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Comparison of Fuzzy Arithmetic
                           and Stochastic Simulation
        for Uncertainty Propagation in Slope Analysis
                                              Jan CAHA




This presentation is co-financed by the
European Social Fund and the state
budget of the Czech Republic
Introduction
    uncertainty is element of data and processes associated with
     them
    propagation of uncertainty
    amount and character of uncertainty is substantial for decision
     making
    theories for modeling and propagation of uncertainty -
     probability theory, Dempster–Shafer theory, fuzzy sets
     theory, interval mathematics …




                First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Introduction
    Stochastic Simulation (represented by the method
     Monte Carlo) is often used for uncertainty propagation
    Monte Carlo has some undesirable properties that complicate
     further use of the results
    possible solution is utilization of Fuzzy Arithmetic
    fuzzy arithmetic is extension of standard arithmetic operations
     to fuzzy numbers




                First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Comparison
of Fuzzy Arithmetic and Stochastic Simulation
    three aspects of uncertainty that need to be considered while
     choosing method for modeling
        definitions and axiomatics
        semantics
            should define which uncertainty theory should be used
            there is no general agreement on the process
            at least two approaches – statistics, fuzzy methods
            different approach to the results
        numeric
            Stochastic simulation - what are the most probable outputs, it is possible
             that the result did not cover all the possible outcomes
            Fuzzy arithmetic covers all the possible outcomes including the extreme
             solutions



                     First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Comparison
of Fuzzy Arithmetic and Stochastic Simulation
    Stochastic simulations are extremely time and computational
     performance demanding
        generation of random numbers
        storage of large amount of data while performing iterations
    Fuzzy arithmetic is less demanding
        smaller amount of iterations
        smaller demand for storage space




                   First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope analysis
    one the basic GIS analysis of surface
    uncertain surface modelled by the field model
    Neighbourhood method
                 2               2
     S      (S E     W
                             SN       S
                                          )

          ( z1   2 z2          z3 )           ( z7    2 z6        z5 )
SN   S
                               2      4         d

          ( z3       2 z4       z5 )           ( z1   2 z8        z7 )
SE   W
                                2         4      d


                   First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope analysis




           First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Case studies
    2 case studies
        uncertainty of slope in one cell
        calculation of uncertainty for area of interest


    slope values are presented in percentages
    triangular distribution will be used for stochastic simulation
    Piecewiselinear Fuzzy Numbers with 10 α-cuts
    the presented solutions were programmed in Java




                   First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Comparison
of Fuzzy Arithmetic and Stochastic Simulation




            First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope of the cell
    3×3 cell
    cell size 10 meters
    z1–z8 have value 0 meters ±1 meter
    case study proves how the two methods approach uncertainty
     differently
    what is possible range of values of z9 ?




               First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope of the cell
    Monte Carlo

  Number of iterations    Minimal value            Maximal value         Time of calculation (s-9)
                   100           0.18%                    6.79%                        9 686 759
                   600           0.10%                    5.24%                      22 836 671
                 1 000           0.02%                    6.41%                      30 969 981

          100 000 000               1.18%                     9.05%               134 521 347 647


    Fuzzy Arithmetic – time of calculation 7 530 022 s-9
    limit values - 0.0 ̶ 14.14%




                   First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope of the cell




            First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope analysis of the area
    area of interest 4×4 km
    grid of size 400×400 cells
    cell size 10×10 meters
    time and storage demands of both methods




               First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope analysis of the area


                                                                                        (m)




           First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope analysis of the area

                                                                    Uncertainty (m)




           First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope analysis of the area




           First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope analysis of the area - Time demands
    Monte Carlo
             Number of iterations                    Time of calculation (s-9)

                                      100                           4 975 466 099

                                      600                         56 907 980 483

                                    1000                          91 937 539 092


    Fuzzy Arithmetic 76 523 690 406 s-9




                First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Slope analysis of the area - Memory demands
    Monte Carlo - 1 288 512 bytes per realization
        100 iterations – 128 851 200 bytes
        600 iterations – 773 107 200 bytes
        1000 iterations – 1 288 512 000 bytes
    Fuzzy Arithmetic – 28 574 944 bytes




                   First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Conclusion
    methods for uncertainty propagation were compared by
     3 aspects
          ability to provide all possible solutions
          time demands
          memory demands
    comparison of time demands highly depends on number
     of iterations and on number of alpha cuts
    Fuzzy arithmetic can be further optimized by different
     algorithms for calculation
    results of Fuzzy arithmetic offer much better foundation
     for use of the results in uncertainty analysis
    by containinig all possible solution results of Fuzzy Arithmetic
     support more appropriately decision making

                    First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
Thank you for your attention




      First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc

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Caha, J: Comparison of Fuzzy Arithmetic and Stochastic Simulation for Uncertainty Propagation in Slope Analysis

  • 1. Comparison of Fuzzy Arithmetic and Stochastic Simulation for Uncertainty Propagation in Slope Analysis Jan CAHA This presentation is co-financed by the European Social Fund and the state budget of the Czech Republic
  • 2. Introduction  uncertainty is element of data and processes associated with them  propagation of uncertainty  amount and character of uncertainty is substantial for decision making  theories for modeling and propagation of uncertainty - probability theory, Dempster–Shafer theory, fuzzy sets theory, interval mathematics … First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 3. Introduction  Stochastic Simulation (represented by the method Monte Carlo) is often used for uncertainty propagation  Monte Carlo has some undesirable properties that complicate further use of the results  possible solution is utilization of Fuzzy Arithmetic  fuzzy arithmetic is extension of standard arithmetic operations to fuzzy numbers First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 4. Comparison of Fuzzy Arithmetic and Stochastic Simulation  three aspects of uncertainty that need to be considered while choosing method for modeling  definitions and axiomatics  semantics  should define which uncertainty theory should be used  there is no general agreement on the process  at least two approaches – statistics, fuzzy methods  different approach to the results  numeric  Stochastic simulation - what are the most probable outputs, it is possible that the result did not cover all the possible outcomes  Fuzzy arithmetic covers all the possible outcomes including the extreme solutions First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 5. Comparison of Fuzzy Arithmetic and Stochastic Simulation  Stochastic simulations are extremely time and computational performance demanding  generation of random numbers  storage of large amount of data while performing iterations  Fuzzy arithmetic is less demanding  smaller amount of iterations  smaller demand for storage space First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 6. Slope analysis  one the basic GIS analysis of surface  uncertain surface modelled by the field model  Neighbourhood method 2 2 S (S E W SN S ) ( z1 2 z2 z3 ) ( z7 2 z6 z5 ) SN S 2 4 d ( z3 2 z4 z5 ) ( z1 2 z8 z7 ) SE W 2 4 d First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 7. Slope analysis First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 8. Case studies  2 case studies  uncertainty of slope in one cell  calculation of uncertainty for area of interest  slope values are presented in percentages  triangular distribution will be used for stochastic simulation  Piecewiselinear Fuzzy Numbers with 10 α-cuts  the presented solutions were programmed in Java First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 9. Comparison of Fuzzy Arithmetic and Stochastic Simulation First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 10. Slope of the cell  3×3 cell  cell size 10 meters  z1–z8 have value 0 meters ±1 meter  case study proves how the two methods approach uncertainty differently  what is possible range of values of z9 ? First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 11. Slope of the cell  Monte Carlo Number of iterations Minimal value Maximal value Time of calculation (s-9) 100 0.18% 6.79% 9 686 759 600 0.10% 5.24% 22 836 671 1 000 0.02% 6.41% 30 969 981 100 000 000 1.18% 9.05% 134 521 347 647  Fuzzy Arithmetic – time of calculation 7 530 022 s-9  limit values - 0.0 ̶ 14.14% First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 12. Slope of the cell First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 13. Slope analysis of the area  area of interest 4×4 km  grid of size 400×400 cells  cell size 10×10 meters  time and storage demands of both methods First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 14. Slope analysis of the area (m) First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 15. Slope analysis of the area Uncertainty (m) First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 16. Slope analysis of the area First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 17. Slope analysis of the area - Time demands  Monte Carlo Number of iterations Time of calculation (s-9) 100 4 975 466 099 600 56 907 980 483 1000 91 937 539 092  Fuzzy Arithmetic 76 523 690 406 s-9 First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 18. Slope analysis of the area - Memory demands  Monte Carlo - 1 288 512 bytes per realization  100 iterations – 128 851 200 bytes  600 iterations – 773 107 200 bytes  1000 iterations – 1 288 512 000 bytes  Fuzzy Arithmetic – 28 574 944 bytes First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 19. Conclusion  methods for uncertainty propagation were compared by 3 aspects  ability to provide all possible solutions  time demands  memory demands  comparison of time demands highly depends on number of iterations and on number of alpha cuts  Fuzzy arithmetic can be further optimized by different algorithms for calculation  results of Fuzzy arithmetic offer much better foundation for use of the results in uncertainty analysis  by containinig all possible solution results of Fuzzy Arithmetic support more appropriately decision making First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc
  • 20. Thank you for your attention First InDOG Doctoral Conference, 29th October - 1st November 2012, Olomouc