Euradwaste '08 - EU Bookshop - Europa
Euradwaste '08 - EU Bookshop - Europa Euradwaste '08 - EU Bookshop - Europa
4. Discussion and conclusions Three main activities are currently developed under PAMINA in the area of SA: A review of SA methods, a benchmark on SA methods and their application to analyse several PA models proposed by different participants. The review of SA techniques consists in an exhaustive search of methods of interest, screening and global methods, collecting information about its theoretical foundations, and about the interpretation of ‘sensitivity’ behind them. Special attention is paid to the expected benefits of using them and their shortcomings. PAMINA partners have shown more interest on global methods than on screening methods. Among global methods, Monte Carlo based methods, and more specifically regression based methods (linear and rank based) are among the most popular; although not very powerful, they do not need specific sampling and may be used under the most popular Monte Carlo techniques (SRS and LHS) used in a normal uncertainty analysis. Most powerful techniques, such as Sobol indices or FAST, need specific samples and are quite expensive in terms of number of runs needed. Most current research efforts are devoted to develop less expensive computing algorithms. Finally, the benchmark on SA methods is giving our group a good opportunity to test most interesting methods and learning about them. References� [1] Bolado, R., Castaings, W. and Tarantola, S. (2008). Contribution to the Sample Mean Plot for Graphical and Numerical Sensitivity Analysis. Submitted to Reliability Engineering and System Safety. [2] Box, G.E.P. and Draper, N.R. (1987). Empirical Model Building and Response Surfaces. Wiley Series in probability and Mathematical Statistics. John Wiley & Sons, Inc. [3] Conover, W.J. (1980). Practical Nonparametric Statistics. Second edition. Applied Probability and Statistics. John Wiley and Sons, Inc. [4] Cooke, R.M. and Van Noortwijk, J.M. (2000). Graphical Methods. In ‘Sensitivity analysis’, Saltelli, A., Chan, K. and Scott, E.M. (Editors). Wiley Series in probability and statistics. John Wiley & Sons Ltd. [5] Cukier. R.I., Fortuin, C.M., Shuler, K.E., Petschek, A.G. and Schaibly, J.K. (1973). Study of the Sensitivity of Coupled Reaction systems to Uncertainties in Rate Coefficients. I. Theory. Journal of Chemical Physics, Vol. 59 (8), 3873-3878. [6] Cukier. R.I., Schaibly, J.K. and Shuler, K.E. (1975). Study of the Sensitivity of Coupled Reaction systems to Uncertainties in Rate Coefficients. III. Analysis of the Approximations. Journal of Chemical Physics, Vol. 63 (3), 1140-1149. [7] Helton J.C., Johnson, J.D., Sallaberry, C.J. and Storlie, C.B. (2006). Survey of Samplingbased Methods for Uncertainty and Sensitivity Analysis. Reliability Engineering and System Safety, Vol. 91, 1175-1209. [8] Morris, M.D. (1991). Factorial Sampling Plans for Preliminary Computational Experiments. Technometrics, Vol. 33, Number 2, 161-174. [9] Saltelli, A., Tarantola, S. and Chan, K. (1999). A Quantitative, Model Independent Method for Global Sensitivity Analysis of Model Output. Technometrics, Vol. 41, Number 1, 39-56. [10] Saltelli, A. (2002). Making Best Use of Model Evaluations to compute Sensitivity Indices. Computer Physics Communications, Vol. 145, 280-297. [11] Schaibly, J.K. and Shuler, K.E. (1975). Study of the Sensitivity of Coupled Reaction systems to Uncertainties in Rate Coefficients. II. Applications. Journal of Chemical Physics, Vol. 59 (8), 3879-3888. 396
[12] Sobol, I.M. (1993). Sensitivity estimates for Nonlinear Mathematical Models. MMCE, Vol. 1, No. 4, 407-414. [13] Tarantola, S. Gatelli, D. and Mara, T.A. (2006). Random Balance Designs for the Estimation of First Order Global Sensitivity Indices. Reliability Engineering and System Safety, Vol. 91, 717-727. 397
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4. Discussion and conclusions<br />
Three main activities are currently developed under PAMINA in the area of SA: A review of SA<br />
methods, a benchmark on SA methods and their application to analyse several PA models proposed<br />
by different participants. The review of SA techniques consists in an exhaustive search of methods<br />
of interest, screening and global methods, collecting information about its theoretical foundations,<br />
and about the interpretation of ‘sensitivity’ behind them. Special attention is paid to the expected<br />
benefits of using them and their shortcomings. PAMINA partners have shown more interest on<br />
global methods than on screening methods. Among global methods, Monte Carlo based methods,<br />
and more specifically regression based methods (linear and rank based) are among the most popular;<br />
although not very powerful, they do not need specific sampling and may be used under the most<br />
popular Monte Carlo techniques (SRS and LHS) used in a normal uncertainty analysis. Most powerful<br />
techniques, such as Sobol indices or FAST, need specific samples and are quite expensive in<br />
terms of number of runs needed. Most current research efforts are devoted to develop less expensive<br />
computing algorithms.<br />
Finally, the benchmark on SA methods is giving our group a good opportunity to test most interesting<br />
methods and learning about them.<br />
References�<br />
[1] Bolado, R., Castaings, W. and Tarantola, S. (2008). Contribution to the Sample Mean Plot<br />
for Graphical and Numerical Sensitivity Analysis. Submitted to Reliability Engineering and<br />
System Safety.<br />
[2] Box, G.E.P. and Draper, N.R. (1987). Empirical Model Building and Response Surfaces.<br />
Wiley Series in probability and Mathematical Statistics. John Wiley & Sons, Inc.<br />
[3] Conover, W.J. (1980). Practical Nonparametric Statistics. Second edition. Applied Probability<br />
and Statistics. John Wiley and Sons, Inc.<br />
[4] Cooke, R.M. and Van Noortwijk, J.M. (2000). Graphical Methods. In ‘Sensitivity analysis’,<br />
Saltelli, A., Chan, K. and Scott, E.M. (Editors). Wiley Series in probability and statistics.<br />
John Wiley & Sons Ltd.<br />
[5] Cukier. R.I., Fortuin, C.M., Shuler, K.E., Petschek, A.G. and Schaibly, J.K. (1973). Study of<br />
the Sensitivity of Coupled Reaction systems to Uncertainties in Rate Coefficients. I. Theory.<br />
Journal of Chemical Physics, Vol. 59 (8), 3873-3878.<br />
[6] Cukier. R.I., Schaibly, J.K. and Shuler, K.E. (1975). Study of the Sensitivity of Coupled Reaction<br />
systems to Uncertainties in Rate Coefficients. III. Analysis of the Approximations.<br />
Journal of Chemical Physics, Vol. 63 (3), 1140-1149.<br />
[7] Helton J.C., Johnson, J.D., Sallaberry, C.J. and Storlie, C.B. (2006). Survey of Samplingbased<br />
Methods for Uncertainty and Sensitivity Analysis. Reliability Engineering and System<br />
Safety, Vol. 91, 1175-1209.<br />
[8] Morris, M.D. (1991). Factorial Sampling Plans for Preliminary Computational Experiments.<br />
Technometrics, Vol. 33, Number 2, 161-174.<br />
[9] Saltelli, A., Tarantola, S. and Chan, K. (1999). A Quantitative, Model Independent Method<br />
for Global Sensitivity Analysis of Model Output. Technometrics, Vol. 41, Number 1, 39-56.<br />
[10] Saltelli, A. (2002). Making Best Use of Model Evaluations to compute Sensitivity Indices.<br />
Computer Physics Communications, Vol. 145, 280-297.<br />
[11] Schaibly, J.K. and Shuler, K.E. (1975). Study of the Sensitivity of Coupled Reaction systems<br />
to Uncertainties in Rate Coefficients. II. Applications. Journal of Chemical Physics, Vol. 59<br />
(8), 3879-3888.<br />
396