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The failure of overhead transmission lines in the United States can lead to significant economic losses and widespread blackouts, affecting the lives of millions. This study focuses on analyzing the failure of transmission lines, specifically considering the effects of wind, ambient temperature, and current demands, incorporating minimal and significant pre-existing damage. We propose a multiphysics framework to analyze the transmission line failures across sensitive and affected states of the United States, integrating historical data on wind and ambient temperature. By combining numerical simulation with historical data analysis, our research assesses the impact of varying environmental conditions on the reliability of transmission lines. Our methodology begins with a deterministic approach to model temperature and damage evolution, using phase-field modeling for fatigue and damage coupled with electrical and thermal models. Later, we adopt the probability collocation method to investigate the stochastic behavior of the system, enhancing our understanding of uncertainties in model parameters, conducting sensitivity analysis to identify the most significant model parameters, and estimating the probability of failures over time. This approach allows for a comprehensive analysis of factors affecting transmission line reliability, contributing valuable insights into improving power line's resilience against environmental conditions. [ABSTRACT FROM AUTHOR]

The purpose of this paper is to conduct a thorough investigation of a stochastic eddy-current testing problem, when the geometric parameters of the system under study are characterized by uncertainty. Focusing on the case of subsurface defect detection, we devise reliable surrogates for the quantities of interest (QoI) based on the principles of the generalized polynomial chaos (PC) and using the orthogonal matching pursuit (OMP) solver to promote sparsity in the approximate models. In addition, a variance-based approach is implemented for the sequential construction of the necessary sample set, enabling more accurate estimation of the statistical metrics without imposing additional computational overhead. Apart from quantifying the inherent uncertainty, a sensitivity analysis is performed that assesses the impact of each geometric variable on the QoI, via the computation of Sobol indices. The efficiency of the OMP-PC algorithm is demonstrated in two variants of the subsurface-discontinuity problem, yielding at the same time useful conclusions regarding the properties of the stochastic outputs. [ABSTRACT FROM AUTHOR]

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There is uncertainty in the results of any mathematical model due to different reasons. It is important to estimate this uncertainty. Sensitivity analysis is commonly used to estimate how the changes in the input parameters affect the solutions of the model. In this paper, we discuss different ways of performing local and global sensitivity analyses and apply them to two models: an epidemic model and a new myocardial infarction model, both based on ordinary differential equations. The first model is a simple model used to explain the ideas, while the second one shows how to apply them to a model with more state variables and parameters. We find that if the parameters are not accurately known, local sensitivity analysis can be misleading and that global sensitivity methods that sample the whole parameter space, varying all the values of the parameters at the same time, are the most reliable. We also show how the sensitivity analysis results can be used to determine the uncertainty in the results of the model. We present numerical simulations. [ABSTRACT FROM AUTHOR]

This article introduces and formalizes a novel stochastic method that combines inverse simulation with the theory of generalized Polynomial Chaos (gPC) to solve and study inverse problems under uncertainty in energy system design applications. The method is particularly relevant to design tasks where only a deterministic forward model of a physical system is available, in which a target design quantity is an input to the model that cannot be obtained directly, but can be quantified reversely via the outputs of the model. In this scenario, the proposed method offers an analytical and direct approach to invert such system models. The method puts emphasis on user-friendliness, as it enables its users to conduct the inverse simulation under uncertainty directly in the gPC domain by redefining basic algebra operations for computations. Moreover, the method incorporates an optimization-based approach to integrate supplementary constraints on stochastic quantities. This feature enables the solution of inverse problems bounding the statistical moments of stochastic system variables. The authors exemplify the application of the proposed method with proof-of-concept tests in energy system design, specifically performing uncertainty quantification and sensitivity analysis for a Multi-Energy System (MES). The findings demonstrate the high accuracy of the method as well as clear advantages over conventional sampling-based methods when dealing with a small number of stochastic variables in a system or model. However, the case studies also highlight the current limitations of the proposed method such as slow execution speed due to the optimization-based approach and the challenges associated with, for example, the curse of dimensionality in gPC. [ABSTRACT FROM AUTHOR]

As magnetic field strength in Magnetic Resonance Imaging (MRI) technology increases, maintaining the specific absorption rate (SAR) within safe limits across human head tissues becomes challenging due to the formation of standing waves at a shortened wavelength. Compounding this challenge is the uncertainty in the dielectric properties of head tissues, which notably affects the SAR induced by the radiofrequency (RF) coils in an ultra-high-field (UHF) MRI system. To this end, this study introduces a computational framework to quantify the impacts of uncertainties in head tissues' dielectric properties on the induced SAR. The framework employs a surrogate model-assisted Monte Carlo (MC) technique, efficiently generating surrogate models of MRI observables (electric fields and SAR) and utilizing them to compute SAR statistics. Particularly, the framework leverages a high-dimensional model representation technique, which constructs the surrogate models of the MRI observables via univariate and bivariate component functions, approximated through generalized polynomial chaos expansions. The numerical results demonstrate the efficiency of the proposed technique, requiring significantly fewer deterministic simulations compared with traditional MC methods and other surrogate model-assisted MC techniques utilizing machine learning algorithms, all while maintaining high accuracy in SAR statistics. Specifically, the proposed framework constructs surrogate models of a local SAR with an average relative error of 0.28% using 289 simulations, outperforming the machine learning-based surrogate modeling techniques considered in this study. Furthermore, the SAR statistics obtained by the proposed framework reveal fluctuations of up to 30% in SAR values within specific head regions. These findings highlight the critical importance of considering dielectric property uncertainties to ensure MRI safety, particularly in 7 T MRI systems. [ABSTRACT FROM AUTHOR]

This research introduces a novel global sensitivity analysis (GSA) framework for agent-based models (ABMs) that explicitly handles their distinctive features, such as multi-level structure and temporal dynamics. The framework uses Grassmannian diffusion maps to reduce output data dimensionality and sparse polynomial chaos expansion (PCE) to compute sensitivity indices for stochastic input parameters. To demonstrate the versatility of the proposed GSA method, we applied it to a non-linear system dynamics model and epidemiological and economic ABMs, depicting different dynamics. Unlike traditional GSA approaches, the proposed method enables a more general estimation of parametric sensitivities spanning from the micro level (individual agents) to the macro level (entire population). The new framework encourages the use of manifold-based techniques in uncertainty quantification, enhances understanding of complex spatio-temporal processes, and equips ABM practitioners with robust tools for detailed model analysis. This empowers them to make more informed decisions when developing, fine-tuning, and verifying models, thereby advancing the field and improving routine practice for GSA in ABMs. [ABSTRACT FROM AUTHOR]

The fate of nutrients and contaminants in fluvial ecosystems is strongly affected by the mixing dynamics between surface water and groundwater within the hyporheic zone, depending on the combination of the sediment's hydraulic heterogeneity and dune morphology. This study examines the effects of hydraulic conductivity stratification on steady‐state, two‐dimensional, hyporheic flows and solute residence time distribution. First, we derive an integral transform‐based semi‐analytical solution for the flow field, capable of accounting for the effects of any functional shape of the vertically varying hydraulic conductivity. The solution considers the uneven distribution of pressure at the water‐sediment interface (i.e., the pumping process) dictated by the presence of dune morphology. We then simulate solute transport using particle tracking. Our modeling framework is validated against numerical and tracer data from flume experiments and used to explore the implication of hydraulic conductivity stratification on the statistics and pdf of the residence time. Finally, reduced‐order models are used to enlighten the dependence of key residence time statistics on the parameters characterizing the hydraulic conductivity stratification. Key Points: A new integral transform‐based semi‐analytical solution for hyporheic flows in stratified sediments is provided and tested against dataThe impact of hydraulic conductivity stratification on residence time distribution and its statistics is quantitatively analyzedROMs are used to approximate key residence time statistics in the space of variability of parameters characterizing the conductivity profile [ABSTRACT FROM AUTHOR]

The purpose of this study is to investigate the uncertainty of the design variables of a front suspension lower control arm under fatigue-loading circumstances to estimate a reliable and robust product. This study offers a method for systematic uncertainty quantification (UQ), and the following steps were taken to achieve this: First, a finite element model was built to predict the fatigue life of the control arm under bump-loading conditions. Second, a sensitivity scheme, based on one of the global analyses, was developed to identify the model's most and least significant design input variables. Third, physics-based and data-driven uncertainty quantification schemes were employed to quantify the model's input parameter uncertainties via a Monte Carlo simulation. The simulations were conducted using 10,000 samples of material properties and geometrical uncertainty variables, with the coefficients of variation ranging from 1 to 3%. Finally, the confidence interval results show a deviation of about 21.74% from the mean (the baseline). As a result, by applying systematic UQ, a more reliable and robust automobile suspension control arm can be designed during the early stages of design to produce a more efficient and better approximation of fatigue life under uncertain conditions. [ABSTRACT FROM AUTHOR]

Reinforced concrete (RC) is the result of a combination of steel reinforcing rods (which have high tensile) and concrete (which has high compressive strength). Additionally, the prediction of long-term deformations of RC flexural structures and the magnitude of the influence of the relevant material and geometric parameters are important for evaluating their serviceability and safety throughout their life cycles. Empirical methods for predicting the long-term deformation of RC structures are limited due to the difficulty of considering all the influencing factors. In this study, four popular surrogate models, i.e., polynomial chaos expansion (PCE), support vector regression (SVR), Kriging, and radial basis function (RBF), are used to predict the long-term deformation of RC structures. The surrogate models were developed and evaluated using RC simply supported beam examples, and experimental datasets were collected for comparison with common machine learning models (back propagation neural network (BP), multilayer perceptron (MLP), decision tree (DT) and linear regression (LR)). The models were tested using the statistical metrics R 2 , R A A E , R M A E , R M S E ,   V A F ,   P I ,   A 10 − i n d e x   a n d   U 95 . The results show that all four proposed models can effectively predict the deformation of RC structures, with PCE and SVR having the best accuracy, followed by the Kriging model and RBF. Moreover, the prediction accuracy of the surrogate model is much lower than that of the empirical method and the machine learning model in terms of the RMSE. Furthermore, a global sensitivity analysis of the material and geometric parameters affecting structural deflection using PCE is proposed. It was found that the geometric parameters are more influential than the material parameters. Additionally, there is a coupling effect between material and geometric parameters that works together to influence the long-term deflection of RC structures. [ABSTRACT FROM AUTHOR]

The numerical modeling of cardiac electrophysiology has reached a mature and advanced state that allows for quantitative modeling of many clinically relevant processes. As a result, complex computational tasks such as the creation of a variety of electrocardiograms (ECGs) from virtual cohorts of models representing biological variation are within reach. This requires a correct representation of the variability of a population by suitable distributions of a number of input parameters. Hence, the assessment of the dependence and variation of model outputs by sensitivity analysis and uncertainty quantification become crucial. Since the standard metrological approach of using Monte–Carlo simulations is computationally prohibitive, we use a nonintrusive polynomial chaos-based approximation of the forward model used for obtaining the atrial contribution to a realistic electrocardiogram. The surrogate increases the speed of computations for varying parameters by orders of magnitude and thereby greatly enhances the versatility of uncertainty quantification. It further allows for the quantification of parameter influences via Sobol indices for the time series of 12 lead ECGs and provides bounds for the accuracy of the obtained sensitivities derived from an estimation of the surrogate approximation error. Thus, it is capable of supporting and improving the creation of synthetic databases of ECGs from a virtual cohort mapping a representative sample of the human population based on physiologically and anatomically realistic three-dimensional models. [ABSTRACT FROM AUTHOR]

The closure parameters introduced in transition models can compromise the accuracy of prediction results. This paper investigated the uncertainty caused by the closure parameters in transition models (γ and k−ω−γ), and identified the key parameters that have the greatest impact on quantities of interest. The uncertainty was propagated by the point-collocation no-intrusive polynomial chaos method, and the relative contribution of each parameter to uncertainty was assessed by the Sobol index. The natural transition flow (Schubauer–Klebanoff flat plate) and low-velocity airfoil flow (NLF0416 airfoil) were chosen for computational cases. The results, which are highly dependent on the closure parameters, validate the necessity of uncertainty research. The parameters of the k−ω−γ model are more sensitive than those of the γ model. In the γ model, the most critical parameter is CTU2 , which is negatively related to the transition position, i.e., the transition delays when CTU2 increases and advances when CTU2 decreases. In the k−ω−γ model, the most critical parameter is C2 , which is positively related to the transition position. [ABSTRACT FROM AUTHOR]

A surrogate model for a perfect electric conductor plate is built by using the polynomial chaos expansion method. The plate is excited via four capacitive coupling elements for which the locations are determined by the analysis of the current distribution for each mode provided by the characteristic mode analysis. A numerical model based on the method of moments is then created to generate a database needed to build the surrogate model. Radiation patterns calculated by the surrogate model are compared with those given by the numerical model. The results show that the surrogate model can mimic the numerical model and it can be used to replace complex numerical models to save computation time and to alleviate the burden on the computation resources. Then, a sensitivity analysis is conducted to exhibit the effect of the parameter deviations on the overall antenna performance and to reveal the influential input parameters. The results of sensitivity analysis are used to reduce the complexity of the overall structure. [ABSTRACT FROM AUTHOR]

To disclose the pathophysiological mechanism of schizophrenia from the general connectivity among distinct brain regions, the computational model proposed by Szalisznyó et al. is generalized by incorporating the effects of the hippocampus. Based on the center manifold theorem and normal form theory, the emergence of abnormal alpha oscillations, which are directly associated with symptoms of schizophrenia, is analyzed in this network with Hopf bifurcation as a precursor. It is found that the clinically significant hypoconnectivities between the anterior cingulate and the dorsolateral prefrontal cortex or from the dorsolateral prefrontal cortex to the hippocampus are helpful in inhibiting the abnormal alpha oscillations, while disconnection of the coupling from the anterior cingulate cortex to the striatum can induce schizophrenia. Moreover, polynomial chaos expansion and variance-based sensitivity analysis are applied to determine the contributions of these connection strengths to the variance of the neuronal population activity. Our model results are consistent with experimental observations and thus might be meaningful for clinical interference. [ABSTRACT FROM AUTHOR]

In this study, the aerodynamic uncertainty analysis and optimization of a conventional axisymmetric vehicle with an aerodynamic configuration were investigated. The prediction precision of the typical aerodynamic performance estimating methods, namely, engineering estimation and numerical simulation, was compared using the wind tunnel test data of the vehicle. Then, using a modified missile data compendium (DATCOM) software, a high-efficiency and high-precision method was developed, which was applied to analyze and characterize the aerodynamic parameters of the axisymmetric vehicle. To enhance the robustness and reliability of aerodynamic performance, an uncertainty-based design optimization (UDO) framework was established. The design space was scaled by parameter sensitivity analysis, and improved computational efficiency was achieved by developing parallel polynomial chaos expansions (PCEs). The optimized results show that the modified method exhibits high accuracy in predicting aerodynamic performance. For the same constraints, the results of the deterministic design optimization (DDO) showed that compared with the initial scheme, the probability of the controllability-to-stability ratio satisfying the constraint decreased from 98.8% to 72.4%, and this value increased to 99.9% in the case of UDO. Compared with the results of the initial scheme and DDO, UDO achieved a considerable reduction in mean values and standard deviation of aerodynamic performances, which can ensure a higher probability of constraints meeting the design requirements, thereby, realizing a reliable and robust design. [ABSTRACT FROM AUTHOR]

Numerical models can be used for many purposes in oil and gas engineering, such as production optimization and forecasting, uncertainty analysis, history matching, and risk assessment. However, subsurface problems are complex and non-linear, and making reliable decisions in reservoir management requires substantial computational effort. Proxy models have gained much attention in recent years. They are advanced non-linear interpolation tables that can approximate complex models and alleviate computational effort. Proxy models are constructed by running high-fidelity models to gather the necessary data to create the proxy model. Once constructed, they can be a great choice for different tasks such as uncertainty analysis, optimization, forecasting, etc. The application of proxy modeling in oil and gas has had an increasing trend in recent years, and there is no consensus rule on the correct choice of proxy model. As a result, it is crucial to better understand the advantages and disadvantages of various proxy models. The existing work in the literature does not comprehensively cover all proxy model types, and there is a considerable requirement for fulfilling the existing gaps in summarizing the classification techniques with their applications. We propose a novel categorization method covering all proxy model types. This review paper provides a more comprehensive guideline on comparing and developing a proxy model compared to the existing literature. Furthermore, we point out the advantages of smart proxy models (SPM) compared to traditional proxy models (TPM) and suggest how we may further improve SPM accuracy where the literature is limited. This review paper first introduces proxy models and shows how they are classified in the literature. Then, it explains that the current classifications cannot cover all types of proxy models and proposes a novel categorization based on various development strategies. This new categorization includes four groups multi-fidelity models (MFM), reduced-order models (ROM), TPM, and SPM. MFMs are constructed based on simplifying physics assumptions (e.g., coarser discretization), and ROMs are based on dimensional reduction (i.e., neglecting irrelevant parameters). Developing these two models requires an in-depth knowledge of the problem. In contrast, TPMs and novel SPMs require less effort. In other words, they do not solve the complex underlying mathematical equations of the problem; instead, they decouple the mathematical equations into a numeric dataset and train statistical/AI-driven models on the dataset. Nevertheless, SPMs implement feature engineering techniques (i.e., generating new parameters) for its development and can capture the complexities within the reservoir, such as the constraints and characteristics of the grids. The newly introduced parameters can help find the hidden patterns within the parameters, which eventually increase the accuracy of SPMs compared to the TPMs. This review highlights the superiority of SPM over traditional statistical/AI-based proxy models. Finally, the application of various proxy models in the oil and gas industry, especially in subsurface modeling with a set of real examples, is presented. The introduced guideline in this review aids the researchers in obtaining valuable information on the current state of PM problems in the oil and gas industry. [ABSTRACT FROM AUTHOR]

This paper aims at presenting a novel effective approach to probabilistic analysis of distribution power grid with high penetration of PV sources. The novel method adopts a Gaussian Mixture Model for reproducing the uncertainty of correlated PV sources along with a piece-wise-linear approximation of the voltage-power relationship established by load flow problem. The method allows the handling of scenarios with a large number of uncertain PV sources in an efficient yet accurate way. A distinctive feature of the proposed probabilistic analysis is that of directly providing, in closed-form, the joint probability distribution of the set of observable variables of interest. From such a comprehensive statistical representation, remarkable information about grid uncertainty can be deduced. This includes the probability of violating the safe operation conditions as a function of PV penetration. [ABSTRACT FROM AUTHOR]

In this paper, a mixed spectral technique is suggested for the analysis of stochastic models with parameters having random variations. The proposed mixed technique considers a Volterra-like expansions for all types of randomness. Particularly, the generalized polynomial chaos (gPC) expansion is used for the random parameters and the Wiener–Hermite functionals (WHF) technique is used for the noise. The statistical properties of the functionals enables to derive a deterministic system used to evaluate the solution statistical moments. The new mixed technique is shown to be efficient compared with the classical techniques and analytical solutions could be obtained in many cases. The suggested technique allows to separate the contributions of the different random sources and hence enables to evaluate variance components which are used to estimate the sensitivity indices. The technique is applied successfully to different models with additive and multiplicative noise and compared with the classical sampling techniques. The stochastic nuclear reactor model with random parameters is analyzed with the new technique. [ABSTRACT FROM AUTHOR]

The method of connection weights in neural networks was used to analyze the sensitivity of the compressor rotor, and the Back Propagation Neural Network (BPNN) was used to construct the analysis relationship between the compressor rotor's geometries and the performance based on the training and learning of the data base, and the prediction accuracy can reach more than 99.99%. Then the modified Grason Algorithm based on the neural network connect weights was used to quantify the contribution of the geometrical effects on its performance. The result shows that the tip clearance contributes 11.43% (efficiency sensitivity analysis) and 10.18% (pressure ratio sensitivity analysis) to compressor performance changes. This study focuses mainly on the robust optimization of tip clearance. Non-intrusive probability collection point method (NIPC) was adopted for the uncertainty propagation. The robust optimization method based on BPNN agent model coupled with multi-objective genetic algorithm Non-dominated sorting genetic algorithm-II (NSGA II) was used to perform the optimization. Compared to the design prototype, the variance of robust compressor rotor's efficiency could be reduced by 21.04%. [ABSTRACT FROM AUTHOR]

Queueing systems are modeled by equations which depend on a large number of input parameters. In practice, significant uncertainty is associated with estimates of these parameters, and this uncertainty must be considered in the analysis of the model. The objective of this paper is to propose a sensitivity analysis approach for a queueing model, presenting parameters that follow a Gaussian distribution. The approach consists in decomposing the output of the model (stationary distribution of the model) into a polynomial chaos. The sensitivity indices, allowing to quantify the contribution of each parameter to the variance of the output, are obtained directly from the coefficients of decomposition. The proposed approach is then applied to M/G/1/N queueing model. The most influential parameters are highlighted. Finally several numerical and data examples are sketched out to illustrate the accuracy of the proposed method and compare them with Monte Carlo simulation. The results of this work will be useful to practitioners in various fields of theoretical and applied sciences. [ABSTRACT FROM AUTHOR]

Many countries are currently dealing with the COVID-19 epidemic and are searching for an exit strategy such that life in society can return to normal. To support this search, computational models are used to predict the spread of the virus and to assess the efficacy of policy measures before actual implementation. The model output has to be interpreted carefully though, as computational models are subject to uncertainties. These can stem from, e.g., limited knowledge about input parameters values or from the intrinsic stochastic nature of some computational models. They lead to uncertainties in the model predictions, raising the question what distribution of values the model produces for key indicators of the severity of the epidemic. Here we show how to tackle this question using techniques for uncertainty quantification and sensitivity analysis. We assess the uncertainties and sensitivities of four exit strategies implemented in an agent-based transmission model with geographical stratification. The exit strategies are termed Flattening the Curve, Contact Tracing, Intermittent Lockdown and Phased Opening. We consider two key indicators of the ability of exit strategies to avoid catastrophic health care overload: the maximum number of prevalent cases in intensive care (IC), and the total number of IC patient-days in excess of IC bed capacity. Our results show that uncertainties not directly related to the exit strategies are secondary, although they should still be considered in comprehensive analysis intended to inform policy makers. The sensitivity analysis discloses the crucial role of the intervention uptake by the population and of the capability to trace infected individuals. Finally, we explore the existence of a safe operating space. For Intermittent Lockdown we find only a small region in the model parameter space where the key indicators of the model stay within safe bounds, whereas this region is larger for the other exit strategies. Author summary: Many countries are currently dealing with the COVID-19 epidemic and are looking for an exit strategy such that life in society can return to normal. For that purpose computational models are used to predict the spread of the virus and to assess the efficacy of policy measures before putting them into practice. These models are subject to uncertainties (due to, for instance, limited knowledge of the parameter values), which can lead to a large variability in model predictions. It is therefore fundamental to assess which range of values a model produces for key indicators of the severity of the epidemic. We present here the results of the uncertainty and sensitivity analysis of four exit strategies simulated with an individual-based model of the COVID-19 transmission. As key indicators of the severity of the pandemic we consider the maximum number of cases in intensive care and the total number of intensive care patient-days in excess. Our results show the crucial role of the intervention uptake by the population, of the reduction in the level of transmission by intervention and of the capability to trace infected individuals. [ABSTRACT FROM AUTHOR]

An estimated 0.5–1 billion people globally have inadequate intakes of selenium (Se), due to a lack of bioavailable Se in agricultural soils. Deposition from the atmosphere, especially through precipitation, is an important source of Se to soils. However, very little is known about the atmospheric cycling of Se. It has therefore been difficult to predict how far Se travels in the atmosphere and where it deposits. To answer these questions, we have built the first global atmospheric Se model by implementing Se chemistry in an aerosol–chemistry–climate model, SOCOL-AER (modeling tools for studies of SOlar Climate Ozone Links – aerosol). In the model, we include information from the literature about the emissions, speciation, and chemical transformation of atmospheric Se. Natural processes and anthropogenic activities emit volatile Se compounds, which oxidize quickly and partition to the particulate phase. Our model tracks the transport and deposition of Se in seven gas-phase species and 41 aerosol tracers. However, there are large uncertainties associated with many of the model's input parameters. In order to identify which model uncertainties are the most important for understanding the atmospheric Se cycle, we conducted a global sensitivity analysis with 34 input parameters related to Se chemistry, Se emissions, and the interaction of Se with aerosols. In the first bottom-up estimate of its kind, we have calculated a median global atmospheric lifetime of 4.4 d (days), ranging from 2.9 to 6.4 d (2nd–98th percentile range) given the uncertainties of the input parameters. The uncertainty in the Se lifetime is mainly driven by the uncertainty in the carbonyl selenide (OCSe) oxidation rate and the lack of tropospheric aerosol species other than sulfate aerosols in SOCOL-AER. In contrast to uncertainties in Se lifetime, the uncertainty in deposition flux maps are governed by Se emission factors, with all four Se sources (volcanic, marine biosphere, terrestrial biosphere, and anthropogenic emissions) contributing equally to the uncertainty in deposition over agricultural areas. We evaluated the simulated Se wet deposition fluxes from SOCOL-AER with a compiled database of rainwater Se measurements, since wet deposition contributes around 80 % of total Se deposition. Despite difficulties in comparing a global, coarse-resolution model with local measurements from a range of time periods, past Se wet deposition measurements are within the range of the model's 2nd–98th percentiles at 79 % of background sites. This agreement validates the application of the SOCOL-AER model to identifying regions which are at risk of low atmospheric Se inputs. In order to constrain the uncertainty in Se deposition fluxes over agricultural soils, we should prioritize field campaigns measuring Se emissions, rather than laboratory measurements of Se rate constants. [ABSTRACT FROM AUTHOR]

Reliable EEG source analysis depends on sufficiently detailed and accurate head models. In this study, we investigate how uncertainties inherent to the experimentally determined conductivity values of the different conductive compartments influence the results of EEG source analysis. In a single source scenario, the superficial and focal somatosensory P20/N20 component, we analyze the influence of varying conductivities on dipole reconstructions using a generalized polynomial chaos (gPC) approach. We find that in particular the conductivity uncertainties for skin and skull have a significant influence on the EEG inverse solution, leading to variations in source localization by several centimeters. The conductivity uncertainties for gray and white matter were found to have little influence on the source localization, but a strong influence on the strength and orientation of the reconstructed source, respectively. As the CSF conductivity is most accurately determined of all conductivities in a realistic head model, CSF conductivity uncertainties had a negligible influence on the source reconstruction. This small uncertainty is a further benefit of distinguishing the CSF in realistic volume conductor models. [ABSTRACT FROM AUTHOR]

We present a global sensitivity analysis that quantifies the impact of parameter uncertainty on model outcomes. Specifically, we propose variance‐decomposition‐based Sobol' indices to establish an importance ranking of parameters and univariate effects to determine the direction of their impact. We employ the state‐of‐the‐art approach of constructing a polynomial chaos expansion of the model, from which Sobol' indices and univariate effects are then obtained analytically, using only a limited number of model evaluations. We apply this analysis to several quantities of interest of a standard real‐business‐cycle model and compare it to traditional local sensitivity analysis approaches. The results show that local sensitivity analysis can be very misleading, whereas the proposed method accurately and efficiently ranks all parameters according to importance, identifying interactions and nonlinearities. [ABSTRACT FROM AUTHOR]

In this paper, we employed polynomial chaos (PC) expansions to understand earthquake rupture model responses to random fault plane properties. A sensitivity analysis based on our PC surrogate model suggests that the hypocenter location plays a dominant role in peak ground velocity (PGV) responses, while elliptical patch properties only show secondary impact. In addition, the PC surrogate model is utilized for Bayesian inference of the most likely underlying fault plane configuration in light of a set of PGV observations from a ground-motion prediction equation (GMPE). A restricted sampling approach is also developed to incorporate additional physical constraints on the fault plane configuration and to increase the sampling efficiency. [ABSTRACT FROM AUTHOR]

Assessing epistemic uncertainties is considered as a milestone for improving numerical predictions of a dynamical system. In hydrodynamics, uncertainties in input parameters translate into uncertainties in simulated water levels through the shallow water equations. We investigate the ability of generalized polynomial chaos (gPC) surrogate to evaluate the probabilistic features of water level simulated by a 1-D hydraulic model (MASCARET) with the same accuracy as a classical Monte Carlo method but at a reduced computational cost. This study highlights that the water level probability density function and covariance matrix are better estimated with the polynomial surrogate model than with a Monte Carlo approach on the forward model given a limited budget of MASCARET evaluations. The gPC-surrogate performance is first assessed on an idealized channel with uniform geometry and then applied on the more realistic case of the Garonne River (France) for which a global sensitivity analysis using sparse least-angle regression was performed to reduce the size of the stochastic problem. For both cases, Galerkin projection approximation coupled to Gaussian quadrature that involves a limited number of forward model evaluations is compared with least-square regression for computing the coefficients when the surrogate is parameterized with respect to the local friction coefficient and the upstream discharge. The results showed that a gPC-surrogate with total polynomial degree equal to 6 requiring 49 forward model evaluations is sufficient to represent the water level distribution (in the sense of the ℓ2 norm), the probability density function and the water level covariance matrix for further use in the framework of data assimilation. In locations where the flow dynamics is more complex due to bathymetry, a higher polynomial degree is needed to retrieve the water level distribution. The use of a surrogate is thus a promising strategy for uncertainty quantification studies in open-channel flows and should be extended to unsteady flows. It also paves the way toward cost-effective ensemble-based data assimilation for flood forecasting and water resource management. [ABSTRACT FROM AUTHOR]

Due to the intrinsic stochasticity, the signaling dynamics in a clonal population of cells exhibit cell-to-cell variability at the single-cell level, which is distinct from the population-average dynamics. Frequently, flow cytometry is widely used to acquire the single-cell level measurements by blocking cytokine secretion with reagents such as Golgiplug™. However, Golgiplug™ can alter the signaling dynamics, causing measurements to be misleading. Hence, we developed a mathematical model to infer the average single-cell dynamics based on the flow cytometry measurements in the presence of Golgiplug™ with lipopolysaccharide (LPS)-induced NFkB signaling as an example. First, a mathematical model was developed based on the prior knowledge. Then, average single-cell dynamics of two key molecules (TNFa and IkBa) in the NFkB signaling pathway were measured through flow cytometry in the presence of Golgiplug™ to validate the model and maximize its prediction accuracy. Specifically, a parameter selection and estimation scheme selected key model parameters and estimated their values. Unsatisfactory results from the parameter estimation guided subsequent experiments and appropriate model improvements, and the refined model was calibrated again through the parameter estimation. The inferred model was able to make predictions that were consistent with the experimental measurements, which will be used to construct a semi-stochastic model in the future. [ABSTRACT FROM AUTHOR]

To optimize contributions of uncertain input variables on the statistical parameter of given model, e.g., reliability, global reliability sensitivity analysis (GRSA) provides an appropriate tool to quantify the effects. However, it may be difficult to calculate global reliability sensitivity indices compared with the traditional global sensitivity indices of model output, because statistical parameters are more difficult to obtain, Monte Carlo simulation (MCS)-related methods seem to be the only ways for GRSA but they are usually computationally demanding. This paper presents a new non-MCS calculation to evaluate global reliability sensitivity indices. This method proposes: (i) a 2-layer polynomial chaos expansion (PCE) framework to solve the global reliability sensitivity indices; and (ii) an efficient method to build a surrogate model of the statistical parameter using the maximum entropy (ME) method with the moments provided by PCE. This method has a dramatically reduced computational cost compared with traditional approaches. Two examples are introduced to demonstrate the efficiency and accuracy of the proposed method. It also suggests that the important ranking of model output and associated failure probability may be different, which could help improve the understanding of the given model in further optimization design. [ABSTRACT FROM AUTHOR]

Abstract: We conduct a global sensitivity analysis (GSA) of the Energy Exascale Earth System Model (E3SM), land model (ELM) to calculate the sensitivity of five key carbon cycle outputs to 68 model parameters. This GSA is conducted by first constructing a Polynomial Chaos (PC) surrogate via new Weighted Iterative Bayesian Compressive Sensing (WIBCS) algorithm for adaptive basis growth leading to a sparse, high‐dimensional PC surrogate with 3,000 model evaluations. The PC surrogate allows efficient extraction of GSA information leading to further dimensionality reduction. The GSA is performed at 96 FLUXNET sites covering multiple plant functional types (PFTs) and climate conditions. About 20 of the model parameters are identified as sensitive with the rest being relatively insensitive across all outputs and PFTs. These sensitivities are dependent on PFT, and are relatively consistent among sites within the same PFT. The five model outputs have a majority of their highly sensitive parameters in common. A common subset of sensitive parameters is also shared among PFTs, but some parameters are specific to certain types (e.g., deciduous phenology). The relative importance of these parameters shifts significantly among PFTs and with climatic variables such as mean annual temperature. [ABSTRACT FROM AUTHOR]

We propose new metrics to assist global sensitivity analysis, GSA, of hydrological and Earth systems. Our approach allows assessing the impact of uncertain parameters on main features of the probability density function, pdf, of a target model output, y. These include the expected value of y, the spread around the mean and the degree of symmetry and tailedness of the pdf of y. Since reliable assessment of higher-order statistical moments can be computationally demanding, we couple our GSA approach with a surrogate model, approximating the full model response at a reduced computational cost. Here, we consider the generalized polynomial chaos expansion (gPCE), other model reduction techniques being fully compatible with our theoretical framework. We demonstrate our approach through three test cases, including an analytical benchmark, a simplified scenario mimicking pumping in a coastal aquifer and a laboratory-scale conservative transport experiment. Our results allow ascertaining which parameters can impact some moments of the model output pdf while being uninfluential to others. We also investigate the error associated with the evaluation of our sensitivity metrics by replacing the original system model through a gPCE. Our results indicate that the construction of a surrogate model with increasing level of accuracy might be required depending on the statistical moment considered in the GSA. The approach is fully compatible with (and can assist the development of) analysis techniques employed in the context of reduction of model complexity, model calibration, design of experiment, uncertainty quantification and risk assessment. [ABSTRACT FROM AUTHOR]

Coastal hydrodynamics can be greatly affected by the presence of submerged aquatic vegetation. The effect of vegetation has been incorporated into the Coupled Ocean-Atmosphere-Wave-Sediment Transport (COAWST) modeling system. The vegetation implementation includes the plant-induced three-dimensional drag, in-canopy waveinduced streaming, and the production of turbulent kinetic energy by the presence of vegetation. In this study, we evaluate the sensitivity of the flow and wave dynamics to vegetation parameters using Sobol' indices and a least squares polynomial approach referred to as the Effective Quadratures method. This method reduces the number of simulations needed for evaluating Sobol' indices and provides a robust, practical, and efficient approach for the parameter sensitivity analysis. The evaluation of Sobol' indices shows that kinetic energy, turbulent kinetic energy, and water level changes are affected by plant stem density, height, and, to a lesser degree, diameter. Wave dissipation is mostly dependent on the variation in plant stem density. Performing sensitivity analyses for the vegetation module in COAWST provides guidance to optimize efforts and reduce exploration of parameter space for future observational and modeling work. [ABSTRACT FROM AUTHOR]

In this paper, a global sensitivity analysis based on variance is performed to study how the input uncertainty contributes to the output. In order to obtain the sensitivity indices efficiently and accurately, the sparse grid integration is introduced in accordance with the fact that variance-based sensitivity indices can be viewed as nested expressions of expectation operator and variance operator. The proposed method based on the sparse grid integration offers a viable tool for global sensitivity analysis of models with independent or correlated inputs. The paper also discusses methods for decomposing the variance contribution when inputs are correlated. Application in several examples shows that the advantage of the sparse grid integration in estimating integrals is well inherited by the proposed method, which is able to ensure the accuracy of the sensitivity analysis while keeping the computational burden under control. [ABSTRACT FROM AUTHOR]

Surrogate models are usually used to perform global sensitivity analysis (GSA) by avoiding a large ensemble of deterministic simulations of the Monte Carlo method to provide a reliable estimate of GSA indices. However, most surrogate models such as polynomial chaos (PC) expansions suffer from the curse of dimensionality due to the high-dimensional input space. Thus, sparse surrogate models have been proposed to alleviate the curse of dimensionality. In this paper, three techniques of sparse reconstruction are used to construct sparse PC expansions that are easily applicable to computing variance-based sensitivity indices (Sobol indices). These are orthogonal matching pursuit (OMP), spectral projected gradient for L minimization (SPGL1), and Bayesian compressive sensing with Laplace priors. By computing Sobol indices for several benchmark response models including the Sobol function, the Morris function, and the Sod shock tube problem, effective implementations of high-dimensional sparse surrogate construction are exhibited for GSA. [ABSTRACT FROM AUTHOR]

A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a formulation of a fully nonlinear and dispersive potential flow water wave model with random inputs for the probabilistic description of the evolution of waves. The model is analyzed using random sampling techniques and nonintrusive methods based on generalized polynomial chaos (PC). These methods allow us to accurately and efficiently estimate the probability distribution of the solution and require only the computation of the solution at different points in the parameter space, allowing for the reuse of existing simulation software. The choice of the applied methods is driven by the number of uncertain input parameters and by the fact that finding the solution of the considered model is computationally intensive. We revisit experimental benchmarks often used for validation of deterministic water wave models. Based on numerical experiments and assumed uncertainties in boundary data, our analysis reveals that some of the known discrepancies from deterministic simulation in comparison with experimental measurements could be partially explained by the variability in the model input. Finally, we present a synthetic experiment studying the variance-based sensitivity of the wave load on an offshore structure to a number of input uncertainties. In the numerical examples presented the PC methods exhibit fast convergence, suggesting that the problem is amenable to analysis using such methods. [ABSTRACT FROM AUTHOR]

This paper extends previous works related to the assessment of component degradation, through Markov multi-state physic models. The extension includes the evaluation of the effects of uncertain parameters in the model, and the definition of their importance with respect to their influence on the output of the model. Global Sensitivity Analysis (GSA) is selected as the technique because it enables us to 1) consider the simultaneous effects of parameters variations, and 2) to define importance indexes that allow a ranking of the components. GSA requires a large number of evaluations for specific points, identified by an appropriate design of experiment. To avoid the many costly evaluations, a meta-model is built based on polynomial chaos expansion (PCE). A PCE is a multi-dimensional polynomial approximation of the model with coefficients determined by evaluating the model in a reduced set of predetermined points. Importance index values are then derived directly from the PCE. Because, in the problem considered, the model provides the time-dependent behavior of the state probabilities, the importance indexes are also functions of time. An application is presented, related to the cracking process in an Alloy 82/182 dissimilar metal weld in the primary coolant system of a nuclear power plant. [ABSTRACT FROM AUTHOR]

Computational modeling plays a significant role in the design of rockfill dams. Various constitutive soil parameters are used to design such models, which often involve high uncertainties due to the complex structure of rockfill dams comprising various zones of different soil parameters. This study performs an uncertainty analysis and a global sensitivity analysis to assess the effect of constitutive soil parameters on the behavior of a rockfill dam. A Finite Element code (Plaxis) is utilized for the structure analysis. A database of the computed displacements at inclinometers installed in the dam is generated and compared to in situ measurements. Surrogate models are significant tools for approximating the relationship between input soil parameters and displacements and thereby reducing the computational costs of parametric studies. Polynomial chaos expansion and deep neural networks are used to build surrogate models to compute the Sobol indices required to identify the impact of soil parameters on dam behavior. [ABSTRACT FROM AUTHOR]

Reliable hydrologic models are essential for planning, designing, and management of water resources. However, predictions by hydrological models are prone to errors due to a variety of sources of uncertainty. More accurate quantification of these uncertainties using a large number of ensembles and model runs is hampered by the high computational burden. In this study, we developed a highly efficient surrogate model constructed by sparse polynomial chaos expansion (SPCE) coupled with the least angle regression method, which enables efficient uncertainty quantifications. Polynomial chaos expansion was employed to surrogate a storage function-based hydrological model (SFM) for nine streamflow events in the Hongcheon watershed of South Korea. The efficiency of SPCE is investigated by comparing it with another surrogate model, full polynomial chaos expansion (FPCE) built by a well-known, ordinary least square regression (OLS) method. This study confirms that (1) the performance of SPCE is superior to that of FPCE because SPCE can build a more accurate surrogate model (i.e., smaller leave-one-out cross-validation error) with one-quarter the size (i.e., 500 versus 2000). (2) SPCE can sufficiently capture the uncertainty of the streamflow, which is comparable to that of SFM. (3) Sensitivity analysis attained through visual inspection and mathematical computation of the Sobol' index has been of great success for SPCE to capture the parameter sensitivity of SFM, identifying four parameters, α , K b a s , P b a s , and P c h n , that are most sensitive to the likelihood function, Nash-Sutcliffe efficiency. (4) The computational power of SPCE is about 200 times faster than that of SFM and about four times faster than that of FPCE. The SPCE approach builds a surrogate model quickly and robustly with a more compact experimental design compared to FPCE. Ultimately, it will benefit ensemble streamflow forecasting studies, which must provide information and alerts in real time. [ABSTRACT FROM AUTHOR]

The population models allow for a better understanding of the dynamical interactions with the environment and hence can provide a way for understanding the population changes. They are helpful in studying the biological invasions, environmental conservation and many other applications. These models become more complicated when accounting for the stochastic and/or random variations due to different sources. In the current work, a spectral technique is suggested to analyze the stochastic population model with random parameters. The model contains mixed sources of uncertainties, noise and uncertain parameters. The suggested algorithm uses the spectral decompositions for both types of randomness. The spectral techniques have the advantages of high rates of convergence. A deterministic system is derived using the statistical properties of the random bases. The classical analytical and/or numerical techniques can be used to analyze the deterministic system and obtain the solution statistics. The technique presented in the current work is applicable to many complex systems with both stochastic and random parameters. It has the advantage of separating the contributions due to different sources of uncertainty. Hence, the sensitivity index of any uncertain parameter can be evaluated. This is a clear advantage compared with other techniques used in the literature. [ABSTRACT FROM AUTHOR]

In this paper, we consider the effect of stochastic uncertainties on non-linear systems with chaotic behavior. More specifically, we quantify the effect of parametric uncertainties to time-averaged quantities and their sensitivities. Sampling methods for Uncertainty Quantification (UQ), such as the Monte–Carlo (MC), are very costly, while traditional methods for sensitivity analysis, such as the adjoint, fail in chaotic systems. In this work, we employ the non-intrusive generalized Polynomial Chaos (gPC) for UQ, coupled with the Multiple-Shooting Shadowing (MSS) algorithm for sensitivity analysis of chaotic systems. It is shown that the gPC, coupled with MSS, is an appropriate method for conducting UQ in chaotic systems and produces results that match well with those from MC and Finite-Differences (FD). [ABSTRACT FROM AUTHOR]

The stochastic point reactor with random parameters is considered in this work. The hybrid uncertain variations—noise and random parameters—are analyzed with the spectral techniques for the efficiency and high rates of convergence. The proposed hybrid technique enables one to derive an equivalent deterministic system that can be solved to get the mean solution and deviations due to each uncertainty. The contributions of different sources uncertainties can be decomposed and quantified. The deviations in the thermal hydraulics are also computed in the current work. Two model reactors are tested with the proposed technique and the comparisons show the advantages and efficiency compared with the other techniques. [ABSTRACT FROM AUTHOR]

Accurate simulation of flow and contaminant transport processes through unsaturated soils requires adequate knowledge of the soil parameters. This study deals with the hydraulic characterization of soils using laboratory experiments. A new strategy is developed by combining global sensitivity analysis (GSA) and Bayesian data-worth analysis (DWA) to obtain efficient data that ensure a good estimation of the soil properties. The strategy is applied for the estimation of soil properties from a laboratory infiltration experiment. Results of this study show that GSA allows identification of regions and periods of high sensitivity of each parameter and thereby, the observations prone to contain information for a successful calibration. Further, the sensitivity depicts a nonlinear behavior with regions of high influence and regions of weak influence inside the parameter space. Bayesian DWA, performed a priori, allows to quantify the improvement of the posterior uncertainty of the estimated parameters when adding a type of measurement. The results reveal that an accurate estimation of the soil properties can be obtained if the target parameter values are located in the regions of high influence in the parameter space. [ABSTRACT FROM AUTHOR]

Uncertainty propagation is used to quantify the uncertainty in model predictions in the presence of uncertain input variables. In this study, we analyze a steady-state point-model for two-phase gas-liquid flow. We present prediction intervals for holdup and pressure drop that are obtained from knowledge of the measurement error in the variables provided to the model. The analysis also uncovers which variables the predictions are most sensitive to. Sensitivity indices and prediction intervals are calculated by two different methods, Monte Carlo and polynomial chaos. The methods give similar prediction intervals, and they agree that the predictions are most sensitive to the pipe diameter and the liquid viscosity. However, the Monte Carlo simulations require fewer model evaluations and less computational time. The model predictions are also compared to experiments while accounting for uncertainty, and the holdup predictions are accurate, but there is bias in the pressure drop estimates. [ABSTRACT FROM AUTHOR]

Spray drying is a key unit operation used to achieve particulate products of required properties. Despite its widespread use, the product and process design, as well as the process control remain highly empirical and depend on trial and error experiments. Studying the effect of operational parameters experimentally is tedious, time consuming, and expensive. In this paper, we carry out a model-based global sensitivity analysis (GSA) of the process. Such an exercise allows us to quantify the impact of different process parameters, many of which interact with each other, on the product properties and conditions that have an impact on the functionality of the final drug product. Moreover, classical sensitivity analysis using the Sobol-based sensitivity indices was supplemented by a polynomial chaos-based sensitivity analysis, which proved to be an efficient method to reduce the computational cost of the GSA. The results obtained demonstrate the different response dependencies of the studied variables, which helps to identify possible control strategies that can result in major robustness for the spray drying process. [ABSTRACT FROM AUTHOR]