Probabilistic sensitivity measures applied to numerical models of flow and transport
| Autor: | Samuel Boateng, John H. Piggott, Jeffrey D. Cawlfield, Ming Chee Wu |
|---|---|
| Rok vydání: | 1997 |
| Předmět: |
Statistics and Probability
Mathematical optimization Applied Mathematics Probabilistic-based design optimization Divergence-from-randomness model Probabilistic logic SORM Joint probability distribution Modeling and Simulation Econometrics Probabilistic analysis of algorithms Statistics Probability and Uncertainty Probabilistic relevance model Reliability (statistics) Mathematics |
| Zdroj: | Journal of Statistical Computation and Simulation. 57:353-364 |
| ISSN: | 1563-5163 0094-9655 |
| DOI: | 10.1080/00949659708811817 |
| Popis: | First- and second-order reliability algorithms (FORM AND SORM) have been adapted for use in modeling uncertainty and sensitivity related to flow in porous media. They are called reliability algorithms because they were developed originally for analysis of reliability of structures. FORM and SORM utilize a general joint probability model, the Nataf model, as a basis for transforming the original problem formulation into uncorrelated standard normal space, where a first-order or second-order estimate of the probability related to some failure criterion can easily be made. Sensitivity measures that incorporate the probabilistic nature of the uncertain variables in the problem are also evaluated, and are quite useful in indicating which uncertain variables contribute the most to the probabilistic outcome. In this paper the reliability approach is reviewed and the advantages and disadvantages compared to other typical probabilistic techniques used for modeling flow and transport. Some example applications of F... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|