Methods and Computer Codes for Probabilistic Sensitivity and Uncertainty Analysis

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ISBN 13 :
Total Pages : 10 pages
Book Rating : 4.:/5 (243 download)

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Book Synopsis Methods and Computer Codes for Probabilistic Sensitivity and Uncertainty Analysis by : J. K. Vaurio

Download or read book Methods and Computer Codes for Probabilistic Sensitivity and Uncertainty Analysis written by J. K. Vaurio and published by . This book was released on 1984 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Methods and Computer Codes for Probabilistic Sensitivity and Uncertainty Analysis

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (727 download)

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Book Synopsis Methods and Computer Codes for Probabilistic Sensitivity and Uncertainty Analysis by :

Download or read book Methods and Computer Codes for Probabilistic Sensitivity and Uncertainty Analysis written by and published by . This book was released on 1985 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper describes the methods and applications experience with two computer codes that are now available from the National Energy Software Center at Argonne National Laboratory. The purpose of the SCREEN code is to identify a group of most important input variables of a code that has many (tens, hundreds) input variables with uncertainties, and do this without relying on judgment or exhaustive sensitivity studies. Purpose of the PROSA-2 code is to propagate uncertainties and calculate the distributions of interesting output variable(s) of a safety analysis code using response surface techniques, based on the same runs used for screening. Several applications are discussed, but the codes are generic, not tailored to any specific safety application code. They are compatible in terms of input/output requirements but also independent of each other, e.g., PROSA-2 can be used without first using SCREEN if a set of important input variables has first been selected by other methods. Also, although SCREEN can select cases to be run (by random sampling), a user can select cases by other methods if he so prefers, and still use the rest of SCREEN for identifying important input variables.

Sensitivity/uncertainty Analysis Techniques for Nonstochastic Computer Codes

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ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Sensitivity/uncertainty Analysis Techniques for Nonstochastic Computer Codes by : W. V. Harper

Download or read book Sensitivity/uncertainty Analysis Techniques for Nonstochastic Computer Codes written by W. V. Harper and published by . This book was released on 1983 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Uncertainty and Sensitivity Analysis for Long-running Computer Codes

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ISBN 13 :
Total Pages : 158 pages
Book Rating : 4.:/5 (641 download)

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Book Synopsis Uncertainty and Sensitivity Analysis for Long-running Computer Codes by : Dustin R. Langewisch

Download or read book Uncertainty and Sensitivity Analysis for Long-running Computer Codes written by Dustin R. Langewisch and published by . This book was released on 2010 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis presents a critical review of existing methods for performing probabilistic uncertainty and sensitivity analysis for complex, computationally expensive simulation models. Uncertainty analysis (UA) methods reviewed include standard Monte Carlo simulation, Latin Hypercube sampling, importance sampling, line sampling, and subset simulation. Sensitivity analysis (SA) methods include scatter plots, Monte Carlo filtering, regression analysis, variance-based methods (Sobol' sensitivity indices and Sobol' Monte Carlo algorithms), and Fourier amplitude sensitivity tests. In addition, this thesis reviews several existing metamodeling techniques that are intended provide quick-running approximations to the computer models being studied. Because stochastic simulation-based UA and SA rely on a large number (e.g., several thousands) of simulations, metamodels are recognized as a necessary compromise when UA and SA must be performed with long-running (i.e., several hours or days per simulation) computational models. This thesis discusses the use of polynomial Response Surfaces (RS), Artificial Neural Networks (ANN), and Kriging/Gaussian Processes (GP) for metamodeling. Moreover, two methods are discussed for estimating the uncertainty introduced by the metamodel. The first of these methods is based on a bootstrap sampling procedure, and can be utilized for any metamodeling technique.

Ucode_2005 and Six Other Computer Codes for Universal Sensitivity Analysis, Calibration, and Uncertainty Evaluation

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Publisher : CreateSpace
ISBN 13 : 9781500562854
Total Pages : 298 pages
Book Rating : 4.5/5 (628 download)

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Book Synopsis Ucode_2005 and Six Other Computer Codes for Universal Sensitivity Analysis, Calibration, and Uncertainty Evaluation by : Eileen P. Poeter

Download or read book Ucode_2005 and Six Other Computer Codes for Universal Sensitivity Analysis, Calibration, and Uncertainty Evaluation written by Eileen P. Poeter and published by CreateSpace. This book was released on 2014-07-17 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The documentation presented in this report includes brief listings of the methods used and detailed descriptions of the required input files and typical use of the output files. Detailed information on the methods, guidelines for conducting sensitivity analysis, data needs assessment, calibration, and uncertainty evaluation of a model of a complex system using examples mostly from ground-water modeling, and well-documented instructional exercises are presented by Hill and Tiedeman (in press). Together, this report, Hill and Tiedeman (in press), and Christensen and Cooley (2005) serve to document the computer codes described in this work. A more limited discussion of most of the methods and a previous version of the guidelines are presented in Hill (1994) and Hill (1998), which served to partially document the earlier programs. More on the methods described by Christensen and Cooley (2005) is presented by Cooley (2004).

Uncertainty Analysis

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ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 ( download)

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Book Synopsis Uncertainty Analysis by : Ralph E. Thomas

Download or read book Uncertainty Analysis written by Ralph E. Thomas and published by . This book was released on 1982 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Sensitivity & Uncertainty Analysis, Volume 1

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Publisher : CRC Press
ISBN 13 : 1135442975
Total Pages : 186 pages
Book Rating : 4.1/5 (354 download)

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Book Synopsis Sensitivity & Uncertainty Analysis, Volume 1 by : Dan G. Cacuci

Download or read book Sensitivity & Uncertainty Analysis, Volume 1 written by Dan G. Cacuci and published by CRC Press. This book was released on 2003-05-28 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools in their own right. While most techniques used for these analyses are well documented, there has yet to appear a systematic treatment of the method based on adjoint operators, which is applicable to a much wider variety of problems than methods traditionally used in control theory. This book fills that gap, focusing on the mathematical underpinnings of the Adjoint Sensitivity Analysis Procedure (ASAP) and the use of deterministically obtained sensitivities for subsequent uncertainty analysis.

Sensitivity & Uncertainty Analysis, Volume 1

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Publisher : CRC Press
ISBN 13 : 0203498798
Total Pages : 304 pages
Book Rating : 4.2/5 (34 download)

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Book Synopsis Sensitivity & Uncertainty Analysis, Volume 1 by : Dan G. Cacuci

Download or read book Sensitivity & Uncertainty Analysis, Volume 1 written by Dan G. Cacuci and published by CRC Press. This book was released on 2003-05-28 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools in their own right. While most techniques used for these analyses are well documented, there has yet to appear a systematic treatment of the method based

Sensitivity and Uncertainty Analysis, Volume II

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Publisher : CRC Press
ISBN 13 : 020348357X
Total Pages : 367 pages
Book Rating : 4.2/5 (34 download)

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Book Synopsis Sensitivity and Uncertainty Analysis, Volume II by : Dan G. Cacuci

Download or read book Sensitivity and Uncertainty Analysis, Volume II written by Dan G. Cacuci and published by CRC Press. This book was released on 2005-05-16 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable scientific tools. Sensitivity and Uncertainty Analysis. Volume I: Theory focused on the mathematical underpinnings of two important methods for such analyses: the Adjoint Sensitivity Analysis Procedure and the Global Adjoint Sensitivity Analysis Procedure. This volume concentrates on the practical aspects of performing these analyses for large-scale systems. The applications addressed include two-phase flow problems, a radiative convective model for climate simulations, and large-scale models for numerical weather prediction.

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Publisher : Elsevier
ISBN 13 : 0080962319
Total Pages : 3685 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis by :

Download or read book written by and published by Elsevier. This book was released on with total page 3685 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Energy Research Abstracts

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ISBN 13 :
Total Pages : 780 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Energy Research Abstracts by :

Download or read book Energy Research Abstracts written by and published by . This book was released on 1985 with total page 780 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Deterministic Methods for Sensitivity and Uncertainty Analysis in Large-scale Computer Models

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (727 download)

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Book Synopsis Deterministic Methods for Sensitivity and Uncertainty Analysis in Large-scale Computer Models by :

Download or read book Deterministic Methods for Sensitivity and Uncertainty Analysis in Large-scale Computer Models written by and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Energy Research Abstracts

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ISBN 13 :
Total Pages : 1652 pages
Book Rating : 4.U/5 (183 download)

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Book Synopsis Energy Research Abstracts by :

Download or read book Energy Research Abstracts written by and published by . This book was released on 1985 with total page 1652 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Sensitivity Analysis in Practice

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Publisher : John Wiley & Sons
ISBN 13 : 047087094X
Total Pages : 232 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis Sensitivity Analysis in Practice by : Andrea Saltelli

Download or read book Sensitivity Analysis in Practice written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2004-07-16 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.

UCODE_2005 and Six Other Computer Codes for Universal Sensitivity Analysis, Calibration, and Uncertainty Evaluation

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Publisher :
ISBN 13 :
Total Pages : 283 pages
Book Rating : 4.:/5 (238 download)

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Book Synopsis UCODE_2005 and Six Other Computer Codes for Universal Sensitivity Analysis, Calibration, and Uncertainty Evaluation by :

Download or read book UCODE_2005 and Six Other Computer Codes for Universal Sensitivity Analysis, Calibration, and Uncertainty Evaluation written by and published by . This book was released on 2005 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Global Sensitivity Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 9780470725177
Total Pages : 304 pages
Book Rating : 4.7/5 (251 download)

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Book Synopsis Global Sensitivity Analysis by : Andrea Saltelli

Download or read book Global Sensitivity Analysis written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2008-02-28 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

Overview of Methods for Uncertainty Analysis and Sensitivity Analysis in Probabilistic Risk Assessment

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Publisher :
ISBN 13 :
Total Pages : 9 pages
Book Rating : 4.:/5 (169 download)

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Book Synopsis Overview of Methods for Uncertainty Analysis and Sensitivity Analysis in Probabilistic Risk Assessment by : Ronald L. Iman

Download or read book Overview of Methods for Uncertainty Analysis and Sensitivity Analysis in Probabilistic Risk Assessment written by Ronald L. Iman and published by . This book was released on 1984 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt: