IDEAS home Printed from https://ideas.repec.org/a/wly/riskan/v18y1998i3p351-363.html
   My bibliography  Save this article

Stochastic Response Surface Methods (SRSMs) for Uncertainty Propagation: Application to Environmental and Biological Systems

Author

Listed:
  • S. S. Isukapalli
  • A. Roy
  • P. G. Georgopoulos

Abstract

Comprehensive uncertainty analyses of complex models of environmental and biological systems are essential but often not feasible due to the computational resources they require. “Traditional” methods, such as standard Monte Carlo and Latin Hypercube Sampling, for propagating uncertainty and developing probability densities of model outputs, may in fact require performing a prohibitive number of model simulations. An alternative is offered, for a wide range of problems, by the computationally efficient “Stochastic Response Surface Methods (SRSMs)” for uncertainty propagation. These methods extend the classical response surface methodology to systems with stochastic inputs and outputs. This is accomplished by approximating both inputs and outputs of the uncertain system through stochastic series of “well behaved” standard random variables; the series expansions of the outputs contain unknown coefficients which are calculated by a method that uses the results of a limited number of model simulations. Two case studies are presented here involving (a) a physiologically‐based pharmacokinetic (PBPK) model for perchloroethylene (PERC) for humans, and (b) an atmospheric photochemical model, the Reactive Plume Model (RPM‐IV). The results obtained agree closely with those of traditional Monte Carlo and Latin Hypercube Sampling methods, while significantly reducing the required number of model simulations.

Suggested Citation

  • S. S. Isukapalli & A. Roy & P. G. Georgopoulos, 1998. "Stochastic Response Surface Methods (SRSMs) for Uncertainty Propagation: Application to Environmental and Biological Systems," Risk Analysis, John Wiley & Sons, vol. 18(3), pages 351-363, June.
  • Handle: RePEc:wly:riskan:v:18:y:1998:i:3:p:351-363
    DOI: 10.1111/j.1539-6924.1998.tb01301.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1539-6924.1998.tb01301.x
    Download Restriction: no

    File URL: https://libkey.io/10.1111/j.1539-6924.1998.tb01301.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zan Wang & Mitchell J. Small, 2016. "Statistical performance of CO 2 leakage detection using seismic travel time measurements," Greenhouse Gases: Science and Technology, Blackwell Publishing, vol. 6(1), pages 55-69, February.
    2. James D. A. Millington & Hang Xiong & Steve Peterson & Jeremy Woods, 2017. "Integrating Modelling Approaches for Understanding Telecoupling: Global Food Trade and Local Land Use," Land, MDPI, vol. 6(3), pages 1-18, August.
    3. Bohan, A. & Shalloo, L. & Malcolm, B. & Ho, C.K.M. & Creighton, P. & Boland, T.M. & McHugh, N., 2016. "Description and validation of the Teagasc Lamb Production Model," Agricultural Systems, Elsevier, vol. 148(C), pages 124-134.
    4. Oladyshkin, S. & Nowak, W., 2012. "Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion," Reliability Engineering and System Safety, Elsevier, vol. 106(C), pages 179-190.
    5. Oladyshkin, Sergey & Nowak, Wolfgang, 2018. "Incomplete statistical information limits the utility of high-order polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 137-148.
    6. Rituparna Chutia, 2013. "Environmental risk modelling under probability-normal interval-valued fuzzy number," Fuzzy Information and Engineering, Springer, vol. 5(3), pages 359-371, September.
    7. Shalimova Irina A. & Sabelfeld Karl K., 2017. "Stochastic polynomial chaos expansion method for random Darcy equation," Monte Carlo Methods and Applications, De Gruyter, vol. 23(2), pages 101-110, June.
    8. Panos G. Georgopoulos & Christopher J. Brinkerhoff & Sastry Isukapalli & Michael Dellarco & Philip J. Landrigan & Paul J. Lioy, 2014. "A Tiered Framework for Risk‐Relevant Characterization and Ranking of Chemical Exposures: Applications to the National Children's Study (NCS)," Risk Analysis, John Wiley & Sons, vol. 34(7), pages 1299-1316, July.
    9. Pepiciello, Antonio & Domínguez-García, José Luis, 2024. "Small-signal stability analysis of uncertain power systems: A comprehensive survey," Renewable and Sustainable Energy Reviews, Elsevier, vol. 200(C).
    10. J. Yang & B. Faverjon & D. Dureisseix & P. Swider & S. Marburg & H. Peters & N. Kessissoglou, 2016. "Prediction of the intramembranous tissue formation during perisprosthetic healing with uncertainties. Part 2. Global clinical healing due to combination of random sources," Computer Methods in Biomechanics and Biomedical Engineering, Taylor & Francis Journals, vol. 19(13), pages 1387-1394, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:riskan:v:18:y:1998:i:3:p:351-363. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1111/(ISSN)1539-6924 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.