In safety engineering, performance metrics are defined using probabilistic risk assessments focused on the low-probability, high-consequence tail of the distribution of possible events, as opposed to best estimates based on central tendencies. We frame the climate change problem and its associated risks in a similar manner. To properly explore the tails of the distribution requires extensive sampling, which is not possible with existing coupled atmospheric models due to the high computational cost of each simulation. We therefore propose the use of specialized statistical surrogate models (SSMs) for the purpose of exploring the probability law of various climate variables of interest. A SSM is different than a deterministic surrogate model in that it represents each climate variable of interest as a space/time random field. The SSM can be calibrated to available spatial and temporal data from existing climate databases, e.g., the Program for Climate Model Diagnosis and Intercomparison (PCMDI), or to a collection of outputs from a General Circulation Model (GCM), e.g., the Community Earth System Model (CESM) and its predecessors. Because of its reduced size and complexity, the realization of a large number of independent model outputs from a SSM becomes computationally straightforward, so that quantifying the risk associated with low-probability, high-consequence climate events becomes feasible. A Bayesian framework is developed to provide quantitative measures of confidence, via Bayesian credible intervals, in the use of the proposed approach to assess these risks.
This document summarizes research performed under the SNL LDRD entitled - Computational Mechanics for Geosystems Management to Support the Energy and Natural Resources Mission. The main accomplishment was development of a foundational SNL capability for computational thermal, chemical, fluid, and solid mechanics analysis of geosystems. The code was developed within the SNL Sierra software system. This report summarizes the capabilities of the simulation code and the supporting research and development conducted under this LDRD. The main goal of this project was the development of a foundational capability for coupled thermal, hydrological, mechanical, chemical (THMC) simulation of heterogeneous geosystems utilizing massively parallel processing. To solve these complex issues, this project integrated research in numerical mathematics and algorithms for chemically reactive multiphase systems with computer science research in adaptive coupled solution control and framework architecture. This report summarizes and demonstrates the capabilities that were developed together with the supporting research underlying the models. Key accomplishments are: (1) General capability for modeling nonisothermal, multiphase, multicomponent flow in heterogeneous porous geologic materials; (2) General capability to model multiphase reactive transport of species in heterogeneous porous media; (3) Constitutive models for describing real, general geomaterials under multiphase conditions utilizing laboratory data; (4) General capability to couple nonisothermal reactive flow with geomechanics (THMC); (5) Phase behavior thermodynamics for the CO2-H2O-NaCl system. General implementation enables modeling of other fluid mixtures. Adaptive look-up tables enable thermodynamic capability to other simulators; (6) Capability for statistical modeling of heterogeneity in geologic materials; and (7) Simulator utilizes unstructured grids on parallel processing computers.
Designing reliable MEMS structures presents numerous challenges. Polycrystalline silicon fractures in a brittle manner with considerable variability in measured strength. Furthermore, it is not clear how to use a measured tensile strength distribution to predict the strength of a complex MEMS structure. To address such issues, two recently developed high throughput MEMS tensile test techniques have been used to measure strength distribution tails. The measured tensile strength distributions enable the definition of a threshold strength as well as an inferred maximum flaw size. The nature of strength-controlling flaws has been identified and sources of the observed variation in strength investigated. A double edge-notched specimen geometry was also tested to study the effect of a severe, micron-scale stress concentration on the measured strength distribution. Strength-based, Weibull-based, and fracture mechanics-based failure analyses were performed and compared with the experimental results.
Methods are developed for finding an optimal model for a non-Gaussian stationary stochastic process or homogeneous random field under limited information. The available information consists of: (i) one or more finite length samples of the process or field; and (ii) knowledge that the process or field takes values in a bounded interval of the real line whose ends may or may not be known. The methods are developed and applied to the special case of non-Gaussian processes or fields belonging to the class of beta translation processes. Beta translation processes provide a flexible model for representing physical phenomena taking values in a bounded range, and are therefore useful for many applications. Numerical examples are presented to illustrate the utility of beta translation processes and the proposed methods for model selection.
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Within this paper, we provide a solution to the static frame validation challenge problem (see this issue) in a manner that is consistent with the guidelines provided by the Validation Challenge Workshop tasking document. The static frame problem is constructed such that variability in material properties is known to be the only source of uncertainty in the system description, but there is ignorance on the type of model that best describes this variability. Hence both types of uncertainty, aleatoric and epistemic, are present and must be addressed. Our approach is to consider a collection of competing probabilistic models for the material properties, and calibrate these models to the information provided; models of different levels of complexity and numerical efficiency are included in the analysis. A Bayesian formulation is used to select the optimal model from the collection, which is then used for the regulatory assessment. Lastly, bayesian credible intervals are used to provide a measure of confidence to our regulatory assessment.
Polynomial chaos (PC) representations for non-Gaussian random variables are infinite series of Hermite polynomials of standard Gaussian random variables with deterministic coefficients. For calculations, the PC representations are truncated, creating what are herein referred to as PC approximations. We study some convergence properties of PC approximations for L{sub 2} random variables. The well-known property of mean-square convergence is reviewed. Mathematical proof is then provided to show that higher-order moments (i.e., greater than two) of PC approximations may or may not converge as the number of terms retained in the series, denoted by n, grows large. In particular, it is shown that the third absolute moment of the PC approximation for a lognormal random variable does converge, while moments of order four and higher of PC approximations for uniform random variables do not converge. It has been previously demonstrated through numerical study that this lack of convergence in the higher-order moments can have a profound effect on the rate of convergence of the tails of the distribution of the PC approximation. As a result, reliability estimates based on PC approximations can exhibit large errors, even when n is large. The purpose of this report is not to criticize the use of polynomial chaos for probabilistic analysis but, rather, to motivate the need for further study of the efficacy of the method.