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NEA-1173 PREP/SPOP UTILITIES.

PREP, Input Preparation for Monte-Carlo Program SPOP
SPOP-4, Uncertainty and Sensitivity Analysis Monte-Carlo Program with Input from PREP

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1. NAME OR DESIGNATION OF PROGRAM:  PREP and SPOP Utilities.
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2. COMPUTERS
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Program name Package id Status Status date
PREP/SPOP NEA-1173/06 Tested 20-MAY-1994

Machines used:

Package ID Orig. computer Test computer
NEA-1173/06 SUN SUN
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3. DESCRIPTION OF PROGRAM OR FUNCTION

The PREP program (data PRE Processing Unit) prepares samples for a Monte Carlo simulation using the distribution functions of the input variables. Any degree of correlation among the variables can be requested in the input.
The SPOP program (Statistics POst Processing Unit) is used for performing uncertainty analysis and sensitivity analysis on the output of the simulation runs. SPOP provides for each output variable
- a histogram and cumulative distribution
- confidence bounds on the cumulative distribution
- mean and confidence bounds on the mean
- estimate of the sensitivity of each output variable to card input    variable.
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4. METHOD OF SOLUTION

The sampling in PREP can be carried out purely  random or by using the Latin Hypercube Technique (LHS).
The technique of Iman and Conover is used to eliminate spurious correlations or to impose pre-specified correlations.
The prepared samples are stored on an external file for further use.
SPOP uses Kolmogorov statistics for estimating confidence bounds on  the cumulative distribution and the Tchebycheff's theorem for the mean end confidence bounds on the mean.
The estimation of sensitivies are carried out using
- Smirnov's test
- Spearman's test
- Cramer test
- Two sample T test
- Kendall's test
- Mann-Whitney's test
- Klotz's test
- Sum of squared ranks' test
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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM:
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6. TYPICAL RUNNING TIME

The PREP test problem set up for 100 runs and 15 variables and Latin Hypercube Sampling requires less than a second on IBM 3090; the SPOP test problem set up for 1000 runs, 22 variables, 250 time points and with statistics computed at 6 time points requires about 220 seconds on IBM 3090.
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7. UNUSUAL FEATURES OF THE PROGRAM:
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8. RELATED AND AUXILIARY PROGRAMS

LISA a Long-term Isolation Safety Assessment Code.
PREP: The latest version of PREP is contained in the latest LISA package
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9. STATUS
Package ID Status date Status
NEA-1173/06 20-MAY-1994 Tested at NEADB
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10. REFERENCES

- Probabilistic System Assessment Group:
  An International Code Intercomparison Exercise on a Hypothetical
  Safety Assessment Case Study for Radioactive Waste Disposal
  Systems
  PSACOIN Levels Intercomparison, NEA/OECD Publication (June 1993)
NEA-1173/06, included references:
- T. Homma and A. Saltelli:
LISA Package User Guide, Part I : PREP (Statistical PREProcessor)
Preparation of Input Sample for Monte Carlo Simulations Program Description and
User Guide (Preprint) EUR 13922 EN (1991).
- P. Prado, A Saltelli and T. Homma:
LISA Package User Guide, Part II: LISA (Long Term Isolation Safety Assessment)
Program Description and User Guide (Preprint) EUR 13923 EN (1991).
- A. Saltelli and T. Homma:
LISA Package Use Guide, Part III: SPOP (Statistical POst Processor)
Uncertainty and Sensitivity Analysis for Model Output Program Description and
User Guide (Preprint)
- A. Saltelli:
Seminar on "Sensitivity Analysis of Model Output" IPSN/DES/SESID Bureau of
Fontenay-aux-Roses, Paris (November 20,1992).
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11. MACHINE REQUIREMENTS

on IBM about 140K bytes for PREP
    "      "  610K bytes for SPOP
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12. PROGRAMMING LANGUAGE(S) USED
Package ID Computer language
NEA-1173/06 FORTRAN-77
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13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED:  IBM-MVS, VAX-VMS, CDC-NOS, CRAY-COS.
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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS:
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15. NAME AND ESTABLISHMENT OF AUTHORS

          Andrea Saltelli
          Division of Radiochemistry
          Joint Research Centre of the
          European Communities
          I-21020, Ispra
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16. MATERIAL AVAILABLE
NEA-1173/06
File name File description Records
NEA1173_06.001 Information file 236
NEA1173_06.002 jf JCL and control information 55
NEA1173_06.003 Control inform. and docum. (by author) 778
NEA1173_06.004 prep.f PREP FORTRAN source program 3227
NEA1173_06.005 cchara.h INCLUDE file for PREP program 6
NEA1173_06.006 cconst.h INCLUDE file for PREP program 4
NEA1173_06.007 ccorre.h INCLUDE file for PREP program 5
NEA1173_06.008 clisa.h INCLUDE file for PREP program 9
NEA1173_06.009 cparam.h INCLUDE file for PREP program 5
NEA1173_06.010 cvaria.h INCLUDE file for PREP program 6
NEA1173_06.011 par.h INCLUDE file for PREP program 8
NEA1173_06.012 prepaer.dat input file for PREP program 53
NEA1173_06.013 cha.f CHARLSON FORTRAN source program 178
NEA1173_06.014 inp_dict.h INCLUDE file for CHARLS program 61
NEA1173_06.015 par_comm.h INCLUDE file for CHARLS program 10
NEA1173_06.016 tot_comm.h INCLUDE file for CHARLS program 18
NEA1173_06.017 spop.f SPOP FORTRAN source program 4902
NEA1173_06.018 spopnc.h INCLUDE file for SPOP program 49
NEA1173_06.019 file05.dat input data for SPOP program 40
NEA1173_06.020 PREP sample output 12287
NEA1173_06.021 fort.11 generated by PREP program 3
NEA1173_06.022 fort.12 generated by PREP program 10
NEA1173_06.023 fort.13 generated by PREP program 15
NEA1173_06.024 fort.15 generated by PREP program 8
NEA1173_06.025 fort.35 generated by PREP program 4
NEA1173_06.026 fort.36 generated by PREP program 4
NEA1173_06.027 fort.37 generated by PREP program 6
NEA1173_06.028 fort.38 generated by PREP program 6
NEA1173_06.029 fort.55 generated by PREP program 46
NEA1173_06.030 cha.out CHARLS sample output 3006
NEA1173_06.031 forspop.dat generated by CHARLS 4004
NEA1173_06.032 spop.out SPOP sample output 439
NEA1173_06.033 fort.10 generated by SPOP program 16
NEA1173_06.034 fort.11 generated by SPOP program 4004
NEA1173_06.035 fort.33 generated by SPOP program 161
NEA1173_06.036 fort.8 generated by SPOP program 12
NEA1173_06.037 fort.9 generated by SPOP program 2
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17. CATEGORIES
  • P. General Mathematical and Computing System Routines
  • R. Environmental and Earth Sciences

Keywords: Monte Carlo method, radioactive waste storage, statistics, systems analysis.