Trimming a Hazard Logic Tree with a New Model-Order-Reduction Technique

Keith Porter, Edward Field, & Kevin Milner

Published August 2017, SCEC Contribution #7145

The size of the logic tree within the Uniform California Earthquake Rupture Forecast Version 3, Time-Dependent (UCERF3-TD) model poses a challenge to risk analyses of large portfolios. An insurer or catastrophe risk modeler concerned with losses to a portfolio of California assets might have to evaluate a portfolio 57,600 times to estimate risk in light of the entire possibility space of hazard. Which branches of the UCERF3-TD logic tree matter most, and which can be ignored? We employed two model-order-reduction techniques to find a subset of UCERF3-TD parameters that must vary and fixed baseline values for the remainder such that the reduced-order model produces approximately the same distribution of loss that the original model does. The two techniques are (1) a tornado-diagram approach we employed previously for UCERF2, and (2) an apparently novel probabilistic sensitivity approach that appears better suited to functions of nominal random variables. The new approach produces a smaller reduced-order model with only 60 leaves. Results can be used to reduce computational effort in loss analyses by several orders of magnitude.

Key Words
earthquake rupture forecast; tree trimming; model order reduction

Porter, K., Field, E., & Milner, K. (2017). Trimming a Hazard Logic Tree with a New Model-Order-Reduction Technique. Earthquake Spectra, 33(3), 857-874. doi: 10.1193/092616EQS158M.

Related Projects & Working Groups
2014 SCEC Proposal Trimming of the UCERF 3 Logic Tree with Portfolio Loss Exceedance Curves