Global Sensitivity Analysis

Global Sensitivity Analysis

Author: Andrea Saltelli

Publisher: John Wiley & Sons

Published: 2008-02-28

Total Pages: 304

ISBN-13: 9780470725177

DOWNLOAD EBOOK

Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.


Sensitivity Analysis in Practice

Sensitivity Analysis in Practice

Author: Andrea Saltelli

Publisher: John Wiley & Sons

Published: 2004-07-16

Total Pages: 232

ISBN-13: 047087094X

DOWNLOAD EBOOK

Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.


Optimizing Reservoir Resources

Optimizing Reservoir Resources

Author: Charles ReVelle

Publisher: John Wiley & Sons

Published: 1999-05-10

Total Pages: 234

ISBN-13: 9780471188773

DOWNLOAD EBOOK

Introducing the next generation in optimization modeling. This book presents a dynamic new approach to optimization modeling in the design and management of surface water reservoirs. More accurate in its representation of critical flows than traditional synthetic hydrology approaches, ReVelle's model utilizes both deterministic and stochastic constraints to derive a unified water supply, allocation, and reallocation optimization model. Dr. ReVelle begins with an in-depth presentation of conventional approaches to optimizing various reservoir functions and services-including water supply, flood control, hydropower, irrigation, navigation, and recreation. He then describes a method to enhance performance by allocating services and functions. Finally, he develops a unified optimization model that can be applied both to existing reservoirs and in the design of a new generation of efficient surface water reservoirs. A valuable working resource for water resources analysts, engineers, and managers, Optimizing Reservoir Resources features: * A new model to achieve desired levels of water supply reliability. * A multiobjective framework for exploring reservoir services. * Storage rule curves derived with anti-zigzagging methods. * Improved cost allocation models. * Original techniques for linearizing the nonlinear hydropower equation and for the derivation of the storage-energy curve. * Techniques for allocation and reallocation of reservoir services through the derivation of an economic supply curve.


Decision Process and Trade-off Analysis Model for Supply Rotation and Planning

Decision Process and Trade-off Analysis Model for Supply Rotation and Planning

Author:

Publisher: American Water Works Association

Published: 2006

Total Pages: 108

ISBN-13: 1583214801

DOWNLOAD EBOOK

Because Tampa Bay Water added new and diverse water sources to its supply mix recently, source rotation and production scheduling became more complex. To address this challenge, Tampa Bay Water developed and implemented a decision making process to aid annual water source rotation and planning decision making that is discussed in this report. A multi-attribute utility analytical (MUA) tool, named the Source Management and Rotation Technology Tool (SMARTT), was developed to evaluate water source planning alternatives. This provides a framework to assess water source combinations and assist policy makers in making effective decisions that meet water quality, environmental, social, operational and financial objectives. Includes some color pages and CD with literature review data.