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RSIC CODE PACKAGE PSR-275 MICRO


1. NAME AND TITLE

ORMONTE: Uncertainty Analysis Code System for Use with User-Developed Systems Models.

AUXILIARY ROUTINES

INTOHIST: Converts raw data into cumulative distribution data.

REGIN: Provides z-value for given probability.

REGOUT: Provides probability corresponding to z-value.

2. CONTRIBUTOR

Oak Ridge National Laboratory, Oak Ridge, Tennessee.

3. CODING LANGUAGE AND COMPUTER

Fortran 77; IBM PC.

4. NATURE OF PROBLEM SOLVED

ORMONTE is a generic multivariable uncertainty analysis driver which can be linked to any Fortran model supplied by the user. The user tells ORMONTE which variables in his model are uncertain and describes the associated probability distributions. The user also tells ORMONTE which outputs from his model are of interest and for which uncertainty profiles are desired. Given the uncertainties in the inputs, ORMONTE samples the user-defined input distributions and ``drives'' or runs the users model enough times such that a probability histogram or profile is constructed for the user-defined outputs of interest. ORMONTE can also perform sequential one-variable-at-a-time sensitivity studies and elasticity analysis. The user-supplied model is not restricted to a shielding model. Any Fortran model where uncertain outputs can be represented as functions of uncertain, independent inputs can be used. The ORMONTE package includes a set of Probability Data Analysis (PDA) routines for converting raw probability data into probability distribution format suitable for input to ORMONTE.

5. METHOD OF SOLUTION

ORMONTE uses the Monte Carlo technique to sample user-defined input probability distributions.

6. RESTRICTIONS OR LIMITATIONS

None noted.

7. TYPICAL RUNNING TIME

The SVSS sample problem took about 3.5 minutes; the MVSS option took about 9 minutes; and the ELAS option took about 40 seconds. These runs were made on an IBM PC/XT with a math co-processor. The PDA options were not tested by RSIC.

8. COMPUTER HARDWARE REQUIREMENTS

ORMONTE runs on IBM PC and compatibles with a math co-processor. With minor modifications, such as Fortran OPEN statements, it has run on VAX, Cray and IBM mainframes.

9. COMPUTER SOFTWARE REQUIREMENTS

The code was written in Fortran 77 and was tested under PC-DOS (IBM PC). Executable files, produced by the RM Fortran Version 2.42 compiler, are included. For the PDA options, LOTUS 1-2-3 software is required.

10. REFERENCE

K. A. Williams and C. R. Hudson II, "ORMONTE: An Uncertainty Analysis Code for Use with User-Developed Systems Models on Mainframe or Personal Computers," ORNL/TM-10714 (May 1989).

11. CONTENTS OF CODE PACKAGE

Included are the referenced document and one (1.2MB) DOS diskette which contains the source files, executables and sample case input and output written in compressed form.

12. DATE OF ABSTRACT

October 1989.

KEYWORDS: MICROCOMPUTER; MONTE CARLO; INTERACTIVE, ON-LINE; UNCERTAINTY ANALYSIS