Water is a scarce resource especially as the water demand is significantly increasing due to the rapid growth of population. Hydrological modelling has gained a lot of attention, as it is the key to predict water availability, optimize the use of water resources and develop risk mitigation schemes. There are still many challenges in hydrological modelling that researchers and designers are trying to solve. These challenges include, but not limited to: i) there is no single robust model that can perform well in all watersheds; ii) model parameters are often associated with uncertainty, which makes the results inconclusive; iii) the required computational power for uncertainty quantification increases with the increase in model complexity; iv) some modelling assumptions to simplify computational complexity, such as parameter independence are, are often not realistic. These challenges make it difficult to provide robust hydrological predictions and/or to quantify the uncertainties within hydrological models in an efficient and accurate way. This study aims to provide more robust hydrological predictions by developing a set of hybrid approaches. Firstly, a hybrid hydrological data-driven (HHDD) model based on the integration of a physically-based hydrological model (HYMOD) and a data-driven model (artificial neural network, ANN) is developed. The HHDD model is capable of improving prediction accuracy and generating interval flow prediction results. Secondly, a hybrid probabilistic forecasting approach is developed by linking the polynomial chaos expansion (PCE) method with ANN. The results indicate that PCE-ANN can be as reliable as but much more efficient than the traditional Monte-Carlo (MC) method for probabilistic flow forecasting. Finally, a hybrid uncertainty quantification approach that can address parameter dependence is developed through the integration of principal component analysis (PCA) with PCE. The results from this dissertation research can provide valuable technical and decision support for hydrological modeling and water resources management under uncertainty. / Thesis / Doctor of Engineering (DEng) / There is a water scarcity problem in the world, so it is vital to have reliable decision support tools for effective water resources management. Researchers and decision-makers rely on hydrological modelling to predict water availability. Hydrological model results are then used for water resources allocation and risk mitigation. Hydrological modelling is not a simple process, as there are different sources of uncertainty associated with it, such as model structure, model parameters, and data. In this study, data-driven techniques are used with process-driven models to develop hybrid uncertainty quantification approaches for hydrological modelling. The overall objectives are: i) to generate more robust probabilistic forecasts; ii) to improve the computational efficiency for uncertainty quantification without compromising accuracy; and, iii) to overcome the limitations of current uncertainty quantification methods, such as parameter interdependency. The developed hybrid approaches can be used by decision-makers in water resources management, as well as risk assessment and mitigation.

The main goal of this study is the use of polynomial chaos expansion (PCE) to analyze the uncertainty in calculating the lateral and longitudinal center of gravity for a vehicle from static load cell measurements. A secondary goal is to use experimental testing as a source of uncertainty and as a method to confirm the results from the PCE simulation. While PCE has often been used as an alternative to Monte Carlo, PCE models have rarely been based on experimental data. The 8-post test rig at the Virginia Institute for Performance Engineering and Research facility at Virginia International Raceway is the experimental test bed used to implement the PCE model. Experimental tests are conducted to define the true distribution for the load measurement systems' uncertainty. A method that does not require a new uncertainty distribution experiment for multiple tests with different goals is presented. Moved mass tests confirm the uncertainty analysis using portable scales that provide accurate results. The polynomial chaos model used to find the uncertainty in the center of gravity calculation is derived. Karhunen-Loeve expansions, similar to Fourier series, are used to define the uncertainties to allow for the polynomial chaos expansion. PCE models are typically computed via the collocation method or the Galerkin method. The Galerkin method is chosen as the PCE method in order to formulate a more accurate analytical result. The derivation systematically increases from one uncertain load cell to all four uncertain load cells noting the differences and increased complexity as the uncertainty dimensions increase. For each derivation the PCE model is shown and the solution to the simulation is given. Results are presented comparing the polynomial chaos simulation to the Monte Carlo simulation and to the accurate scales. It is shown that the PCE simulations closely match the Monte Carlo simulations. / Master of Science

This thesis presents a framework for history matching and model calibration of surfactant-polymer (SP) flooding. At first, a high-fidelity mechanistic SP flood model is constructed by performing extensive lab-scale experiments on Berea cores. Then, incorporating Sobol based sensitivity analysis, polynomial chaos expansion based surrogate modelling (PCE-proxy) and Genetic algorithm based inverse optimization, an optimized model parameter set is determined by minimizing the miss-fit between PCE-proxy response and experimental observations for quantities of interests such as cumulative oil recovery and pressure profile. The epistemic uncertainty in PCE-proxy is quantified using a Gaussian regression process called Kriging. The framework is then extended to Bayesian calibration where the posterior of model parameters is inferred by directly sampling from it using Markov chain Monte Carlo (MCMC). Finally, a stochastic multi-objective optimization problem is posed under uncertainties in model parameters and oil price which is solved using a variant of Bayesian global optimization routine. <br>

The primary objective of this study is to develop new computational methods for solving a general random eigenvalue problem (REP) commonly encountered in modeling and simulation of high-dimensional, complex dynamic systems. Four major research directions, all anchored in polynomial dimensional decomposition (PDD), have been defined to meet the objective. They involve: (1) a rigorous comparison of accuracy, efficiency, and convergence properties of the polynomial chaos expansion (PCE) and PDD methods; (2) development of two novel multiplicative PDD methods for addressing multiplicative structures in REPs; (3) development of a new hybrid PDD method to account for the combined effects of the multiplicative and additive structures in REPs; and (4) development of adaptive and sparse algorithms in conjunction with the PDD methods. The major findings are as follows. First, a rigorous comparison of the PCE and PDD methods indicates that the infinite series from the two expansions are equivalent but their truncations endow contrasting dimensional structures, creating significant difference between the two approximations. When the cooperative effects of input variables on an eigenvalue attenuate rapidly or vanish altogether, the PDD approximation commits smaller error than does the PCE approximation for identical expansion orders. Numerical analysis reveal higher convergence rates and significantly higher efficiency of the PDD approximation than the PCE approximation. Second, two novel multiplicative PDD methods, factorized PDD and logarithmic PDD, were developed to exploit the hidden multiplicative structure of an REP, if it exists. Since a multiplicative PDD recycles the same component functions of the additive PDD, no additional cost is incurred. Numerical results show that indeed both the multiplicative PDD methods are capable of effectively utilizing the multiplicative structure of a random response. Third, a new hybrid PDD method was constructed for uncertainty quantification of high-dimensional complex systems. The method is based on a linear combination of an additive and a multiplicative PDD approximation. Numerical results indicate that the univariate hybrid PDD method, which is slightly more expensive than the univariate additive or multiplicative PDD approximations, yields more accurate stochastic solutions than the latter two methods. Last, two novel adaptive-sparse PDD methods were developed that entail global sensitivity analysis for defining the relevant pruning criteria. Compared with the past developments, the adaptive-sparse PDD methods do not require its truncation parameter(s) to be assigned a priori or arbitrarily. Numerical results reveal that an adaptive-sparse PDD method achieves a desired level of accuracy with considerably fewer coefficients compared with existing PDD approximations.

<p>Polynomial chaos expansions provide an efficient and robust framework to analyze and quantify uncertainty in computational models. This dissertation explores the use of adaptive sparse grids to reduce the computational cost of determining a polynomial model surrogate while examining and implementing new adaptive techniques.</p><p>Determination of chaos coefficients using traditional tensor product quadrature suffers the so-called curse of dimensionality, where the number of model evaluations scales exponentially with dimension. Previous work used a sparse Smolyak quadrature to temper this dimensional scaling, and was applied successfully to an expensive Ocean General Circulation Model, HYCOM during the September 2004 passing of Hurricane Ivan through the Gulf of Mexico. Results from this investigation suggested that adaptivity could yield great gains in efficiency. However, efforts at adaptivity are hampered by quadrature accuracy requirements.</p><p>We explore the implementation of a novel adaptive strategy to design sparse ensembles of oceanic simulations suitable for constructing polynomial chaos surrogates. We use a recently developed adaptive pseudo-spectral projection (aPSP) algorithm that is based on a direct application of Smolyak's sparse grid formula, and that allows for the use of arbitrary admissible sparse grids. Such a construction ameliorates the severe restrictions posed by insufficient quadrature accuracy. The adaptive algorithm is tested using an existing simulation database of the HYCOM model during Hurricane Ivan. The {\it a priori} tests demonstrate that sparse and adaptive pseudo-spectral constructions lead to substantial savings over isotropic sparse sampling.</p><p>In order to provide a finer degree of resolution control along two distinct subsets of model parameters, we investigate two methods to build polynomial approximations. The two approaches are based with pseudo-spectral projection (PSP) methods on adaptively constructed sparse grids. The control of the error along different subsets of parameters may be needed in the case of a model depending on uncertain parameters and deterministic design variables. We first consider a nested approach where an independent adaptive sparse grid pseudo-spectral projection is performed along the first set of directions only, and at each point a sparse grid is constructed adaptively in the second set of directions. We then consider the application of aPSP in the space of all parameters, and introduce directional refinement criteria to provide a tighter control of the projection error along individual dimensions. Specifically, we use a Sobol decomposition of the projection surpluses to tune the sparse grid adaptation. The behavior and performance of the two approaches are compared for a simple two-dimensional test problem and for a shock-tube ignition model involving 22 uncertain parameters and 3 design parameters. The numerical experiments indicate that whereas both methods provide effective means for tuning the quality of the representation along distinct subsets of parameters, adaptive PSP in the global parameter space generally requires fewer model evaluations than the nested approach to achieve similar projection error. </p><p>In order to increase efficiency even further, a subsampling technique is developed to allow for local adaptivity within the aPSP algorithm. The local refinement is achieved by exploiting the hierarchical nature of nested quadrature grids to determine regions of estimated convergence. In order to achieve global representations with local refinement, synthesized model data from a lower order projection is used for the final projection. The final subsampled grid was also tested with two more robust, sparse projection techniques including compressed sensing and hybrid least-angle-regression. These methods are evaluated on two sample test functions and then as an {\it a priori} analysis of the HYCOM simulations and the shock-tube ignition model investigated earlier. Small but non-trivial efficiency gains were found in some cases and in others, a large reduction in model evaluations with only a small loss of model fidelity was realized. Further extensions and capabilities are recommended for future investigations.</p> / Dissertation

La gestion des transferts des contaminants en milieu poreux représentent une préoccupation croissante et revêtent un intérêt particulier pour le contrôle de la pollution dans les milieux souterrains et la gestion de la ressource en eau souterraine, ou plus généralement la protection de l’environnement. Les phénomènes d’écoulement et de transport de polluants sont décrits par des lois physiques traduites sous forme d'équations algébro-différentielles qui dépendent d'un grand nombre de paramètres d'entrée. Pour la plupart, ces paramètres sont mal connus et souvent ne sont pas directement mesurables et/ou leur mesure peut être entachée d’incertitude. Ces travaux de thèse concernent l’étude de l’analyse de sensibilité globale et l’estimation des paramètres pour des problèmes d’écoulement et de transport en milieux poreux. Pour mener à bien ces travaux, la décomposition en polynômes de chaos est utilisée pour quantifier l'influence des paramètres sur la sortie des modèles numériques utilisés. Cet outil permet non seulement de calculer les indices de sensibilité de Sobol mais représente également un modèle de substitution (ou métamodèle) beaucoup plus rapide à exécuter. Cette dernière caractéristique est alors exploitée pour l'inversion des modèles à partir des données observées. Pour le problème inverse, nous privilégions l'approche Bayésienne qui offre un cadre rigoureux pour l'estimation des paramètres. Dans un second temps, nous avons développé une stratégie efficace permettant de construire des polynômes de chaos creux, où seuls les coefficients dont la contribution sur la variance du modèle est significative, sont retenus. Cette stratégie a donné des résultats très encourageants pour deux problèmes de transport réactif. La dernière partie de ce travail est consacrée au problème inverse lorsque les entrées du modèle sont des champs stochastiques gaussiens spatialement distribués. La particularité d'un tel problème est qu'il est mal posé car un champ stochastique est défini par une infinité de coefficients. La décomposition de Karhunen-Loève permet de réduire la dimension du problème et également de le régulariser. Toutefois, les résultats de l'inversion par cette méthode fournit des résultats sensibles au choix à priori de la fonction de covariance du champ. Un algorithme de réduction de la dimension basé sur un critère de sélection (critère de Schwartz) est proposé afin de rendre le problème moins sensible à ce choix. / The management of transfer of contaminants in porous media is a growing concern and is of particular interest for the control of pollution in underground environments and management of groundwater resources, or more generally the protection of the environment. The flow and transport of pollutants are modeled by physical and phenomenological laws that take the form of differential-algebraic equations. These models may depend on a large number of input parameters. Most of these parameters are well known and are often not directly observable.This work is concerned with the impact of parameter uncertainty onto model predictions. To this end, the uncertainty and sensitivity analysis is an important step in the numerical simulation, as well as inverse modeling. The first study consists in estimating the model predictive uncertainty given the parameters uncertainty and identifying the most relevant ones. The second study is concerned with the reduction of parameters uncertainty from available observations.This work concerns the study of global sensitivity analysis and parameter estimation for problems of flow and transport in porous media. To carry out this work, the polynomials chaos expansion is used to quantify the influence of the parameters on the predictions of the numerical model. This tool not only calculate Sobol' sensitivity indices but also provides a surrogate model (or metamodel) that is faster to run. This feature is then exploited for models inversion when observations are available. For the inverse problem, we focus on Bayesian approach that offers a rigorous framework for parameter estimation.In a second step, we developed an effective strategy for constructing a sparse polynomials chaos expansion, where only coefficients whose contribution to the variance of the model is significant, are retained. This strategy has produced very encouraging results for two reactive transport problems.The last part of this work is devoted to the inverse problem when the inputs of the models are spatially distributed. Such an input is then treated as stochastic fields. The peculiarity of such a problem is that it is ill-posed because a stochastic field is defined by an infinite number of coefficients. The Karhunen-Loeve reduces the dimension of the problem and also allows regularizing it. However, the inversion with this method provides results that are sensitive to the presumed covariance function. An algorithm based on the selection criterion (Schwartz criterion) is proposed to make the problem less sensitive to this choice.

Fractional diffusion equations have played an increasingly important role in ex- plaining long-range interactions, nonlocal dynamics and anomalous diffusion, pro- viding effective means of describing the memory and hereditary properties of such processes. This dissertation explores the uncertainty propagation in space fractional diffusion equations in one and multiple dimensions with variable diffusivity and order parameters. This is achieved by:(i) deploying accurate numerical schemes of the forward problem, and (ii) employing uncertainty quantifications tools that accelerate the inverse problem. We begin by focusing on parameter calibration of a variable- diffusivity fractional diffusion model. A random, spatially-varying diffusivity field is considered together with an uncertain but spatially homogeneous fractional operator order. Polynomial chaos (PC) techniques are used to express the dependence of the stochastic solution on these random variables. A non-intrusive methodology is used, and a deterministic finite-difference solver of the fractional diffusion model is utilized for this purpose. The surrogates are first used to assess the sensitivity of quantities of interest (QoIs) to uncertain inputs and to examine their statistics. In particular, the analysis indicates that the fractional order has a dominant effect on the variance of the QoIs considered. The PC surrogates are further exploited to calibrate the uncertain parameters using a Bayesian methodology. In the broad range of parameters addressed, the analysis shows that the uncertain parameters having a significant impact on the variance of the solution can be reliably inferred, even from limited observations. Next, we address the numerical challenges when multidimensional space-fractional diffusion equations have spatially varying diffusivity and fractional order. Significant computational challenges arise due to the kernel singularity in the fractional integral operator as well as the resulting dense discretized operators. Hence, we present a singularity-aware discretization scheme that regularizes the singular integrals through a singularity subtraction technique adapted to the spatial variability of diffusivity and fractional order. This regularization strategy is conveniently formulated as a sparse matrix correction that is added to the dense operator, and is applicable to different formulations of fractional diffusion equations. Numerical results show that the singularity treatment is robust, substantially reduces discretization errors, and attains the first-order convergence rate allowed by the regularity of the solutions. In the last part, we explore the application of a Bayesian formalism to detect an anomaly in a fractional medium. Specifically, a computational method is presented for inferring the location and properties of an inclusion inside a two-dimensional domain. The anomaly is assumed to have known shape, but unknown diffusivity and fractional order parameters, and is assumed to be embedded in a fractional medium of known fractional properties. To detect the presence of the anomaly, the medium is forced using a collection of localized sources, and its response is measured at the source locations. To this end, the singularity-aware finite-difference scheme is applied. A non-intrusive regression approach is used to explore the dependence of the computed signals on the properties of the anomaly, and the resulting surrogates are first exploited to characterize the variability of the response, and then used to accelerate the Bayesian inference of the anomaly. In the regime of parameters considered, the computational results indicate that robust estimates of the location and fractional properties of the anomaly can be obtained, and that these estimates become sharper when high contrast ratios prevail between the anomaly and the surrounding matrix.

Hydraulisk modellering är ett viktigt verktyg vid utvärdering av lämpliga åtgärder för torrfåror. Modelleringen påverkas dock alltid av osäkerheter och om dessa är stora kan en modells simuleringsresultat bli opålitligt. Det kan därför vara viktigt att presentera dess simuleringsresultat tillsammans med osäkerheter. Denna studie utreder olika typer av osäkerheter som kan påverka hydrauliska modellers simuleringsresultat. Dessutom utförs känslighetsanalyser där en andel av osäkerheten i simuleringsresultatet tillskrivs de olika inmatningsvariablerna som beaktas. De parametrar som ingår i analysen är upplösningen i använd terrängmodell, upplösning i den hydrauliska modellens beräkningsnät, inflöde till modellen och råheten genom Mannings tal. Studieobjektet som behandlades i denna studie var en torrfåra som ligger nedströms Sandforsdammen i Skellefteälven och programvaran TELEMAC-MASCARET nyttjades för samtliga hydrauliska simuleringar i denna studie.  För att analysera osäkerheter kopplade till upplösning i en terrängmodell och ett beräkningsnät användes ett kvalitativt tillvägagångsätt. Ett antal simuleringar utfördes där alla parametrar förutom de kopplade till upplösning fixerades. Simuleringsresultaten illustrerades sedan genom profil, sektioner, enskilda raster och raster som visade differensen mellan olika simuleringar. Resultaten för analysen visade att en låg upplösning i terrängmodeller och beräkningsnät kan medföra osäkerheter lokalt där det är högre vattenhastigheter och där det finns stor variation i geometrin. Några signifikanta effekter kunde dock inte skönjas på större skala.  Separat gjordes kvantitativa osäkerhets- och känslighetsanalyser för vattendjup och vattenhastighet i torrfåran. Inmatningsparametrarna inflöde till modellen och råhet genom Mannings tal ansågs medföra störst påverkan och övriga parametrar fixerades således. Genom script skapade i programmeringsspråket Python tillsammans med biblioteket OpenTURNS upprättades ett stort urval av möjliga kombinationer för storlek på inflöde och Mannings tal. Alla kombinationer som skapades antogs till fullo täcka upp för den totala osäkerheten i inmatningsparametrarna. Genom att använda urvalet för simulering kunde osäkerheten i simuleringsresultaten också beskrivas. Osäkerhetsanalyser utfördes både genom klassisk beräkning av statistiska moment och genom Polynomial Chaos Expansion. En känslighetsanalys följde sedan där Polynomial Chaos Expansion användes för att beräkna Sobols känslighetsindex för inflödet och Mannings tal i varje kontrollpunkt. Den kvantitativa osäkerhetsanalysen visade att det fanns relativt stora osäkerheter för både vattendjupet och vattenhastighet vid behandlat studieobjekt. Flödet bidrog med störst påverkan på osäkerheten medan Mannings tals påverkan var insignifikant i jämförelse, bortsett från ett område i modellen där dess påverkan ökade markant. / Hydraulic modelling is an important tool when measures for dry river stretches are assessed. The modelling is however always affected by uncertainties and if these are big the simulation results from the models could become unreliable. It may therefore be important to present its simulation results together with the uncertainties. This study addresses various types of uncertainties that may affect the simulation results from hydraulic models. In addition, sensitivity analysis is conducted where a proportion of the uncertainty in the simulation result is attributed to the various input variables that are included. The parameters included in the analysis are terrain model resolution, hydraulic model mesh resolution, inflow to the model and Manning’s roughness coefficient. The object studied in this paper was a dry river stretch located downstream of Sandforsdammen in the river of Skellefteälven, Sweden. The software TELEMAC-MASCARET was used to perform all hydraulic simulations for this thesis.  To analyze the uncertainties related to the resolution for the terrain model and the mesh a qualitative approach was used. Several simulations were run where all parameters except those linked to the resolution were fixed. The simulation results were illustrated through individual rasters, profiles, sections and rasters that showed the differences between different simulations. The results of the analysis showed that a low resolution for terrain models and meshes can lead to uncertainties locally where there are higher water velocities and where there are big variations in the geometry. However, no significant effects could be discerned on a larger scale.  Separately, quantitative uncertainty and sensitivity analyzes were performed for the simulation results, water depth and water velocity for the dry river stretch. The input parameters that were assumed to have the biggest impact were the inflow to the model and Manning's roughness coefficient. Other model input parameters were fixed. Through scripts created in the programming language Python together with the library OpenTURNS, a large sample of possible combinations for the size of inflow and Manning's roughness coefficient was created. All combinations were assumed to fully cover the uncertainty of the input parameters. After using the sample for simulation, the uncertainty of the simulation results could also be described. Uncertainty analyses were conducted through both classical calculation of statistical moments and through Polynomial Chaos Expansion. A sensitivity analysis was then conducted through Polynomial Chaos Expansion where Sobol's sensitivity indices were calculated for the inflow and Manning's M at each control point. The analysis showed that there were relatively large uncertainties for both the water depth and the water velocity. The inflow had the greatest impact on the uncertainties while Manning's M was insignificant in comparison, apart from one area in the model where its impact increased.

This diploma thesis deal with evaluation of the impact in the scale of uncertaintly stiffness on the tool deviation during grooving process. By the affect of the insufficient stiffness in each parts of the machine, there is presented a mechanical vibration during the cutting process which may cause a damage to the surface of the workpiece, to the tool or to the processing machine. The change of the stiffness is caused in the result of tool wear, impact of setted cutting conditions and many others. In the first part includes teoretical introduction to field of the uncertainty and choosing suitable methods for the solutions. Chosen methods are Monte Carlo and polynomial chaos expansion which are procced in the interface of MATLAB. Both of the methods are primery tested on the simple systems with the indefinited enters of the stiffness. These systems replace the parts of the stiffness characteristics of the each support parts. After that, the model is defined for the turning during the process of grooving with the 3 degrees of freedom. Then the analyses of the uncertainity and also sensibility analyses for uncertainity entering data of the stiffness are carried out again by both methods. At the end are both methods compared in the points of view by the time consuption and also by precission. Judging by gathered data it is clear that the change of the stiffness has significant impact on vibration in all degrees of freedome of the analysed model. As the example a maximum and a minimum calculated deviation of the workpiece stiffness was calculated via methode of Monte Carlo. The biggest impact on the finall vibration of the tool is found by stiffness of the ball screw. The solution was developed for the more stabile cutting process.

This thesis aims at Multi-Objective Optimization under Uncertainty in structural design. We investigate Polynomial Chaos Expansion (PCE) surrogates which require extensive training sets. We then face two issues: high computational costs of an individual Finite Element simulation and its limited precision. From numerical point of view and in order to limit the computational expense of the PCE construction we particularly focus on sparse PCE schemes. We also develop a custom Latin Hypercube Sampling scheme taking into account the finite precision of the simulation. From the modeling point of view, we propose a multifidelity approach involving a hierarchy of models ranging from full scale simulations through reduced order physics up to response surfaces. Finally, we investigate multiobjective optimization of structures under uncertainty. We extend the PCE model of design objectives by taking into account the design variables. We illustrate our work with examples in sheet metal forming and optimal design of truss structures. / Doctorat en Sciences de l'ingénieur / info:eu-repo/semantics/nonPublished