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1.
We present a derivation of a stochastic model of Navier Stokes equations that relies on a decomposition of the velocity fields into a differentiable drift component and a time uncorrelated uncertainty random term. This type of decomposition is reminiscent in spirit to the classical Reynolds decomposition. However, the random velocity fluctuations considered here are not differentiable with respect to time, and they must be handled through stochastic calculus. The dynamics associated with the differentiable drift component is derived from a stochastic version of the Reynolds transport theorem. It includes in its general form an uncertainty dependent subgrid bulk formula that cannot be immediately related to the usual Boussinesq eddy viscosity assumption constructed from thermal molecular agitation analogy. This formulation, emerging from uncertainties on the fluid parcels location, explains with another viewpoint some subgrid eddy diffusion models currently used in computational fluid dynamics or in geophysical sciences and paves the way for new large-scales flow modeling. We finally describe an applications of our formalism to the derivation of stochastic versions of the Shallow water equations or to the definition of reduced order dynamical systems.  相似文献   

2.
This study addresses estimation of net irrigation requirement over a growing season under climate uncertainty. An ecohydrological model, building upon the stochastic differential equation of soil moisture dynamics, is employed as a basis to derive new analytical expressions for estimating seasonal net irrigation requirement probabilistically. Two distinct irrigation technologies are considered. For micro irrigation technology, probability density function of seasonal net irrigation depth (SNID) is derived assessing transient behavior of a stochastic process which is time integral of dichotomous Markov process. Probability mass function of SNID which is a discrete random variable for traditional irrigation technology is also presented using a marked renewal process with quasi-exponentially-distributed time intervals. Comparing the results obtained from the presented models with those resulted from a Monte Carlo approach verified the significance of the probabilistic expressions derived and assumptions made.  相似文献   

3.
ABSTRACT

Turbulence is considered to generate and drive most geophysical processes. The simplest case is isotropic turbulence. In this paper, the most common three-dimensional power-spectrum-based models of isotropic turbulence are studied in terms of their stochastic properties. Such models often have a high order of complexity, lack stochastic interpretation and violate basic stochastic asymptotic properties, such as the theoretical limits of the Hurst coefficient, when Hurst-Kolmogorov behaviour is observed. A simpler and robust model (which incorporates self-similarity structures, e.g. fractal dimension and Hurst coefficient) is proposed using a climacogram-based stochastic framework and tested over high-resolution observational data of laboratory scale as well as hydro-meteorological observations of wind speed and precipitation intensities. Expressions of other stochastic tools such as the autocovariance and power spectrum are also produced from the model and show agreement with data. Finally, uncertainty, discretization and bias related errors are estimated for each stochastic tool, showing lower errors for the climacogram-based ones and larger for power spectrum ones.  相似文献   

4.
Uncertainty plagues every effort to model subsurface processes and every decision made on the basis of such models. Given this pervasive uncertainty, virtually all practical problems in hydrogeology can be formulated in terms of (ecologic, monetary, health, regulatory, etc.) risk. This review deals with hydrogeologic applications of recent advances in uncertainty quantification, probabilistic risk assessment (PRA), and decision-making under uncertainty. The subjects discussed include probabilistic analyses of exposure pathways, PRAs based on fault tree analyses and other systems-based approaches, PDF (probability density functions) methods for propagating parametric uncertainty through a modeling process, computational tools (e.g., random domain decompositions and transition probability based approaches) for quantification of geologic uncertainty, Bayesian algorithms for quantification of model (structural) uncertainty, and computational methods for decision-making under uncertainty (stochastic optimization and decision theory). The review is concluded with a brief discussion of ways to communicate results of uncertainty quantification and risk assessment.  相似文献   

5.
Contaminant transport models under random sources   总被引:1,自引:0,他引:1  
  相似文献   

6.
Models under location uncertainty are derived assuming that a component of the velocity is uncorrelated in time. The material derivative is accordingly modified to include an advection correction, inhomogeneous and anisotropic diffusion terms and a multiplicative noise contribution. This change can be consistently applied to all fluid dynamics evolution laws. This paper continues to explore benefits of this framework and consequences of specific scaling assumptions. Starting from a Boussinesq model under location uncertainty, a model is developed to describe a mesoscale flow subject to a strong underlying submesoscale activity. Specifically, turbulent diffusion and rotation effects have similar orders of magnitude. As obtained, the geostrophic balance is modified and the Quasi-Geostrophic assumptions remarkably lead to a zero Potential Vorticity. The ensuing Surface Quasi-Geostrophic model provides a simple diagnosis of warm frontolysis and cold frontogenesis.  相似文献   

7.
J.J. Yu 《水文科学杂志》2013,58(12):2117-2131
Abstract

A generalized likelihood uncertainty estimation (GLUE) framework coupling with artificial neural network (ANN) models in two surrogate schemes (i.e. GAE-S1 and GAE-S2) was proposed to improve the efficiency of uncertainty assessment in flood inundation modelling. The GAE-S1 scheme was to construct an ANN to approximate the relationship between model likelihoods and uncertain parameters for facilitating sample acceptance/rejection instead of running the numerical model directly; thus, it could speed up the Monte Carlo simulation in stochastic sampling. The GAE-S2 scheme was to establish independent ANN models for water depth predictions to emulate the numerical models; it could facilitate efficient uncertainty analysis without additional model runs for locations concerned under various scenarios. The results from a study case showed that both GAE-S1 and GAE-S2 had comparable performances to GLUE in terms of estimation of posterior parameters, prediction intervals of water depth, and probabilistic inundation maps, but with reduced computational requirements. The results also revealed that GAE-S1 possessed a slightly better performance in accuracy (referencing to GLUE) than GAE-S2, but a lower flexibility in application. This study shed some light on how to apply different surrogate schemes in using numerical models for uncertainty assessment, and could help decision makers in choosing cost-effective ways of conducting flood risk analysis.  相似文献   

8.
Simulation of future climate scenarios with a weather generator   总被引:4,自引:0,他引:4  
Numerous studies across multiple disciplines search for insights on the effects of climate change at local spatial scales and at fine time resolutions. This study presents an overall methodology of using a weather generator for downscaling an ensemble of climate model outputs. The downscaled predictions can explicitly include climate model uncertainty, which offers valuable information for making probabilistic inferences about climate impacts. The hourly weather generator that serves as the downscaling tool is briefly presented. The generator is designed to reproduce a set of meteorological variables that can serve as input to hydrological, ecological, geomorphological, and agricultural models. The generator is capable of reproducing a wide set of climate statistics over a range of temporal scales, from extremes, to low-frequency interannual variability; its performance for many climate variables and their statistics over different aggregation periods is highly satisfactory. The use of the weather generator in simulations of future climate scenarios, as inferred from climate models, is described in detail. Using a previously developed methodology based on a Bayesian approach, the stochastic downscaling procedure derives the frequency distribution functions of factors of change for several climate statistics from a multi-model ensemble of outputs of General Circulation Models. The factors of change are subsequently applied to the statistics derived from observations to re-evaluate the parameters of the weather generator. Using embedded causal and statistical relationships, the generator simulates future realizations of climate for a specific point location at the hourly scale. Uncertainties present in the climate model realizations and the multi-model ensemble predictions are discussed. An application of the weather generator in reproducing present (1961-2000) and forecasting future (2081-2100) climate conditions is illustrated for the location of Tucson (AZ). The stochastic downscaling is carried out using simulations of eight General Circulation Models adopted in the IPCC 4AR, A1B emission scenario.  相似文献   

9.
Parameterization of historical earthquakes in Switzerland   总被引:1,自引:1,他引:0  
Macroseismic earthquake parameters of historical events have been reassessed in the framework of the update of the Earthquake Catalogue of Switzerland ECOS-09. The Bakun and Wentworth method (Bakun and Wentworth 1997) has been used to assess location, magnitude, and, when possible, focal depth. We apply a two-step procedure. Intensity attenuation is assessed first by fitting a model with a logarithmic and a linear term, using a set of 111 earthquakes. The magnitude range is 3 and 5.8. Then, intensity to magnitude relation is developed. A subset of the 111 events, all having an instrumental moment magnitude, was used to perform this intensity to magnitude calibration. Five final calibration strategies were developed based on different intensity calibration datasets, regionalized or non-regionalized models, and fixed or variable source depth. The final assessment of the macroseismic earthquake parameters is based on an expert judgment procedure, using the results derived from all five strategies, and taking into consideration the historical knowledge available for the particular earthquake. A bootstrap procedure has been applied to assess the uncertainty of parameters. Indicative lower and upper bounds of uncertainty are derived from distributions of location and magnitude for a number of events, obtained through bootstrap sampling of the intensity field and of the single intensity values. The final uncertainties are given in terms of parameter uncertainty classes already used in previous versions of the earthquake catalogue of Switzerland.  相似文献   

10.
A new methodology is presented for the solution of the stochastic hydraulic equations characterizing steady, one-dimensional estuarine flow. The methodology is predicated on quasi-linearization, perturbation methods, and the finite difference approximation of the stochastic differential operators. Assuming Manning's roughness coefficient is the principal source of uncertainty in the model, stochastic equations are presented for the water depths and flow rates in the estuarine system. Moment equations are developed for the mean and variance of the water depths. The moment equations are compared with the results of Monte Carlo simulation experiments. The results confirm that for any spatial location in the estuary that (1) as the uncertainty in the channel roughness increases, the uncertainty in mean depth increases, and (2) the predicted mean depth will decrease with increasing uncertainty in Manning'sn. The quasi-analytical approach requires significantly less computer time than Monte Carlo simulations and provides explicit  相似文献   

11.
This work examines future flood risk within the context of integrated climate and hydrologic modelling uncertainty. The research questions investigated are (1) whether hydrologic uncertainties are a significant source of uncertainty relative to other sources such as climate variability and change and (2) whether a statistical characterization of uncertainty from a lumped, conceptual hydrologic model is sufficient to account for hydrologic uncertainties in the modelling process. To investigate these questions, an ensemble of climate simulations are propagated through hydrologic models and then through a reservoir simulation model to delimit the range of flood protection under a wide array of climate conditions. Uncertainty in mean climate changes and internal climate variability are framed using a risk‐based methodology and are explored using a stochastic weather generator. To account for hydrologic uncertainty, two hydrologic models are considered, a conceptual, lumped parameter model and a distributed, physically based model. In the conceptual model, parameter and residual error uncertainties are quantified and propagated through the analysis using a Bayesian modelling framework. The approach is demonstrated in a case study for the Coralville Dam on the Iowa River, where recent, intense flooding has raised questions about potential impacts of climate change on flood protection adequacy. Results indicate that the uncertainty surrounding future flood risk from hydrologic modelling and internal climate variability can be of the same order of magnitude as climate change. Furthermore, statistical uncertainty in the conceptual hydrological model can capture the primary structural differences that emerge in flood damage estimates between the two hydrologic models. Copyright © 2014 John Wiley & Sons, Ltd.  相似文献   

12.
ABSTRACT

The old principle of parsimonious modelling of natural processes has regained its importance in the last few years. The inevitability of uncertainty and risk, and the value of stochastic modelling in dealing with them, are also again appreciated, after a period of growing hopes for radical reduction of uncertainty. Yet, in stochastic modelling of natural processes several families of models are used that are often non-parsimonious, unnatural or artificial, theoretically unjustified and, eventually, unnecessary. Here we develop a general methodology for more theoretically justified stochastic processes, which evolve in continuous time and stem from maximum entropy production considerations. The discrete-time properties thereof are theoretically derived from the continuous-time ones and a general simulation methodology in discrete time is built, which explicitly handles the effects of discretization and truncation. Some additional modelling issues are discussed with a focus on model identification and fitting, which are often made using inappropriate methods.

EDITOR Z.W. Kundzewicz ASSOCIATE EDITOR S. Grimaldi  相似文献   

13.
Uncertainty is inherent in modelling studies. However, the quantification of uncertainties associated with a model is a challenging task, and hence, such studies are somewhat limited. As distributed or semi‐distributed hydrological models are being increasingly used these days to simulate hydrological processes, it is vital that these models should be equipped with robust calibration and uncertainty analysis techniques. The goal of the present study was to calibrate and validate the Soil and Water Assessment Tool (SWAT) model for simulating streamflow in a river basin of Eastern India, and to evaluate the performance of salient optimization techniques in quantifying uncertainties. The SWAT model for the study basin was developed and calibrated using Parameter Solution (ParaSol), Sequential Uncertainty Fitting Algorithm (SUFI‐2) and Generalized Likelihood Uncertainty Estimation (GLUE) optimization techniques. The daily observed streamflow data from 1998 to 2003 were used for model calibration, and those for 2004–2005 were used for model validation. Modelling results indicated that all the three techniques invariably yield better results for the monthly time step than for the daily time step during both calibration and validation. The model performances for the daily streamflow simulation using ParaSol and SUFI‐2 during calibration are reasonably good with a Nash–Sutcliffe efficiency and mean absolute error (MAE) of 0.88 and 9.70 m3/s for ParaSol, and 0.86 and 10.07 m3/s for SUFI‐2, respectively. The simulation results of GLUE revealed that the model simulates daily streamflow during calibration with the highest accuracy in the case of GLUE (R2 = 0.88, MAE = 9.56 m3/s and root mean square error = 19.70 m3/s). The results of uncertainty analyses by SUFI‐2 and GLUE were compared in terms of parameter uncertainty. It was found that SUFI‐2 is capable of estimating uncertainties in complex hydrological models like SWAT, but it warrants sound knowledge of the parameters and their effects on the model output. On the other hand, GLUE predicts more reliable uncertainty ranges (R‐factor = 0.52 for daily calibration and 0.48 for validation) compared to SUFI‐2 (R‐factor = 0.59 for daily calibration and 0.55 for validation), though it is computationally demanding. Although both SUFI‐2 and GLUE appear to be promising techniques for the uncertainty analysis of modelling results, more and more studies in this direction are required under varying agro‐climatic conditions for assessing their generic capability. Copyright © 2015 John Wiley & Sons, Ltd.  相似文献   

14.
Abstract

The uncertainty associated with a rainfall–runoff and non-point source loading (NPS) model can be attributed to both the parameterization and model structure. An interesting implication of the areal nature of NPS models is the direct relationship between model structure (i.e. sub-watershed size) and sample size for the parameterization of spatial data. The approach of this research is to find structural limitations in scale for the use of the conceptual NPS model, then examine the scales at which suitable stochastic depictions of key parameter sets can be generated. The overlapping regions are optimal (and possibly the only suitable regions) for conducting meaningful stochastic analysis with a given NPS model. Previous work has sought to find optimal scales for deterministic analysis (where, in fact, calibration can be adjusted to compensate for sub-optimal scale selection); however, analysis of stochastic suitability and uncertainty associated with both the conceptual model and the parameter set, as presented here, is novel; as is the strategy of delineating a watershed based on the uncertainty distribution. The results of this paper demonstrate a narrow range of acceptable model structure for stochastic analysis in the chosen NPS model. In the case examined, the uncertainties associated with parameterization and parameter sensitivity are shown to be outweighed in significance by those resulting from structural and conceptual decisions.

Citation Parker, G. T. Rennie, C. D. & Droste, R. L. (2011) Model structure and uncertainty for stochastic non-point source modelling applications. Hydrol. Sci. J. 56(5), 870–882.  相似文献   

15.
Abstract

Hydrological models are commonly used to perform real-time runoff forecasting for flood warning. Their application requires catchment characteristics and precipitation series that are not always available. An alternative approach is nonparametric modelling based only on runoff series. However, the following questions arise: Can nonparametric models show reliable forecasting? Can they perform as reliably as hydrological models? We performed probabilistic forecasting one, two and three hours ahead for a runoff series, with the aim of ascribing a probability density function to predicted discharge using time series analysis based on stochastic dynamics theory. The derived dynamic terms were compared to a hydrological model, LARSIM. Our procedure was able to forecast within 95% confidence interval 1-, 2- and 3-h ahead discharge probability functions with about 1.40 m3/s of range and relative errors (%) in the range [–30; 30]. The LARSIM model and the best nonparametric approaches gave similar results, but the range of relative errors was larger for the nonparametric approaches.

Editor D. Koutsoyiannis; Associate editor K. Hamed

Citation Costa, A.C., Bronstert, A. and Kneis, D., 2012. Probabilistic flood forecasting for a mountainous headwater catchment using a nonparametric stochastic dynamic approach. Hydrological Sciences Journal, 57 (1), 10–25.  相似文献   

16.
The leeway of 20-ft containers in typical distress conditions is established through field experiments in a Norwegian fjord and in open-ocean conditions off the coast of France with a wind speed ranging from calm to 14 m s−1. The experimental setup is described in detail, and certain recommendations were given for experiments on objects of this size. The results are compared with the leeway of a scaled-down container before the full set of measured leeway characteristics are compared with a semianalytical model of immersed containers. Our results are broadly consistent with the semianalytical model, but the model is found to be sensitive to choice of drag coefficient and makes no estimate of the crosswind leeway of containers. We extend the results from the semianalytical immersion model by extrapolating the observed leeway divergence and estimates of the experimental uncertainty to various realistic immersion levels. The sensitivity of these leeway estimates at different immersion levels are tested using a stochastic trajectory model. Search areas are found to be sensitive to the exact immersion levels, the choice of drag coefficient, and somewhat less sensitive to the inclusion of leeway divergence. We further compare the search areas, thus, found with a range of trajectories estimated using the semianalytical model with only perturbations to the immersion level. We find that the search areas calculated without estimates of crosswind leeway and its uncertainty will grossly underestimate the rate of expansion of the search areas. We recommend that stochastic trajectory models of container drift should account for these uncertainties by generating search areas for different immersion levels and with the uncertainties in crosswind and downwind leeway reported from our field experiments.  相似文献   

17.
18.
This study aims at evaluating the uncertainty in the prediction of soil moisture (1D, vertical column) from an offline land surface model (LSM) forced by hydro-meteorological and radiation data. We focus on two types of uncertainty: an input error due to satellite rainfall retrieval uncertainty, and, LSM soil-parametric error. The study is facilitated by in situ and remotely sensed data-driven (precipitation, radiation, soil moisture) simulation experiments comprising a LSM and stochastic models for error characterization. The parametric uncertainty is represented by the generalized likelihood uncertainty estimation (GLUE) technique, which models the parameter non-uniqueness against direct observations. Half-hourly infra-red (IR) sensor retrievals were used as satellite rainfall estimates. The IR rain retrieval uncertainty is characterized on the basis of a satellite rainfall error model (SREM). The combined uncertainty (i.e., SREM + GLUE) is compared with the partial assessment of uncertainty. It is found that precipitation (IR) error alone may explain moderate to low proportion of the soil moisture simulation uncertainty, depending on the level of model accuracy—50–60% for high model accuracy, and 20–30% for low model accuracy. Comparisons on the basis of two different sites also yielded an increase (50–100%) in soil moisture prediction uncertainty for the more vegetated site. This study exemplified the need for detailed investigations of the rainfall retrieval-modeling parameter error interaction within a comprehensive space-time stochastic framework for achieving optimal integration of satellite rain retrievals in land data assimilation systems.  相似文献   

19.
In this study, an inexact two-stage stochastic partial programming (ITSPP) method is developed for tackling uncertainties presented as intervals and partial probability distributions. A scenario-based interactive algorithm is proposed to solve the ITSPP model. This algorithm is implemented through: (i) obtaining extreme points of the linear partial information (LPI); (ii) generating an inexact two-stage stochastic programming (ITSP) model under each extreme point; (iii) solving ITSP models through interactive algorithm proposed by Huang and Loucks (Civil Eng Environ Syst 17:95–118, 2000); (iv) acquiring the interval solutions under each extreme point and the final optimal interval for the objective function. The developed method is applied to a case study for water-resources planning. The modelling results can generate a series of decision alternatives under various system conditions, and thus help decision makers identify the desired water-resources management policies under uncertainty.  相似文献   

20.
In this work, we address the problem of characterizing the heterogeneity and uncertainty of hydraulic properties for complex geological settings. Hereby, we distinguish between two scales of heterogeneity, namely the hydrofacies structure and the intrafacies variability of the hydraulic properties. We employ multiple-point geostatistics to characterize the hydrofacies architecture. The multiple-point statistics are borrowed from a training image that is designed to reflect the prior geological conceptualization. The intrafacies variability of the hydraulic properties is represented using conventional two-point correlation methods, more precisely, spatial covariance models under a multi-Gaussian spatial law. We address the different levels and sources of uncertainty in characterizing the subsurface heterogeneity, and explore their effect on groundwater flow and transport predictions. Typically, uncertainty is assessed by way of many images, termed realizations, of a fixed statistical model. However, in many cases, sampling from a fixed stochastic model does not adequately represent the space of uncertainty. It neglects the uncertainty related to the selection of the stochastic model and the estimation of its input parameters. We acknowledge the uncertainty inherent in the definition of the prior conceptual model of aquifer architecture and in the estimation of global statistics, anisotropy, and correlation scales. Spatial bootstrap is used to assess the uncertainty of the unknown statistical parameters. As an illustrative example, we employ a synthetic field that represents a fluvial setting consisting of an interconnected network of channel sands embedded within finer-grained floodplain material. For this highly non-stationary setting we quantify the groundwater flow and transport model prediction uncertainty for various levels of hydrogeological uncertainty. Results indicate the importance of accurately describing the facies geometry, especially for transport predictions.  相似文献   

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