Identifying parametric controls and dependencies in integrated assessment models using global sensitivity analysis

Integrated assessment models for climate change (IAMs) couple representations of economic and natural systems to identify and evaluate strategies for managing the effects of global climate change. In this study we subject three policy scenarios from the globally-aggregated Dynamic Integrated model of Climate and the Economy IAM to a comprehensive global sensitivity analysis using Sobol' variance decomposition. We focus on cost metrics representing diversions of economic resources from global world production. Our study illustrates how the sensitivity ranking of model parameters differs for alternative cost metrics, over time, and for different emission control strategies. This study contributes a comprehensive illustration of the negative consequences associated with using a priori expert elicitations to reduce the set of parameters analyzed in IAM uncertainty analysis. The results also provide a strong argument for conducting comprehensive model diagnostics for IAMs that explicitly account for the parameter interactions between the coupled natural and economic system components.

[1]  David W. Engel,et al.  Uncertainty in integrated assessment models: modeling with MiniCAM 1.0 , 1999 .

[2]  E. and,et al.  Integrated assessment models of global climate change , 1997 .

[3]  Chris E. Forest,et al.  Sensitivity of distributions of climate system properties to the surface temperature dataset , 2011 .

[4]  William A. Pizer,et al.  The optimal choice of climate change policy in the presence of uncertainty , 1999 .

[5]  I. Sobol,et al.  Sensitivity Measures, ANOVA-like Techniques and the Use of Bootstrap , 1997 .

[6]  Andrea Saltelli,et al.  An effective screening design for sensitivity analysis of large models , 2007, Environ. Model. Softw..

[7]  Max D. Morris,et al.  Factorial sampling plans for preliminary computational experiments , 1991 .

[8]  N. Stern The Economics of Climate Change: Implications of Climate Change for Development , 2007 .

[9]  L. Lamar,et al.  World Energy Statistics , 1994 .

[10]  Terry Andres Sampling methods and sensitivity analysis for large parameter sets , 1997 .

[11]  Klaus Keller,et al.  Uncertain climate thresholds and optimal economic growth , 2004 .

[12]  Tom M. L. Wigley,et al.  Emulating atmosphere-ocean and carbon cycle models with a simpler model, MAGICC6 – Part 2: Applications , 2011 .

[13]  S. Solomon The Physical Science Basis : Contribution of Working Group I to the Fourth Assessment Report of the Intergovernmental Panel on Climate Change , 2007 .

[14]  David McInerney,et al.  The dynamics of learning about a climate threshold , 2008 .

[15]  Andrea Saltelli,et al.  Sensitivity analysis didn't help. A practitioner's critique of the Stern review , 2010 .

[16]  Henry D. Jacoby,et al.  Integrated Global System Model for Climate Policy Assessment: Feedbacks and Sensitivity Studies , 1999 .

[17]  Stefano Tarantola,et al.  A General Probabilistic Framework for uncertainty and global sensitivity analysis of deterministic models: A hydrological case study , 2014, Environ. Model. Softw..

[18]  Anthony J. Jakeman,et al.  Ten iterative steps in development and evaluation of environmental models , 2006, Environ. Model. Softw..

[19]  I. Sobol Global Sensitivity Indices for Nonlinear Mathematical Models , 2004 .

[20]  Daniel J.A. Johansson,et al.  Temperature stabilization, ocean heat uptake and radiative forcing overshoot profiles , 2011 .

[21]  W. Nordhaus A Question of Balance: Weighing the Options on Global Warming Policies , 2008 .

[22]  F. Ackerman,et al.  Inside the integrated assessment models: Four issues in climate economics , 2009 .

[23]  M. Weitzman A Review of The Stern Review on the Economics of Climate Change , 2007 .

[24]  J. N.R. Jeffers Editorial: International Institute for Applied Systems Analysis (IIASA) , 1997 .

[25]  A. Saltelli,et al.  Making best use of model evaluations to compute sensitivity indices , 2002 .

[26]  L. Clarke,et al.  International climate policy architectures: Overview of the EMF 22 International Scenarios , 2009 .

[27]  Thomas Bruckner,et al.  Integrated Assessment of Long-term Climate Policies: Part 2 – Model Results and Uncertainty Analysis , 2003 .

[28]  Joseph G. Pigeon,et al.  Statistics for Experimenters: Design, Innovation and Discovery , 2006, Technometrics.

[29]  D. L. Kelly,et al.  Integrated Assessment Models For Climate Change Control∗ , 1998 .

[30]  Richard G. Newell,et al.  Modeling endogenous technological change for climate policy analysis , 2008 .

[31]  Clare M. Goodess,et al.  Representing Climate and Extreme Weather Events in Integrated Assessment Models: A Review of Existing Methods and Options for Development , 2003 .

[32]  W. Nordhaus Managing the Global Commons: The Economics of Climate Change , 1994 .

[33]  I. Grossmann Informing Decisions in a Changing Climate. By the National Research Council. Washington (DC): National Academies Press. $46.00 (paper). xi + 188 p.; no index. ISBN: 978‐0‐309‐13737‐9. 2009. , 2011 .

[34]  Marco Ratto,et al.  Global Sensitivity Analysis , 2008 .

[35]  Saltelli Andrea,et al.  Global Sensitivity Analysis: The Primer , 2008 .

[36]  Brian C. O'Neill,et al.  2020 emissions levels required to limit warming to below 2 °C , 2013 .

[37]  K. Calvin,et al.  The RCP greenhouse gas concentrations and their extensions from 1765 to 2300 , 2011 .

[38]  Socrates Kypreos,et al.  Stabilizing global temperature change below thresholds: Monte Carlo analyses with MERGE , 2008, Comput. Manag. Sci..

[39]  Emanuele Borgonovo,et al.  Uncertainty in Climate Change Modeling: Can Global Sensitivity Analysis Be of Help? , 2014, Risk analysis : an official publication of the Society for Risk Analysis.

[40]  I. Sobola,et al.  Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates , 2001 .

[41]  Anand Patwardhan,et al.  Assessing integrated assessments , 1996 .

[42]  Valeria Jana Schwanitz,et al.  Evaluating integrated assessment models of global climate change , 2013, Environ. Model. Softw..

[43]  Climate Stabilization Targets : Emissions , Concentrations , and Impacts over Decades to Millennia Committee on Stabilization Targets for Atmospheric Greenhouse Gas Concentrations ; National Research Council , 2011 .

[44]  Pierre Courtois,et al.  The status of integrated assessment in climatic policy making An overview of inconsistencies underlying response functions , 2004 .

[45]  Corinne Le Quéré,et al.  Climate Change 2013: The Physical Science Basis , 2013 .

[46]  Yuqiong Liu,et al.  Reconciling theory with observations: elements of a diagnostic approach to model evaluation , 2008 .

[47]  Emanuele Borgonovo,et al.  Global sensitivity measures from given data , 2013, Eur. J. Oper. Res..

[48]  H. Matthews,et al.  A climate sensitivity estimate using Bayesian fusion of instrumental observations and an Earth System model , 2012 .

[49]  Anthony J. Jakeman,et al.  Selecting among five common modelling approaches for integrated environmental assessment and management , 2013, Environ. Model. Softw..

[50]  J. S. Hunter,et al.  Statistics for Experimenters: Design, Innovation, and Discovery , 2006 .

[51]  S. Charnovitz,et al.  Trade and Climate Change: A Report by the United Nations Environment Programme and the World Trade Organization by UNEP and the WTO Geneva: WTO, 2009 , 2010 .

[52]  Thorsten Wagener,et al.  Evaluation of nine large‐scale hydrological models with respect to the seasonal runoff climatology in Europe , 2012 .

[53]  William D. Nordhaus,et al.  A Regional Dynamic General-Equilibrium Model of Alternative Climate-Change Strategies , 1996 .

[54]  John P. Weyant,et al.  A perspective on integrated assessment , 2009 .

[55]  Stephen C. Peck,et al.  CO2 emissions control : Comparing policy instruments , 1993 .

[56]  T. O'riordan,et al.  Climate Change 1995: Economic and Social Dimensions , 1997 .

[57]  D. McCollum,et al.  Probabilistic cost estimates for climate change mitigation , 2013, Nature.

[58]  Joeri Rogelj,et al.  Global warming under old and new scenarios using IPCC climate sensitivity range estimates , 2012 .

[59]  Sidney Addelman,et al.  trans-Dimethanolbis(1,1,1-trifluoro-5,5-dimethylhexane-2,4-dionato)zinc(II) , 2008, Acta crystallographica. Section E, Structure reports online.

[60]  P. Reed,et al.  Hydrology and Earth System Sciences Discussions Comparing Sensitivity Analysis Methods to Advance Lumped Watershed Model Identification and Evaluation , 2022 .

[61]  Peter J. Rayner,et al.  Uncertainty in temperature projections reduced using carbon cycle and climate observations , 2013 .

[62]  I. Sobol,et al.  Global sensitivity indices for nonlinear mathematical models. Review , 2005 .

[63]  I. Sobol On the distribution of points in a cube and the approximate evaluation of integrals , 1967 .

[64]  Manuel Lima,et al.  Visual Complexity: Mapping Patterns of Information , 2011 .

[65]  Frank Ackerman,et al.  Fat tails, exponents, extreme uncertainty: Simulating catastrophe in DICE , 2010 .

[66]  William D. Nordhaus,et al.  Economic aspects of global warming in a post-Copenhagen environment , 2010, Proceedings of the National Academy of Sciences.

[67]  Keywan Riahi,et al.  Emission pathways consistent with a 2 ◦ C global temperature limit , 2011 .

[68]  John P. Weyant,et al.  On the sources of technological change: What do the models assume , 2008 .

[69]  William D. Nordhaus,et al.  Warming the World: Economic Models of Global Warming , 2000 .

[70]  N. Stern What is the Economics of Climate Change , 2006 .

[71]  Chris E. Forest,et al.  Correction to “Sensitivity of distributions of climate system properties to the surface temperature data set” , 2013 .

[72]  Keywan Riahi,et al.  Bridging the Emissions Gap: A UNEP Synthesis Report , 2011 .

[73]  William D. Nordhaus,et al.  Rolling the ‘DICE’: an optimal transition path for controlling greenhouse gases , 1993 .

[74]  Klaus Keller,et al.  The regrets of procrastination in climate policy , 2007 .

[75]  Keywan Riahi,et al.  Emission pathways consistent with a 2[thinsp][deg]C global temperature limit , 2011 .

[76]  Vincent R. Gray Climate Change 2007: The Physical Science Basis Summary for Policymakers , 2007 .