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tools for scalable and non-intrusive parameter estimation, uncertainty analysis and sensitivity analysis

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PEST++

Tools for non-intrusive and scalable parameter estimation and uncertainty quantification

PEST++ is a software suite aimed at supporting complex numerical models in the decision-support context. Much focus has been devoted to supporting environmental models (groundwater, surface water, etc) but these tools are readily applicable to any computer model.




Travis Status Appveyor status

Documentation

The lastest PEST++ manual is available here. Direct zip download here

Links to latest binaries

Compiling

The master branch includes a Visual Studio 2017 project, as well as makefiles for linux and mac. The suite has been succcessfully compiled with gcc (g++ and gfortran) 4,5,6 and 7 on ubuntu, fedora, centos, and on slurm/MPI clusters - to use gcc, you must C++11 support (if using gcc 4, only gcc4.9 has this) and you need to have both lapack and blas libraries available in the path. Then, in the src directory:

>>>make clean

>>>STATIC=no make install

this should put the compiled binaries in the bin/linux directory. See the .travis.yml file for an example

Overview

The PEST++ software suite includes several stand-alone tools for model-independent (non-intrusive) computer model parameter estimation and uncertainty analysis. Codes include:

  • pestpp-glm: deterministic GLM parameter estimation using "on-the-fly" subspace reparameterization, effectively reproducing the SVD-Assist methodology of PEST without any user intervention and FOSM-based parameter and (optional) forecast uncertainty estimation with support for generating posterior parameter realizations.

  • pestpp-sen: Global sensitivity analysis using either Morris or Sobol

  • pestpp-swp: a generic parallel run utility driven by a CSV file of parameter values

  • pestpp-opt: chance-constrainted linear programming

  • pestpp-ies: iterative ensemble smoother implementation of GLM (based on the work Chen and Oliver 2013) with support for generic localization (local analysis and/or covariance localization)

All members of the software suite can be compiled for PC, MAC, or Linux and have several run managers to support parallelization. precompiled binaries are available in the "bin" folder. Windows users with older OS versions should use the bin/iwin binaries (starting "i", compiled with intel C++) to avoid the dreaded MSVC missing runtime DLL issue

PEST++ References:

White, J. T., 2018, A model-independent iterative ensemble smoother for efficient history-matching and uncertainty quantification in very high dimensions. Environmental Modelling & Software. 109. 10.1016/j.envsoft.2018.06.009. http://dx.doi.org/10.1016/j.envsoft.2018.06.009.

White, J. T., Fienen, M. N., Barlow, P. M., and Welter, D.E., 2017, A tool for efficient, model-independent management optimization under uncertainty. Environmental Modeling and Software. http://dx.doi.org/10.1016/j.envsoft.2017.11.019.

Welter, D.E., White, J.T., Hunt, R.J., and Doherty, J.E., 2015, Approaches in highly parameterized inversion— PEST++ Version 3, a Parameter ESTimation and uncertainty analysis software suite optimized for large environmental models: U.S. Geological Survey Techniques and Methods, book 7, chap. C12, 54 p., http://dx.doi.org/10.3133/tm7C12.

Welter, D.E., Doherty, J.E., Hunt, R.J., Muffels, C.T., Tonkin, M.J., and Schreüder, W.A., 2012, Approaches in highly parameterized inversion—PEST++, a Parameter ESTimation code optimized for large environmental models: U.S. Geological Survey Techniques and Methods, book 7, section C5, 47 p., available only at http://pubs.usgs.gov/tm/tm7c5.

Related Links:

Testing

The benchmarks folder contains a simple worked example that is used for basic CI testing. Many full-worked test problems of varying problem sizes are now located in separate repos:

Dependencies

Much work has been done to avoid additional external dependencies in PEST++. As currently designed, the project is fully self-contained and statically linked. lapack and blas are also required - these are included with the intel fortran compiler; those using gcc will need to have these libraries available.

optional ++ arguments

please see the PEST++ version 4 manual in the documentation directory for a current and complete description of all ++ options

USGS disclaimer

This software has been approved for release by the U.S. Geological Survey (USGS). Although the software has been subjected to rigorous review, the USGS reserves the right to update the software as needed pursuant to further analysis and review. No warranty, expressed or implied, is made by the USGS or the U.S. Government as to the functionality of the software and related material nor shall the fact of release constitute any such warranty. Furthermore, the software is released on condition that neither the USGS nor the U.S. Government shall be held liable for any damages resulting from its authorized or unauthorized use

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