INSITITUTE OF PUBLIC SAFETY RESEARCH

Stochastic source term estimation of HAZMAT releases:

algorithms and uncertainty
Yan Wang1 , Hong Huang1, Wei Zhu2
1Institute

of Public Safety Research,

Department of Engineering Physics,
Tsinghua University
2Beijing Research Center of Urban System Engineering,
Beijing Academy of Science and Technology

wangyan14@mails.tsinghua.edu.cn

Outline
Introduction

The Bayesian framework

Description of the three stochastic methods
Simulations and results

Conclusion

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Introduction (1)
The release of hazardous material is an
enormous threat to public safety.

Natural disaster, accidents, terrorist acts

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Introduction (2)
Information about the source parameters
plays an important role in decision making
and damage mitigation.
Source location

Gas type

Release rate

Release time
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Introduction (3)
Requirements for STE Approaches
Effective
Quantitative and accurate

Efficient
Provide a solution within given time constraints

Flexible
Adaptable to a variety of classes of observations
Adaptable to problems of various scales

Robust
Can be used in operational or high consequence situations

Quantifies uncertainty
Probabilities are assigned to each possible state or outcome
This page is modified from National Center for Atmospheric Research (NCAR)

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Introduction (4)
Some popular methods for STE
Forward modelling
Optimization methods + Atmospheric transport and dispersion
(AT&D) model
Thomson et al. (2007), Zheng and Chen (2010)

Bayesian inference + AT&D model

Wade and Senocak (2013) , Hazart et al(2014)

Bayesian inference + Adjoint AT&D model

Keats et al.(2007), Guo et al.(2009)

Backward modelling
Reverse-time CFD (Eulerian)
Bady et al.(2009)

Backward Lagrangian stochastic (bLS) model

Wilson et al.(2012), Wang et al.(2013)
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Introduction (5)
Uncertainty in atmospheric dispersion
modelling, Rao (2005)
Initial and boundary conditions
Simplified treatment of complex physical or
chemical processes
Turbulent nature of the atmosphere
Approximate numerical solutions
Unpredictable human activities

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The Bayesian framework (1)

Basic idea
p( X | Y )

p (Y | X ) p (X)
p (Y)

p (Y | X )

(t )
(t ) 2

m k [ Fi ( X) Yi ]

p (Y | T ) p (T | F ( X ))dT exp

(t)2
(t)2
2(

)
t

1
i

y ,i
f ,i

where
X denote the source parameters,
Y denote the observed concentration,
T denote the true concentration,
F ( X ) denote the predicted concentration with source parameters X

Features
Take advantage of prior information
Incorporate model error and observation error
Quantify the uncertainty of estimation results
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The Bayesian framework (2)

The Posterior distribution is difficult to
calculate directly.

Approximate the Posterior distribution by

stochastic sampling
Markov chain Monte Carlo (MCMC)
Sequential Monte Carlo (SMC)
Ensemble Kalman filter (EnKF)
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Markov chain Monte Carlo

Metropolis-Hasting algorithm

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Sequential Monte Carlo

Sequential importance resampling (SIR)

w j 1 w j

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p(Y X j 1 ) p( X j 1 X j )
q j 1 ( X j 1 X j )

w j p(Y X j 1 )

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Ensemble Kalman filter

Kalman filter

Ensemble Kalman filter

A Monte Carlo approximation of the Kalman Filter.

Applicable to high-dimensional nonlinear system.

All probability distributions involved are Gaussian.
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Simulations and results (1)

The synthetic experiment
Gaussian plume model

Observation: add a
maximum of 50% random
noise to the model output.
Flat prior on the location and
strength of the source:
x ~ U[-10,60], x0=0
y ~ U[-20,30], y0=0

Q ~ U[500,20000],
Q0=10434

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Simulations and results (2)

Location estimation

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Simulations and results (3)

Strength estimation

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Simulations and results (4)

Efficiency comparison

MCMC

SMC

EnKF

17325

138

173

Number of running the forward

model per iteration

100

101

Particle number or ensemble

size per iteration

100

100

Total running of the forward

model until convergence

17325

13800

17473

Convergence step

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Simulations and results (5)

Some further discussion
Within the scenario in this work
Requirements
for STE Approaches

MCMC

SMC

EnKF

Effective

Efficient

Good

Faster

Faster

Flexible

Robust

Quantifies uncertainty

Good

Good

Limited

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Conclusion
Conclusion
Three stochastic methods for STE are implemented under a unified
Bayesian framework, and are compared in accuracy, time
consumption as well as the quantification of uncertainty.
MCMC and SMC give similar results while EnKF tends to
overestimate the release rate and fails to capture the nonGaussian features of the posterior.
SMC and EnKF are inherently parallel and cost much less time to
convergence.
The flip ambiguity phenomenon is considered to be caused by the
axial symmetry of the experiment setup as well as the random
noise added to the synthetic concentration data.

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Thank you for your time and attention.

Any questions?

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