Evaluation of Probabilistic Point Estimate Methods in Uncertainty Analysis for Environmental Engineering Applications
Publication: Journal of Environmental Engineering
Volume 131, Issue 3
Abstract
This paper begins with a comprehensive review of various point estimate methods, with an emphasis on their differences and similarities in theory and application. The Rosenblueth probabilistic point estimate method is a computationally straightforward technique for the uncertainty analysis of engineering problems. It is capable of estimating a statistical moment of any order of a model output involving several stochastic variables that are correlated or uncorrelated, symmetric, or asymmetric. However, in multivariate problems with more than two stochastic variables involved, the Rosenblueth method is not able to provide a unique solution, rather an approximate solution to indeterminate problems. This is attributed to the fact that the number of unknowns to be solved is larger than the number of governing equations provided. An improved modified Rosenblueth point estimate method is proposed to circumvent the drawback of the nonunique solution of the original Rosenblueth method and to increase the computational efficiency in modeling. One example application on the particle terminal velocity computation is presented for illustration. A quantitative performance index is introduced to assess the performance of various point estimate methods. It is concluded in this study that the modified Rosenblueth method has a comparable performance to the Rosenblueth method and yet resolves the nonuniqueness problem in solutions.
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Acknowledgments
The writers greatly appreciate three anonymous reviewers for their insightful and constructive suggestions to improve the quality of this manuscript. The financial support from both the Office of Vice President for Research and Environment and Society Institute at the State University of New York at Buffalo and the Graduate fellowship from the National Science Foundation for the second writer is particularly acknowledged. Help from the undergraduate research assistant, Miss Vivian W. Lee, with the illustrative example is also greatly appreciated.
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Information
Published In
Journal of Environmental Engineering
Volume 131 • Issue 3 • March 2005
Pages: 387 - 395
Copyright
© 2005 ASCE.
History
Received: Mar 20, 2003
Accepted: Feb 9, 2004
Published online: Mar 1, 2005
Published in print: Mar 2005
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