Development of a behaviour-pattern based global sensitivity analysis procedure for coupled socioeconomic and environmental models

ABSTRACTPROSAIL is a combination of the leaf optical properties spectra (PROSPECT) model and the scattering by arbitrarily inclined leaves (SAIL) canopy bidirectional reflectance model. When modelling forest canopy reflectance using the PROSAIL radiative transfer model, the sensitivities of parameters can affect the modelling accuracy. Traditionally, sensitivities have been assessed using local sensitivity analysis (LSA); however, drawbacks to this approach include a lack of consideration for coupled effects between different parameters. In this study, parameter sensitivities in the PROSAIL model were calculated using two global sensitivity analysis (GSA) methods (the Extended Fourier Amplitude Sensitivity Test (EFAST) method and the Morris method), field measurements, and Landsat 5 Thematic Mapper (TM) data for a Moso bamboo forest. The results of GSA were compared with those of LSA in order to identify the key parameters impacting the Moso bamboo forest canopy reflectance, and to provide a reference for model optimization and vegetation canopy inversion improvement. The results showed that: (1) the sensitivities of six major input parameters of the PROSAIL model were generally consistent with the sorting orders of the two GSA methods, but were not in accordance with those from the LSA method, especially in the mid-infrared band; (2) coupled effects among parameters acting on reflectance simulation in visible light bands were greater than those in infrared bands; (3) the simulated canopy reflectance was evaluated using Landsat 5 TM data, and the results simulated based on LSA analysis showed higher error than those based on GSA analysis, because the LSA method ignored the influence of some parameters on canopy reflectance, e.g. leaf mesophyll structure (N), average leaf angle (ALA), leaf water content (Cw), and leaf dry matter content (Cm). However, GSA was able to fully consider the coupled effects among parameters, and thus identified the sensitive parameters impacting on reflectance more accurately.

Simulation of fate and transport mechanisms in the porous systems from contaminant transport models are affected by uncertainty associated with input model parameters. Sensitivity analysis (SA) provides tools to quantify the sources of uncertainty to the variations in the model output metrics. To quantify the uncertainty associated with physical non-equilibrium contaminant transport model, global SA was conducted for the problem mimicking reactive transport in the saturated soil column conditions. Five global SA methods, namely Morris, RSA (Regionalized Sensitivity Analysis), Sobol, FAST (Fourier Amplitude Sensitivity Test), and PAWN, were tested based on the temporal moments of contaminant concentrations for two output metrics: zeroth temporal moment (ZTM) and mean residence time (MRT). The ranking order of ten input model parameters from global SA methods for two output metrics was compared. Morris SA implied that the ZTM at outlet of the soil column is highly sensitive to sorption distribution coefficient in the mobile and immobile regions and less sensitive to dispersion coefficient and degradation rate constant in the immobile region. The mass-transfer coefficient showed highest non-linear interactions with other flow and transport parameters based on the highest value of standard deviation of elementary effects (EEs) for ZTM output metric. The sorption distribution coefficient in the mobile region and mass-transfer coefficient showed highest sensitivity and non-linear effect toward MRT based on the Morris method. The comparison of global SA methods revealed that the top two sensitive parameters affecting ZTM and MRT were the same from all the considered methods. However, large difference in the ranking order of bottom three sensitive parameters was observed. The sorption distribution coefficient of mobile region and mass-transfer coefficient were observed as the most sensitive parameters affecting ZTM and MRT based on the comparison of all five global SA methods. Overall results suggest that the non-linear contaminant transport model should be examined based on multiple sensitivity output metrics via a multi-model approach. The multi-model global SA approach implemented in this study highlighted its significance in quantifying the interplay of non-linear model parameters.

Copula-based methods for global sensitivity analysis with correlated random variables and stochastic processes under incomplete probability information

This paper presents an application of the Global Sensitivity Analysis (GSA) method in evaluating performance of impedance measurement algorithms implemented in modern Intelligent Electronic Devices (IEDs) when affected by uncertainty. To be specific, the GSA is applied in testing an algorithm for distance protection of a single transmission line in a system with two lines on the same towers. Factors contributing to uncertainty are discussed in the paper. The GSA method decomposes variance of the estimation error according to the factors and their interactions, and in this way identifies the factors that have the highest impact on the estimation error. Computation of the GSA sensitivity indices relies on the Quasi-Monte Carlo (QMC) technique with Sobol's quasi-random sampling. This is time-consuming for large number of factors therefore, fast pre-screening process based on the Morris method is implemented to remove non-influential parameters and reduce the factor space before running the QMC. The methodology is implemented using fault simulation software DIgSILENT PowerFactory to calculate fault impedance as a function of uncertain parameters (i.e. factors) as well as voltage and current signals that are inputs to an IED under test. In this simulation, factor space is sampled using Sobol's quasi-random sequence generated with the standard GSA software tool called SIMLAB. All simulations of the transmission line faults for various parameter values and calculation of the performance indices (i.e. sensitivities) is automated using the program developed in DIgSILENT Programming Language (DPL). This testing technique is applied to study the fault impedance measurement implemented in SEL-421. (6 pages)

An efficient method for global parameter sensitivity analysis and its applications to the Australian community land surface model (CABLE)

Uncertainty and sensitivity analysis of cooling and heating loads for building energy planning

Physiologically based pharmacokinetic (PBPK) models describe the absorption, distribution, metabolism, and excretion of chemicals. Probabilistic PBPK models can be used to produce distributional estimates of human equivalent doses (HEDs), which are external measures of human exposure predicted to result in a target internal dose, generated with Monte Carlo sampling and reverse dosimetry calculations. Very low HED percentiles represent individuals that are more sensitive to possible adverse effects of chemical exposures and are therefore frequently used in risk evaluation. Details of the parameter distributions used in probabilistic PBPK models impact HED distributions, but obtaining precise distributional estimates for all the parameters would be challenging. Therefore, we sought to determine methods that can identify the extent of model parameter influence on extreme HED percentiles. We first analyzed published PBPK models for dichloromethane and chloroform (for inhalation and oral exposures given 3 internal target levels each) by identifying the overall relative importance of parameters using global sensitivity analysis (GSA) methods. Then, we used a novel yet computationally expensive method to analyze the stability and sensitivity of extreme HED percentiles to input parameter distributions. Applying the traditional GSA methods allowed us to identify subsets of parameters most influential for accurately determining 1st and 99th percentiles, but the specific parameters included in those subsets varied for different models and exposure scenarios. Our results demonstrate that better characterizing PBPK model uncertainty by using precise distributional details for influential parameters informed by GSA methods may improve confidence in estimates of extreme percentiles of HEDs.

Intelligent sensitivity analysis framework based on machine learning for spacecraft thermal design

Global sensitivity analysis and uncertainty quantification of soot formation in an n-dodecane spray flame

BackgroundMathematical modeling is being applied to increasingly complex biological systems and datasets; however, the process of analyzing and calibrating against experimental data is often challenging and a rate limiting step in model development. To address this problem, we developed a systematic methodology for calibrating quantitative models of dynamic biological processes and illustrate its utility by validating a model of TRAIL (Tumor necrosis factor Related Apoptosis-Inducing Ligand)-induced cell death.ResultsWe propose a serial framework integrating analysis and calibration modules and we compare various methods for global sensitivity analysis and global parameter estimation. First, adequacy of the network structure is checked by global sensitivity analysis to changes in concentrations of molecular species, validating that the model can reproduce qualitative features of the system behavior derived from experiments or literature surveys. Second, rate parameters are ranked by importance using gradient-based and variance-based sensitivity indices, and we systematically determine the optimal number of parameters to include in model calibration. Third, deterministic, stochastic and hybrid algorithms for global optimization are applied to estimate the values of the most important parameters by fitting to time series data. We compare the performance of these three optimization algorithms.ConclusionsOur proposed framework covers the entire process from validating a proto-model to establishing a realistic model for in silico experiments and thereby provides a generalized workflow for the construction of predictive models of complex network systems.

The uncertainty of parameters will have a significant impact on slope stability, where sensitivity analysis is a commonly used method in uncertainty research. However, traditional sensitivity analysis method costs much computation time. When calculating the sensitivity index of one parameter, all other parameters are taken as fixed values, and the uncertainty of all parameters cannot be considered simultaneously. Therefore, the variance-based and the moment-independent global sensitivity analysis (GSA) methods are both introduced to determine the influence of geotechnical parameters on slope stability in this study. To solve the importance index of GSA, the least angle regression algorithm, the kernel density estimation, and orthogonal polynomial estimation methods are developed to obtain variance-based importance index and the moment-independent importance index, respectively. The proposed methods allow all variables to change simultaneously within their variation range and have high computational efficiency. The results are in good at with those obtained by the variance-based Monte Carlo simulation method, which is considered as the exact solution forobtaining the importance index. The influence of the correlation between the shear strength parameters (c and φ) on the importance index is also studied, which indicates that the negative correlation will have a great impact on the importance index, which in turn affects the safety assessment of slope. Three engineering cases have been studied for engineering application, and the compared results indicate that the impact of the geotechnical parameters uncertainty on the safety factor (Fs) and failure probability (pf) are different. Therefore, the approaches based on GSA which can integrate the Fs with pf will be a promising approach for slope stability evaluation.

Global sensitivity analysis (GSA) of distribution system with respect to stochastic PV variations plays an important role in designing optimal voltage control schemes. This paper proposes a Kriging, i.e., Gaussian process modeling enabled data-driven GSA method. The key idea is to develop a surrogate model that captures the hidden global relationship between voltage and real and reactive power injections from the historical data. With the surrogate model, the Sobol index can be conveniently calculated to assess the global sensitivity of voltage to various power injection variations. Comparison results with other model-based GSA methods on the IEEE 37-bus feeder, such as the polynomial chaos expansion and the Monte Carlo approaches demonstrate that the proposed method can achieve accurate GSA outcomes while maintaining high computational efficiency.

Determination of an optimal measurement configuration in optical scatterometry using global sensitivity analysis

Salt precipitation is generated near the injection well when dry supercritical carbon dioxide (scCO2) is injected into saline aquifers, and it can seriously impair the CO2 injectivity of the well. We used solid saturation (Ss) to map CO2 injectivity. Ss was used as the response variable for the sensitivity analysis, and the input variables included the CO2 injection rate (QCO2), salinity of the aquifer (XNaCl), empirical parameter m, air entry pressure (P0), maximum capillary pressure (Pmax), and liquid residual saturation (Splr and Sclr). Global sensitivity analysis methods, namely, the Morris method and Sobol method, were used. A significant increase in Ss was observed near the injection well, and the results of the two methods were similar: XNaCl had the greatest effect on Ss; the effect of P0 and Pmax on Ss was negligible. On the other hand, with these two methods, QCO2 had various effects on Ss: QCO2 had a large effect on Ss in the Morris method, but it had little effect on Ss in the Sobol method. We also found that a low QCO2 had a profound effect on Ss but that a high QCO2 had almost no effect on the Ss value.

Parameter estimation is a major challenge for mathematical modelling of biological systems. Given the uncertainties associated with model parameters, it is important to understand how sensitive the model output is to variations in parameter values. A local sensitivity analysis determines the model sensitivity to parameter variations over a localised region around the nominal parameter values, whereas a global sensitivity analysis (GSA) investigates the sensitivity over the entire parameter space. Using a T-cell receptor-activated Erk-MAPK signalling pathway model as an example, the authors present a comparative study of a variety of different sensitivity analysis techniques. These techniques include: local sensitivity analysis, existing GSA methods of partial rank correlation coefficient, Sobol's, extended Fourier amplitude sensitivity test, as well as a weighted average of local sensitivities and a new GSA method to extract global parameter sensitivities from a parameter identification routine. Results of this study revealed critical reactions in the signalling pathway and their impact on the signalling dynamics and provided insights into embedded regulatory mechanisms such as feedback loops in the pathway. From this study, a recommendation emerges for a general sensitivity analysis strategy to efficiently and reliably infer quantitative, dynamic as well as topological properties from systems biology models.