An agent-based approach to global uncertainty and sensitivity analysis

Authored by Dylan R. Harp, Velimir V. Vesselinov

Date Published: 2012-03

DOI: 10.1016/j.cageo.2011.06.025

Sponsors: Environmental Programs Directorate of the Los Alamos National Laboratory

Platforms: C

Model Documentation: Other Narrative Flow charts

Model Code URLs: Model code not found

Abstract

A novel sampling approach to global uncertainty and sensitivity analyses of modeling results utilizing concepts from agent-based modeling is presented (Agent-Based Analysis of Global Uncertainty and Sensitivity (ABAGUS)). A plausible model parameter space is discretized and sampled by a particle swarm where the particle locations represent unique model parameter sets. Particle locations are optimized based on a model-performance metric using a standard particle swarm optimization (PSO) algorithm. Locations producing a performance metric below a specified threshold are collected. In subsequent visits to the location, a modified value of the performance metric, proportionally increased above the acceptable threshold (i.e., convexities in the response surface become concavities), is provided to the PSO algorithm. As a result, the methodology promotes a global exploration of a plausible parameter space, and discourages, but does not prevent, reinvestigation of previously explored regions. This effectively alters the strategy of the PSO algorithm from optimization to a sampling approach providing global uncertainty and sensitivity analyses. The viability of the approach is demonstrated on 2D Griewank and Rosenbrock functions. This also demonstrates the set-based approach of ABAGUS as opposed to distribution-based approaches. The practical application of the approach is demonstrated on a 3D synthetic contaminant transport case study. The evaluation of global parametric uncertainty using ABAGUS is demonstrated on model parameters defining the source location and transverse/longitudinal dispersivities. The evaluation of predictive uncertainties using ABACUS is demonstrated for contaminant concentrations at proposed monitoring wells. (C) 2011 Elsevier Ltd. All rights reserved.

Tags

Agent-Based Global uncertainty analysis