Quantifying uncertainty, variability and likelihood for ordinary differential equation models

<p>Abstract</p> <p>Background</p> <p>In many applications, ordinary differential equation (ODE) models are subject to uncertainty or variability in initial conditions and parameters. Both, uncertainty and variability can be quantified in terms of a probability density function on the state and parameter space.</p> <p>Results</p> <p>The partial differential equation that describes the evolution of this probability density function has a form that is particularly amenable to application of the well-known method of characteristics. The value of the density at some point in time is directly accessible by the solution of the original ODE extended by a single extra dimension (for the value of the density). This leads to simple methods for studying uncertainty, variability and likelihood, with significant advantages over more traditional Monte Carlo and related approaches especially when studying regions with low probability.</p> <p>Conclusions</p> <p>While such approaches based on the method of characteristics are common practice in other disciplines, their advantages for the study of biological systems have so far remained unrecognized. Several examples illustrate performance and accuracy of the approach and its limitations.</p

Characterization of process-oriented hydrologic model behavior with temporal sensitivity analysis for flash floods in Mediterranean catchments

This paper presents a detailed analysis of 10 flash flood events in the Mediterranean region using the distributed hydrological model MARINE. Characterizing catchment response during flash flood events may provide new and valuable insight into the dynamics involved for extreme catchment response and their dependency on physiographic properties and flood severity. The main objective of this study is to analyze flash-flood-dedicated hydrologic model sensitivity with a new approach in hydrology, allowing model outputs variance decomposition for temporal patterns of parameter sensitivity analysis. Such approaches enable ranking of uncertainty sources for nonlinear and nonmonotonic mappings with a low computational cost. Hydrologic model and sensitivity analysis are used as learning tools on a large flash flood dataset. With Nash performances above 0.73 on average for this extended set of 10 validation events, the five sensitive parameters of MARINE process-oriented distributed model are analyzed. This contribution shows that soil depth explains more than 80% of model output variance when most hydrographs are peaking. Moreover, the lateral subsurface transfer is responsible for 80% of model variance for some catchment-flood events’ hydrographs during slow-declining limbs. The unexplained variance of model output representing interactions between parameters reveals to be very low during modeled flood peaks and informs that model parsimonious parameterization is appropriate to tackle the problem of flash floods. Interactions observed after model initialization or rainfall intensity peaks incite to improve water partition representation between flow components and initialization itself. This paper gives a practical framework for application of this method to other models, landscapes and climatic conditions, potentially helping to improve processes understanding and representation

Chaos search in fourire amplitude sensitivity test

Work in Artificial Intelligence (AI) often involves search algorithms. In many complicated problems, however, local search algorithms may fail to converge into global optimization and global search procedures are needed. In this paper, we investigate the Fourier Amplitude Sensitivity Test (FAST) as an example of a global sensitivity analysis tool for complex, non-linear dynamical systems. FAST was originally developed based on the Fourier series expansion of a model output and on the assumption that samples of model inputs are uniformly distributed in a high dimensional parameter space.In order to compute sensitivity indices, the parameter space needs to be searched utilizing an appropriate (space-filling) search curve.In FAST, search curves are defined through learning functions, selection of which will heavily affect the global searching capacity and computational efficiency. This paper explores the characterization of learning functions involved in FAST and derives the underlying dynamical relationships with chaos search, which can provide new learning algorithms. This contribution has proven the general link that exists between chaos search and FAST, which helps us exploit the ergodicity of chaos search in AI applications

Aboveground forest biomass estimation with Landsat and LiDAR data and uncertainty analysis of the estimates.

Landsat Thematic mapper (TM) image has long been the dominate data source, and recently LiDAR has offered an important new structural data stream for forest biomass estimations. On the other hand, forest biomass uncertainty analysis research has only recently obtained sufficient attention due to the difficulty in collecting reference data. This paper provides a brief overview of current forest biomass estimation methods using both TM and LiDAR data. A case study is then presented that demonstrates the forest biomass estimation methods and uncertainty analysis. Results indicate that Landsat TM data can provide adequate biomass estimates for secondary succession but are not suitable for mature forest biomass estimates due to data saturation problems. LiDAR can overcome TM?s shortcoming providing better biomass estimation performance but has not been extensively applied in practice due to data availability constraints. The uncertainty analysis indicates that various sources affect the performance of forest biomass/carbon estimation. With that said, the clear dominate sources of uncertainty are the variation of input sample plot data and data saturation problem related to optical sensors. A possible solution to increasing the confidence in forest biomass estimates is to integrate the strengths of multisensor data

Aboveground Forest Biomass Estimation with Landsat and LiDAR Data and Uncertainty Analysis of the Estimates

Landsat Thematic mapper (TM) image has long been the dominate data source, and recently LiDAR has offered an important new structural data stream for forest biomass estimations. On the other hand, forest biomass uncertainty analysis research has only recently obtained sufficient attention due to the difficulty in collecting reference data. This paper provides a brief overview of current forest biomass estimation methods using both TM and LiDAR data. A case study is then presented that demonstrates the forest biomass estimation methods and uncertainty analysis. Results indicate that Landsat TM data can provide adequate biomass estimates for secondary succession but are not suitable for mature forest biomass estimates due to data saturation problems. LiDAR can overcome TM’s shortcoming providing better biomass estimation performance but has not been extensively applied in practice due to data availability constraints. The uncertainty analysis indicates that various sources affect the performance of forest biomass/carbon estimation. With that said, the clear dominate sources of uncertainty are the variation of input sample plot data and data saturation problem related to optical sensors. A possible solution to increasing the confidence in forest biomass estimates is to integrate the strengths of multisensor data

De l'amont vers l'aval : à la poursuite de l'eau qui court

Les travaux présentés traitent principalement des phénomènes à l’origine de la genèse des crues soudaines : quels sont-ils et comment les modéliser pour mieux les prévoir ? Sont ainsi abordés les outils développés dans ce cadre : un modèle pluie-débit dédié à la simulation des crues soudaines et les techniques mathématiques d’appui à la modélisation que sont les analyses de sensibilité et l’estimation de paramètres. Viennent ensuite les évolutions successives du modèle hydrologique, développements déterminés par les résultats d’application sur des sites d’étude présentant des caractéristiques variées et sur lesquels différents types d’observation sont disponibles. L’estimation des incertitudes inhérentes à la chaîne de modélisation et une étude de régionalisation des paramètres du modèle sur les bassins versants non jaugés sont enfin détaillées, avant une discussion sur les avancées significatives de ces travaux et l’exposé des perspectives de recherche

Regional application of the Pitman monthly rainfall-runoff model in Southern Africa incorporating uncertainty

Climate change and a growing demand for freshwater resources due to population increases and socio-economic changes will make water a limiting factor (in terms of both quantity and quality) in development. The need for reliable quantitative estimates of water availability cannot be over-emphasised. However, there is frequently a paucity of the data required for this quantification as many basins, especially in the developing world, are inadequately equipped with monitoring networks. Existing networks are also shrinking due mainly to shortages in human and financial resources. Over the past few decades mathematical models have been used to bridge the data gap by generating datasets for use in management and policy making. In southern Africa, the Pitman monthly rainfall-runoff model has enjoyed relatively popular use as a water resources estimation tool. However, it is acknowledged that models are abstractions of reality and the data used to drive them is imperfect, making the model outputs uncertain. While there is acknowledgement of the limitations of modelled data in the southern African region among water practitioners, there has been little effort to explicitly quantify and account for this uncertainty in water resources estimation tools and explore how it affects the decision making process. Uncertainty manifests itself in three major areas of the modelling chain; the input data used to force the model, the parameter estimation process and the model structural errors. A previous study concluded that the parameter estimation process for the Pitman model contributed more to the global uncertainty of the model than other sources. While the literature abounds with uncertainty estimation techniques, many of these are dependent on observations and are therefore unlikely to be easily applicable to the southern African region where there is an acute shortage of such data. This study focuses on two aspects of making hydrologic predictions in ungauged basins. Firstly, the study advocates the development of an a priori parameter estimation process for the Pitman model and secondly, uses indices of hydrological functional behaviour to condition and reduce predictive uncertainty in both gauged and ungauged basins. In this approach all the basins are treated as ungauged, while the historical records in the gauged basins are used to develop regional indices of expected hydrological behaviour and assess the applicability of these methods. Incorporating uncertainty into the hydrologic estimation tools used in southern Africa entails rethinking the way the uncertain results can be used in further analysis and how they will be interpreted by stakeholders. An uncertainty framework is proposed. The framework is made up of a number of components related to the estimation of the prior distribution of the parameters, used to generate output ensembles which are then assessed and constrained using regionalised indices of basin behavioural responses. This is premised on such indices being based on the best available knowledge covering different regions. This framework is flexible enough to be used with any model structure to ensure consistent and comparable results. While the aim is to eventually apply the uncertainty framework in the southern African region, this study reports on the preliminary work on the development and testing of the framework components based on South African basins. This is necessitated by the variations in the availability and quality of the data across the region. Uncertainty in the parameter estimation process was incorporated by assuming uncertainty in the physical and hydro-meteorological data used to directly quantify the parameter. This uncertainty was represented by the range of variability of these basin characteristics and probability distribution functions were developed to account for this uncertainty and propagate it through the estimation process to generate posterior distributions for the parameters. The results show that the framework has a great deal of potential but can still be improved. In general, the estimated uncertain parameters managed to produce hydrologically realistic model outputs capturing the expected regimes across the different hydro-climatic and geo-physical gradients examined. The regional relationships for the three indices developed and tested in this study were in general agreement with existing knowledge and managed to successfully provide a multi-criteria conditioning of the model output ensembles. The feedback loop included in the framework enabled a systematic re-examination of the estimation procedures for both the parameters and the indices when inconsistencies in the results were identified. This improved results. However, there is need to carefully examine the issues and problems that may arise within other basins outside South Africa and develop guidelines for the use of the framework.iText 1.4.6 (by lowagie.com