A Probabilistic Approach to the NASA Langley Multidisciplinary Uncertainty Quantification Challenge Problem

Author(s):  
Roger G. Ghanem ◽  
Charanraj Thimissetti ◽  
iman yadegaran ◽  
Vahid Kasharvazaddeh ◽  
Sami Masri ◽  
...  
2019 ◽  
Vol 58 (9) ◽  
pp. 2019-2032 ◽  
Author(s):  
Jennie Molinder ◽  
Heiner Körnich ◽  
Esbjörn Olsson ◽  
Peter Hessling

AbstractA novel uncertainty quantification method is used to evaluate the impact of uncertainties of parameters within the icing model in the modeling chain for icing-related wind power production loss forecasts. As a first step, uncertain parameters in the icing model were identified from the literature and personal communications. These parameters are the median volume diameter of the hydrometeors, the sticking efficiency for snow and graupel, the Nusselt number, the shedding factor, and the wind erosion factor. The sensitivity of these parameters on icing-related wind power production losses is examined. An icing model ensemble representing the estimated parameter uncertainties is designed using so-called deterministic sampling and is run for two periods over a total of 29 weeks. Deterministic sampling allows an exact representation of the uncertainty and, in future applications, further calibration of these parameters. Also, the number of required ensemble members is reduced drastically relative to the commonly used random-sampling method, thus enabling faster delivery and a more flexible system. The results from random and deterministic sampling are compared and agree very well, confirming the usefulness of deterministic sampling. The ensemble mean of the nine-member icing model ensemble generated with deterministic sampling is shown to improve the forecast skill relative to one single forecast for the winter periods. In addition, the ensemble spread provides valuable information as compared with a single forecast in terms of forecasting uncertainty. However, addressing uncertainties in the icing model alone underestimates the forecast uncertainty, thus stressing the need for a fully probabilistic approach in the modeling chain for wind power forecasts in a cold climate.


SPE Journal ◽  
2016 ◽  
Vol 21 (06) ◽  
pp. 2038-2048 ◽  
Author(s):  
Wei Yu ◽  
Xiaosi Tan ◽  
Lihua Zuo ◽  
Jenn-Tai Liang ◽  
Hwa C. Liang ◽  
...  

Summary Over the past decade, technological advancements in horizontal drilling and multistage fracturing enable natural gas to be economically produced from tight shale formations. However, because of limited availability of the production data as well as the complex gas-transport mechanisms and fracture geometries, there still exist great uncertainties in production forecasting and reserves estimation for shale gas reservoirs. The rapid pace of shale gas development makes it important to develop a new and efficient probabilistic-based methodology for history matching, production forecasting, reserves estimates, and uncertainty quantification that are critical for the decision-making processes. In this study, we present a new probabilistic approach with the Bayesian methodology combined with Markov-chain Monte Carlo (MCMC) sampling and a fractional decline-curve (FDC) model to improve the efficiency and reliability of the uncertainty quantification in well-performance forecasting for shale gas reservoirs. The FDC model not only can effectively capture the long-tail phenomenon of shale gas-production decline curves but also can obtain a narrower range of production prediction than the classical Arps model. To predict the posterior distributions of the decline-curve model parameters, we use a more-efficient adaptive Metropolis (AM) algorithm in place of the standard Metropolis-Hasting (MH) algorithm. The AM algorithm can form the Markov chain of decline-curve model parameters efficiently by incorporating the correlation between the model parameters. With the predicted posterior distributions of the FDC model parameters generated by the AM algorithm, the uncertainty in production forecasts and estimated-ultimate-recovery (EUR) prediction can then be quantified. This work provides an efficient and robust tool that is based on a new probabilistic approach for production forecasting, reserves estimations, and uncertainty quantification for shale gas reservoirs.


2018 ◽  
Vol 19 (01) ◽  
pp. 1940009 ◽  
Author(s):  
He-Qing Mu ◽  
Qin Hu ◽  
Hou-Zuo Guo ◽  
Tian-Yu Zhang ◽  
Cheng Su

Load effect characterization under traffic flow has received tremendous attention in bridge engineering, and uncertainty quantification (UQ) of load effect is critical in the inference process. Bayesian probabilistic approach is developed to overcome the unreliable issue caused by negligence of uncertainty of parametric and modeling aspects. Stochastic traffic load simulation is conducted by embedding the random inflow component into the Nagel–Schreckenberg (NS) model, and load effects are calculated by stochastic traffic load samples and influence lines. Two levels of UQ are performed for traffic load effect characterization: at parametric level of UQ, not only the optimal parameter values but also the associated uncertainties are identified; at model level of UQ, rather than using a single prescribed probability model for load effects, a set of probability distribution model candidates is proposed, and model probability of each candidate is evaluated for selecting the most suitable/plausible probability distribution model. Analytic work was done to give closed-form solutions for the expression involved in both parametric and model UQ. In the simulated examples, the efficiency and robustness of the proposed approach are firstly validated, and UQ are performed to different load effect data achieved by varying the structural span length under the changing total traffic volume. It turns out that the uncertainties of load effects are traffic-specific and response-specific, so it is important to conduct UQ of load effects under different traffic scenarios by using the developed approach.


2021 ◽  
Vol 192 ◽  
pp. 110357
Author(s):  
Harshad M. Paranjape ◽  
Kenneth I. Aycock ◽  
Craig Bonsignore ◽  
Jason D. Weaver ◽  
Brent A. Craven ◽  
...  

2021 ◽  
Author(s):  
Norbert Ludwig ◽  
Giulia Antinori ◽  
Marco Daub ◽  
Fabian Duddeck

Abstract The development of jet engine components requires a detailed quantification of different uncertainty sources to improve the quality and robustness of the design. In order to get a better understanding of the entire interdisciplinary jet engine design process, the detailed uncertainty quantification of the performance parameters is of vital importance. This paper demonstrates a new approach how to represent the uncertainties in a jet engine performance model caused by the manufacturing and assembly process. In earlier research studies, the manufacturing process was modeled with a probabilistic approach, i.e. by assuming a multivariate normal distribution for the corresponding parameters. Within the scope of this paper, the uncertainty of the components’ flow capacity and efficiency is quantified based on a limited set of data. Due to the extreme scarcity of the data set, it is proposed to use methods from the field of non-probabilistic uncertainty quantification. In this paper, three different approaches to derive the variation of the components’ flow capacity and efficiency are compared with each other. In contrast to probabilistic methodologies, all approaches are able to represent the lack of data without making any additional assumptions regarding the underlying type of distribution. As a result, each of the methodologies describes the uncertain parameters by probability-boxes. After clarifying the theoretical background, the results obtained from the different approaches are discussed in detail. It figured out that the propagation method for probability-boxes plays a crucial role for the uncertainty quantification.


2015 ◽  
Vol 12 (1) ◽  
pp. 170-188 ◽  
Author(s):  
Roger Ghanem ◽  
Iman Yadegaran ◽  
Charan Thimmisetty ◽  
Vahid Keshavarzzadeh ◽  
Sami Masri ◽  
...  

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