Test application of Bayesian Programming: Adaptive water quality management under uncertainty

A new method, Bayesian Programming (BP), developed by Harrison [Harrison KW. Multi-stage decision-making under uncertainty and stochasticity: Bayesian Programming. Adv Water Resour, submitted for publication] is tested on a case study involving optimal adaptive management of a river basin. The case study considers anew the process of permitting pulp mills on the Athabasca River in Alberta, Canada. The problem has characteristics common to many environmental management problems. There is uncertainty in the water quality response to pollutant loadings that will not be completely resolved with monitoring and the resolution of this uncertainty is impeded by the stochastic behavior of the water quality system. A two-stage adaptive management process is optimized with BP. Based on monitoring data collected after implementation of the first-stage decision, the uncertainties are updated prior to the second decision stage using Bayesian analysis. The worth of this two-stage adaptive management approach to this problem and the worth of monitoring are evaluated. Conclusions are drawn on the general practicality of BP for adaptive management. Potential strategies are outlined for extending the BP approach to secure further benefits of adaptive management.     

Assessment and management of risk in subsurface hydrology: A review and perspective

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.     

Bayesian approach to contaminant source characterization in water distribution systems: adaptive sampling framework

Bayesian analysis can yield a probabilistic contaminant source characterization conditioned on available sensor data and accounting for system stochastic processes. This paper is based on a previously proposed Markov chain Monte Carlo (MCMC) approach tailored for water distribution systems and incorporating stochastic water demands. The observations can include those from fixed sensors and, the focus of this paper, mobile sensors. Decision makers, such as utility managers, need not wait until new observations are available from an existing sparse network of fixed sensors. This paper addresses a key research question: where is the best location in the network to gather additional measurements so as to maximize the reduction in the source uncertainty? Although this has been done in groundwater management, it has not been well addressed in water distribution networks. In this study, an adaptive framework is proposed to guide the strategic placement of mobile sensors to complement the fixed sensor network. MCMC is the core component of the proposed adaptive framework, while several other pieces are indispensable: Bayesian preposterior analysis, value of information criterion and the search strategy for identifying an optimal location. Such a framework is demonstrated with an illustrative example, where four candidate sampling locations in the small water distribution network are investigated. Use of different value-of-information criteria reveals that while each may lead to different outcomes, they share some common characteristics. The results demonstrate the potential of Bayesian analysis and the MCMC method for contaminant event management.     

A Monte-Carlo game theoretic approach for Multi-Criteria Decision Making under uncertainty

Game theory provides a useful framework for studying Multi-Criteria Decision Making problems. This paper suggests modeling Multi-Criteria Decision Making problems as strategic games and solving them using non-cooperative game theory concepts. The suggested method can be used to prescribe non-dominated solutions and also can be used as a method to predict the outcome of a decision making problem. Non-cooperative stability definitions for solving the games allow consideration of non-cooperative behaviors, often neglected by other methods which assume perfect cooperation among decision makers. To deal with the uncertainty in input variables a Monte-Carlo Game Theory (MCGT) approach is suggested which maps the stochastic problem into many deterministic strategic games. The games are solved using non-cooperative stability definitions and the results include possible effects of uncertainty in input variables on outcomes. The method can handle multi-criteria multi-decision-maker problems with uncertainty. The suggested method does not require criteria weighting, developing a compound decision objective, and accurate quantitative (cardinal) information as it simplifies the decision analysis by solving problems based on qualitative (ordinal) information, reducing the computational burden substantially. The MCGT method is applied to analyze California’s Sacramento-San Joaquin Delta problem. The suggested method provides insights, identifies non-dominated alternatives, and predicts likely decision outcomes.     

Stochastic-fuzzy multi criteria decision making for robust water resources management

All realistic Multi Criteria Decision Making (MCDM) problems in water resources management face various kinds of uncertainty. In this study the evaluations of the alternatives with respect to the criteria will be assumed to be stochastic. Fuzzy linguistic quantifiers will be used to obtain the uncertain optimism degree of the Decision Maker (DM). A new approach for stochastic-fuzzy modeling of MCDM problems will be then introduced by merging the stochastic and fuzzy approaches into the Ordered Weighted Averaging (OWA) operator. The results of the new approach, entitled SFOWA, give the expected value and the variance of the combined goodness measure for each alternative, which are essential for robust decision making. In order to combine these two characteristics, a composite goodness measure will be defined. By using this measure the model will give more sensitive decisions to the stakeholders whose optimism degrees are different than that of the decision maker. The methodology will be illustrated by using a water resources management problem in the Central Tisza River in Hungary. Finally, SFOWA will be compared to other methods known from the literature to show its suitability for MCDM problems under uncertainty.     

Risk assessment of agricultural irrigation water under interval functions

In recent years, water shortages and unreliable water supplies have been considered as major barriers to agricultural irrigation water management in China, which are threatening human health, impairing prospects for agriculture and jeopardizing survival of ecosystems. Therefore, effective and efficient risk assessment of agricultural irrigation water management is desired. In this study, an inexact full-infinite two-stage stochastic programming (IFTSP) method is developed. It incorporates the concepts of interval-parameter programming and full-infinite programming within a two-stage stochastic programming framework. IFTSP can explicitly address uncertainties presented as crisp intervals, probability distributions and functional intervals. The developed model is then applied to Zhangweinan river basin for demonstrating its applicability. Results from the case study indicate that compromise solutions have been obtained. They provide the desired agricultural irrigation water-supply schemes, which are related to a variety of tradeoffs between conflicting economic benefits and associated penalties attributed to the violation of predefined policies. The solutions can be used for generating decision alternatives and thus help decision makers to identify desired agricultural irrigation targets with maximized system benefit and minimized system-failure risk. Decision makers can adjust the existing agricultural irrigation patterns, and coordinate the conflict interactions among economic benefit, system efficiency, and agricultural irrigation under uncertainty.     

An interval-parameter mean-CVaR two-stage stochastic programming approach for waste management under uncertainty

In this research, approaches of interval mathematical programming, two-stage stochastic programming and conditional value-at-risk (CVaR) are incorporated within a general modeling framework, leading to an interval-parameter mean-CVaR two-stage stochastic programming (IMTSP). The developed method has several advantages: (i) it can be used to deal with uncertainties presented as interval numbers and probability distributions, (ii) its objective function simultaneously takes expected cost and system risk into consideration, thus, it is useful for helping decision makers analyze the trade-offs between cost and risk, and (iii) it can be used for supporting quantitatively evaluating the right tail of distributions of waste generation rate, which can better quantify the system risk. The IMTSP model is applied to the long-term planning of municipal solid waste management system in the City of Regina, Canada. The results indicate that IMTSP performs better in its capability of generating a series of waste management patterns under different risk-aversion levels, and also providing supports for decision makers in identifying desired waste flow strategies, considering balance between system economy and environmental quality.     

Time-dependent reliability analysis using Bayesian MCMC on the reduction of reservoir storage by sedimentation

Currently, an operational strategy for the maintenance of reservoirs is an important issue because of the reduction of reservoir storage from sedimentation. However, relatively few studies have addressed the reliability analysis including uncertainty on the decrease of the reservoir storage by the sedimentation. Therefore, it is necessary that the reduction of the reservoir storage by the sedimentation should be assessed by a probabilistic viewpoint because the natural uncertainty is embedded in the process of the sedimentation. The objective of this study is to advance the maintenance procedures, especially the assessment of future reservoir storage, using the time-dependent reliability analysis with the Bayesian approach. The stochastic gamma process is applied to estimate the reduction of the Soyang dam reservoir storage in South Korea. In estimating the parameters of the stochastic gamma process, the Bayesian Markov chain Monte Carlo (MCMC) scheme using the informative prior distribution through the empirical Bayes method is applied. The Metropolis–Hastings algorithm is constructed and its convergence is checked by the various diagnostics. The range of the expected life time of the Soyang dam reservoir by the Bayesian MCMC is estimated from 111 to 172 years at a 5 % significance level. Finally, it is suggested that improving the assessment strategy in this study can provide valuable information to the decision makers who are in charge of the maintenance of a reservoir or a dam.     

Bayesian optimal design of an avalanche dam using a multivariate numerical avalanche model

For snow avalanches, passive defense structures are generally designed by considering high return period events. However, defining a return period turns out to be tricky as soon as different variables are simultaneously considered. This problem can be overcome by maximizing the expected economic benefit of the defense structure, but purely stochastic approaches are not possible for paths with a complex geometry in the runout zone. Therefore, in this paper, we include a multivariate numerical avalanche propagation model within a Bayesian decisional framework. The influence of a vertical dam on an avalanche flow is quantified in terms of local energy dissipation with a simple semi-empirical relation. Costs corresponding to dam construction and the damage to a building situated in the runout zone are roughly evaluated for each dam height–hazard value pair, with damage intensity depending on avalanche velocity. Special attention is given to the poor local information to be taken into account for the decision. Using a case study from the French avalanche database, the Bayesian optimal dam height is shown to be more pessimistic than the classical optimal height because of the increasing effect of parameter uncertainty. It also appears that the lack of local information is especially critical for a building exposed to the most extreme events only. The residual hazard after dam construction is analyzed and the sensitivity to the different modelling assumptions is evaluated. Finally, possible further developments of the approach are discussed.     

Extending the Capture Map Concept to Estimate Discrete and Risk-Based Streamflow Depletion Potential

A popular and contemporary use of numerical groundwater models is to estimate the discrete relation between groundwater extraction and surface-water/groundwater exchange. Previously, the concept of a “capture map” has been put forward as a means to effectively summarize this relation for decision-making consumption. While capture maps have enjoyed success in the environmental simulation industry, they are deterministic, ignoring uncertainty in the underlying model. Furthermore, capture maps are not typically calculated in a manner that facilitates analysis of varying combinations of extraction locations and/or reaches. That is, they are typically constructed with focus on a single reach or group of reaches. The former of these limitations is important for conveying risk to decision makers and stakeholders, while the latter is important for decision-making support related to surface-water management, where future foci may include reaches that were not the focus of the original capture analysis. Herein, we use the concept of a response matrix to generalize the theory of the capture-map approach to estimate spatially discrete streamflow depletion potential. We also use first-order, second-moment uncertainty estimation techniques with the concept of “risk shifting” to place capture maps and streamflow depletion potential in a stochastic, risk-based framework. Our approach is demonstrated for an integrated groundwater/surface-water model of the lower San Antonio River, Texas, USA.     

Factorial two-stage stochastic programming for water resources management

This study presents a factorial two-stage stochastic programming (FTSP) approach for supporting water resource management under uncertainty. FTSP is developed through the integration of factorial analysis and two-stage stochastic programming (TSP) methods into a general modeling framework. It can handle uncertainties expressed as probability distributions and interval numbers. This approach has two advantages in comparison to conventional inexact TSP methods. Firstly, FTSP inherits merits of conventional inexact two-stage optimization approaches. Secondly, it can provide detailed effects of uncertain parameters and their interactions on the system performance. The developed FTSP method is applied to a hypothetical case study of water resources systems analysis. The results indicate that significant factors and their interactions can be identified. They can be further analyzed for generating water allocation decision alternatives in municipal, industrial and agricultural sectors. Reasonable water allocation schemes can thus be formulated based on the resulting information of detailed effects from various impact factors and their interactions. Consequently, maximized net system benefit can be achieved.     

A METHODOLOGY FOR THE RAPID EVALUATION OF GROUNDWATER RESOURCES,SAO PAULO STATE,BRAZIL

ABSTRACT

Reservoirs are of necessity always built on the basis of incomplete hydrological information which introduces uncertainty into their design and operation. Since the advent of the electronic digital computer attempts have been made to reduce the uncertainty in hydrological design and reservoir management by the use of synthetic hydrology and simulation. It has been found by simulation that the expected benefits from a proposed reservoir system are often a function of the stochastic process selected for the synthetic hydrology, as well as depending upon the magnitude, and choice of driving parameters (commonly, the mean, variance, lag one serial correlation and Hurst's ‘h’). It is suggested that hydrological records are often two short and most statistical tests too weak for the hydrologist to be able to pick ‘the correct’ synthetic hydrological world with any reasonable degree of certainty. However, it would appear that for many problems and places that there is sufficient hydrological data for the hydrologist to assign probabilities to various prior distributions, and to optimize reservoir management and design by Bayesian decision theory.     

From Bayes to Tarantola: New insights to understand uncertainty in inverse problems

Anyone working on inverse problems is aware of their ill-posed character. In the case of inverse problems, this concept (ill-posed) proposed by J. Hadamard in 1902, admits revision since it is somehow related to their ill-conditioning and the use of local optimization methods to find their solution. A more general and interesting approach regarding risk analysis and epistemological decision making would consist in analyzing the existence of families of equivalent model parameters that are compatible with the prior information and predict the observed data within the same error bounds. Otherwise said, the ill-posed character of discrete inverse problems (ill-conditioning) originates that their solution is uncertain. Traditionally nonlinear inverse problems in discrete form have been solved via local optimization methods with regularization, but linear analysis techniques failed to account for the uncertainty in the solution that it is adopted. As a result of this fact uncertainty analysis in nonlinear inverse problems has been approached in a probabilistic framework (Bayesian approach), but these methods are hindered by the curse of dimensionality and by the high computational cost needed to solve the corresponding forward problems. Global optimization techniques are very attractive, but most of the times are heuristic and have the same limitations than Monte Carlo methods. New research is needed to provide uncertainty estimates, especially in the case of high dimensional nonlinear inverse problems with very costly forward problems. After the discredit of deterministic methods and some initial years of Bayesian fever, now the pendulum seems to return back, because practitioners are aware that the uncertainty analysis in high dimensional nonlinear inverse problems cannot (and should not be) solved via random sampling methodologies. The main reason is that the uncertainty “space” of nonlinear inverse problems has a mathematical structure that is embedded in the forward physics and also in the observed data. Thus, problems with structure should be approached via linear algebra and optimization techniques. This paper provides new insights to understand uncertainty from a deterministic point of view, which is a necessary step to design more efficient methods to sample the uncertainty region(s) of equivalent solutions.     

Two-stage fuzzy chance-constrained programming: application to water resources management under dual uncertainties

In this study, a two-stage fuzzy chance-constrained programming (TFCCP) approach is developed for water resources management under dual uncertainties. The concept of distribution with fuzzy probability (DFP) is presented as an extended form for expressing uncertainties. It is expressed as dual uncertainties with both stochastic and fuzzy characteristics. As an improvement upon the conventional inexact linear programming for handling uncertainties in the objective function and constraints, TFCCP has advantages in uncertainty reflection and policy analysis, especially when the input parameters are provided as fuzzy sets, probability distributions and DFPs. TFCCP integrates the two-stage stochastic programming (TSP) and fuzzy chance-constrained programming within a general optimization framework. TFCCP incorporates the pre-regulated water resources management policies directly into its optimization process to analyze various policy scenarios; each scenario has different economic penalty when the promised amounts are not delivered. TFCCP is applied to a water resources management system with three users. Solutions from TFCCP provide desired water allocation patterns, which maximize both the system’s benefits and feasibility. The results indicate that reasonable solutions were generated for objective function values and decision variables, thus a number of decision alternatives can be generated under different levels of stream flows, α-cut levels and fuzzy dominance indices.     

Multi‐hazard upgrade decision making for critical infrastructure based on life‐cycle cost criteria

The life‐cycle cost can be regarded as a benchmark variable in decision making problems involving the retrofit and upgrading of existing structures. A critical infrastructure is often subjected to more than one hazard during its lifetime. Therefore, the problem of evaluating the life‐cycle cost involves uncertainties in both loading and structural modeling parameters. The present study is a preliminary study aiming to calculate the expected life‐cycle cost for a critical infrastructure subjected to more than one hazard in its service lifetime. A methodology is presented that takes into account both the uncertainty in the occurrence of future events due to different types of hazard and also the deterioration of the structure as a result of a series of events. In order to satisfy life safety conditions, the probability of exceeding the limit state of collapse is constrained to be smaller than an allowable threshold. Finally, the methodology is implemented in an illustrative numerical example which considers a structure subjected to both seismic hazard and blast hazard in both upgraded and non‐upgraded configurations. It is demonstrated how expected life‐cycle cost can be used as a criterion to distinguish between the two choices while satisfying the life safety constraint. Copyright © 2011 John Wiley & Sons, Ltd.     

Environmental decision-making under uncertainty using intuitionistic fuzzy analytic hierarchy process (IF-AHP)

Analytic hierarchy process (AHP) is a utility theory based decision-making technique, which works on a premise that the decision-making of complex problems can be handled by structuring them into simple and comprehensible hierarchical structures. However, AHP involves human subjective evaluation, which introduces vagueness that necessitates the use of decision-making under uncertainty. The vagueness is commonly handled through fuzzy sets theory, by assigning degree of membership. But, the environmental decision-making problem becomes more involved if there is an uncertainty in assigning the membership function (or degree of belief) to fuzzy pairwise comparisons, which is referred to as ambiguity (non-specificity). In this paper, the concept of intuitionistic fuzzy set is applied to AHP, called IF-AHP to handle both vagueness and ambiguity related uncertainties in the environmental decision-making process. The proposed IF-AHP methodology is demonstrated with an illustrative example to select best drilling fluid (mud) for drilling operations under multiple environmental criteria.     

Comparison of sparse‐grid geometric and random sampling methods in nonlinear inverse solution uncertainty estimation

A new uncertainty estimation method, which we recently introduced in the literature, allows for the comprehensive search of model posterior space while maintaining a high degree of computational efficiency. The method starts with an optimal solution to an inverse problem, performs a parameter reduction step and then searches the resulting feasible model space using prior parameter bounds and sparse‐grid polynomial interpolation methods. After misfit rejection, the resulting model ensemble represents the equivalent model space and can be used to estimate inverse solution uncertainty. While parameter reduction introduces a posterior bias, it also allows for scaling this method to higher dimensional problems. The use of Smolyak sparse‐grid interpolation also dramatically increases sampling efficiency for large stochastic dimensions. Unlike Bayesian inference, which treats the posterior sampling problem as a random process, this geometric sampling method exploits the structure and smoothness in posterior distributions by solving a polynomial interpolation problem and then resampling from the resulting interpolant. The two questions we address in this paper are 1) whether our results are generally compatible with established Bayesian inference methods and 2) how does our method compare in terms of posterior sampling efficiency. We accomplish this by comparing our method for two electromagnetic problems from the literature with two commonly used Bayesian sampling schemes: Gibbs’ and Metropolis‐Hastings. While both the sparse‐grid and Bayesian samplers produce compatible results, in both examples, the sparse‐grid approach has a much higher sampling efficiency, requiring an order of magnitude fewer samples, suggesting that sparse‐grid methods can significantly improve the tractability of inference solutions for problems in high dimensions or with more costly forward physics.     

基于统计岩石物理模型的各向异性页岩储层参数反演

提出了各向异性页岩储层统计岩石物理反演方法.通过统计岩石物理模型建立储层物性参数与弹性参数的定量关系,使用测井数据及井中岩石物理反演结果作为先验信息,将地震阻抗数据定量解释为储层物性参数、各向异性参数的空间分布.反演过程在贝叶斯框架下求得储层参数的后验概率密度函数,并从中得到参数的最优估计值及其不确定性的定量描述.在此过程中综合考虑了岩石物理模型对复杂地下介质的描述偏差和地震数据中噪声对反演不确定性的影响.在求取最大后验概率过程中使用模拟退火优化粒子群算法以提高收敛速度和计算准确性.将统计岩石物理技术应用于龙马溪组页岩气储层,得到储层泥质含量、压实指数、孔隙度、裂缝密度等物性,以及各向异性参数的空间分布及相应的不确定性估计,为页岩气储层的定量描述提供依据.