• Title/Summary/Keyword: parameter uncertainty risk

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Quantitative risk assessment for wellbore stability analysis using different failure criteria

  • Noohnejad, Alireza;Ahangari, Kaveh;Goshtasbi, Kamran
    • Geomechanics and Engineering
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    • v.24 no.3
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    • pp.281-293
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    • 2021
  • Uncertainties in geomechanical input parameters which mainly related to inappropriate data acquisition and estimation due to lack of sufficient calibration information, have led wellbore instability not yet to be fully understood or addressed. This paper demonstrates a workflow of employing Quantitative Risk Assessment technique, considering these uncertainties in terms of rock properties, pore pressure and in-situ stresses to makes it possible to survey not just the likelihood of accomplishing a desired level of wellbore stability at a specific mud pressure, but also the influence of the uncertainty in each input parameter on the wellbore stability. This probabilistic methodology in conjunction with Monte Carlo numerical modeling techniques was applied to a case study of a well. The response surfaces analysis provides a measure of the effects of uncertainties in each input parameter on the predicted mud pressure from three widely used failure criteria, thereby provides a key measurement for data acquisition in the future wells to reduce the uncertainty. The results pointed out that the mud pressure is tremendously sensitive to UCS and SHmax which emphasize the significance of reliable determinations of these two parameters for safe drilling. On the other hand, the predicted safe mud window from Mogi-Coulomb is the widest while the Hoek-Brown is the narrowest and comparing the anticipated collapse failures from the failure criteria and breakouts observations from caliper data, indicates that Hoek-Brown overestimate the minimum mud weight to avoid breakouts while Mogi-Coulomb criterion give better forecast according to real observations.

Uncertainty Analysis on the Simulations of Runoff and Sediment Using SWAT-CUP (SWAT-CUP을 이용한 유출 및 유사모의 불확실성 분석)

  • Kim, Minho;Heo, Tae-Young;Chung, Sewoong
    • Journal of Korean Society on Water Environment
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    • v.29 no.5
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    • pp.681-690
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    • 2013
  • Watershed models have been increasingly used to support an integrated management of land and water, non-point source pollutants, and implement total daily maximum load policy. However, these models demand a great amount of input data, process parameters, a proper calibration, and sometimes result in significant uncertainty in the simulation results. For this reason, uncertainty analysis is necessary to minimize the risk in the use of the models for an important decision making. The objectives of this study were to evaluate three different uncertainty analysis algorithms (SUFI-2: Sequential Uncertainty Fitting-Ver.2, GLUE: Generalized Likelihood Uncertainty Estimation, ParaSol: Parameter Solution) that used to analyze the sensitivity of the SWAT(Soil and Water Assessment Tool) parameters and auto-calibration in a watershed, evaluate the uncertainties on the simulations of runoff and sediment load, and suggest alternatives to reduce the uncertainty. The results confirmed that the parameters which are most sensitive to runoff and sediment simulations were consistent in three algorithms although the order of importance is slightly different. In addition, there was no significant difference in the performance of auto-calibration results for runoff simulations. On the other hand, sediment calibration results showed less modeling efficiency compared to runoff simulations, which is probably due to the lack of measurement data. It is obvious that the parameter uncertainty in the sediment simulation is much grater than that in the runoff simulation. To decrease the uncertainty of SWAT simulations, it is recommended to estimate feasible ranges of model parameters, and obtain sufficient and reliable measurement data for the study site.

Comparison of Bayesian Methods for Estimating Parameters and Uncertainties of Probability Rainfall Distribution (확률강우분포의 매개변수 및 불확실성 추정을 위한 베이지안 기법의 비교)

  • Seo, Youngmin;Park, Jaeho;Choi, Yunyoung
    • Journal of Environmental Science International
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    • v.28 no.1
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    • pp.19-35
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    • 2019
  • This study investigates the performance of four Bayesian methods, Random Walk Metropolis (RWM), Hit-And-Run Metropolis (HARM), Adaptive Mixture Metropolis (AMM), and Population Monte Carlo (PMC), for estimating the parameters and uncertainties of probability rainfall distribution, and the results are compared with those of conventional parameter estimation methods; namely, the Method Of Moment (MOM), Maximum Likelihood Method (MLM), and Probability Weighted Method (PWM). As a result, Bayesian methods yield similar or slightly better results in parameter estimations compared with conventional methods. In particular, PMC can reduce parameter uncertainty greatly compared with RWM, HARM, and AMM methods although the Bayesian methods produce similar results in parameter estimations. Overall, the Bayesian methods produce better accuracy for scale parameters compared with the conventional methods and this characteristic improves the accuracy of probability rainfall. Therefore, Bayesian methods can be effective tools for estimating the parameters and uncertainties of probability rainfall distribution in hydrological practices, flood risk assessment, and decision-making support.

ANALYSIS OF UNCERTAINTY QUANTIFICATION METHOD BY COMPARING MONTE-CARLO METHOD AND WILKS' FORMULA

  • Lee, Seung Wook;Chung, Bub Dong;Bang, Young-Seok;Bae, Sung Won
    • Nuclear Engineering and Technology
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    • v.46 no.4
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    • pp.481-488
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    • 2014
  • An analysis of the uncertainty quantification related to LBLOCA using the Monte-Carlo calculation has been performed and compared with the tolerance level determined by the Wilks' formula. The uncertainty range and distribution of each input parameter associated with the LOCA phenomena were determined based on previous PIRT results and documentation during the BEMUSE project. Calulations were conducted on 3,500 cases within a 2-week CPU time on a 14-PC cluster system. The Monte-Carlo exercise shows that the 95% upper limit PCT value can be obtained well, with a 95% confidence level using the Wilks' formula, although we have to endure a 5% risk of PCT under-prediction. The results also show that the statistical fluctuation of the limit value using Wilks' first-order is as large as the uncertainty value itself. It is therefore desirable to increase the order of the Wilks' formula to be higher than the second-order to estimate the reliable safety margin of the design features. It is also shown that, with its ever increasing computational capability, the Monte-Carlo method is accessible for a nuclear power plant safety analysis within a realistic time frame.

A quantitative modeling approach to estimate the risks posed by the smuggled animal products contaminated with Foot-and-Mouth Disease (FMD) virus

  • Hong, Ki-Ok;Lee, Gil-Hong;Pak, Son-Il
    • Korean Journal of Veterinary Research
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    • v.45 no.2
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    • pp.223-231
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    • 2005
  • A quantitative risk assessment tool was used to provide estimates of the probability that foot-and-mouth (FMD) virus-contaminated, smuggled animal products are fed to susceptible swine in Korea. Sensitivity analyses were conducted to attempt to distinguish between parameter uncertainty and variability, using different assumptions on the effect of cooking at home, the effect of the fresh meat, and the effect of heat treatment at garbage processing facility. The median risk estimate was about 20.1% with a mean value of 27.4%. In a scenario regarding all beef and pork were considered as fresh meat the estimated median risk was 3.4%. The risk was greatly dependent on the survival parameters of the FMD virus during the cooking or heat treatment at garbage processing facility. Uncertainty about the proportion of garbage that is likely contaminated with FMD had a major positive influence on the risk, whereas conversion rate representing the size of a load had a major negative effect. This model was very useful in assessing the risk explored. However, the model also requires enhancements, such as the availability of more accurate data to verify the various assumptions considered such as FMD prevalence in a specific country, proportion of garbage which is recycled as feed, proportion of food discarded as garbage. Other factors including the effect of selection of animals for slaughter, ante- and post-mortem inspection, the domestic distribution of the smuggled products, and susceptible animals other than pigs, are need to be taken into account in the future model development.

Slope Stability Evaluation System of Sanitary Landfill on Soft Ground and Its Reliability (연약지반상 위생매립지 안정성 평가에 대한 문제점 분석과 개선방향)

  • 우동찬;송좌빈
    • Proceedings of the Korean Geotechical Society Conference
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    • 1997.03a
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    • pp.161-168
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    • 1997
  • The purpose of this study is to evaluate the possibility of normalization of the distibutions of soil parameters taken from soft ground and the reliability of the safety factors of specific objects on it, including sanitary landfill. Through this study it is found that distributions of soil parameters could be adjusted to appropriate normal distributions as possibility density functions(PDF), and that especially the group of initial cohesions and the coresponding safety factors has a perfect linear correlation. According to those results the PDF to initial cohesion as possibility parameter can not only be tmsformed to the PDF to safety factor but also, conseqently, the reliability of the safety factor(SF) simply based on the mean value of soil parameter(Co) can be calculated or easily picked up from the standrad normal distribution table. It is therefore concluded that even though calculated values of safety factors are over any standard requirements some possibility of risk both to the objects and natural soft ground could be still existing, and also a new standard value for this slope stability control system should be derived just by adjusting old one according to the magnitude of risk possibility.

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Integrated Watershed Modeling Under Uncertainty (불확실성을 고려한 통합유역모델링)

  • Ham, Jong-Hwa;Yoon, Chun-Gyoung;Loucks, Daniel P.
    • Journal of The Korean Society of Agricultural Engineers
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    • v.49 no.4
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    • pp.13-22
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    • 2007
  • The uncertainty in water quality model predictions is inevitably high due to natural stochasticity, model uncertainty, and parameter uncertainty. An integrated modeling system under uncertainty was described and demonstrated for use in watershed management and receiving-water quality prediction. A watershed model (HSPF), a receiving water quality model (WASP), and a wetland model (NPS-WET) were incorporated into an integrated modeling system (modified-BASINS) and applied to the Hwaseong Reservoir watershed. Reservoir water quality was predicted using the calibrated integrated modeling system, and the deterministic integrated modeling output was useful for estimating mean water quality given future watershed conditions and assessing the spatial distribution of pollutant loads. A Monte Carlo simulation was used to investigate the effect of various uncertainties on output prediction. Without pollution control measures in the watershed, the concentrations of total nitrogen (T-N) and total phosphorous (T-P) in the Hwaseong Reservoir, considering uncertainty, would be less than about 4.8 and 0.26 mg 4.8 and 0.26 mg $L^{-1}$, respectively, with 95% confidence. The effects of two watershed management practices, a wastewater treatment plant (WWTP) and a constructed wetland (WETLAND), were evaluated. The combined scenario (WWTP + WETLAND) was the most effective at improving reservoir water quality, bringing concentrations of T-N and T-P in the Hwaseong Reservoir to less than 3.54 and 0.15 mg ${L^{-1}$, 26.7 and 42.9% improvements, respectively, with 95% confidence. Overall, the Monte Carlo simulation in the integrated modeling system was practical for estimating uncertainty and reliable in water quality prediction. The approach described here may allow decisions to be made based on probability and level of risk, and its application is recommended.

Effects of Structural Parameter Variations on Dynamic Responses (해석(解析)모델의 구조변수(構造變數) 변동(變動)이 동적응답에 미치는 영향(影響))

  • Park, Hyung Ghee;Lim, Boo Young
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.3
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    • pp.59-67
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    • 1993
  • The variations of the natural frequencies and the peak response acceleration at the top of prestressed concrete reactor building due to random variability and/or model uncertainty of structural parameters are studied. The results may be used as essential input parameters in seismic probabilistic risk assessment or seismic margin assessment of the reactor building. The sensitivity test of each structural parameter is first performed to determine the most influential parameter upon the natural frequency of structure model. Then Monte Carlo simulation technique is applied to evaluate the effect of parameter variation on the natural frequencies and the peak response acceleration. The acceleration time history is obtained by direct integration scheme. As the study results, it is found that the fundamental natural frequency and the peak response acceleration at the top of the building are most strongly affected by Young's modulus among the structural parameters, in which the value of mean plus one standard deviation obtained by probabilistic approach deviates up to about (+)12% from the result of deterministic method. Considering the uncertainty of flexural rigidity, the structural responses vary in range of (-)4%~(+)14%.

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Weld Quality Monitoring System Development Applying A design Optimization Approach Collaborating QFD and Risk Management Methods (품질 기능 전개법과 위험 부담 관리법을 조합한 설계 최적화 기법의 용접 품질 감시 시스템 개발 응용)

  • Son, Joong-Soo;Park, Young-Won
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.2
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    • pp.207-216
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    • 2000
  • This paper introduces an effective system design method to develop a customer oriented product using a design optimization process and to select a set of critical design paramenters,. The process results in the development of a successful product satisfying customer needs and reducing development risk. The proposed scheme adopted a five step QFD(Quality Function Deployment) in order to extract design parameters from customer needs and evaluated their priority using risk factors for extracted design parameters. In this process we determine critical design parameters and allocate them to subsystem designers. Subsequently design engineers develop and test the product based on these parameters. These design parameters capture the characteristics of customer needs in terms of performance cost and schedule in the process of QFD, The subsequent risk management task ensures the minimum risk approach in the presence of design parameter uncertainty. An application of this approach was demonstrated in the development of weld quality monitoring system. Dominant design parameters affect linearity characteristics of weld defect feature vectors. Therefore it simplifies the algorithm for adopting pattern classification of feature vectors and improves the accuracy of recognition rate of weld defect and the real time response of the defect detection in the performance. Additionally the development cost decreases by using DSP board for low speed because of reducing CPU's load adopting algorithm in classifying weld defects. It also reduces the cost by using the single sensor to measure weld defects. Furthermore the synergy effect derived from the critical design parameters improves the detection rate of weld defects by 15% when compared with the implementation using the non-critical design parameters. It also result in 30% saving in development cost./ The overall results are close to 95% customer level showing the effectiveness of the proposed development approach.

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Sensitivity Analysis of FDS Results for the Input Uncertainty of Fire Heat Release Rate (화재 열발생률 입력 불확실도에 대한 FDS 결과의 민감도 분석)

  • Cho, Jae-Ho;Hwang, Cheol-Hong;Kim, Joosung;Lee, Sangkyu
    • Journal of the Korean Society of Safety
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    • v.31 no.1
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    • pp.25-32
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    • 2016
  • A sensitivity analysis of FDS(Fire Dynamics Simulator) results for the input uncertainty of heat release rate (Q) which might be the most influencing parameter to fire behaviors was performed. The calculated results were compared with experimental data obtained by the OECD/NEA PRISME project. The sensitivity of FDS results with the change in Q was also compared with the empirical correlations suggested in previous literature. As a result, the change in the specified Q led to the different dependence of major quantities such as temperature and species concentrations for the over- and under-ventilated fire conditions, respectively. It was also found that the sensitivity of major quantities to uncertain value of Q showed the significant difference in results obtained using the previous empirical correlations.