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Towards quantification of uncertainty in predicting water quality failures in integrated catchment model studies A.N.A. Schellart a, *, S.J. Tait b , R.M. Ashley a a Pennine Water Group, Department of Civil & Structural Engineering, University of Sheffield, Mappin Street, Sheffield S1 3JD, UK b Pennine Water Group, School of Engineering Design and Technology, University of Bradford, Bradford, BD7 1DP, UK article info Article history: Received 13 August 2009 Received in revised form 29 April 2010 Accepted 4 May 2010 Available online 11 May 2010 Keywords: Uncertainty Integrated modelling study Sewer emissions Receiving water impact Flow quality modelling Water quality failure abstract This paper describes the development and application of a method for estimating uncer- tainty in the prediction of sewer flow quantity and quality and how this may impact on the prediction of water quality failures in integrated catchment modelling (ICM) studies. The method is generic and readily adaptable for use with different flow quality prediction models that are used in ICM studies. Use is made of the elicitation concept, whereby expert knowledge combined with a limited amount of data are translated into probability distri- butions describing the level of uncertainty of various input and model variables. This type of approach can be used even if little or no site specific data is available. Integrated catchment modelling studies often use complex deterministic models. To apply the results of elicitation in a case study, a computational reduction method has been developed in order to determine levels of uncertainty in model outputs with a reasonably practical level of computational effort. This approach was applied to determine the level of uncertainty in the number of water quality failures predicted by an ICM study, due to uncertainty asso- ciated with input and model parameters of the urban drainage model component of the ICM. For a small case study catchment in the UK, it was shown that the predicted number of water quality failures in the receiving water could vary by around 45% of the number predicted without consideration of model uncertainty for dissolved oxygen and around 32% for unionised ammonia. It was concluded that the potential overall levels of uncer- tainty in the ICM outputs could be significant. Any solutions designed using modelling approaches that do not consider uncertainty associated with model input and model parameters may be significantly over-dimensioned or under-dimensioned. With changing external inputs, such as rainfall and river flows due to climate change, better accounting for uncertainty is required. ª 2010 Elsevier Ltd. All rights reserved. 1. Introduction 1.1. Integrated urban catchment modelling Discharges from urban drainage catchments can have a major impact on the quality of receiving surface waters. FWR (1998) describes the advantages in using an integrated approach to managing urban wet weather discharges whereby the sewer system, the treatment plant and the receiving water are considered as a single interconnected system. An Integrated Catchment Model (‘ICM’) approach is therefore seen as an important technique for managing the impact of drainage and * Corresponding author. E-mail addresses: a.schellart@sheffield.ac.uk (A.N.A. Schellart), [email protected] (S.J. Tait), r.ashley@sheffield.ac.uk (R.M. Ashley). Available at www.sciencedirect.com journal homepage: www.elsevier.com/locate/watres water research 44 (2010) 3893 e3904 0043-1354/$ e see front matter ª 2010 Elsevier Ltd. All rights reserved. doi:10.1016/j.watres.2010.05.001

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wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 4

Avai lab le a t www.sc iencedi rec t .com

journa l homepage : www.e lsev ie r . com/ loca te /wat res

Towards quantification of uncertainty in predicting waterquality failures in integrated catchment model studies

A.N.A. Schellart a,*, S.J. Tait b, R.M. Ashley a

a Pennine Water Group, Department of Civil & Structural Engineering, University of Sheffield, Mappin Street, Sheffield S1 3JD, UKb Pennine Water Group, School of Engineering Design and Technology, University of Bradford, Bradford, BD7 1DP, UK

a r t i c l e i n f o

Article history:

Received 13 August 2009

Received in revised form

29 April 2010

Accepted 4 May 2010

Available online 11 May 2010

Keywords:

Uncertainty

Integrated modelling study

Sewer emissions

Receiving water impact

Flow quality modelling

Water quality failure

* Corresponding author.E-mail addresses: a.schellart@sheffield.

Ashley).0043-1354/$ e see front matter ª 2010 Elsevdoi:10.1016/j.watres.2010.05.001

a b s t r a c t

This paper describes the development and application of a method for estimating uncer-

tainty in the prediction of sewer flow quantity and quality and how this may impact on the

prediction of water quality failures in integrated catchment modelling (ICM) studies. The

method is generic and readily adaptable for use with different flow quality prediction

models that are used in ICM studies. Use is made of the elicitation concept, whereby expert

knowledge combined with a limited amount of data are translated into probability distri-

butions describing the level of uncertainty of various input and model variables. This type

of approach can be used even if little or no site specific data is available. Integrated

catchment modelling studies often use complex deterministic models. To apply the results

of elicitation in a case study, a computational reduction method has been developed in

order to determine levels of uncertainty in model outputs with a reasonably practical level

of computational effort. This approach was applied to determine the level of uncertainty in

the number of water quality failures predicted by an ICM study, due to uncertainty asso-

ciated with input and model parameters of the urban drainage model component of the

ICM. For a small case study catchment in the UK, it was shown that the predicted number

of water quality failures in the receiving water could vary by around 45% of the number

predicted without consideration of model uncertainty for dissolved oxygen and around

32% for unionised ammonia. It was concluded that the potential overall levels of uncer-

tainty in the ICM outputs could be significant. Any solutions designed using modelling

approaches that do not consider uncertainty associated with model input and model

parameters may be significantly over-dimensioned or under-dimensioned. With changing

external inputs, such as rainfall and river flows due to climate change, better accounting

for uncertainty is required.

ª 2010 Elsevier Ltd. All rights reserved.

1. Introduction describes the advantages in using an integrated approach to

1.1. Integrated urban catchment modelling

Discharges from urban drainage catchments can have a major

impact on the quality of receiving surface waters. FWR (1998)

ac.uk (A.N.A. Schellart),

ier Ltd. All rights reserved

managing urban wet weather discharges whereby the sewer

system, the treatment plant and the receiving water are

considered as a single interconnected system. An Integrated

Catchment Model (‘ICM’) approach is therefore seen as an

important technique for managing the impact of drainage and

[email protected] (S.J. Tait), [email protected] (R.M.

.

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 43894

waste water systems on the environment (FWR, 1998; Rauch

et al., 1998; Muschalla et al., 2008; Willems, 2008). An ICM

study typicallyusesa rainfall generationmodel,a rainfall runoff

model, an urban drainage flow quantity and quality model,

a waste water treatment model and a receiving water impact

model. The sub-models used within an ICM study can range in

complexity from conceptual models (Willems, 2010), to

complex deterministicmodels that are composed of numerous

interlinked empirically calibrated equations describing

processes that affect water quality (Priestley and Barker, 2006;

Benedetti et al., 2005). Commercial software packages with

many linked deterministic equations are commonly used in

engineering practice (Priestley and Barker, 2006; Osborne and

Lau, 2003). These software packages are typically used

without consideration of the uncertainty involved in the solu-

tion of their numerous deterministically based equations.

1.2. Uncertainty in integrated urban catchment modelsand urban drainage models

Even though the need to deal more explicitly with uncertainty

of urban drainage systems is argued by Harremoes and

Madsen (1999), Bertrand-Krajewski (2006) and Ashley et al.

(2005), relatively few studies deal with the quantification of

uncertainty in urban drainage modelling (Willems and

Berlamont, 1999; Clemens and Von der Heide, 1999;

Thorndahl et al., 2008) and uncertainty in water quality

processes in urban drainage (Bertrand-Krajewski and Bardin,

2002; Kanso et al., 2003; Mourad et al., 2005; McCarthy et al.,

2008). Fewer studies deal with Integrated Catchment Models

that include water quality processes, Freni et al. (2008),

Mannina et al. (2006) and Willems (2008).

Mannina et al. (2006), Freni et al. (2008) and Thorndahl et al.

(2008) have all used the Generalised Likelihood Uncertainty

Estimation (GLUE) method developed by Beven and Binley

(1992) to evaluate overall uncertainty. Willems (2008) used

variance decomposition to split total prediction uncertainty

into contributions of various uncertainty sources and the

different conceptual models within an integrated catchment

model. The method described in this paper is different to the

methods mentioned above, and is known as a ‘forward

uncertainty propagation method’ in combination with

a model reduction method, instead of a ‘conditioning of

uncertainty on data’ method such as GLUE, as defined by the

decision tree for selecting an uncertainty methodology as

described by Pappenberger et al. (2006).

For complex hydrodynamic models of typical urban

drainage systems, computational resources may quickly

become a limiting factor when estimating uncertainty in the

model output, as described by Thorndahl et al. (2008).

Thorndahl et al. (2008) needed to use 10 personal computers

run for several weeks when applying the GLUE methodology

on a small catchment in Denmark. Conceptual models are

therefore often used, because of their relatively short

computational run times. Haydon and Deletic (2009) describe

that, even when using a simplistic modelling approach,

running Monte Carlo simulations can take a week of run time

per input variable or model parameter for a practical system.

In conceptual models it is also difficult to gather expert

judgement on parameter value ranges, as the parameters

used can have a “weak” physical meaning. Various

approaches have been developed to overcome the problem of

long model run times when estimating uncertainty in model

outputs. Benedetti et al. (2005) and Rousseau et al. (2001)

describe a method whereby a ‘probabilistic’ shell is built

around a deterministic model to quantify the uncertainty of

the model predictions. Khuri and Cornell (1987) describe the

principle of response surface methods, which can be used to

describe the solution of more complicated models. The

response surfacemethodologywas formally developed by Box

andWilson in the 1950’s (Box, 1954). A response database was

used by Dahal et al. (2005) to estimate the reliability of river

dikes on a tidal river. It has also been used by Schellart et al.

(2008, 2010) as a tool to calculate the uncertainty in sewer

sediment deposit depth predictions.

1.3. Classification of uncertainty

Researchers have described different classification systems to

identify uncertainty types (e.g. Harremoes and Madsen, 1999;

Slijkhuis et al., 1999; Korving, 2004). Many input parameters

that are used to describe natural quantities are not fixed

values. In this paper this type of uncertainty will be referred to

as model input uncertainty. Most water quality relationships

have been empirically calibrated using laboratory or field data.

These equations are then implemented in many model

studies, often without reference to the original circumstances

in which the equations were developed. There is always

a level of uncertainty as to how well these calibrated equa-

tions represented the original calibration data, and also how

large the uncertainty is in the original measured data. In this

paper this type of uncertainty will be referred to as model

parameter uncertainty. Finally, there are also uncertainty types

classified as ‘ignorance’ by Wynne (1992), which is non-

reducible and cannot be quantified. This subdivision of

uncertainty into these categories is pragmatic providing

a logical structure to organise the uncertainty analysis pre-

sented here. This paper concentrates on the model input and

model parameter related uncertainties, as these are quantifi-

able when sufficient data or expert knowledge is available.

1.4. Elicitation of expert knowledge

There is often limited data and model development is not

always well documented, however, relevant expert knowl-

edge may be available. If this knowledge is used, uncertainty

levels in model inputs and parameters can be estimated

through elicitation. Garthwaite et al. (2005) describe the

concept of eliciting probability distributions, or ‘the process of

formulating a person’s knowledge and beliefs of uncertain

quantities into a (joint) probability distribution for those

quantities’. Garthwaite et al. (2005) and Kadane and Wolfson

(1998) describe several methods for eliciting probability

distributions. Kadane and Wolfson (1998) also describe elici-

tation examples from a wide range of areas such as

economics, clinical trials, demography andmacro-economics.

O’Hagan (1998) describes two other elicitation examples,

future capital maintenance of water treatment works and

hydraulic conductivity of rocks at a potential nuclear waste

disposal site.

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 4 3895

1.5. Aim of this study

This paper describes the development of a method that esti-

mates uncertainty in complex deterministic ICM predictions

using prior elicited probability distributions combined with

a model reduction method such as a response database. This

method is applied to a small urban drainage catchment in the

UK to estimate the uncertainty associated with the predicted

number of water quality failures from combined sewer over-

flow discharges. Prior to the study described in this paper, an

ICM study using deterministic models had been used by the

sewer operator in order to assess compliance with receiving

water quality standards. This paper describes a ‘didactical’

example, where uncertainty in the sewer flow quality and

quantity component of the ICM is studied and described in

statistical terms using a form of elicitation. The uncertainty in

the sewer flow quality and quantity model inputs and model

parameters is used to estimate the range and number of water

quality failures. Monte Carlo simulations have been carried

out using a response database. The uncertainty analysis

methods used in this paper are not new in themselves, but

their application to estimate uncertainty in the outputs of an

ICM is novel. Although this paper only takes uncertainty in the

sewer flow quality and quantity model inputs and parameters

into account, the method is generic and can also be used to

assess uncertainty in the ICM output based on uncertainty in

other ICM components.

2. Description of case study and originaldeterministic ICM

An ICM study had been carried out by a UK sewer operator in

order to demonstrate compliance with the Fundamental

Intermittent Standards (FIS), FWR (1998), that are used to set

allowed discharges from Combines Sewer Overflows (CSOs) in

England. The calibration of the original ICMwas carried out to

current industrial standards, e.g. WaPUG (2002). The ICM for

this catchment comprised several sets of deterministic

equations embedded in different commercial software pack-

ages (Fig. 1). Data was transferred manually between these

software packages.

A 10-year future rainfall series, from 2010 to 2019 with a 5-

min resolution, had been derived for this catchment using the

stochastic rainfall generator STORMPAC (WRc, 2009). A future

Fig. 1 e Overview of the Integrated Catchment Mo

rainfall series had been used, as the ICM study was used to

determine capital investment requirements in order to restore

or maintain compliance with the FIS. The MIKE NAM package

(Rainfall runoff model; DHI, 2009) had been used to calculate

the river flow quantity just upstreamof the urban area and the

river reach being examined for compliance. The river catch-

ment rainfall runoff model, MIKE NAM (DHI, 2009) had been

calibrated, using the following flow calibration parameters:

Umax (maximum water content in surface storage); Lmax

(Maximum water content in root zone); CQOF (overland flow

runoff coefficient), CK12 (Time constant for routing interflow

and overland flow); TOF (Root zone threshold for overland

flow). These parameters were adjusted until the predictions of

the NAM model visually matched the observed river flow rate

data series and predicted and accumulated flows matched. A

comparison of 6-years of 15-min gauged river flow data with

modelled flow, showed that the modelled flow peaks fell

within a þ or �20% range of the measured maximum flows.

Infoworks CS (v 7.0) had been used to calculate runoff from

the urban catchment surfaces, flows in the sewer system and

hence the quantity and quality of combined sewer overflow

emissions and quantity of the WwTW effluent entering the

river. The combined sewer system serves an area of 294 ha

and has around 11,000 contributing inhabitants. The system

contained one Waste water Treatment Works (WwTW) and

five combined sewer overflows (CSOs), all discharging into the

same river. The Infoworks CSmodel was calibrated using flow

quantity and water depth data obtained from a short term

sewer flow survey. Three dryweather days and 6 storm events

were used, following the selection criteria recommended in

WaPUG (2002). The movement of the following pollutants had

been modelled: sediments; Biochemical Oxygen Demand

(BOD) in the dissolved phase as well as attached to sediment;

and unionised Ammonia (NH4þ). The case study Infoworks CS

model consisted of 505 conduits, 530 nodes and 5 CSO

structures.

A river impact assessment tool developed by Priestley and

Barker (2006) had been used for the assessment of the impact

on the receiving water downstream of the urban area. The

impacts of combined sewer overflow events and WwTW

effluent on the receiving water was estimated over a 4.5 km

river stretch downstream of the WwTW location. The river

impact model calculates river water depths and velocities,

assuming steady, uniform and fully turbulent flow. A Streeter-

Phelps typemodel (FWR, 1998) is used to estimate the decay of

delling procedure used in the test catchment.

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 43896

Ammonia, BOD and re-aeration within the river reach. The

input to the river impact model is (see also Fig. 1):

� A time series of river flow quantity at the upstream end of

the river reach for which compliance needs to be tested

(derived from the NAM model output).

� Mean and standard deviation of the concentration of flow

quality parameters at the upstream boundary derived from

30 samples taken in the summer periods over 5 years (BOD

mean 1.9 mg/L and standard deviation 1.75 mg/L, Ammonia

mean 0.001 mg/L and standard deviation 0.002 mg/L,

Ammonium 0.081 mg/L standard deviation 0.094 mg/L,

Dissolved Oxygen mean 8.86 mg/L standard deviation

1.355 mg/L, pH mean 7.76 and standard deviation 0.249,

Temperature 13.696 �C and standard deviation 1.868 �C).� A time series of WwTW effluent flow quantity and quality.

WwTW effluent flow quantity is derived from the Infoworks

CS model. WwTW effluent quality is derived from samples

(BOD mean 9.20 mg/L and standard deviation 3.82 mg/L and

NH4þ mean 1.26 mg/L and standard deviation 2.29 mg/L,

based on 181 samples taken between January 2000 and

August 2006).

� Flow quantity and quality of all sewer system spill events

(derived from Infoworks CS model).

� Geometric data and re-aeration parameters of the river

reach where compliance is to be tested (downstream of the

urban area). (Channel slope was 4.4 m/km, the channel

width 2.5 m, side slope 0.675 m/m and the Manning’s

roughness 0.04).

Based on the inputs described above, the river impact

model calculates the numbers of failures of the FIS for

a defined time period.

3. Uncertainty estimation method

The method used in this study for estimating levels of

uncertainty in the outputs of an ICM such as described in

Section 2 can be summarised as follows:

3.1. Mapping the processes within the integratedcatchment model

In order to create an overview of the deterministic modelling

relationships and their integration, all equations, inputs and

parameters are mapped. All possible sub-model outputs are

listed, as well as the outputs necessary for testing compliance

with water quality standards. As described by Rauch et al.

(1998), existing models used as sub-models for ICM studies

are often too complex, and not all their possible outputs need

to be available as inputs to other sub-models. It is therefore

important to clearly identify all the model input and model

parameter variables that influence the values of the outputs

required by an ICM study.

3.2. Initial sensitivity check

An initial sensitivity check is carried out to eliminate, from

further study, processes that will not contribute significantly

to the level of uncertainty in the outputs used for compliance

testing.

3.3. Elicitation of probability distributions of model andinput variables

Knowledge on the listed model inputs and model parameters

is collected from available experts, literature sources, and

available data. Garthwaite et al. (2005), Kadane and Wolfson

(1998) and O’Hagan (1998) describe a number of different

elicitation methods to translate this kind of knowledge into

probability distributions to describe uncertainty. Kadane and

Wolfson (1998) defined two different types of elicitation e

predictive and structural. In a predictive elicitation study

experts are asked about their opinion on the uncertainty of

a dependent variable, given an expected range of the predictor

variables. In a structural elicitation study, experts are asked

directly to define a priori distributions of the model and input

parameters. The method followed in this paper is structurally

based, experts were asked to define a confidence interval for

identified model inputs and model parameters. The details of

the elicitation method used to obtain the confidence intervals

for the model and input parameters in the case study are

described for each parameter in detail in Section 4.3.

3.4. Sensitivity analysis

After eliciting the probability distributions, a sensitivity

analysis is carried out. The model inputs and model parame-

ters are systematically varied, according to their estimated

uncertainty ranges obtained from the elicitation study. Model

simulations were carried out for a timescale relevant to the

particular quality standards. Significant changes in predicted

water quality failures based on the adjustments of single

input and model parameters are thus identified. This

approach was favoured because of the practical level of

computational effort, which meant that the method could be

applied to catchments using complex models. For example,

for the case study sewer network the flow and quality simu-

lation of a 5-month period using Infoworks CS takes approx-

imately 5.5 h to run on a desktop computer (Pentium 4 3.0 GHz

processor and 1 GB of RAM) and generates approximately 7 GB

of model output. The case study is, however, relatively small

as the Infoworks CS model consists only of 505 conduits and

530 nodes. For a larger urban area, the number of nodes and

conduits modelled in a hydrodynamic sewer network model

could easily exceed several thousand. Computation times for

this type of urban drainage model are roughly proportionate

to the number of nodes and conduits modelled.

3.5. Estimation of uncertainty of the ICM outputs

The most influential model inputs and model parameters

identified in the sensitivity analysis are used to estimate the

uncertainty in the number of predicted water quality failures.

A response database is used to describe the variation in

frequency of water quality failures based on the estimated

uncertainty ranges of input and model parameter values. The

elicited probability distributions are then used in Monte Carlo

simulations, thereby interpolating water quality failures from

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 4 3897

the response database instead of running a computationally

expensive deterministic ICM. An estimate of the range and

probability distribution of the frequency of water quality

failure for selectedwater quality determinants is derived from

the Monte Carlo simulation results.

4. Results of the uncertainty analysis

This section describes how the uncertainty analysis method

explained in Section 3 was applied to the case study.

4.1. Mapping of processes and equations in the originalIntegrated Catchment Model

The uncertainty analysis described in this paper only

concerns the Infoworks CS component of the ICM study. Fig. 2

shows diagrammatically how the water and pollutant flows

are represented by a number of empirically calibrated rela-

tionships in the Infoworks CS model. The rainfall runoff

volume and the rainfall runoff routing are calculated for each

of the urban sub-catchments. Of the possible rainfall runoff

and runoff routing model options in Infoworks CS, the New

UK Percentage Runoff model (Packman, 1990) and the Double

Linear Reservoir (Wallingford) model (Sarginson and Nussey,

1982) had been selected. In the flow quality module,

a surface pollutant model calculates the mass inflow of

sediment and pollutants from the sub-catchment surfaces

and from the gully pots into the sewer system. The temporal

build-up of pollutants in the gully pots during dry weather

periods and the flushing of the gully pots during wet weather

events is calculated via a number of empirically calibrated

relationships (Gent et al., 1992). The amount of sediment

building up on the sub-catchment surfaces and the amount of

pollutants attached to the sediment washed off the sub-

catchment surfaces is estimated using empirically calibrated

relationships (Bujon and Herremans, 1990). Dissolved pollut-

ants are represented as entering the system through gully

pots at each node. The amount of suspended sediment and

dissolved and attached pollutants in the domestic waste

water flow is based on historical data reported by Ainger et al.

(1998). The erosion, transport and deposition of suspended

sediment is calculated using the Ackers-White relationships

(Ackers et al., 1996). Sediment can be deposited as well as re-

eroded in the network conduits throughout the model simu-

lation. The sewer network model calculates hydraulic

parameters in each conduit using the conservation of mass

and momentum equations, combined with empirical energy

loss equations. These are solved iteratively throughout the

network. The conduit model estimates the transport of dis-

solved pollutants through the conduits based on simple

advection and the conservation of mass of sediment, pollut-

ants and water.

4.2. Initial sensitivity check

The FIS (FWR, 1998) for a river reach comprise of threshold

concentration values for DO and NH4þ, for 1 or 6 h durations,

with return periods of 1, 3 and 12 months. The flows of BOD

and NH4þ through the urban catchment and sewer system

have therefore been included in this initial sensitivity check,

Fig. 2 shows their potential flow paths.

The original deterministic ICM, or ‘baseline model’ has its

model and input parameters fixed using values obtained

without consideration of uncertainty. Model runs whereby all

pollutant sources except the one being examined are set to

zero, are used to identify the relative mass of pollutants

emitted into the receiving water from different pollutant

sources. Several equations in the urban drainage model have

an element of build-up, decay, erosion or depletion over time.

All sensitivity analyses and uncertainty analyses therefore

need to be carried out using ‘long term’ simulations and not

single storm events. The use of time-series is also advocated

by Rauch et al. (2002), whereas Thorndahl et al. (2008) advo-

cates the use of a large enough number of events in order to

reduce event specific uncertainties. The period used for

analysis of FIS standards in the UK is commonly 10-years of

summer periods. In order to reduce computation times to

a reasonable level the sensitivity analysis for each pollutant

was carried out for a single 5-month summer period obtained

from a representative year from the 10-year rainfall time

series. This representative year was selected by calculating

the cumulative rainfall of each year, and taking the year

where the cumulative rainfall was closest to the average

yearly cumulative rainfall of the 10-year period. Table 1

includes all model inputs and parameters that have not

been studied further because they did not significantly add to

the total amount of pollutants entering the river. All the

remaining processes were included in the elicitation process,

Table 1 also includes the processes rejected during this

elicitation process.

4.3. Elicitation of probability distributions

The elicitation process was undertaken by the paper authors,

the method was structurally based and distributions of

selected input and model parameters were estimated based

mainly on expert knowledge as field datawas very limited. The

paper authors are academic experts in urban drainage quality

processes, they initially carried out the elicitation amongst

themselves and the results were subsequently discussed with

the urban drainage modelling experts at the sewer operator.

After discussion with the paper authors and the modelling

experts at the sewer operator, a consensuswas reached so that

for each elicited model input and model parameter a single

probability distribution was selected. Published data and

information available on the development of the equations

incorporated in Infoworks CS was gathered, together with the

limited amount of data available from the actual case study

catchment. The model inputs and model parameters were

assumed to be normally distributed unless the available data

or literature sources indicated a lognormal distribution. Based

on the limited amount of data as well as the information

gathered, 95% confidence intervals (i.e. 2.5 and 97.5 percen-

tiles) of model input and model parameter values had been

estimated. These value rangeswere thendiscussedwithurban

drainagemodelling experts at the sewer operator, after which

adjustment had to be made, if necessary.

For example, the width of the distribution for soil moisture

depth had to be adjusted because of the modelling experts’

Fig. 2 e Schematic overview of the modelled water and pollutant flows in the sewer network model used in the Integrated

Catchment Modelling study.

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 43898

uneasewith thehighest soilmoisture depth found in literature

in comparison with their experience of modelling catchments

in the region. The distribution of domestic waste water flow

particle size also had to be adjusted because of the boundaries

of applicability of the sediment transport equation.

Based on the 95% confidence intervals of input parameter

and model parameter values, probability distributions were

derived based on the assumption that the 95% confidence

interval can be approximated by þ/� twice the standard

deviation (s). Using this method, statistical distributions have

been compiled for the relevant model inputs and model

parameters identified by the initial sensitivity study. Table 2

summarises these inputs and parameters and their elicited

probability distributions. After the initial sensitivity check, the

following processes remained to be investigated: catchment

surface runoff (water) and wash-off (sediments and soluble

pollutants); surface pollutant build-up and decay; domestic

waste water flow; erosion, deposition and transport of sedi-

ment through the sewer system;water flow through the sewer

system. The process of estimating 95% confidence intervals of

the input and model parameters associated with these

processes is described in detail below.

It must be appreciated that the elicitation process is not

exact and requires the use of judgement. Previous work by

O’Hagan (1998) has indicated that estimating 95% confidence

intervals can lead to an underestimation of the extremes of

the range. Consideration is also required to ensure the

distributions derived from an elicitation process do not

contain physically impossible values, so a good knowledge of

underlying physical processes is required. This is straight

forward when parameter have a physical meaning, such as

the input parameter particle size, but for several model

parameters these are purely empirical and so do not have

a direct physical meaning. A good understanding of the

behaviour of the system is then required to ensure that the

model parameters cannot take values that would predict

behaviour that is physically impossible. In some cases there

was still a very small probability of physically impossible

negative values being drawn, when this occurred during the

Monte Carlo simulations these values were changed to zero.

4.3.1. Catchment surface runoffThe original data used to derive the New UK Runoff Model are

described in Packman (1990). The soil moisture depth

parameter had originally been used for calibrating the NewUK

Runoff Model, which led to a soil moisture depth of 200 mm

being recommended as a default value in the UK. This is the

default value currently incorporated in Infoworks CS. Seven

catchments had been studied by Packman (1990), and the soil

moisture depths ranged from 541 to 96 mm. It was assumed

that the data would be normally distributed, the mean of the

data is 236 mm and the standard deviation 144 mm. When

discussing the Packman (1990) data with the engineering

modellers, the highest moisture depth value of 541 mm was

Table 1 e Sewer network model parameters & modelinputs rejected during initial mapping of processes,initial sensitivity checks and the elicitation process.

Model parameters/inputs Reason for rejection aftermapping & initial sensitivity

checks

sub-catchment slope Model output not sensitive to

a 50% increase or decrease

sub-catchment areas, runoff

coefficients, sewer network

geometry (Conduit lengths,

pipe gradients, diameters,

weir heights, orifices,

manhole dimensions)

Clemens and Von der Heide

(1999) indicated that reasonable

levels of uncertainty in sub-

catchment areas and a sewer

network geometry database

would lead to up to 10%

variations in predicted flow

quantity. The volume of CSO

spills was more sensitive to CSO

weir heights. Data or expert

knowledge on typical variation in

CSO weir heights was not

available.

Soil type (‘New UK’ runoff

model)

Packman (1990) indicated that

only the soil moisture depth had

been used to calibrate the ‘New

UK’ runoff equation

Rainfall, rainfall intensity,

duration of dry periods

Future expected rainfall had been

derived using the ‘STORMPAC’

software package, estimating the

associated uncertainty fell

outside the scope of this study.

Rainfall erosion equation

coefficients

Artina et al. (2007) reported these

to be very sensitive, but no expert

knowledge on the development

of the equation and its

coefficients was found.

Coefficients in the

Ackers-White equations

Were hard-coded and hence

could not be adjusted

Trade flow quantity

and quality

Contribution of traders was

negligible in the case study

Numerical parameters

(number of computational

nodes with each conduit

and number of subdivision

of each timestep)

According to Bouteligier et al.

(2005), numerical dispersion can

be a problem in Infoworks CS.

The number of computational

nodes had been increased from

default 5 to the maximum

possible number, 40. This gave

a difference of �15% to þ20%

spilled pollutant mass, but not in

all CSOs

Gully pot build-up equation

coefficients

As reported by Gent et al. (1992)

outputs of these equations were

not very sensitive to any of the

coefficients

Table 2 e Infoworks CS model parameters & modelinputs, their expected uncertainty ranges and assumedstatistical distributions (m[mean and s[ standarddeviation).

Model parameters/inputs Infoworks CS taken into accountfor sensitivity analysis

Soil moisture depth

(‘New UK’)

Normal, m¼ 200 mm, s¼ 75 mm

Hydraulic roughness of

sewer conduits

Normal, s¼ 25% of m

Potency factor (‘Kpn’)

equation coefficients

For BOD C1: Lognormal, Logn_m¼�1.3,

Logn_s¼ 0.246

Particle size of suspended

and deposited particles.

(‘Particle size’)

Domestic waste water flow particles:

Normal, m¼ 0.1 mm, s ¼ 0.02 mm

Surface sediment particles: Lognormal,

m¼ 1.1 mm, s¼ 0.45 mm

Dry weather flow pattern,

quantity and quality

Dry weather flow pollutant

concentration: Normal, s¼ 5% of m

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 4 3899

met with significant unease. After discussion, it had been

decided that a more reasonable 95% confidence interval for

describing soil moisture depth values in the UK would be

between 50 mm and 350 mm, regardless of the soil type. This

adjustment addressed the unease of the modellers.

4.3.2. Surface sediment build-up and decay factorsSurface sediment build-up and decay factors express the

build-up and decay rate of sediments on the catchment

surface. According to Ellis (1986) and Ashley et al. (2004), the

surface sediment build-up parameter (Ps) can vary between

2 kg/ha/day and 10 kg/ha/day in residential areas. Reliable

literature sources or experts on the rate of decay were not

found, hence the uncertainty in the decay rate could not be

elucidated.

4.3.3. Surface sediment erosion and wash-off process,attachment of pollutants to surface sediment (potency factorequations)Wash-off is the process of erosion and transportation of

sediments over the catchment surfacewith the rainfall runoff.

Model parameter uncertainty is associated with the coeffi-

cients in the potency factor equations and the rainfall erosion

equation. Potency factors are a measure of the ratio with

which BOD is attached to surface sediments. Each surface

sediment potency factor is described by the rainfall intensity

and four calibration coefficients, in the form of: Potency

factor¼C1(Intensity�C2)C3þC4. This equation was derived

from field data by Bujon and Herremans (1990), this data only

consisted of two rainfall events measured in a single catch-

ment in France. Varying C1 between 0.56 and 0.14 creates an

uncertainty range enveloping all potency factors derived from

the limited field data described in Bujon and Herremans

(1990). The limited amount of field data did suggest

a lognormal distribution would be more suitable. Considering

the uncertainty involved in using two events measured in

France to describe the attachment of pollutants to sediment

running off the surfaces in the UK, it was deemed sufficient to

just vary C1 to get an estimate of the uncertainty in the model

output caused by the spread in the Bujon and Herremans

(1990) field data.

4.3.4. Hydraulic flows through the sewer systemRainfall is a considerable source of model input uncertainty

associated with the amount of flow running off the urban

catchment surface, and hence entering the urban drainage

system. Future rainfall was, however, predicted by STORM-

PAC, the uncertainty in STORMPAC model output was not

included in the scope of this study. Uncertainty associated

with the catchment runoff and routing equations have been

discussed in Section 4.3.1. Model input uncertainty can

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 43900

furthermore be associated with the hydraulic roughness of

the sewer conduits as well as the sewer system geometry.

Hydraulic roughness changes with pipe wall condition, sedi-

mentation and water level (Wotherspoon, 1994). Uncertainty

in the estimation of the hydraulic roughness of sewer pipes

has been studied in Schellart (2007); the findings of this study

suggested that the hydraulic roughness can vary between

þ/�50% of the estimated hydraulic roughness values in well

calibrated hydraulic sewer network models. As the above-

mentioned studies suggested a symmetrical distribution of

data, a normal distribution was selected with a 95% confi-

dence interval ofþ/�50% of the hydraulic roughness values in

the case study sewer network model.

4.3.5. Dry weather flow pattern and pollutantsThe baseline model, which did not incorporate any consider-

ation of uncertainty, used a standard dry weather flow and

pollutant pattern derived from a large field data set collected

in the UK, see Ainger et al. (1998). A limited amount of field

data available from the present field study site suggested that

the dry weather flow pollution concentrations varied between

þ/�10% from the default average dry weather flow pollution

concentrations that had been derived fromAinger et al. (1998).

A normal distribution was selected with a 95% confidence

interval of þ/�10% of the dry weather flow pollution concen-

trations in the case study sewer network model.

4.3.6. SedimentsSewer sediments can originate from the catchment surface,

domestic wastewater flows, infiltratingwater and trade flows.

Model input uncertainty can be associated with the particle

size and density of the sediment and model parameter

uncertainty can be associated with the coefficients within the

Ackers-White sediment transport equation. An overview of

various different literature sources and shows that the

particle size and density in domestic waste water flow can

vary widely in both time and space e.g. Chebbo et al. (1990),

Verbanck et al. (1990) and Wotherspoon (1994). Taking into

account the boundaries for use of the Ackers-White equa-

tions, it was decided to select a normal distributionwith a 95%

confidence interval between 0.05 mm and 0.15 mm for the

domestic waste water flow particle size, with a density of

2200 kg/m3. For the surface particles, the published data sug-

gested a lognormal distribution would be suitable. A 95%

confidence interval between 0.2 mm and 2 mm, and a density

of 2600 kg/m3 was selected. It has to be noted that the limited

amount of published data on domestic waste water flow

particle size and density indicates that most of the particle

size/density combinations lay outside the boundaries of the

Ackers-White model. The model parameter uncertainty

associated with Ackers-White has been studied in Schellart

(2007) and this uncertainty can be significant. However, as

the Ackers-White coefficients cannot be adjusted in Infoworks

CS (v 7.0) a study into the network wide effect of this model

parameter uncertainty could not be carried out.

4.4. Sensitivity analysis e case study

All sensitivity analysis model runs have been compared with

the predictions obtained from the ‘baseline’ deterministic

ICM, using the same 5-months rainfall as the ‘baseline’ model

run. For the sensitivity analysis, all model inputs/parameters

listed in Table 2 have been changed individually according to

their estimated 2.5 and 97.5 percentile values, whilst keeping

all other model parameters set at their default values and

model inputs at their baseline values.

The results are shown in Fig. 3, for clarity, the scatter

graphs only show the more sensitive model inputs/parame-

ters (soil moisture depth, dry weather flow for NH4þ and

domestic waste water particle size and soil moisture depth for

BOD). The emitted masses of pollutants predicted by the

model runs have been cumulated over 6-h periods, in order to

ensure that the sensitivity of Infoworks CS output is compared

over the same time-frame as the FIS standards. The highest

relative as well as actual over- and under prediction of BOD

emitted from all outfalls, when compared with the baseline

run, was caused by changing the soilmoisture depth to 50 mm

and the domestic waste water particle size to 0.1 mm. The

amount of NH4þ emitted from the sewer system is most

sensitive to the soil moisture depth parameter, and, as

expected, a 10% increase in the amount of NH4þ in the

domestic waste water flow leads to a 10% increase in NH4þ

spilled.

4.5. Estimation of the ICM output uncertainty

Following the statistical distributions for the most sensitive

parameters, simulations were conducted using the full ICM

(Fig. 1), in order to create the response database.

The full ICM procedure has been run for a range of possible

combinations of soil moisture depth (50e350 mm in steps of

50 mm) and particle size (0.05e0.15 mm in steps of 0.025 mm),

i.e. 25 model runs in total. For all these simulations, the same

5-month rainfall series was used. For each quality standard

a separate response database can then be populated with the

number of predicted failures; Table 3 shows one example

response database. During a Monte Carlo analysis, 10,000

random draws were made from the elicited probability

distributions of particle size and soil moisture depth. The

accompanying incidents of water quality failures are linearly

interpolated from the response database (taking into account

that the number of failures is an integer value), removing the

need to run the original ICM an additional 10,000 times. The

actual probability of failure of a standard can then be derived

by comparing the 10,000 Monte Carlo simulation results with

the surface water quality standards, i.e. the allowed number

of failures in a given period of time. If nf is the number of

model runs where the system fails, and n is the total number

of runs then Pf¼nf/n, where Pf is the probability of system

failure.

Fig. 4 shows the probability of failure of the 6-h, 1, 3 and 12-

months return period cyprinid FIS standards for DO and NH4þ,

due to uncertainty in the particle size and the soil moisture

depth of the Infoworks CS model. In the baseline model run,

26 failures of the DO 6-h standard with a 12-month return

period were predicted. When uncertainty in particle size and

soil moisture is taken into account, the number of failures can

vary between 22 and 31 (Fig. 4). Thus, the uncertainty in

particle size and soil moisture depth has caused a possible

range of 35% variation in the number of predicted failures.

Fig. 3 e Relative over- or under prediction in the mass of Biochemical Oxygen Demand (BOD) and unionised ammonia (NH4D)

released from all Combined Sewer Overflows compared with model predictions obtained without considering uncertainty,

Section 4.4.

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 4 3901

Fig. 4 also indicates that estimated probability of the number

of failures is generally not normally distributed. The range of

variation in the predicted failures of the other FIS standards

due to uncertainty in soil moisture depth and particle size is

summarised in Table 4. Application of the uncertainty esti-

mation method indicated that due to uncertainty in the soil

moisture depth and the domestic waste water flow particle

size in the sewer model, there was a potential uncertainty

range in the number of predicted water quality failures of

between 45% and 32% respectively, for DO and NH4þ standard

failures in the CSO spills.

5. Discussion

A reduction in computer simulation time of approximately

two orders of magnitude was made by using response data-

bases. Creation of the response databases took 6 days of run

time on one desktop computer (Pentium 4 3.0 GHz processor

and 1 GB of RAM), compared with an estimated run time of

over 6 years if the full ICM were to be run 10,000 times on

a similar desktop computer. It has to be noted that the Info-

works CS model runs relatively slowly when water quality

prediction is included; 5.5 h for a single representative

5-month simulation period for the case study catchment.

Computational constraints have been noted even by

researchers using simpler and faster running conceptual

Table 3 e Example Response Database (for the number offailures of the 6 h DO cyprinid FIS standard with a returnperiod of 12 months, for the case study).

Soil moisture depth (mm)

50 125 200 275 350

Particle size (mm) 0.05 22 27 27 31 30

0.075 22 26 26 31 30

0.1 22 26 27 31 30

0.125 22 26 27 31 30

0.15 22 25 27 31 30

models (Haydon and Deletic, 2009) as well as authors using

hydrodynamic sewer models without water quality processes

(Thorndahl et al., 2008). The time saving that can be made by

using a response database is dependent on the range of

uncertain input and model parameters included, as the

number of simulations necessary to populate the response

databases increases with the number of parameters included

in the response database. A second issue is that only model

outputs that can be expressed as a discrete result can be

included in the response database; the database cannot be

populated with time series. Water quality standards are,

however, usually expressed in terms of concen-

trationedurationefrequency and thus ‘standard’ failures can

be captured in a single number. Finally, there is also a level of

uncertainty involved in using a response database, instead of

the full ICM in the Monte Carlo simulations, Schellart et al.

(2010) demonstrated that the level of uncertainty inherent in

using a well constructed response database was significantly

less than the predicted modelling uncertainty.

The comprehensive uncertainty mapping procedure used

from the outset of the analysis also included all other poten-

tial sources of uncertainty, and explicitly mentions those that

have been ignored/could not be taken into account (Table 1). It

therefore provides key information for application to similar

future uncertainty studies on other catchments, as well as

future deterministic ICM studies. Conceptualisation of the

catchment as a series of reservoir models is common in

a number of studies (e.g. Freni et al., 2008;Mannina et al., 2006;

Willems, 2008), however, this approach was not used here. A

network model approach, where networks of sewer conduits

were modelled was selected instead, in order that the spatial

and temporal differences in sediment and pollutant transport

capacity, as well as deposition and erosion between different

sewer sections could be taken into account. The case study

system was relatively steep, with an average gradient of

0.0218 for all themodelled conduits. In sewer systems that are

less steep, uncertainty due to sediment erosion, transport and

deposition can be far more influential, Schellart et al. (2008).

The expert elicitation process used requires careful appli-

cation, if it is to provide a reasonable estimate of output

uncertainty (Garthwaite et al., 2005; Kadane and Wolfson,

Fig. 4 e aef. Histograms of the prediction of the number of Fundamental Intermittent Standard failures due to uncertainty in

soil moisture depth and particle size.

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 43902

1998; O’Hagan, 1998). During the case study described in this

paper several difficulties in the elicitation process were

encountered. The development of some empirically calibrated

quality equations incorporated in the sewer network model

used were not documented. Hence little expert knowledge

could be found on the development and original calibration of

themodel parameters and their probability distributions could

not be elicited or included in the sensitivity analysis. There

were also limitations in the sediment transport equations

incorporated in the sewer network model. Literature on sedi-

ment particle size in domestic waste water flow (e.g. Chebbo

et al., 1990; Verbanck et al., 1990; Wotherspoon, 1994) indi-

cates that the elicited probability distribution for domestic

waste water flow particle size is almost certainly too narrow.

However, a wider distribution could not be selected, as the

sediment transport equations are only validwithin a restricted

Table 4e Range of variation in the number of 6-h cyprinidFIS standard failures predicted when uncertainty in soilmoisture depth and particle size is taken into account,compared with the number of failures predicted with thebaseline model.

FISstandard

Range ofvariation

FIS standard forNH4þ

(return period)

Range ofvariation

DO 1-month

rp

�10% to þ4% 1-month �11% to þ3%

DO 3-month

rp

�8% to þ5% 3-month �12% to þ6%

DO 12-

month rp

�15% to þ19% 12-month �37% to þ12%

particle size/particle density combination range, an issue first

reported by Bouteligier et al. (2002). Another issue arose when

examining the soil moisture depths reported in Packman

(1990) with the modelling experts at the sewer operator. The

highest moisture depth value of 541 mm was met with

significant unease, and after discussion with the modelling

experts a narrower distribution was selected. It is difficult to

test the judgement of these experts as there is little reliable UK

urban soil moisture depth data. Based on the experience of

elicitation described in the literature, as well as the specific

issues encountered in this case study it was believed that the

widths of the elicited probability distributions derived for this

case study are under-estimates. The uncertainty ranges found

in the ICM water quality outputs are therefore expected to be

under-estimates, not only due to limitations in the elicitation

process, but also because they only account for uncertainty

traced back to the Infoworks CS model. Uncertainty related to

the rainfall generator, the hydrological rainfall runoff model

and the river pollutant transport and transformation model

have not been taken into account.

6. Conclusions

This study has identified and reviewed all the processes in the

sewer flow quantity and quality model component of an

integrated catchment modelling study. For these processes,

an elicitation process was used to estimate appropriate

probability distributions of model inputs and parameters to

quantify their uncertainty. This information was then used to

estimate the impact of these uncertainties on the levels of

uncertainty associated with the number of water quality

wat e r r e s e a r c h 4 4 ( 2 0 1 0 ) 3 8 9 3e3 9 0 4 3903

failures predicted when themethodwas applied to a small UK

catchment for which a purely deterministic ICM was already

available.

The following conclusions were drawn:

� Expert elicitation can be used to estimate the level of

uncertainty in model inputs and parameters for urban

drainage systems even when field data is limited.

� By combining descriptions of uncertainty from selected

model and input parameters an estimate of the uncertainty

in the predicted number of water quality failures can be

obtained in an ICM study.

� A Monte Carlo approach whereby ICM predictions are

interpolated from a response databases can be used to

reduce significantly computation times and so make the

estimation of the uncertainty in ICM predictions possible

when using complex deterministic models of real

catchments.

� The sensitivity and uncertainty analysis method described

in this paper can be readily adapted for use with other

complex deterministic commercial software packages used

to model aspects of real catchments in ICM studies.

� Analysis of the uncertainty levels associated with predicted

values can be used to optimise resources spent on data

collection and the implementation of any solution. It is

expected that the levels of uncertainty in ICM outputs found

in this study are under-estimates. This is because only the

uncertainty in the sewer networkmodel has been taken into

account, several model and input parameters could not be

elicited and some of the elicited probability distributions

were expected to be too narrow. With the levels of uncer-

tainty reported any solutions designed based on this

deterministic ICM are likely to be significantly over- or

under-dimensioned. This level of uncertainty therefore has

considerable significance in a time of increasing uncertainty

in external inputs such as rainfall and runoff and the ability

of receiving watercourses to assimilate polluting inputs due

to a changing climate.

Acknowledgement

This study has been funded by Yorkshire Water Services

(YWS) Ltd. The views expressed in this paper are, however,

not necessarily the views of YWS Ltd. The authors would like

to thank YWS Ltd. andMWHUK Ltd. and their staff for sharing

their experience and knowledge thereby providing valuable

input to this project.

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