Principal component analysis and sparse polynomial chaos expansions for global sensitivity analysis and model calibration: Application to urban drainage simulation

Joseph B. Nagel, Rieckermann, Jörg and Bruno Sudret

Reliability Engineering and System Safety, 2020, vol. 195, issue C

Abstract: This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge from a catchment area during a precipitation event is considered. The goal of the case study is to perform a global sensitivity analysis and to identify the unknown model parameters as well as the measurement and prediction errors. These objectives can only be achieved by cheapening the incurred computational costs, that is, lowering the number of necessary model runs. With this in mind, a regularity-exploiting metamodeling technique is proposed that enables fast uncertainty quantification. Principal component analysis is used for output dimensionality reduction and sparse polynomial chaos expansions are used for the emulation of the reduced outputs. Sobol’ sensitivity indices are obtained directly from the expansion coefficients by a mere post-processing. Bayesian inference via Markov chain Monte Carlo posterior sampling is drastically accelerated.

Keywords: Uncertainty quantification; Surrogate modeling; Polynomial chaos expansions; Principal component analysis; Dimension reduction; Sensitivity analysis; Bayesian calibration; Urban drainage simulation (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (15)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:195:y:2020:i:c:s0951832019301747

DOI: 10.1016/j.ress.2019.106737

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