Number of bound states these rare gas dimers can support, for different angular momentum, will be presented and discussed. The variable phase method, together with the Levinson's theorem, is used to explore the quantum scattering process at very low collision energy using the Tang and Toennies potential. These diatomic dimers can support a bound state even for relative angular momentum equal to five, as in HeXe. Vibrational excited states, with zero angular momentum, are also possible for HeKr and HeXe. Results from sensitive analysis will give acceptable order of magnitude on potentials parameters.

Stability and Sensitive Analysis of a Model with Delay Quorum Sensing

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Zhonghua Zhang

2015-01-01

Full Text Available This paper formulates a delay model characterizing the competition between bacteria and immune system. The center manifold reduction method and the normal form theory due to Faria and Magalhaes are used to compute the normal form of the model, and the stability of two nonhyperbolic equilibria is discussed. Sensitivity analysis suggests that the growth rate of bacteria is the most sensitive parameter of the threshold parameter R0 and should be targeted in the controlling strategies.

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

International Nuclear Information System (INIS)

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

2015-01-01

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

ADGEN: a system for automated sensitivity analysis of predictive models

International Nuclear Information System (INIS)

Pin, F.G.; Horwedel, J.E.; Oblow, E.M.; Lucius, J.L.

1986-09-01

A system that can automatically enhance computer codes with a sensitivity calculation capability is presented. With this new system, named ADGEN, rapid and cost-effective calculation of sensitivities can be performed in any FORTRAN code for all input data or parameters. The resulting sensitivities can be used in performance assessment studies related to licensing or interactions with the public to systematically and quantitatively prove the relative importance of each of the system parameters in calculating the final performance results. A general procedure calling for the systematic use of sensitivities in assessment studies is presented. The procedure can be used in modelling and model validation studies to avoid ''over modelling,'' in site characterization planning to avoid ''over collection of data,'' and in performance assessment to determine the uncertainties on the final calculated results. The added capability to formally perform the inverse problem, i.e., to determine the input data or parameters on which to focus additional research or analysis effort in order to improve the uncertainty of the final results, is also discussed

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

International Nuclear Information System (INIS)

Gurjao, Emir Candeia

1996-02-01

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

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)

Uncertainty and sensitivity analysis applied to coupled code calculations for a VVER plant transient

International Nuclear Information System (INIS)

Langenbuch, S.; Krzykacz-Hausmann, B.; Schmidt, K. D.

2004-01-01

The development of coupled codes, combining thermal-hydraulic system codes and 3D neutron kinetics, is an important step to perform best-estimate plant transient calculations. It is generally agreed that the application of best-estimate methods should be supplemented by an uncertainty and sensitivity analysis to quantify the uncertainty of the results. The paper presents results from the application of the GRS uncertainty and sensitivity method for a VVER-440 plant transient, which was already studied earlier for the validation of coupled codes. For this application, the main steps of the uncertainty method are described. Typical results of the method applied to the analysis of the plant transient by several working groups using different coupled codes are presented and discussed The results demonstrate the capability of an uncertainty and sensitivity analysis. (authors)

Sensitivity analysis of predictive models with an automated adjoint generator

International Nuclear Information System (INIS)

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

1987-01-01

The adjoint method is a well established sensitivity analysis methodology that is particularly efficient in large-scale modeling problems. The coefficients of sensitivity of a given response with respect to every parameter involved in the modeling code can be calculated from the solution of a single adjoint run of the code. Sensitivity coefficients provide a quantitative measure of the importance of the model data in calculating the final results. The major drawback of the adjoint method is the requirement for calculations of very large numbers of partial derivatives to set up the adjoint equations of the model. ADGEN is a software system that has been designed to eliminate this drawback and automatically implement the adjoint formulation in computer codes. The ADGEN system will be described and its use for improving performance assessments and predictive simulations will be discussed. 8 refs., 1 fig

Cross-covariance based global dynamic sensitivity analysis

Science.gov (United States)

Shi, Yan; Lu, Zhenzhou; Li, Zhao; Wu, Mengmeng

2018-02-01

For identifying the cross-covariance source of dynamic output at each time instant for structural system involving both input random variables and stochastic processes, a global dynamic sensitivity (GDS) technique is proposed. The GDS considers the effect of time history inputs on the dynamic output. In the GDS, the cross-covariance decomposition is firstly developed to measure the contribution of the inputs to the output at different time instant, and an integration of the cross-covariance change over the specific time interval is employed to measure the whole contribution of the input to the cross-covariance of output. Then, the GDS main effect indices and the GDS total effect indices can be easily defined after the integration, and they are effective in identifying the important inputs and the non-influential inputs on the cross-covariance of output at each time instant, respectively. The established GDS analysis model has the same form with the classical ANOVA when it degenerates to the static case. After degeneration, the first order partial effect can reflect the individual effects of inputs to the output variance, and the second order partial effect can reflect the interaction effects to the output variance, which illustrates the consistency of the proposed GDS indices and the classical variance-based sensitivity indices. The MCS procedure and the Kriging surrogate method are developed to solve the proposed GDS indices. Several examples are introduced to illustrate the significance of the proposed GDS analysis technique and the effectiveness of the proposed solution.

Sensitivity analysis of floating offshore wind farms

International Nuclear Information System (INIS)

Castro-Santos, Laura; Diaz-Casas, Vicente

2015-01-01

Highlights: • Develop a sensitivity analysis of a floating offshore wind farm. • Influence on the life-cycle costs involved in a floating offshore wind farm. • Influence on IRR, NPV, pay-back period, LCOE and cost of power. • Important variables: distance, wind resource, electric tariff, etc. • It helps to investors to take decisions in the future. - Abstract: The future of offshore wind energy will be in deep waters. In this context, the main objective of the present paper is to develop a sensitivity analysis of a floating offshore wind farm. It will show how much the output variables can vary when the input variables are changing. For this purpose two different scenarios will be taken into account: the life-cycle costs involved in a floating offshore wind farm (cost of conception and definition, cost of design and development, cost of manufacturing, cost of installation, cost of exploitation and cost of dismantling) and the most important economic indexes in terms of economic feasibility of a floating offshore wind farm (internal rate of return, net present value, discounted pay-back period, levelized cost of energy and cost of power). Results indicate that the most important variables in economic terms are the number of wind turbines and the distance from farm to shore in the costs’ scenario, and the wind scale parameter and the electric tariff for the economic indexes. This study will help investors to take into account these variables in the development of floating offshore wind farms in the future

Analysis of Hydrological Sensitivity for Flood Risk Assessment

Directory of Open Access Journals (Sweden)

Sanjay Kumar Sharma

2018-02-01

Full Text Available In order for the Indian government to maximize Integrated Water Resource Management (IWRM, the Brahmaputra River has played an important role in the undertaking of the Pilot Basin Study (PBS due to the Brahmaputra River’s annual regional flooding. The selected Kulsi River—a part of Brahmaputra sub-basin—experienced severe floods in 2007 and 2008. In this study, the Rainfall-Runoff-Inundation (RRI hydrological model was used to simulate the recent historical flood in order to understand and improve the integrated flood risk management plan. The ultimate objective was to evaluate the sensitivity of hydrologic simulation using different Digital Elevation Model (DEM resources, coupled with DEM smoothing techniques, with a particular focus on the comparison of river discharge and flood inundation extent. As a result, the sensitivity analysis showed that, among the input parameters, the RRI model is highly sensitive to Manning’s roughness coefficient values for flood plains, followed by the source of the DEM, and then soil depth. After optimizing its parameters, the simulated inundation extent showed that the smoothing filter was more influential than its simulated discharge at the outlet. Finally, the calibrated and validated RRI model simulations agreed well with the observed discharge and the Moderate Imaging Spectroradiometer (MODIS-detected flood extents.

Contributions to sensitivity analysis and generalized discriminant analysis; Contributions a l'analyse de sensibilite et a l'analyse discriminante generalisee

Energy Technology Data Exchange (ETDEWEB)

Jacques, J

2005-12-15

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)

Quasi-random Monte Carlo application in CGE systematic sensitivity analysis

NARCIS (Netherlands)

Chatzivasileiadis, T.

2017-01-01

The uncertainty and robustness of Computable General Equilibrium models can be assessed by conducting a Systematic Sensitivity Analysis. Different methods have been used in the literature for SSA of CGE models such as Gaussian Quadrature and Monte Carlo methods. This paper explores the use of

Sensitivity analysis for oblique incidence reflectometry using Monte Carlo simulations

DEFF Research Database (Denmark)

Kamran, Faisal; Andersen, Peter E.

2015-01-01

profiles. This article presents a sensitivity analysis of the technique in turbid media. Monte Carlo simulations are used to investigate the technique and its potential to distinguish the small changes between different levels of scattering. We present various regions of the dynamic range of optical...

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

A sensitivity analysis of the WIPP disposal room model: Phase 1

Energy Technology Data Exchange (ETDEWEB)

Labreche, D.A.; Beikmann, M.A. [RE/SPEC, Inc., Albuquerque, NM (United States); Osnes, J.D. [RE/SPEC, Inc., Rapid City, SD (United States); Butcher, B.M. [Sandia National Labs., Albuquerque, NM (United States)

1995-07-01

The WIPP Disposal Room Model (DRM) is a numerical model with three major components constitutive models of TRU waste, crushed salt backfill, and intact halite -- and several secondary components, including air gap elements, slidelines, and assumptions on symmetry and geometry. A sensitivity analysis of the Disposal Room Model was initiated on two of the three major components (waste and backfill models) and on several secondary components as a group. The immediate goal of this component sensitivity analysis (Phase I) was to sort (rank) model parameters in terms of their relative importance to model response so that a Monte Carlo analysis on a reduced set of DRM parameters could be performed under Phase II. The goal of the Phase II analysis will be to develop a probabilistic definition of a disposal room porosity surface (porosity, gas volume, time) that could be used in WIPP Performance Assessment analyses. This report documents a literature survey which quantifies the relative importance of the secondary room components to room closure, a differential analysis of the creep consolidation model and definition of a follow-up Monte Carlo analysis of the model, and an analysis and refitting of the waste component data on which a volumetric plasticity model of TRU drum waste is based. A summary, evaluation of progress, and recommendations for future work conclude the report.

Analysis of Methanol Sensitivity on SnO2-ZnO Nanocomposite

Science.gov (United States)

Bassey, Enobong E.; Sallis, Philip; Prasad, Krishnamachar

This research reports on the sensing behavior of a nanocomposite of tin dioxide (SnO2) and zinc oxide (ZnO). SnO2-ZnO nanocomposites were fabricated into sensor devices by the radio frequency sputtering method, and used for the characterization of the sensitivity behavior of methanol vapor. The sensor devices were subjected to methanol concentration of 200 ppm at operating temperatures of 150, 250 and 350 °C. A fractional difference model was used to normalize the sensor response, and determine the sensitivity of methanol on the sensor. Response analysis of the SnO2-ZnO sensors to the methanol was most sensitive at 350 °C, followed by 250 and 150 °C. Supported by the morphology (FE-SEM, AFM) analyses of the thin films, the sensitivity behavior confirmed that the nanoparticles of coupled SnO2 and ZnO nanocomposites can promote the charge transportation, and be used to fine-tune the sensitivity of methanol and sensor selectivity to a desired target gas.

New strategies of sensitivity analysis capabilities in continuous-energy Monte Carlo code RMC

International Nuclear Information System (INIS)

Qiu, Yishu; Liang, Jingang; Wang, Kan; Yu, Jiankai

2015-01-01

Highlights: • Data decomposition techniques are proposed for memory reduction. • New strategies are put forward and implemented in RMC code to improve efficiency and accuracy for sensitivity calculations. • A capability to compute region-specific sensitivity coefficients is developed in RMC code. - Abstract: The iterated fission probability (IFP) method has been demonstrated to be an accurate alternative for estimating the adjoint-weighted parameters in continuous-energy Monte Carlo forward calculations. However, the memory requirements of this method are huge especially when a large number of sensitivity coefficients are desired. Therefore, data decomposition techniques are proposed in this work. Two parallel strategies based on the neutron production rate (NPR) estimator and the fission neutron population (FNP) estimator for adjoint fluxes, as well as a more efficient algorithm which has multiple overlapping blocks (MOB) in a cycle, are investigated and implemented in the continuous-energy Reactor Monte Carlo code RMC for sensitivity analysis. Furthermore, a region-specific sensitivity analysis capability is developed in RMC. These new strategies, algorithms and capabilities are verified against analytic solutions of a multi-group infinite-medium problem and against results from other software packages including MCNP6, TSUANAMI-1D and multi-group TSUNAMI-3D. While the results generated by the NPR and FNP strategies agree within 0.1% of the analytic sensitivity coefficients, the MOB strategy surprisingly produces sensitivity coefficients exactly equal to the analytic ones. Meanwhile, the results generated by the three strategies in RMC are in agreement with those produced by other codes within a few percent. Moreover, the MOB strategy performs the most efficient sensitivity coefficient calculations (offering as much as an order of magnitude gain in FoMs over MCNP6), followed by the NPR and FNP strategies, and then MCNP6. The results also reveal that these

'PSA-SPN' - A Parameter Sensitivity Analysis Method Using Stochastic Petri Nets: Application to a Production Line System

International Nuclear Information System (INIS)

Labadi, Karim; Saggadi, Samira; Amodeo, Lionel

2009-01-01

The dynamic behavior of a discrete event dynamic system can be significantly affected for some uncertain changes in its decision parameters. So, parameter sensitivity analysis would be a useful way in studying the effects of these changes on the system performance. In the past, the sensitivity analysis approaches are frequently based on simulation models. In recent years, formal methods based on stochastic process including Markov process are proposed in the literature. In this paper, we are interested in the parameter sensitivity analysis of discrete event dynamic systems by using stochastic Petri nets models as a tool for modelling and performance evaluation. A sensitivity analysis approach based on stochastic Petri nets, called PSA-SPN method, will be proposed with an application to a production line system.

Disclosure of sensitive behaviors across self-administered survey modes: a meta-analysis.

Science.gov (United States)

Gnambs, Timo; Kaspar, Kai

2015-12-01

In surveys, individuals tend to misreport behaviors that are in contrast to prevalent social norms or regulations. Several design features of the survey procedure have been suggested to counteract this problem; particularly, computerized surveys are supposed to elicit more truthful responding. This assumption was tested in a meta-analysis of survey experiments reporting 460 effect sizes (total N =125,672). Self-reported prevalence rates of several sensitive behaviors for which motivated misreporting has been frequently observed were compared across self-administered paper-and-pencil versus computerized surveys. The results revealed that computerized surveys led to significantly more reporting of socially undesirable behaviors than comparable surveys administered on paper. This effect was strongest for highly sensitive behaviors and surveys administered individually to respondents. Moderator analyses did not identify interviewer effects or benefits of audio-enhanced computer surveys. The meta-analysis highlighted the advantages of computerized survey modes for the assessment of sensitive topics.

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.

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

International Nuclear Information System (INIS)

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

1986-01-01

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

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

Science.gov (United States)

Núñez, M; Robie, T; Vlachos, D G

2017-10-28

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

Sensitivity analysis of effective population size to demographic parameters in house sparrow populations.

Science.gov (United States)

Stubberud, Marlene Waege; Myhre, Ane Marlene; Holand, Håkon; Kvalnes, Thomas; Ringsby, Thor Harald; Saether, Bernt-Erik; Jensen, Henrik

2017-05-01

The ratio between the effective and the census population size, Ne/N, is an important measure of the long-term viability and sustainability of a population. Understanding which demographic processes that affect Ne/N most will improve our understanding of how genetic drift and the probability of fixation of alleles is affected by demography. This knowledge may also be of vital importance in management of endangered populations and species. Here, we use data from 13 natural populations of house sparrow (Passer domesticus) in Norway to calculate the demographic parameters that determine Ne/N. Using the global variance-based Sobol' method for the sensitivity analyses, we found that Ne/N was most sensitive to demographic variance, especially among older individuals. Furthermore, the individual reproductive values (that determine the demographic variance) were most sensitive to variation in fecundity. Our results draw attention to the applicability of sensitivity analyses in population management and conservation. For population management aiming to reduce the loss of genetic variation, a sensitivity analysis may indicate the demographic parameters towards which resources should be focused. The result of such an analysis may depend on the life history and mating system of the population or species under consideration, because the vital rates and sex-age classes that Ne/N is most sensitive to may change accordingly. © 2017 John Wiley & Sons Ltd.

Sensitivity and Uncertainty Analysis of Coupled Reactor Physics Problems : Method Development for Multi-Physics in Reactors

NARCIS (Netherlands)

Perkó, Z.

2015-01-01

This thesis presents novel adjoint and spectral methods for the sensitivity and uncertainty (S&U) analysis of multi-physics problems encountered in the field of reactor physics. The first part focuses on the steady state of reactors and extends the adjoint sensitivity analysis methods well

Multivariate Sensitivity Analysis of Time-of-Flight Sensor Fusion

Science.gov (United States)

Schwarz, Sebastian; Sjöström, Mårten; Olsson, Roger

2014-09-01

Obtaining three-dimensional scenery data is an essential task in computer vision, with diverse applications in various areas such as manufacturing and quality control, security and surveillance, or user interaction and entertainment. Dedicated Time-of-Flight sensors can provide detailed scenery depth in real-time and overcome short-comings of traditional stereo analysis. Nonetheless, they do not provide texture information and have limited spatial resolution. Therefore such sensors are typically combined with high resolution video sensors. Time-of-Flight Sensor Fusion is a highly active field of research. Over the recent years, there have been multiple proposals addressing important topics such as texture-guided depth upsampling and depth data denoising. In this article we take a step back and look at the underlying principles of ToF sensor fusion. We derive the ToF sensor fusion error model and evaluate its sensitivity to inaccuracies in camera calibration and depth measurements. In accordance with our findings, we propose certain courses of action to ensure high quality fusion results. With this multivariate sensitivity analysis of the ToF sensor fusion model, we provide an important guideline for designing, calibrating and running a sophisticated Time-of-Flight sensor fusion capture systems.

Multi-parameters sensitivity analysis of natural vibration modal for steel arch bridge

Directory of Open Access Journals (Sweden)

WANG Ying

2014-02-01

Full Text Available Because of the vehicle loads and environmental factors,the behaviors of bridge structure in service is becoming deterioration.The modal parameters are important indexes of structure,so sensitivity analysis of natural vibration is an important way to evaluate the behavior of bridge structure.In this paper,using the finite element software Ansys,calculation model of a steel arch bridge was built,and the natural vibration modals were obtained.In order to compare the different sensitivity of material parameters which may affect the natural vibration modal,5 factors were chosen to perform the calculation.The results indicated that different 5 factors had different sensitivity.The leading factor was elastic modulus of arch rib,and the elastic modulus of suspender had little effect to the sensitivity.Another argument was the opposite sensitivity effect happened between the elastic modulus and density of the material.

Optimum shape design of incompressible hyperelastic structures with analytical sensitivity analysis

International Nuclear Information System (INIS)

Jarraya, A.; Wali, M.; Dammark, F.

2014-01-01

This paper is focused on the structural shape optimization of incompressible hyperelastic structures. An analytical sensitivity is developed for the rubber like materials. The whole shape optimization process is carried out by coupling a closed geometric shape in R 2 with boundaries, defined by B-splines curves, exact sensitivity analysis and mathematical programming method (S.Q.P: sequential quadratic programming). Design variables are the control points coordinate. The objective function is to minimize Von-Mises stress, constrained to the total material volume of the structure remains constant. In order to validate the exact Jacobian method, the sensitivity calculation is performed: numerically by an efficient finite difference scheme and by the exact Jacobian method. Numerical optimization examples are presented for elastic and hyperelastic materials using the proposed method.

Application of Sensitivity Analysis in Design of Integrated Building Concepts

DEFF Research Database (Denmark)

Heiselberg, Per; Brohus, Henrik; Hesselholt, Allan Tind

2007-01-01

analysis makes it possible to identify the most important parameters in relation to building performance and to focus design and optimization of integrated building concepts on these fewer, but most important parameters. The sensitivity analyses will typically be performed at a reasonably early stage...... the design requirements and objectives. In the design of integrated building concepts it is beneficial to identify the most important design parameters in order to more efficiently develop alternative design solutions or more efficiently perform an optimization of the building performance. The sensitivity...

Best estimate analysis of LOFT L2-5 with CATHARE: uncertainty and sensitivity analysis

Energy Technology Data Exchange (ETDEWEB)

JOUCLA, Jerome; PROBST, Pierre [Institute for Radiological Protection and Nuclear Safety, Fontenay-aux-Roses (France); FOUET, Fabrice [APTUS, Versailles (France)

2008-07-01

The revision of the 10 CFR50.46 in 1988 has made possible the use of best-estimate codes. They may be used in safety demonstration and licensing, provided that uncertainties are added to the relevant output parameters before comparing them with the acceptance criteria. In the safety analysis of the large break loss of coolant accident, it was agreed that the 95. percentile estimated with a high degree of confidence should be lower than the acceptance criteria. It appeared necessary to IRSN, technical support of the French Safety Authority, to get more insight into these strategies which are being developed not only in thermal-hydraulics but in other fields such as in neutronics. To estimate the 95. percentile with a high confidence level, we propose to use rank statistics or bootstrap. Toward the objective of assessing uncertainty, it is useful to determine and to classify the main input parameters. We suggest approximating the code by a surrogate model, the Kriging model, which will be used to make a sensitivity analysis with the SOBOL methodology. This paper presents the application of two new methodologies of how to make the uncertainty and sensitivity analysis on the maximum peak cladding temperature of the LOFT L2-5 test with the CATHARE code. (authors)

Sensitivity analysis of critical experiments with evaluated nuclear data libraries

International Nuclear Information System (INIS)

Fujiwara, D.; Kosaka, S.

2008-01-01

Criticality benchmark testing was performed with evaluated nuclear data libraries for thermal, low-enriched uranium fuel rod applications. C/E values for k eff were calculated with the continuous-energy Monte Carlo code MVP2 and its libraries generated from Endf/B-VI.8, Endf/B-VII.0, JENDL-3.3 and JEFF-3.1. Subsequently, the observed k eff discrepancies between libraries were decomposed to specify the source of difference in the nuclear data libraries using sensitivity analysis technique. The obtained sensitivity profiles are also utilized to estimate the adequacy of cold critical experiments to the boiling water reactor under hot operating condition. (authors)

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 of infectious disease models: methods, advances and their application

Science.gov (United States)

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

2013-01-01

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

Probabilistic Sensitivities for Fatigue Analysis of Turbine Engine Disks

OpenAIRE

Harry R. Millwater; R. Wesley Osborn

2006-01-01

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

ADGEN: a system for automated sensitivity analysis of predictive models

International Nuclear Information System (INIS)

Pin, F.G.; Horwedel, J.E.; Oblow, E.M.; Lucius, J.L.

1987-01-01

A system that can automatically enhance computer codes with a sensitivity calculation capability is presented. With this new system, named ADGEN, rapid and cost-effective calculation of sensitivities can be performed in any FORTRAN code for all input data or parameters. The resulting sensitivities can be used in performance assessment studies related to licensing or interactions with the public to systematically and quantitatively prove the relative importance of each of the system parameters in calculating the final performance results. A general procedure calling for the systematic use of sensitivities in assessment studies is presented. The procedure can be used in modeling and model validation studies to avoid over modeling, in site characterization planning to avoid over collection of data, and in performance assessments to determine the uncertainties on the final calculated results. The added capability to formally perform the inverse problem, i.e., to determine the input data or parameters on which to focus to determine the input data or parameters on which to focus additional research or analysis effort in order to improve the uncertainty of the final results, is also discussed. 7 references, 2 figures

Sensitivity analysis for hydrology and pesticide supply towards the river in SWAT

Science.gov (United States)

Holvoet, K.; van Griensven, A.; Seuntjens, P.; Vanrolleghem, P. A.

The dynamic behaviour of pesticides in river systems strongly depends on varying climatological conditions and agricultural management practices. To describe this behaviour at the river-basin scale, integrated hydrological and water quality models are needed. A crucial step in understanding the various processes determining pesticide fate is to perform a sensitivity analysis. Sensitivity analysis for hydrology and pesticide supply in SWAT (Soil and Water Assessment Tool) will provide useful support for the development of a reliable hydrological model and will give insight in which parameters are most sensitive concerning pesticide supply towards rivers. The study was performed on the Nil catchment in Belgium. In this study we utilised an LH-OAT sensitivity analysis. The LH-OAT method combines the One-factor-At-a-Time (OAT) design and Latin Hypercube (LH) sampling by taking the Latin Hypercube samples as initial points for an OAT design. By means of the LH-OAT sensitivity analysis, the dominant hydrological parameters were determined and a reduction of the number of model parameters was performed. Dominant hydrological parameters were the curve number (CN2), the surface runoff lag (surlag), the recharge to deep aquifer (rchrg_dp) and the threshold depth of water in the shallow aquifer (GWQMN). Next, the selected parameters were estimated by manual calibration. Hereby, the Nash-Sutcliffe coefficient of efficiency improved from an initial value of -22.4 to +0.53. In the second part, sensitivity analyses were performed to provide insight in which parameters or model inputs contribute most to variance in pesticide output. The results of this study show that for the Nil catchment, hydrologic parameters are dominant in controlling pesticide predictions. The other parameter that affects pesticide concentrations in surface water is ‘apfp_pest’, which meaning was changed into a parameter that controls direct losses to the river system (e.g., through the clean up of spray

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

International Nuclear Information System (INIS)

Qiu Yishu; Wang Kan; She Ding

2015-01-01

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

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

Science.gov (United States)

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

2017-12-01

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

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

Science.gov (United States)

Mannina, Giorgio; Cosenza, Alida; Viviani, Gaspare

2017-11-01

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

Sensitivity Analysis of the Scattering-Based SARBM3D Despeckling Algorithm.

Science.gov (United States)

Di Simone, Alessio

2016-06-25

Synthetic Aperture Radar (SAR) imagery greatly suffers from multiplicative speckle noise, typical of coherent image acquisition sensors, such as SAR systems. Therefore, a proper and accurate despeckling preprocessing step is almost mandatory to aid the interpretation and processing of SAR data by human users and computer algorithms, respectively. Very recently, a scattering-oriented version of the popular SAR Block-Matching 3D (SARBM3D) despeckling filter, named Scattering-Based (SB)-SARBM3D, was proposed. The new filter is based on the a priori knowledge of the local topography of the scene. In this paper, an experimental sensitivity analysis of the above-mentioned despeckling algorithm is carried out, and the main results are shown and discussed. In particular, the role of both electromagnetic and geometrical parameters of the surface and the impact of its scattering behavior are investigated. Furthermore, a comprehensive sensitivity analysis of the SB-SARBM3D filter against the Digital Elevation Model (DEM) resolution and the SAR image-DEM coregistration step is also provided. The sensitivity analysis shows a significant robustness of the algorithm against most of the surface parameters, while the DEM resolution plays a key role in the despeckling process. Furthermore, the SB-SARBM3D algorithm outperforms the original SARBM3D in the presence of the most realistic scattering behaviors of the surface. An actual scenario is also presented to assess the DEM role in real-life conditions.

Quantitative global sensitivity analysis of a biologically based dose-response pregnancy model for the thyroid endocrine system.

Science.gov (United States)

Lumen, Annie; McNally, Kevin; George, Nysia; Fisher, Jeffrey W; Loizou, George D

2015-01-01

A deterministic biologically based dose-response model for the thyroidal system in a near-term pregnant woman and the fetus was recently developed to evaluate quantitatively thyroid hormone perturbations. The current work focuses on conducting a quantitative global sensitivity analysis on this complex model to identify and characterize the sources and contributions of uncertainties in the predicted model output. The workflow and methodologies suitable for computationally expensive models, such as the Morris screening method and Gaussian Emulation processes, were used for the implementation of the global sensitivity analysis. Sensitivity indices, such as main, total and interaction effects, were computed for a screened set of the total thyroidal system descriptive model input parameters. Furthermore, a narrower sub-set of the most influential parameters affecting the model output of maternal thyroid hormone levels were identified in addition to the characterization of their overall and pair-wise parameter interaction quotients. The characteristic trends of influence in model output for each of these individual model input parameters over their plausible ranges were elucidated using Gaussian Emulation processes. Through global sensitivity analysis we have gained a better understanding of the model behavior and performance beyond the domains of observation by the simultaneous variation in model inputs over their range of plausible uncertainties. The sensitivity analysis helped identify parameters that determine the driving mechanisms of the maternal and fetal iodide kinetics, thyroid function and their interactions, and contributed to an improved understanding of the system modeled. We have thus demonstrated the use and application of global sensitivity analysis for a biologically based dose-response model for sensitive life-stages such as pregnancy that provides richer information on the model and the thyroidal system modeled compared to local sensitivity analysis.

Quantitative global sensitivity analysis of a biologically based dose-response pregnancy model for the thyroid endocrine system

Directory of Open Access Journals (Sweden)

Annie eLumen

2015-05-01

Full Text Available A deterministic biologically based dose-response model for the thyroidal system in a near-term pregnant woman and the fetus was recently developed to evaluate quantitatively thyroid hormone perturbations. The current work focuses on conducting a quantitative global sensitivity analysis on this complex model to identify and characterize the sources and contributions of uncertainties in the predicted model output. The workflow and methodologies suitable for computationally expensive models, such as the Morris screening method and Gaussian Emulation processes, were used for the implementation of the global sensitivity analysis. Sensitivity indices, such as main, total and interaction effects, were computed for a screened set of the total thyroidal system descriptive model input parameters. Furthermore, a narrower sub-set of the most influential parameters affecting the model output of maternal thyroid hormone levels were identified in addition to the characterization of their overall and pair-wise parameter interaction quotients. The characteristic trends of influence in model output for each of these individual model input parameters over their plausible ranges were elucidated using Gaussian Emulation processes. Through global sensitivity analysis we have gained a better understanding of the model behavior and performance beyond the domains of observation by the simultaneous variation in model inputs over their range of plausible uncertainties. The sensitivity analysis helped identify parameters that determine the driving mechanisms of the maternal and fetal iodide kinetics, thyroid function and their interactions, and contributed to an improved understanding of the system modeled. We have thus demonstrated the use and application of global sensitivity analysis for a biologically based dose-response model for sensitive life-stages such as pregnancy that provides richer information on the model and the thyroidal system modeled compared to local

Sensitivity analysis for reactivity and power density investigations in nuclear reactors

International Nuclear Information System (INIS)

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

1993-01-01

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

Regional and parametric sensitivity analysis of Sobol' indices

International Nuclear Information System (INIS)

Wei, Pengfei; Lu, Zhenzhou; Song, Jingwen

2015-01-01

Nowadays, utilizing the Monte Carlo estimators for variance-based sensitivity analysis has gained sufficient popularity in many research fields. These estimators are usually based on n+2 sample matrices well designed for computing both the main and total effect indices, where n is the input dimension. The aim of this paper is to use such n+2 sample matrices to investigate how the main and total effect indices change when the uncertainty of the model inputs are reduced. For this purpose, the regional main and total effect functions are defined for measuring the changes on the main and total effect indices when the distribution range of one input is reduced, and the parametric main and total effect functions are introduced to quantify the residual main and total effect indices due to the reduced variance of one input. Monte Carlo estimators are derived for all the developed sensitivity concepts based on the n+2 samples matrices originally used for computing the main and total effect indices, thus no extra computational cost is introduced. The Ishigami function, a nonlinear model and a planar ten-bar structure are utilized for illustrating the developed sensitivity concepts, and for demonstrating the efficiency and accuracy of the derived Monte Carlo estimators. - Highlights: • The regional main and total effect functions are developed. • The parametric main and total effect functions are introduced. • The proposed sensitivity functions are all generalizations of Sobol' indices. • The Monte Carlo estimators are derived for the four sensitivity functions. • The computational cost of the estimators is the same as that of Sobol' indices

Technique for sensitivity analysis of space- and energy-dependent burn-up calculations

International Nuclear Information System (INIS)