Using an approximation of the three-point Gauss–Hermite quadrature
formula for model prediction and quantification of uncertainty
Jonathan Levy 7 Murray K. Clayton
Gordon Chesters
Abstract Computer models are commonly used by
regulators and managers to make predictions regarding
groundwater flow and contaminant concentrations at
various locations and times. However, the uncertainty
associated with those predictions is often overlooked,
despite the fact that an assessment of such uncertainty
is critical in the formulation of policy decisions. One
method of quantifying the uncertainty of model predic-
tions, based on the collective uncertainties of the model
parameter input values, is to use an approximation of
the three-point Gauss–Hermite quadrature formula.
The Gauss–Hermite approximation is a convenient
substitute for simple Monte Carlo sampling, because it
requires fewer model runs and provides an immediate
sensitivity analysis of parameter main effects and two-
way interactions. For example, a model with four pa-
rameters, each with its own associated uncertainty,
needs to be run only 33 times to complete the
Gauss–Hermite analysis. For an application to a con-
taminant-transport model, the Gauss–Hermite approxi-
mation compares well to the full method, with consid-
erable savings in computing effort. By comparison, La-
tin hypercube sampling can be more flexible, but it is
more complex to use in some circumstances and cannot
as easily generate the detailed sensitivity analysis that
the Gauss–Hermite approach offers.
Received, October 1997
Revised, August 1998
Accepted, August 1998
Jonathan Levy (Y)
Department of Geology, Miami University, Oxford, OH 45056,
USA
Fax: c1-513-529-1542
e-mail: levyj6muohio.edu
Murray K. Clayton
Departments of Statistics and Plant Pathology, University of
Wisconsin-Madison, Madison, WI 53706, USA
Gordon Chesters
Water Resources Center, University of Wisconsin-Madison,
Madison, WI 53706, USA
Hydrogeology Journal (1998) 6 : 457–468
Résumé Des modèles mathématiques sont couram-
ment utilisés par les gestionnaires pour effectuer des
prévisions concernant l’écoulement souterrain et les
concentrations de polluant en des points et des instants
variés. Cependant les incertitudes liées à ces prédic-
tions sont souvent négligées bien que l’hypothèse d’une
telle incertitude soit prise en compte dans la formula-
tion de la réglementation. Une méthode pour quanti-
fier l’incertitude sur les prédictions du modèle, basée
sur les incertitudes collectives sur les valeurs d’entrée
des paramètres du modèle, recourt à une approxima-
tion par la formule de quadrature de Gauss–Hermite.
L’approximation de Gauss–Hermite est un substitut ac-
ceptable d’un simple tirage de Monte Carlo, parce qu’il
nécessite de faire peu tourner le modèle et fournit une
analyse immédiate de sensibilité des effets principaux
des paramètres et des interactions deux à deux. Par
exemple, un modèle à quatre paramètres, avec une in-
certitude liée à chacun d’eux, doit tourner seulement 33
fois pour réaliser l’analyse de Gauss–Hermite. Pour
une application à un modèle de transport de polluant,
l’approximation de Gauss–Hermite soutient bien la
comparaison avec la méthode complète, tout en écono-
misant un temps de traitement considérable. Par com-
paraison, un échantillonnage hypercube peut être plus
souple, mais il est plus complexe à utiliser dans cer-
taines conditions et ne peut pas fournir aussi facilement
l’analyse de sensibilité détaillée que fournit l’approche
de Gauss–Hermite.
Resumen Los modelos numéricos son herramientas
habituales de gestión utilizadas para realizar predic-
ciones sobre la evolución en espacio y tiempo del flujo
de agua subterránea y la concentración de contami-
nantes. Sin embargo, la incertidumbre asociada a estas
predicciones suele pasarse por alto, a pesar de que una
evaluación de esta incertidumbre es crítica para la toma
de decisiones. Un método para cuantificar la incerti-
dumbre en las predicciones de los modelos numéricos,
basado en la incertidumbre asociada a los parámetros
de entrada al modelo, consiste en usar una aproxima-
ción de la fórmula de la cuadratura de Gauss–Hermite
de tres puntos. La aproximación de Gauss–Hermite es
un buen sustituto para las simulaciones de Monte Car-
lo, porque requiere un número menor de ejecuciones
del modelo y proporciona de manera inmediata un
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análisis de sensibilidad de cada parámetro y de sus in-
teracciones dos a dos. Por ejemplo, un modelo con cua-
tro parámetros, cada uno con una incertidumbre aso-
ciada, debe ejecutarse sólo un total de 33 veces para
completar un análisis de Gauss–Hermite. Para una apli-
cación de un modelo de transporte de contaminantes,
la aproximación de Gauss–Hermite da resultados com-
parables con los del método habitual, con una reduc-
ción considerable en tiempo de ordenador. Como com-
paración, la simulación por Hipercubo Latino puede
ser más flexible, pero en muchos casos su uso es más
complejo y no puede generar de manera tan simple un
análisis de sensibilidad tan detallado como el que el
método de Gauss–Hermite permite.
Key words contamination 7 groundwater statistics 7
numerical modeling 7 statistical modeling
Introduction
Many models are available to simulate the transport
and fate of groundwater contaminants and to make
predictions regarding contaminant concentrations at
various locations and times. Predicted answers to mod-
eling questions can be obtained using the best estimates
of model input-parameter values and running the mod-
el once. Missing from such an analysis is a measure of
the uncertainty of the model predictions needed to
make intelligent policy decisions. Assuming that the
proper model is employed with appropriate boundary
conditions, the uncertainty of the model predictions
stems primarily from the uncertainty of the model in-
put-parameter values.
Numerous methods for assessing model uncertainty
have been described in the past. Notable among these
are simple Monte Carlo random sampling, stratified
sampling, response surface methods, differential meth-
ods, and variants of Latin hypercube sampling. A com-
parison of some of these approaches is in McKay et al.
(1979) and Iman and Helton (1988). In this paper, an
alternative approach is presented based on the work of
Raftery and Zeh (1993), who discuss the use of the
Gauss–Hermite three-point quadrature formula in the
context of estimating the bowhead whale population
off Point Barrow, Alaska. The Gauss–Hermite approach
is described, expanding on the prescription provided
by Raftery and Zeh (1993). Also presented are simplifi-
cations that facilitate future applications of the method.
A method is outlined for applying the Gauss–Hermite
results in a detailed sensitivity analysis, and example
model predictions are given with associated uncertain-
ties and sensitivities to model parameters. For the ex-
ample predictions, the full and approximate
Gauss–Hermite methods are compared to demonstrate
the accuracy of the approximation. Estimating parame-
ter probability-density functions is an important part of
the Gauss–Hermite method. Therefore, three basic
Hydrogeology Journal (1998) 6 : 457–468
methods are demonstrated for estimating these func-
tions for the model parameters used in the example.
Latin hypercube sampling and the Gauss–Hermite
approach have potential advantages over the other
methods listed above. They are easily applied and allow
for the possibility of making relatively few model runs
while permitting uncertainty and sensitivity analyses
and examination of interactions. The advantages and
disadvantages of both methods are described. In some
circumstances, the Gauss–Hermite approach has some
particular strengths that are explored.
Analysis of Prediction Uncertainty
The Gauss–Hermite approach stems from Bayesian
methodology (Press 1989), whose concepts are briefly
reviewed here. The fundamental notion of the Bayesian
approach is that parameters and model predictions are
uncertain, and this uncertainty can be characterized for
each quantity by a probability density function (PDF).
Assuming that the PDFs are Gaussian, they can be
completely described by their expected values and var-
iances. Suppose g(u) represents a model function de-
pendent on the single parameter u and that values of u
are determined by collection and analysis of field and/
or laboratory data. The expected value of a model pre-
diction, given the data, is defined as
E [g(u)Fdata]p# g(u) f (uFdata) du (1)
where f (uFdata) represents the PDF of the model pa-
rameter given the data. The prediction variance is de-
fined as
Var [g(u)Fdata]p# g(u) 2f (uFdata) duP(E [g(u)Fdata]) 2
(2)
In a formal Bayesian approach, f(uFdata) is a poste-
rior PDF of the model parameter that depends on in-
formation prior to the experiment and on the distribu-
tion of collected data. The formal tool for calculating
the posterior PDF is Bayes’ rule (Press 1989). Woodbu-
ry and Sudicky (1992), for example, use Monte Carlo
integration to apply this formal rule in their inverse sto-
chastic simulation of plume migration at the Borden
tracer test site in Ontario, Canada. The Monte Carlo
approach to Eq. (1), for example, approximates the in-
tegral with
1 N
A g(ui) (3)
N ip1
where the ui are randomly sampled values from
f(uFdata). The approach used here differs from that of
Woodbury and Sudicky (1992) by the use of two simpli-
fications. The first is to sidestep the formal use of
Bayes’ rule and instead assume that the estimates of pa-
rameter values derived from the literature can be used
to approximate posterior distributions. This is similar
to the approach of Raftery and Zeh (1993) before ap-
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plying the Gauss–Hermite method. The second simpli-
fication is to approximate the integrals in Eqs. (1) and
(2) using the three-point Gauss–Hermite quadrature
formula (Raftery and Zeh 1993; Smith et al. 1985). In
the Gauss–Hermite method, the integral is approxi-
mated by carefully selecting specific ui values from
f(uFdata) and taking an appropriately weighted sum of
the model results using those values. The Gauss–Her-
mite approach to approximating the integrals can rep-
resent a substantial saving over simple Monte Carlo
random sampling, which typically requires hundreds to
thousands of simulations. In a later section, the
Gauss–Hermite approach is compared to other meth-
ods of assessing uncertainty. The following presenta-
tion of the Gauss–Hermite approximation is expanded
and simplified compared to the presentation in Raftery
and Zeh (1993).
If u represents a single parameter, the Gauss–Her-
mite formula is
1 and
E [g(u)Fdata]p# g(u) f (uFdata) du ; g(u1)
6 3
2 1
c g(u2) c g(u3) (4)
3 6
where u1, u2, and u3 are the 0.042, 0.5, and 0.958 quan-
tiles of f(uFdata). The Gauss–Hermite formula is exact
if f(uFdata) is equal to a normal density function and
g(u) is a polynomial of degree^5; the error will be
small if g(u) can be well approximated by a polynomial
of degree^5 (Smith et al. 1985). With only one model
parameter, the Gauss–Hermite method requires only
three model runs to estimate the expected value of the
model prediction. Similarly, estimating variance re-
quires only three model runs:
1 2 1
Var [g(u)Fdata] ; g(u1) 2 c g(u2) 2 c g(u3) 2
6 3 6 rameter main effects and all possible parameter interac-
3 4
2
1 2 1 tions. To reduce the number of total model runs, Rafte-
P g(u1) c g(u2) c g(u3) (5)
6 3 6 ry and Zeh (1993) assume that g(u) can be approxi-
In the case of two parameters, u and ø,
E [g(u)Fdata]p# g(u, f) f (uFdata) f (fFdata) du df (6)
which is evaluated using all nine possible combinations
of the three specific quantile values and the appropriate
coefficients:
E [g(u)Fdata]
1 1 1 2 1 1
; 7 g(u1, f1) c 7 g(u1, f2) c 7 g(u1, f3)
6 6 6 3 6 6
2 1 2 2 2 1
c 7 g(u2, f1) c 7 g(u2, f2) c 7 g(u2, f3) (7)
3 6 3 3 3 6
1 1 1 2 1 1
c 7 g(u3, f1) c 7 g(u3, f2) c 7 g(u3, f3)
6 6 6 3 6 6
where the parameter subscripts 1, 2, and 3 refer to the
0.042, 0.5, and 0.958 quantiles, respectively. Eq. (7) can
be written more simply as
Hydrogeology Journal (1998) 6 : 457–468
459
3 3
E [g(u)Fdata] ; A A wi wj g(ui, fj) (8)
ip1 jp1
where w1pw3p1/6, w2p2/3. The variance is calculated
similarly by summing the weighted squares of the mod-
el run results and subtracting the square of the ex-
pected value.
For the general case of N parameters, using the no-
tation of Raftery and Zeh (1993), let u represent the set
of all the model parameters with uijk...n indicating the
quantile level assigned to the individual parameters; n
applies to the N th parameter. For example, u122...3 repre-
sents the first parameter at the 0.042 quantile, the sec-
ond and third parameters at the 0.5 quantile, and so on
up to the N th parameter at the 0.958 quantile. For the
case of N parameters
3
E [g(u)Fdata] ; A wi wj wk ... wn g(ui,j,k ... n) (9)
i,j,k, ... np1
Var [g(u)Fdata] ; A wi wj wk ... wn g(ui,j,k ... n) 2
i,j,k, ... np1
P(E [g(u)Fdata]) 2 (10)
Calculation of the expected value and variance re-
quires 3 N model runs. With more than four model pa-
rameters, application of Eqs. (9) and (10) may be com-
putationally demanding because of the time needed to
perform each model run.
To save this considerable effort, Raftery and Zeh
(1993) adopt a further simplification. In their treat-
ment, running the model at the three quantile values of
a parameter is akin to investigating the effect of that
parameter by considering model runs at the low, mean,
and high values. For more than one parameter, running
the model at all quantile combinations investigates pa-
mated by a linear model consisting of the “grand
mean,” and only the “main effects” and the “two-way
interactions” of the parameters.
To exemplify the approximation of the Gauss–Her-
mite method and explain these terms, the case of three
parameters is presented. Using the notation of Raftery
and Zeh (1993), let gijk equal g(uijk) and let u be the
“grand mean” equal to g222, i.e., g evaluated with all the
parameters at the 0.5 quantile value. The main effect
of, for example, the first parameter at the i th level is
u1(i)pgi22–u, i.e., the model result with the first parame-
ter at the i th level (ip1, 2, or 3) and the other parame-
ters at the 0.5 quantile level minus the grand mean. The
main effect of the second parameter at the j th level is
u2(j)pg2j2–u. Two-way interactions are represented by u
terms with two subscripts. For example, the two-way in-
teraction of the first and second parameters at the i th
and j th levels, respectively, is u12(ij)pgij2–u1(i)–u2(j)–u.
The two-way interaction of the first and third parame-
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ters at the i and k values, respectively, is
u13(ik)pgi2k–u1(i)–u3(k)–u. The model result for any par-
ticular combination of levels for the three parameters
can be approximated by the sum of the grand mean, the
main effects and the two-way interactions (Raftery and
Zeh 1993):
gijk;ucu1(i)cu2(j)cu3(k)cu12(ij)cu13(ik)cu23(jk) (11)
Interactions of higher order than two are ignored
because they are likely to be small and have low
weights in Eq. (9) (Raftery and Zeh 1993). The simpli-
fication inherent in the approximation becomes appar-
ent when Eq. (11) is expanded and simplified to show
that gijk can be expressed as the sum of other model
results:
gijk;g222c(gi22Pg222)c(g2j2Pg222)c(g22kPg222)
cgij2P(gi22Pg222)P(g2j2Pg222)Pg222
cgi2kP(gi22Pg222)P(g22kPg222)Pg222 (12)
cg2jkP(g2j2Pg222)P(g22kPg222)Pg222
pg222Pgi22Pg2j2Pg22kcgij2cgi2kcg2jk
The implication of Eq. (12) is that model results
such as g111 or g333 can each be approximated from sev-
en other model results and do not themselves require a
separate simulation.
By substituting Eq. (11) into Eq. (9), the expected
value of the model function can be calculated by per-
forming the sums in Eq. (9) on each of the terms from
the right-hand side of Eq. (11). Because
w1cw2cw3p1, the substitution of Eq. (11) into
Eq. (9) can be simplified. For example:
3
A wi wj wk upu (13)
i,j,kp1
and:
3 3
A wi wj wk u1(i)p A wi u1(i) (14)
i,j,kp1 ip1
For all the terms in Eq. (11), Eq. (9) simplifies to:
3 3 3
E [g(u)Fdata];uc A wi u1(i)c A wj u2(j)c A wk u3(k)
ip1 jp1 kp1
3 3 3 a pair at the 0.042 and 0.958 quantiles. For N parame-
c A wi wj u12(ij)c A wi wk u13(ik)c A wj wk u23(jk) (15)
i,jp1 i,kp1 j,kp1
Eq. (15) represents the approximation of the
Gauss–Hermite method for three parameters and re-
quires fewer model runs than the full method in
Eq. (9). The full Gauss–Hermite approach would re-
quire 27 model runs to account for all possible combi-
nations of parameters at the three quantile levels. The
approximation requires only those 19 model runs that
are components of the grand mean (g222), the main ef-
fects (additionally g122, g322, g212, g232, g221, and g223) and
the two-way interactions (additionally g112, g312, g132,
g332, g121, g321, g123, g323, g211, g231, g213, g233).
Each term in Eq. (15) is expanded and the equation
is simplified, as was done in Eq. (12), so that the ex-
Hydrogeology Journal (1998) 6 : 457–468
pected value can be expressed as a weighted average of
the results from each of the 19 required model runs:
1 1 1 1
E [g(u)Fdata] ; g222 c g122 c g322 c g212
3 18 18 18
1 1 1
c g232 c g221 c g223
18 18 18
1 1 1 1
c g112 c g312 c g132 c g332
36 36 36 36
1 1 1 1
c g121 c g321 c g123 c g323
36 36 36 36
1 1 1 1
c g211 c g231 c g213 c g233 (16)
36 36 36 36
and the weights sum to 1. The variance can once again
be expressed as the weighted sum of the squares of the
model run results represented in Eq. (16) minus the
square of the expected value. Note that model runs rep-
resented in Eq. (16) with equal numbers of parameters
at the 0.5 quantile level (i.e., i, j or kp2) have equal
weights: all runs with exactly 2 parameters not at the
0.5 quantile level have weights of 1/36; runs with exact-
ly one parameter not at the 0.5 quantile level have
weights of 1/18; the only run with all three parameters
at the 0.5 quantile level (the grand mean) has a weight
of 1/3.
For one or two parameters, the application of the
Gauss–Hermite approximation is exactly equal to the
application of the full Gauss–Hermite formulas in
Eqs. (9) and (10), because there are no interactions of
order three or higher; there is, therefore, no benefit to
the approximation. As the number of parameters in-
creases above two, the savings in required model runs
offered by approximating the Gauss–Hermite formula
increase dramatically. For N parameters, one run is re-
quired for the grand mean and 2N additional runs are
required for the main effects, i.e., each parameter eval-
uated at the 0.042 and 0.958 quantiles. (Each parameter
evaluated at the 0.5 quantile has already been made in
the model run for the grand mean.) For the two-way
interactions, four additional runs are required for each
pair of parameters, i.e., evaluation of each parameter in
ters, there are N(N–1)/2 pairs to consider requiring
2 N(N–1) two-way interaction runs in all. The total
number of required model runs for N parameters is
1c2N 2. In Table 1, the savings in required model runs
with increasing numbers of parameters is shown.
As was done for the case of three parameters, apply-
ing the Gauss–Hermite approximation to any number
of parameters can be simplified algebraically by ex-
pressing the expected value and the variance in terms
of the weighted sums of the model predictions from
each of the required model runs rather than the
weighted sums of the main effects and interactions. For
a given number of model parameters, the weight of a
specific model run depends on the number of parame-
ter values that are not at the 0.5 quantile level. Herein,
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Table 1 Number of model runs required for the Gauss–Hermite sults. The variance is calculated by applying the same
full method and approximation procedure to the squares of the model-run results and
Number of Required number of model runs then subtracting the square of the expected value.
parameters
Full Gauss– Gauss–Hermite
Hermite approximation Application to MT3D Simulations
1 3 3
2 9 9 The use of the Gauss–Hermite approximation method
3 27 19 is illustrated with an example application to predictions
4 81 33 made using the three-dimensional, solute-transport
5 243 51 model MT3D (Zheng 1990). The predictions were part
6 729 73
7 2 187 99 of a more extensive field and modeling study of atra-
8 6 561 129 zine transport and fate in groundwater beneath agricul-
9 19 683 163 tural fields in south-central Wisconsin, USA, presented
10 59 049 201 in a companion paper (Levy et al. 1998). In this section,
a portion of that work is described to illustrate applica-
tion of the Gauss–Hermite approximation method with
emphasis on selecting the necessary parameter quantile
the algebraic simplifications and the appropriate values.
weights have been performed for up to ten parameters,
and these are presented in Table 2. The “class” of a
model run referred to in Table 2 is defined by the num- Description of Field Study
ber of parameter values not equal to the 0.5 quantile. The field study, described in detail in Levy et al. (1998),
The only class-0 run is the grand mean. Main effects was conducted on a 4.1-km 2 area near Waunakee, Wis-
involve class-0 and class-1 runs; two-way interactions consin, USA, to evaluate the sources and distribution
involve all three classes. For a given number of model of atrazine and its metabolites in a shallow sandy-till
parameters, the number of required runs falling into aquifer overlying a Cambrian sandstone aquifer from
each class is shown in Table 2. The total number of which area residents get their drinking water. Due to
model runs for a given number of parameters equals the greater hydraulic conductivity of the sandstone,
the number of runs shown in Table 1. For example, for vertical groundwater flow dominates in the till.
three parameters, there are 1, 6, and 12 model runs that Throughout most of the study area, groundwater flows
are of class-0, class-1, and class-2, respectively (Ta- mainly downward until reaching the sandstone, at
ble 2), totaling 19 runs (Table 1). Equation (16) demon- which time it joins the regional flow toward the south-
strates the application of Table 2 to the case of three east. The long-term impact of atrazine use on ground-
parameters. Note also from Table 2 that, for a given water quality was evaluated at the field scale. For such
number of parameters, the sum of all the weights multi- an assessment, three-dimensional modeling is necessary
plied by the number of associated runs equals 1. to incorporate the spatial variability of depth to bed-
To evaluate the expected value of a model predic- rock and the vertical flow regime in the till, and to
tion using the Gauss–Hermite approximation, one account for the hydrologic effects of local surface-water
needs only to multiply each required model-run result bodies. A groundwater-flow model was constructed us-
by the appropriate weight in Table 2 and sum the re- ing MODFLOW (McDonald and Harbaugh 1984) and

Table 2 Weights for each class of model run given the number of model parameters

Number of Model-run class: no. of parameter values ( 0.5 quantile level

Parameters
Class 0 Class 1 Class 2

Weight No. of runs Weight No. of runs Weight No. of runs

1 2/3 1 1/6 2 Not applicable

2 4/9 1 1/9 4 1/36 4
3 1/3 1 1/18 6 1/36 12
4 1/3 1 0 8 1/36 24
5 4/9 1 P1/18 10 1/36 40
6 2/3 1 P1/9 12 1/36 60
7 1 1 P1/6 14 1/36 84
8 13/9 1 P2/9 16 1/36 112
9 2 1 P5/18 18 1/36 144
10 8/3 1 P1/3 20 1/36 180

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462
available hydrogeologic information (Levy 1993).
Chemical and transport parameter values were esti-
mated, as described below, and used with the calibrated
groundwater flow model in solute-transport simulations
using MT3D (Zheng 1990) to make predictions regard-
ing long-term atrazine fate in the groundwater system.
The Gauss–Hermite approach was used to assess the
uncertainty of the model predictions.
Description of MT3D
MT3D is a modular computer model that uses a mixed
Eulerian–Lagrangian approach to the solution of the
three-dimensional advection–dispersion equation
(Zheng 1990):
iC i iC i
R
it
p
ixi 1 Dij
ixj2P
ixi
(ni C)
qs rb
c CsPl1 CPl2 C̄ (17)
u u
where C is the dissolved contaminant concentration
(ML –3) in groundwater; C̄ is the sorbed contaminant
concentration (MM –1); t is time (T); xi is the distance
along the respective Cartesian coordinate axis (L); Dij
is the hydrodynamic dispersion coefficient (L 2T –1); vi is
the linear pore-water velocity (LT –1); qs is the volumet-
ric flux of water per unit volume representing sources
or sinks (T –1); Cs is the concentration of the sources or
sinks (ML –3); u is the porosity of the medium (dimen-
sionless); rb is the bulk density of the medium (ML –3);
and l1 and l2 are the first-order degradation rate con-
stants of the dissolved and sorbed phases, respectively
(T –1). R is the retardation factor (dimensionless) that
depends on the assumed sorption isotherm. For this
study, a Freundlich isotherm was used based on its abil-
ity to fit herbicide sorption data (Wauchope and Kos-
kinen 1983), and therefore
rb
Rp1 c a Kf C aP1 (18)
u The PDF for Kf is based on a multiple regression
where Kf is the Freundlich constant (L 3 aM –a) and a is
the Freundlich exponent (dimensionless). Both Kf and
a are empirical curve-fitting constants (Zheng 1990),
whose units have no physical meaning. The modular
structure of MT3D is similar to that of MODFLOW,
with separate packages for simulating advection, dis-
persion, sources and sinks, and chemical reactions.
MT3D can use the finite-difference grid and simulated
flow field (in this case a steady-state flow field) from a
MODFLOW simulation. The velocity term in MT3D is
calculated based on the input hydraulic conductivities
and output hydraulic gradients from the MODFLOW
simulation. MT3D calculates the hydrodynamic disper-
sion tensor based on groundwater velocities and esti-
mates of longitudinal (aL) and transverse (aT) disper-
sivities and the molecular diffusion coefficient.
Hydrogeology Journal (1998) 6 : 457–468
Parameter Value and PDF Estimation
Seven MT3D parameters were included in the
Gauss–Hermite analysis: Kf, a, l1, l2, aL, the ratio of
longitudinal to transverse dispersivity (aL: aT), and u.
The aquifer is assumed to be homogeneous with re-
spect to these parameters. Groundwater velocities were
calculated from hydraulic conductivities and hydraulic
gradients from the MODFLOW solution. Selection of
those values and calibration of the MODFLOW model
are described in Levy (1993). The aquifer was assumed
to be isotropic in the horizontal direction, thereby re-
quiring only one longitudinal:transverse dispersivity ra-
tio. Because the dominant flow direction in the till is
vertical, the assumption of isotropy in the orthogonal,
horizontal directions is reasonable.
For each of the seven parameters, a PDF is defined
that depends on the parameter-estimate uncertainty
based on a mean (the 0.5 quantile value) and an appro-
priate 95% confidence interval (CI). Knowing the 95%
CI of a normal distribution then allows computation of
the 0.042 and 0.958 quantile values. The extreme values
of the 95% CI are 1.96 standard deviations from the
mean value, whereas the 0.042 and 0.958 quantiles are
approximately 1.73 standard deviations from the mean.
Therefore, the differences between the mean and the
limits of the 95% CI are multiplied by 1.73/1.96. The
0.042 and 0.958 quantile values are obtained by sub-
tracting and adding the adjusted differences from and
to the mean, respectively. Three methods are shown for
determining PDFs and the appropriate quantile values.
The method applied depends on the way in which the
parameters values are estimated: regression models,
used with parameters Kf and aL; a simple collection of
values from either literature or field data, used with a
and aL: aT; or an estimate of a probable range in lieu of
other information, used with u, l1, and l2. The 0.042,
0.5, and 0.958 quantile values for the seven transport
parameters involved in the MT3D Gauss–Hermite
analysis are summarized in Table 3.
analysis of literature data. A complete list of the 35 ref-
erences used for the regression analysis is given in Levy
(1993). The dependence of the reported sorption coeffi-
cients on soil and aquifer characteristics was examined
using multiple linear and log-transformed linear regres-
sion models with the computer software package Mini-
tab (Ryan et al. 1985). Using a stepwise method (Chat-
terjee and Price 1977), a regression model was chosen
in which Kf depended on pH and percent organic mat-
ter and clay content. The site characteristics from this
study were used to estimate the Kf value (Levy and
Chesters 1995). The regression-model estimate repre-
sents the mean of the Kf PDF.
The uncertainty in the regression model estimate
stems from the uncertainty of the regression model and
the uncertainty of the site characteristics used in the re-
gression model. Both sources of uncertainty were incor-
porated in the design of the MT3D-parameter PDF.
For a given set of site characteristics, Minitab calculates
Q Springer-Verlag

Table 3 Summary of parame-
Parameter Units
ter quantile values used in the
MT3D/Gauss–Hermite analy-
sis
Kf mL g P1 (with ap1)
a Unitless
aL m 0.19
aL : aT Unitless
u Unitless
l1 d P1
l2 d P1
the regression estimate and the 95% CI associated with
that estimate, quantifying the uncertainty associated
with the regression model itself. The site-characteristic
value estimates are themselves uncertain and are based
on field measurements. The site-characteristic value un-
certainty was combined with the regression-model un-
certainty by using the CI extreme values of each site
characteristic to generate the widest possible range of
plausible estimates. For example, in the regression
model for the Kf of atrazine, Kf depends on three site
characteristics: pH, organic-matter (OM) content, and
clay content of the medium. Based on field measure-
ments, OM and clay contents and pH have 95% CIs of
0.17–0.21%, 7.3–9.3%, and 7.14–7.32, respectively.
Their average values of 0.19%, 8.3%, and 7.23 produce
an estimated Kf of 0.37 mL g –1 with a 95% CI of
0.054–0.68 mL g –1. (For unit consistency during the re-
gression analysis, it was assumed that the Freundlich
exponent, a, equals 1.) Using the 95% CIs of the site
characteristics, the lowest Kf value plausible with the
regression model is with 0.17% OM, 7.3% clay, and a
pH of 7.32. These values produce a mean estimate of
0.30 with a 95% CI of –0.026 (assumedp0 because Kf
cannot be negative) to 0.63 mL g –1. The highest plausi-
ble Kf estimate is with 0.21% OM, 9.3% clay, and a pH
of 7.14, which produces a mean estimate of 0.44 mL g –1
and a 95% CI of 0.13–0.74 mL g –1. The final PDF for Kf
was constructed using the mean site-characteristic val-
ues, which yield a mean Kf of 0.37, and the extreme val-
ues of the site-characteristic 95% CIs, which produce
an assumed 95% CI of 0–0.74 mL g –1. This final PDF
reflects the total uncertainty associated with Kf. As
mentioned, the 0.042 and 0.958 quantile values are de-
termined using the 95% CI extremes. The 0.042 quan-
tile valuep0.37–(1.73/1.96)(0.37–0)p0.043 mL g –1; the
0.958 quantile value p 0.37c(1.73/1.96)(0.74–0.37) p
0.69 mL g –1 (Table 3). The method chosen for estima-
tion of the Kf PDF is conservative and results in a wider
PDF than may result using other methods. Although
more complex methods could be applied for estimating
the PDF, the procedure presented here is a simple one
that ensures that the uncertainty associated with Kf will
not be underestimated.
Because no significant regression model was found
that relates the Freundlich exponent, a, to sorbent char-
acteristics, its PDF estimation was based on the mean
and 95% CI of values from 15 investigations; see Levy
Hydrogeology Journal (1998) 6 : 457–468
463
Quantile value
0.042 0.5 0.958
0.043 0.37 0.69
0.87 0.89 0.92
1.4 9.8
4.0 8.0 16
0.088 0.15 0.21
8.5!10 P5 3.5!10 P4 1.4!10 P3
8.5!10 P5 3.5!10 P4 1.4!10 P3
(1993) for a complete list. For 43 mineral soils with clay
contents ~27%, the mean Freundlich exponent is 0.894
with a 95% CI of 0.865–0.922. The 0.042 and 0.958
quantile values of this PDF are 0.868 and 0.920, respec-
tively.
The PDF for aL was designed similarly to that for
Kf. The regression model was developed on the basis of
the collection of literature values in Gelhar et al.
(1992), using only those they considered to be of high
and moderate reliability. In this regression model, the
logarithm of aL depends on the porosity of the medium
and the logarithm of the scale of the experiment. Based
on the uncertainty of the regression model and the in-
put-parameter values, a PDF was calculated (Table 3).
Several dispersivity studies summarized by Gelhar et
al. (1992) provide estimates of transverse horizontal
and transverse vertical dispersivity along with longitu-
dinal (in these cases horizontal) dispersivity. Bedding is
minimal or nonexistent in the Horicon till; flow is pre-
dominantly vertical and isotropy in the horizontal di-
rection was assumed. Therefore, the appropriate esti-
mate of transverse dispersivity was made from the ra-
tios of longitudinal-to-horizontal transverse dispersivi-
ties provided by Gelhar et al. (1992). The mean and
95% CI of ten such estimates of high or intermediate
reliability, as defined by Gelhar et al. (1992), were used
to determine the PDF of aL: aT. Because the reported
ratios are approximately log-normally distributed, the
PDF was based on the log-transformed values (Ta-
ble 3).
Pumping-test data were used to calculate the specific
yield of the aquifer (Levy 1993) and based on that esti-
mate, u was assumed to be 0.15 with a plausible range
subjectively judged to be 0.07–0.25. In lieu of other in-
formation, that range was assumed to be the 95% CI,
leading to a PDF estimation with 0.042 and 0.958 quan-
tile values of 0.088 and 0.21.
The parameter values with the most associated un-
certainty are dissolved- and sorbed-phase atrazine de-
gradation rates (l1 and l2). Mean values are based on
calibration of the one-dimensional transport model
presented by Levy and Chesters (1995). Because little
information exists with which to assign a CI, it was as-
sumed that the calibrated pseudo-first-order degrada-
tion rates of 0.00035 d –1 (corresponding to half-lives of
2000 d) are good to within one-half an order of magni-
tude. The corresponding 95% CI would be based on a
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log-normal distribution with a standard deviation of
0.821. The resulting 0.042 and 0.958 quantile values are
0.0000846 and 0.00145 d –1, corresponding to half-lives
of 8200 and 480 d (Table 3).
The coefficient of molecular diffusion was estimated
to be 1!10 –5 cm 2 s –1 (Freeze and Cherry 1979) but was
not included in the Gauss–Hermite analysis because
the effect of diffusion was negligible compared to me-
chanical dispersion. Bulk density of the till was esti-
mated to be 1.6 g cm –3 (Foth 1984) but was not in-
cluded in the Gauss–Hermite analysis because its range
of plausible values was small.
MT3D Simulation Scenario
The objective of the MT3D modeling was to simulate
atrazine movement and fate within an area of focus giv-
en various contamination scenarios described in Levy
et al. (1998). To demonstrate the Gauss–Hermite ap-
proach, only two of those predictions and their uncer-
tainties are presented here. The predictions are based
on a nonpoint-source contamination scenario in which
leachate with an atrazine concentration of 3.0 mg L –1
continually reaches the water table for a period of
35 yr. This scenario is simulated by adding a constant
source term to the uppermost model layer. The predic-
tion exemplified is the expected 35-yr concentration in
the location with the maximum simulated concentra-
tion. The model has six layers; throughout most of the
study area, Layers 1 to 3 represent the Horicon till,
whereas Layers 4 to 6 represent Cambrian sandstone.
Presented here are the concentration predictions for
the shallowest model layer (Layer 1, 0–3.1 m below the
water table) and the layer corresponding to the upper-
most bedrock layer throughout most of the area of fo-
cus (Layer 4, 17.8–26 m below the water table).
Model Predictions: Expected Values, Variances, and Grand
Means
The approximation of the Gauss–Hermite method was
applied to MT3D model predictions using the quantile
values presented in Table 3. Estimating the expected
values and variances of the MT3D predictions requires
99 model runs when seven parameters are involved
(Table 1). Example results are presented in Table 4.
The “grand mean” results (i.e., the conventional deter-
ministic prediction based on the best parameter-value
estimates) are included for comparison.
Table 4 Prediction of the maximum atrazine concentrations at two depths given nonpoint-source contamination
Prediction Expected value Variance
(mg L –1) (mg L –1) 2
Layer 1 1.68 2.93!10 –1
Layer 4 0.188 1.12!10 –1
a
Negative concentrations were replaced by 0 mg L –1
Hydrogeology Journal (1998) 6 : 457–468
Assuming that the model predictions approximate
normal distributions, 95% CIs can be estimated. The
95% CI for the Layer 1 prediction is quite large, reflect-
ing the large uncertainty in the parameter input values.
The large 95% CI for the maximum Layer 1 concentra-
tion covers the majority of the possible range of con-
centrations. However, the 95% CI for the Layer-4 pre-
diction is narrower. In Layer 4 and below, concentra-
tions are unlikely ever to exceed 0.9 mg L –1, no matter
how enduring the contamination.
Sensitivity Analysis
A benefit of the Gauss–Hermite procedure is that the
sensitivity of model predictions to the parameters is
easily quantified. A method for such an analysis is pre-
sented here. The measure of sensitivity applies not to
an arbitrary percent change in parameter value, but to
the parameter PDF as defined by the 0.042 and 0.958
quantile values. Also quantifiable is a measure of the
interactive effects of any two parameters. In some
cases, a single parameter may not have a large impact
on model predictions, but its interaction with another
parameter may be dramatic. Quantifying the two-way
interactions is difficult using a deterministic, simple
Monte Carlo or Latin hypercube sampling modeling
approach. This difficulty is elaborated further in a later
section.
Prediction sensitivity to model parameters and pa-
rameter-pair interactions is quantified using the defini-
tions of parameter main effects and interactions pre-
sented above. For example, the main effect of the first
of seven parameters at the i th level is u1(i)pgi222222–u,
where u is the grand mean. To evaluate the total main
effect of the first parameter throughout its PDF, this
quantity is evaluated by summing the component main
effects at the 0.042, 0.5, and 0.958 quantile values. The
main effect at the 0.5 quantile value is always 0. Be-
cause the sign of each component main effect is not rel-
evant in assessing sensitivity, the sum of squares is
used. The sum-of-squares main effect (SSME) is de-
fined as the sum of the squares of the 0.042 and 0.958
quantile components, so for the M th model parameter
SSME of M th parameter p u 2M(1)cu 2M(3) (19)
where uM(1) and uM(3) are the 0.042 and 0.958 quantile
component main effects. To compare the relative sensi-
tivity of various predictions to the model parameters,
2!Standard error 95% confidence Grand mean
(mg L –1) interval (mg L –1) (mg L –1)
1.08 0.601–2.77 1.75
0.670 0–0.857 a 0.0518
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the quantity derived in Eq. (19) is standardized by tak- Table 5 Sensitivity of maximum concentration predictions to
ing the square root and dividing by the expected value single parameters
of the prediction. Layer 1 Layer 4
As defined above, two-way interactions are the
model predictions minus the individual main effects Parameter Standardized Parameter Standardized
minus the grand mean. For example, the interaction be- SSME SSME
tween the first two of seven parameters, both at level 1 l2 8.2!10 –1 Kf 4.9
(the 0.042 quantile value) is Kf 7.5!10 –1 l2 1.2
aL 3.0!10 –1 aL 2.2!10 –1
u12(11)pg1122222Pu1(1)Pu2(1)Pu (20) l1 1.7!10 –1 a 1.5!10 –1
a 1.1!10 –1 l1 8.4!10 –2
which simplifies to: u 3.8!10 –2 u 2.3!10 –2
aL : aT 2.4!10 –2 aL : aT 9.5!10 –3
u12(11)pg1122222Pg1222222Pg2122222cu (21)
For evaluation of the complete interactive effect of
the first two parameters, the value in Eq. (21) is one of rate is low. Similarly, when sorption is low, dispersivity
nine components representing all combinations of the plays a relatively minor role.
three quantile values [i.e., (11), (12), (13), (21), (22),
etc.]. All components with combinations involving the
second quantile level equal 0, leaving four components:
(11), (13), (31), and (33). As in the case of the SSME,
Comparison of the Full and Approximate
the sum-of-squares two-way interactions (SSTWI) are
Gauss–Hermite Analyses
evaluated by taking the sum of the squares of the indi- As in Raftery and Zeh (1993), one of the simplifica-
vidual components. For the first two parameters, the tions made in this study was to ignore all interactions of
SSTWI is: order three or higher. The effect of higher-order inter-
SSTWI 1,2p(g1122222Pg1222222Pg2122222cu) 2 actions on expected values and variances was assumed
c(g1322222Pg1222222Pg2322222cu) 2 to be negligible, because the interactions are likely to
c(g3122222Pg3222222Pg2122222cu) 2 be small and their weights are small in Eqs. (9) and
c(g3322222Pg3222222Pg2322222cu) 2 (22) (10). A limited test of this assumption was performed
using the case of three parameters. With three parame-
Again, this quantity is standardized by taking its ters (in this case, Kf, l2, and a), the full Gauss–Hermite
square root and dividing by the expected value of the analysis, Eqs. (9) and (10), requires only eight addition-
prediction. al runs over the approximation, Eq. (15); these eight
runs are part of the three-way interactions. In each ad-
ditional run, all three parameters involved are at either
Application of the Gauss–Hermite Sensitivity Analysis to the 0.042 or 0.958 quantile levels. For this test, 96 con-
the MT3D Simulations centration predictions were made spanning four hori-
The model sensitivity was evaluated to single or paired zontal locations, four layers, and six times assuming one
parameters using Eqs. (19) and (22) for various model scenario; assuming a second scenario, 30 concentration
predictions. Table 5 presents the standardized SSME predictions were made spanning five locations and six
for the two model predictions presented in Table 4. In times. For the 96 predictions, the expected values and
general, model predictions are most sensitive to Kf and
l2. Generally, the parameters with the third and fourth
largest SSME are l1 and aL. A more complete sensitiv-
Table 6 Sensitivity of maximum concentration predictions to pa-
ity analysis for many model predictions and their rela- rameter-pair interactions
tionship to simulated time is discussed in Levy et al.
(1998). Layer 1 Layer 4
With seven model parameters, 21 possible parame-
Parameter Standardized Parameter Standardized
ter pairs and associated SSTWI exist for every model pair SSTWI pair SSTWI
prediction. Table 6 presents the 10 largest interactions
for the predictions presented in Table 4. The most Kf, a 6.8!10 –1 Kf, l1 5.8
prominent interactions are between Kf and l2, Kf and Kf, l2 4.8!10 –1 Kf, a 4.9
aL : aT, u 3.2!10 –1 Kf, l2 4.8
l1, l1 and l2, and Kf and a. The relative importance of Kf, l 3.0!10 –1 Kf, u 2.2
the degradation rate of a phase depends on how much l 2, a L 2.8!10 –1 l 1, l 2 9.0!10 –1
compound is sorbed and how much is dissolved, which l 2, l 1 2.2!10 –1 l 2, a L 7.8!10 –1
explains the strong interactions between sorption and Kf, aL 1.6!10 –1 a, l2 6.4!10 –1
degradation. The interaction between degradation rates Kf, u 7.8!10 –2 Kf, aL 5.7!10 –1
l 1, u 7.7!10 –2 l 2, u 4.1!10 –1
arises because the dissolved-phase degradation rate is aL, u 6.8!10 –2 aL : aT, u 2.2!10 –1
only important when the sorbed-phase degradation

Hydrogeology Journal (1998) 6 : 457–468 Q Springer-Verlag

466
variances of the full and approximate analyses were
nearly identical. The ratios of approximate:full analysis
expected values range from 0.957–1.007 and average
0.985. Ratios for the variances range from 0.967–1.02
and average 0.995. For the second scenario, expected
value ratios range from 0.997–1.006 and average 1.000.
Variance ratios range from 0.996–1.017 and average
1.005. Based on this analysis, for the case of three pa-
rameters, third-order interactions can safely be ignore.
This example lends credence to the suggestion by Raf-
tery and Zeh (1993) that for simulations involving more
than three parameters, interactions of order higher
than two can be neglected.
Qualitative Comparison of the Gauss–Hermite
Method and Latin Hypercube Sampling
Many other approaches toward quantifying model-
prediction uncertainty have been investigated (e.g.,
McKay et al. 1979; Iman and Helton 1988). Latin hy-
percube sampling offers advantages over other com-
monly used techniques because it requires fewer runs
and is therefore more efficient than simple random
(Monte Carlo) sampling (Iman and Helton 1988). For
monotonic functions, it has the added advantage of im-
proving the estimates of the mean and population dis-
tribution function over those from simple random sam-
pling (McKay et al. 1979). Its probabilistic quality
makes it easy to estimate a prediction variance, and its
ease of use, flexibility, and applicability to many types
of models makes it a better choice in most circum-
stances than response surface replacement or differen-
tial analysis (Iman and Helton 1988). The Gauss–Her-
mite approximation shares many of the advantages of
Latin hypercube sampling over other methods. There-
fore, a qualitative comparison was made of Latin hy-
percube sampling and the Gauss–Hermite approxima-
tion in order to help determine under what circum-
stances each method should be used.
As with the Gauss–Hermite approximation, the first
step in Latin hypercube sampling, originally proposed
by McKay et al. (1979), is to assign PDFs to the input
parameters. The plausible range of each parameter is
then divided into N equally probable intervals. For
each parameter, values are randomly chosen from with-
in each of the N intervals, based on the PDF of the pa-
rameter within the interval. At this point, each parame-
ter is represented by N values. N model runs are made
using random combinations of the chosen parameter
values. Each value is used in exactly one model run.
The number of runs (and intervals) required for an ad-
equate characterization of the model output PDF is de-
termined subjectively by the user. As in the simple
Monte Carlo method, numerous runs are made using
random combinations of randomly chosen parameter
values. Unlike simple random sampling, both Latin hy-
percube sampling and the Gauss–Hermite approach en-
sure full coverage for each input parameter over its
Hydrogeology Journal (1998) 6 : 457–468
range of plausible input values, although they do not
necessarily ensure even coverage over the whole space
of input-parameter combinations. With Latin hyper-
cube sampling, once the N values are selected, for k pa-
rameters, there are (N!) k–1 possible realizations, each
of which may yield a different estimate of the mean and
variance. The variation of the estimates made from Lat-
in hypercube sampling is generally less than, and the
stability of the estimates generally more than, those
generated with simple random sampling (Iman and
Helton 1988). The approach used in the Gauss–Her-
mite approximation method, however, is fundamentally
different from and somewhat less complex than Latin
hypercube sampling. The chosen parameter values are
not random, but are theoretically determined, and only
three values are required per parameter. The absence
of random selection in the Gauss–Hermite method
means that there is no random variation in the resulting
estimates.
A further consequence of Latin hypercube sam-
pling, as for simple random sampling, is that it is possi-
ble to induce undesired pairwise correlations between
input parameters. Again, because the Gauss–Hermite
approach does not depend on random sampling, unde-
sired correlations in the input parameters are not a con-
cern. The undesired correlations in Latin hypercube
sampling are less likely to occur if N is large; however,
increasing N reduces the efficiency of the method. Al-
ternatively, a computer program is available that avoids
the problem by implementing a method based on rank
correlations to restrict the possible pairings (Iman and
Conover 1982). This procedure represents a layer of
complication that is not required in the Gauss–Hermite
approach.
Although the Gauss–Hermite method is simpler to
implement than Latin hypercube sampling, it can be
somewhat less flexible. In the Gauss–Hermite ap-
proach, the parameter distributions must be equal to a
normal density function. Whether or not this constraint
represents a problem in practice depends on the appli-
cation. In many cases, such a distribution assumption
may be perfectly adequate. However, no such restric-
tions apply to Latin hypercube sampling. All that is re-
quired is that the distributions be defined so that inter-
vals of equal probability can be determined. In fact, by
adjusting the weights associated with Latin hypercube
inputs, the effect of different probability distribution
assumptions can be tested without additional computer
runs (Iman and Conover 1980). The results of the N
model runs can be plotted as a cumulative density func-
tion. The final result of the Gauss–Hermite method, on
the other hand, is a mean and variance representing a
complete characterization of the output if the data are
normally distributed.
The number of runs used in Latin hypercube sam-
pling should be based on the model complexity and the
number of parameters in the analysis (Iman and Con-
over 1980). Iman and Helton (1988) used Latin hyper-
cube sampling on a model of radionuclide movement
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that involved 20 parameters and observed that the re-
sults with Np50 compared well with results using sim-
ple random sampling with Np500; Helton et al. (1993)
investigated a model with 45 parameters using Latin
hypercube sampling with Np60; McWilliams (1987)
applied Latin hypercube sampling with Np25 to a con-
taminant transport model with 10 parameters. These
disparate examples demonstrate that it is hard to gener-
alize about the number of runs required for good char-
acterization of the output distribution. However, based
on the studies cited, even for complex models with 20
variables or more, a sample size of 100 may be suffi-
cient. When Iman and Conover (1980) investigated the
effect of sample size on the estimated output distribu-
tion of the Network Flow and Radionuclide Transport
model (Campbell et al. 1981), they used seven input
variables in their analysis and concluded that N had to
be at least 100 to sufficiently estimate the empirical out-
put distribution that was generated using Np1000.
Generally speaking, for models involving eight or more
input parameters, Latin hypercube sampling may rep-
resent a savings of computer runs when compared to
the Gauss–Hermite approximation. For seven or fewer
variables, the Gauss–Hermite approach generally re-
quires fewer model runs and has other properties that
make it appealing.
Perhaps the greatest advantage of the Gauss–Her-
mite method over Latin hypercube sampling is the ease
of performing a sensitivity analysis that includes quan-
tification of not only parameter main effects, but also
two-way parameter interactions, as described earlier.
The easily-standardized magnitudes of the main effects
and interactions are calculated based on linear combi-
nations of specific model runs. No additional analyses
are required. In contrast, sensitivity analyses for Latin
hypercube sampling are achieved either graphically
(which are only qualitative), by regression analysis
(Helton 1993; Iman and Helton 1988; McWilliams
1987) or partial rank correlation coefficients (McKay et
al. 1979). Typically, forward selection (or stepwise re-
gression) (Chatterjee and Price 1977; McWilliams 1987)
is used to rank the parameters in order of their effects
on the output variability. The effects can be quantified
by comparing the partial R 2 values for the various pa-
rameters (McWilliams 1987). Inherent in such an ap-
proach are assumptions about the linearity of model-
output response to changes in input-parameter values.
Such assumptions result in some loss in flexibility of the
Latin hypercube sampling approach. Interaction effects
can be explored with a regression analysis that includes
terms representing the products of the two parameters
in question (Chatterjee and Price 1977). However, giv-
en the number of possible interactions, including such
terms in a stepwise regression analysis can be unwieldy.
In addition, with Latin hypercube sampling, there is no
guarantee that model runs are made that will adequate-
ly characterize interactive effects. The more model runs
used, the greater is the chance of capturing interactive
effects. The Gauss–Hermite approach guarantees that
Hydrogeology Journal (1998) 6 : 457–468
467
two-way interactions are completely characterized and
offers an easily applied method of quantifying interac-
tive effects and comparing them to the main effects.
Summary and Conclusions
The uncertainty of model predictions resulting from
uncertainty in the input-parameter values can be quan-
tified using the approximation of the Gauss–Hermite
method of Raftery and Zeh (1993). This method re-
quires the determination of probability density func-
tions (PDFs) for each input parameter and uses the
PDFs to determine the mean and variance of the out-
put predictions. The approach is essentially Bayesian, in
which the parameter PDFs represent the posterior
PDFs based theoretically on field and laboratory data
and prior information. In this approach, some simplifi-
cations and assumptions are made to allow approxima-
tion of the required integrals. The first is to estimate
the parameter PDFs based on literature values, regres-
sion analyses, or previous modeling, and to consider
the parameter PDFs to be posterior PDFs, based on the
analyses and vague prior information. The second sim-
plification is to use the Gauss–Hermite approach to
evaluate the integral, providing an exact solution as-
suming that the parameter PDFs are equal to normal
density functions. The third simplification is to approxi-
mate the Gauss–Hermite solution ignoring parameter
interactions of order three and higher. To apply the
method, specific model simulations are run and sum-
med with appropriate weights. Provided herein are the
types of runs and weights that are appropriate to use
given any number of model parameters between one
and ten. For quantifying uncertainty, the approxima-
tion of the Gauss–Hermite method represents a signifi-
cant computational saving over such alternatives as a
simple Monte Carlo approach and can more easily pro-
vide sensitivity and interaction information than Latin
hypercube sampling. In one example, for the case of
three parameters, the approximation was quite accurate
compared to the full method.
To illustrate the method, the Gauss–Hermite analy-
sis was performed on simulations of three-dimensional
atrazine transport within an area of focus using MT3D
(Zheng 1990). The uncertainty of the model predictions
mostly stems from the uncertainty associated with the
sorption coefficient and sorbed-phase degradation rate.
The resulting 95% CIs for concentration predictions in
shallow groundwater are quite large indicating, for ex-
ample, that, given long-term recharge entering the sys-
tem at 3.0 mg L –1 atrazine, maximum concentrations
within 3.1 m of the water table are not likely to exceed
2.9 mg L –1. Deeper concentration predictions have
smaller 95% CIs; for example, concentrations 1 17.8 m
below the water table are unlikely to exceed 0.9 mg L –1
given the nonpoint-source contamination scenario.
The closest competitor to the Gauss–Hermite ap-
proach is probably Latin hypercube sampling. In some
Q Springer-Verlag
468
circumstances, when more than seven model parame-
ters are involved, Latin hypercube sampling may re-
quire fewer runs than the Gauss–Hermite approach.
Alternatively, when seven or fewer parameters are in-
volved, the Gauss–Hermite method can represent a
computational savings. Latin hypercube sampling is
more flexible in that it puts no requirements on the
type of distribution the parameter values follow. With
greater flexibility, however, comes greater complexity.
Perhaps the biggest advantage of the Gauss–Hermite
approach over Latin hypercube sampling is that the
Gauss–Hermite approach provides a simple method of
quantifying prediction sensitivity to the parameter
PDFs and their interactions. Both Latin hypercube
sampling and the Gauss–Hermite approach to uncer-
tainty analysis ensure full coverage of the ranges of the
input values and do so with considerably fewer runs
than are required with simple Monte Carlo sampling.
Although both methods have their strengths and weak-
nesses, the purpose here is to bring forward the
Gauss–Hermite approach as one with various appealing
properties.
Acknowledgments These investigations were supported in part
by grants from the University of Wisconsin-System, the Wiscon-
sin Departments of Agriculture, Trade and Consumer Protection,
and of Natural Resources; and by the US Geological Survey. Sin-
cerest appreciation is extended to Daniel P. Gustafson and Harry
W. Read for atrazine-residue determinations and their help in the
collection of hydrogeologic field data.
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