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

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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 ... continued below

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Pages: 34

Creation Information

Worley, B.A.; Oblow, E.M.; Pin, F.G.; Maerker, R.E.; Horwedel, J.E.; Wright, R.Q. et al. January 1, 1987.

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Description

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.

Physical Description

Pages: 34

Notes

NTIS, PC A03/MF A01; 1.

Source

  • Geostatistical sensitivity and uncertainty methods for groundwater flow and radionuclide transport modeling conference, San Francisco, CA, USA, 15 Sep 1987

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  • Other: DE88000585
  • Report No.: CONF-870971-3
  • Grant Number: AC05-84OR21400
  • Office of Scientific & Technical Information Report Number: 5965467
  • Archival Resource Key: ark:/67531/metadc1102657

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Office of Scientific & Technical Information Technical Reports

Reports, articles and other documents harvested from the Office of Scientific and Technical Information.

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  • January 1, 1987

Added to The UNT Digital Library

  • Feb. 18, 2018, 3:59 p.m.

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  • May 11, 2018, 12:44 p.m.

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Worley, B.A.; Oblow, E.M.; Pin, F.G.; Maerker, R.E.; Horwedel, J.E.; Wright, R.Q. et al. Deterministic methods for sensitivity and uncertainty analysis in large-scale computer models, article, January 1, 1987; Tennessee. (digital.library.unt.edu/ark:/67531/metadc1102657/: accessed September 23, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.