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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