1' United States Environmental Protection Agency Atmospheric Sciences Research ~^~ -\I Laboratory * tw -^ Research Triangle Park NC 27711 '/ F, \N Research and Development EPA/600/S3-86/036 Sept. 1986 &EPA Project Summary Applications of Decision Theory Techniques in Air Pollution Modeling Robert G. Lamb and Saroj K. Hati This study applies methods of opera- tions research to two basic areas of air pollution modeling: (1) the generation of wind fields for use in models of re- gional scale transport, diffusion and chemistry and (2) the application of models in studies of optimal pollution control strategies. The work is illus- trated in the context of a hypothetical problem in which optimal sites and emissions control plans are sought for two new power plants. The study ad- dresses all aspects of the problem start- ing with stochastic specification of the wind fields in the region of interest, proceeding to the development of sim- ple models that relate pollutant emis- sions to both short- and long-term aver- aged concentration, and concluding with the incorporation of game theory concepts into mathematical methods of finding optimum solutions to multi- objective problems. Five objectives are considered in this study: minimization of plant operating cost and minimiza- tion of given short-period maximum and long-period averaged concentra- tions of each of two pollutants. The op- timization procedure attempts to fulfill these objectives jointly while comply- ing with specified constraints on the overall system. This study emphasizes concepts and technique development rather than the solution of actual problems. This Project Summary was devel- oped by ERA's Atmospheric Sciences Research Laboratory, Research Triangle Park, NC, to announce key findings of the research project that is fully docu- mented in a separate report of the same title (see Project Report ordering infor- mation at back). Introduction This study applies methods of opera- tions research to two aspects of air pol- lution modeling: (1) the generation of wind fields for use in models of regional scale transport, diffusion and chemistry and (2) the application of diffusion mod- els in studies of optimal pollution con- trol strategies, particularly the siting of new industries. The first application represents an attempt to implement an idea developed by one of the authors (R. G. Lamb) in an earlier study of the formulation of wind fields for use in re- gional scale air pollution models. It was shown in that study that the physical laws of fluid motion and a set of discrete meteorological observations do not uniquely define the wind field. Rather they delineate an infinite set of func- tions any one of which is a possible de- scription of the atmospheric flow that existed during the period the observa- tions were made. This inherent uncer- tainty should be accounted for explicitly in air pollution model applications so that decision makers can use model out- puts properly. This study develops a technique that affects this type of model enhancement. Since models are used extensively to assess the effectiveness of proposed solutions to air quality problems, it would be advantageous to have a means by which a computer could work with models to find optimal solutions to given problems. Moreover, in the area of policy analysis, cost/benefit ratios ------- must often be estimated for a myriad of hypothetical policy options. For exam- ple, what is the cost of the additional emissions controls needed on a given source to achieve compliance with a given secondary standard; and how does this cost compare with that of the controls that one would find necessary were the cost and the degree of viola- tion of the secondary standard treated as objectives to be minimized jointly? Answering questions of this kind has not been practical heretofore because techniques have not been available for applying air pollution models to multi- criteria optimization problems. This study uses concepts of game theory to develop a technique of this kind. Ensembles of Wind Fields If the horizontal wind (u,v) in a shal- low layer of the atmosphere is repre- sented at any instant t, by a complex Fourier series containing 2(2M+1)2 am- plitudes, compatibility with the princi- ple of mass conservation reduces the number of independent amplitudes to 4M(M+1). In other words, the mathe- matical description of the entire wind field (u,v) in a given region at time t1; is represented by a single point in a 4M(M+1) dimensional phase space in which each coordinate axis is associ- ated with one of the independent Fourier amplitudes. If at time t1( one has J observations of the wind, say (uj, Vj), j = 1, . . J, made at arbitrary locations (*j, Vj) j = 1, . . .J, these define a hyper- plane of dimension 4M(M+1)-2J in the phase space. Each point on the hy- perplane is a possible description of the flow at time tj. We say that it is a possible description because it satisfies all observations ex- actly and it satisfies mass conservation. However, if the flow descriptions repre- sented by individual points on the hy- perplane were examined you would find that most of them are improbable flows in the sense that they contain fea- tures that are not normally observed in the atmosphere. For example, it is pos- sible for a flow field to contain an in- tense vortex between the wind observ- ing sites without violating either the velocities measured at the wind stations (Uj, Vj) or mass conservation. Thus we need a means of using addi- tional information, such as climatologi- cal data or empirical knowledge of at- mospheric motion, to diminish as much as possible the highly underdetermined nature of the flow specification. We pro- pose to achieve this by assigning to each of the possible flows a weight p, which we call a probability, whose value is a measure of how consistent that par- ticular flow is with additional informa- tion. The specific information that one choses to use and the manner in which the estimates of p are associated with it are purely subjective decisions that be- come an intrinsic part of the model in which the wind fields are ultimately used. One method of estimating the flow probabilities p, which is illustrated in the report, makes use of observed kinetic energy spectra. For example, aircraft measurements made in the upper tro- posphere indicate that both the u and v components have energy spectral den- sities that are proportional to the -5/3 power of the wave number for wave numbers | Ik | greater than about 5.10~5 rad rrr1, i.e., wave lengths smaller than about 500 km; and energy density pro- portional to |k|~3 for longer wave length perturbations. These observa- tions lead us to the hypothesis: The probability of occurrence of atmospheric flow field described by a given point on the hyper- plane is directly proportional to the degree to which the Fourier transform associated with that point satisfies the energy spectra characteristics cited above. Locating the points on the hyperplane that satisfy the energy conditions best is achieved by defining an optimization problem whose solutions are the flow fields we seek and applying methods of operations research to solve the prob- lems. The report describes this process in some detail, showing how nonlinear programming and related techniques can be used to generate a collection of points X,, i = 1,.. .I, from the flow field hyperplane. To each point x,, which represents a complete wind field de- scription, a probability p; is assigned whose value is determined by how well, relative to the other (1-1) members of the set, its energy spectrum conforms to the given specifications. The process just described yields an ensemble of I wind descriptions appli- cable to the single instant tv By repeat- ing the process for each of the N hours, say, that meteorological measurements are available in a given period T, we ob- tain N ensembles. By selecting one member from each ensemble, we can produce a sequence of functions to de- scribe the temporal evolution of the flow field. We assign probabilities to each of the IN possible sequences under the following hypothesis: The probability of a given se- quence of flow fields is directly proportional to the degree to which that sequence satisfies the principle of momentum conserva- tion. The report describes in detail how dy- namic programming and Bellman's principle of optimality can be used to implement this hypothesis. The final re- sult is a set of function sequences and their associated probability values that provide descriptions of the winds (u, v) over the given region during the period T. An air pollution model driven by each member of this set of flow descriptions in turn will produce an ensemble of con- centrations fields for each specified dis- tribution of species sources. The differ- ences that exist among the members of the concentration ensemble reflect the uncertainty created by our inability to specify atmospheric motion exactly. The underlying philosophy of the flow field ensemble approach is that this in- herent uncertainty should be dealt with explicitly in air pollution models for them to be used meaningfully in deci- sion making studies. Model Application and Game Theory Selecting sites for new industries that produce air pollutants is a task that re- quires crucial tradeoffs between capital and operating costs on the one hand and the requirement to satisfy air qual- ity standards on the other hand. Ideally, one would like to find plant locations where air quality standards can be met at minimal cost. In this study we focus on the problem of siting power plants, in which case the costs considered in- clude fuel cost, the cost of transporting fuel from given sources (such as coal mines) to the given plant sites and the cost of emissions controls (such as flue gas desulfurization and fly ash precipi- tation). Both primary and secondary air quality standards on one or more pollu- tants are considered. Optimal tradeoffs among the air quality and cost objec- tives are sought within the space of fea- sible solutions using concepts of coop- erative game theory. Game theory has been developed for both cooperative and noncooperative games. In the latter, each player acts in- dependently to maximize his own gain. In cooperative games, players form ------- coalitions under the expectation that working together each can achieve an outcome that is better than that achiev- able in fully competitive play. The meas- ure of success of cooperative play is embodied in the concept of pareto- optimality which involves a single ob- jective function constructed from the objectives of each player. This study uses these concepts to develop a gen- eral procedure for finding solutions to air quality problems that involve multi- ple objectives. The technique is demon- strated using a simple, hypothetical problem in which sites for two new power plants are sought that jointly minimize operating cost—fuel plus emissions controls—and peak and long-term averaged concentrations of two pollutants, a total of five objectives in all. Conclusions New methods have been developed for use in two areas of air pollution modeling: generation of wind fields for regional scale models, and applications of models in multi-criteria optimization studies. The first technique differs fun- damentally from existing methods in that it produces ensembles of flows rather than a single flow specification. In this regard it is consistent with the fact that physical laws and discrete me- teorological data do not uniquely specify the wind field. Moreover, it al- lows total use of meteorological obser- vations in contrast to the limited utiliza- tion that is achieved in applications where the bulk of the meteorological in- puts are generated by a meterological model. The newly developed method of treating multicriteria optimization prob- lems should enhance the value of air pollution models in cost/benefit, land use and other studies where one is in- terested in optimal tradeoffs among policy options. Although the method is quite general in its applicability, it can be expensive to operate, computation- ally, unless the air quality models are expressible in closed forms. ------- The EPA authors Robert G. Lamb and Saroj K. Hati are with the Atmospheric Sciences Research Laboratory. Research Triangle Park. NC 27711. The complete report, entitled "Applications of Decision Theory Techniques in Air Pollution Modeling." (Order No. PB 86-216 793/AS; Cost: $ 11.95. subject to change) will be available only from: National Technical Information Service 5285 Port Royal Road Springfield, VA 22161 Telephone: 703-487-4650 The EPA authors can be contacted at: Atmospheric Sciences Research Laboratory U.S. Environmental Protection Agency Research Triangle Park, NC27711 United States Environmental Protection Agency Center for Environmental Research Information Cincinnati OH 45268 Official Business Penalty for Private Use $300 EPA/600/S3-86/036 0000329 PS U S cNVIR PROTECTION AGENCY REGION 5 LI8RARY 230 S DEARBORN STREFT CHICAGO IL ------- |