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Monte Carlo Simulation of Influence of Input Parameters Uncertainty on

Output Data

Article · January 2010

DOI: 10.1063/1.3295629

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Lukáš Sobek
The Czech Academy of Sciences
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 Monte Carlo Simulation of Influence of Input Parameters
Uncertainty on Output Data

Lukáš Sobek
The Czech Technical University in Prague, Faculty of Nuclear Sciences and Physical Engineering
Břehová 7, Prague, Czech Republic

Abstract Input parameters of a complex system in the probabilistic simulation are treated by means of probability
density function (PDF). The result of the simulation have also probabilistic character. Monte Carlo simulation is widely
used to obtain predictions concerning the probability of the risk. The Monte Carlo method was performed to calculate
135 235
Cs
55 U
92
histograms of PDF for release rate given by uncertainty in distribution coefficient of radionuclides and .

Keywords: Monte Carlo simulation, nuclear fuel, geological repository

PACS: 28.41.Kw

INTRODUCTION predominantly used [1], iv) calculation of model

In the uncertainty analysis of a complex system
two approaches are used. The first one is deterministic
and the second one is probabilistic.
The deterministic approach is based on choice of
fixed set of values of some parameter. Typically, one
can perform the worst-case analysis (choice of the
most pessimistic value) or best estimate analysis
(choice of most probable value).
The basic idea in probabilistic simulation is that the
input parameters are characterised by distributions.
These distributions are means of expressing the
uncertainty in data giving the range of possible values
and their likelihood and are represented like
histograms. The histogram is a common form of
probability density function (PDF) and characterizes
the theoretical frequency of occurence corresponding
to a given interval of values. Advantage of this method
is performing statistical analysis of relationship
between input and output data.
The probabilistic approach is typically
implemented using Monte Carlo simulation involving
several steps: i) selection of input parameters, ii)
construction of PDF for parameters, estimation of low
and upper level of values, iii) generation of set of
input parameter values based on parameter
distribution. Latin Hypercube Sampling technique is
output for each sample set and aggregation of results
for all samples, v) analysis of interaction between
input and output data [2].
Parts iii) and iv) are performed by computational
software.
The uncertainty in results depends on equations
describing the modeled system and probability density
functions of inputs. The number of simulations needed
depends on accuracy, number of stochastic variables
and their density functions [3].
Very good example of the complex system suitable
for probabilistic simulation is underground high-level
nuclear waste repository, because radionuclide
migration in the underground environment is affected
by many parameters. These parameters have large
variability in space and time with uncertain values
leading to numerous sources of uncertainty which
overlap and interfere in a complex manner [2].
COMPUTATIONAL DETAILS
System GoldSim (version 9.50) has been used for
probabilistic simulation. This system was developed
by the Golder Associates Company (USA) [4].
Radionuclides
135
Cs and 235
U were selected for
55 92
performing the probabilistic simulation. These nuclei
represent one of the most relevant radionuclides in
terms of release from the repository. Distribution
coefficient for adsorption, Kd was chosen for Monte
Carlo simulation. Data for the computation are
presented in Table 1 and were taken from Swedish
concept of repository presented in [2].
Probability distribution function for parameter Kd
of both radionuclides was used triangular. Triangular
probability density function is expressed by the
following equation [1]:
2( x − a)
f(x)= , periods of 5000 years and 200 000 years, respectively.
(b − a ) ⋅ ( c − a )
for a ≤ x ≤ b
where a is a minimal value, b most probable value, c
maximal value of the parameter.
Total of a 1000 Monte Carlo simulations were
performed for both radionuclides (U, Cs).
Release rate of U and Cs from the repository was
computed for the time scale from 1000 to one million
years after beginning of radionuclide migration out
fuel matrix. Units of release rate were transformed
from g.year-1 into Bq.year-1.
Histograms for release rate representing number of
Monte Carlo simulations corresponding to a given
interval of values of release rate were computed. In the
case of Cs, histograms were computed for time
In the case of U, histograms were computed for time
periods of 400 000 years and one million years,
respectively. These time periods were selected due to
a fact that the difference in distributions of release rate
is maximal.

135 235
TABLE 1. Values of parameters for 55Cs and 92 U .Numbers in table are given in m3.kg-1 .
parameter U Cs

PDF triangular triangular

Minimal value Kd 3,6 0,0033
Most probable value Kd 63 0,02
Maximal value Kd 1113 0,11

135
FIGURE 1. Number N of Mote Carlo simulations for given value of release rate A (histograms). Histograms for 55Cs for
235
5000 and 200 000 year time period are presented in the upper part. Histograms U
for 92 for 400 000 and one million year time
period for are presented in the lower part.
 RESULTS AND DISCUSSION
As can be seen in Fig. 1, values of release rate
135
for 55 Cs , 5000 years are distributed over wide range
of release rate spanning values from 754 to
approximately 2900 Bq.y-1. Dispersion in release rate
declines abruptly in the time of 200 000 years, because
the major part of Monte Carlo simulations covers
interval from 449.41 to 449.46 Bq.y-1.
235
As can be derived from results for U , 400 000
92
years, major part of Monte Carlo simulations are
distributed in interval from 0 to 1 Bq.y-1 while for one
million years the distribution of Monte Carlo
simulations covers much wider interval from 1 to 9
Bq.y-1.
It can be concluded that the Kd uncertainty in the case
of Cs has the gratest influence in shorter time period
235
while in the case of U has the gratest influence for
92
the longest time period.
It was demonstrated that Monte Carlo technique is
useful in predictions of influence of input parameter
incertainty on distribution of output values in different
times during the evolution of the system.

REFERENCES
1. Sobek L. Modelilng of radionuclide transport in the near
field of high level waste repository (in Czech), diploma
thesis, CTU in Prague, 2006
2. S.Mischra, “Assigning probability distributions to input
parameters of performance assessment models” in Technical
report TR 02-11, Swedish Nuclear Fuel and Waste
Management Co, Stockholm, 2002

3. S. Prváková, K.F. Nilsson, “Treatment of Data

Uncertainty for modelling of radionuclide migration in
Geological Repository” , European Commision, 2006

4. GoldSim User’s Guide. Version 8.01. GoldSim

Technology Group, Redmond, 2003

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