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At least 217 records · Page 12

PyApprox: A software package for sensitivity analysis, Bayesian inference, optimal experimental design, and multi-fidelity uncertainty quantification and surrogate modeling

PyApprox is a Python-based one-stop-shop for probabilistic analysis of numerical models such as those used in the earth, environmental and engineering sciences. Easy to use and extendable tools are provided for constructing surrogates, sensitivity analysis, Bayesian inference, experimental design, and forward uncertainty quantification. The algorithms implemented represent a wide range of methods for model analysis developed over the past two decades, including recent advances in multi-fidelity approaches that use multiple model discretizations and/or simplified physics to significantly reduce the computational cost of various types of analyses. An extensive set of Benchmarks from the literature is also provided to facilitate the easy comparison of new or existing algorithms for a wide range of model analyses. Here, this paper introduces PyApprox and its various features, and presents results demonstrating the utility of PyApprox on a benchmark problem modeling the advection of a tracer in groundwater.

54 ENVIRONMENTAL SCIENCES↗

Explainable machine learning model for multi-step forecasting of reservoir inflow with uncertainty quantification

We propose an explainable machine learning (ML) model with uncertainty quantification (UQ) to improve multi-step reservoir inflow forecasting. Traditional ML methods have challenges in forecasting inflows multiple days ahead, and lack explainability and UQ. To address these limitations, we introduce an encoder–decoder long short-term memory (ED-LSTM) network for multi-step forecasting, employ the SHapley Additive exPlanation (SHAP) technique for understanding the influence of hydrometeorological factors on inflow prediction, and develop a novel UQ method for prediction trustworthiness. We apply these methods to forecast 7-day inflow in snow-dominant and rain-driven reservoirs. The results demonstrate the effectiveness of the ED-LSTM model, with high forecasting accuracy for short lead times. Our UQ method provides reliable uncertainty estimates, covering 90% of data with a 90% confidence level. The SHAP analysis reveals the importance of historical inflow and precipitation as influential factors. These findings and methods may support reservoir operators in optimizing water resources management decisions.

54 ENVIRONMENTAL SCIENCES↗

Uncertainty quantification of the convolutional neural networks on permeability estimation from micro-CT scanned sandstone and carbonate rock images

Rock permeability is one of the most crucial properties affecting subsurface fluid flow behaviors. To accurately and robustly estimate the permeability, Digital Rock Physics, including micro-CT scanning technology and direct flow simulations on scanned images, has prevailed in recent years. Besides, machine learning techniques such as convolutional neural networks (CNNs) have been widely adopted and achieved success in permeability estimations directly from rock images. However, existing ML methods used for permeability estimation from rock images lack uncertainty quantification that causes unreliable predictions and overconfident estimations on out-of-distribution (OOD) samples. Here, in this work, we propose a PI3NN-CNN framework to address this problem. PI3NN-CNN consists of a CNN model for absolute permeability estimation and a PI3NN method to quantify the estimation uncertainty. It is able to quantify the uncertainty for in-distribution (InD) data with a desired confidence level, and identify OOD samples to avoid overconfident predictions. We demonstrate the method using micro-CT scanned images from two sandstone and two carbonate rocks. We found that PI3NN-CNN generates accurate predictions for InD samples, while producing high-quality prediction uncertainties regardless of the prediction accuracy. Meanwhile, PI3NN-CNN identifies OOD samples using its special network initialization scheme. The unique feature of PI3NN-CNN makes it applicable to more complex real-world image-based data for robust learning and predictions without overconfident estimations when the ground-truth information is unavailable.

58 GEOSCIENCES↗

On the quantification and efficient propagation of imprecise probabilities with copula dependence

This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be mutually independent or correlated by a multivariate Gaussian distribution. However, this subjective assumption may introduce bias in the response estimate if the real dependence structure deviates from this assumption. In this work, we overcome this limitation by introducing a flexible copula dependence model to capture complex dependencies. Here, a hierarchical Bayesian multimodel approach is proposed to quantify uncertainty in dependence model-form and model parameters that result from small data sets. This approach begins by identifying, through Bayesian multimodel inference, a set of candidate marginal models and their corresponding model probabilities, and then estimating the uncertainty in the copula-based dependence structure, which is conditional on the marginals and their parameters. The overall uncertainties integrating marginals and copulas are probabilistically represented by an ensemble of multivariate candidate densities. A novel importance sampling reweighting approach is proposed to efficiently propagate the overall uncertainties through a computational model. Through an example studying the influence of constituent properties on the out-of-plane properties of transversely isotropic E-glass fiber composites, we show that the composite property with copula-based dependence model converges to the true estimate as data set size increases, while an independence or arbitrary Gaussian correlation assumption leads to a biased estimate.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Hierarchical Bayesian modeling for Inverse Uncertainty Quantification of system thermal-hydraulics code using critical flow experimental data

The best estimate plus uncertainty methodology in nuclear system thermal-hydraulic studies necessitates a comprehensive understanding of uncertainties in system code predictions. The forward uncertainty quantification (UQ) process involves the propagation of input uncertainties through the computational models to obtain uncertainties in the outputs. To this end, achieving an accurate estimation of input uncertainties is important, which is the focus of inverse UQ (IUQ). Traditionally, research in Bayesian IUQ within the nuclear engineering domain has largely relied on single-level Bayesian inference. While being effective for relatively small datasets, this approach encounters limitations for cases with large datasets. The use of a single-level model may prove inefficient, as the resultant posterior distributions can significantly differ when distinct subsets of data are employed. To address this issue, we employ an hierarchical Bayesian model for IUQ. Furthermore, this approach involves organizing observations into different groups based on the test conditions, thereby accommodating varying calibration parameters across these distinct groups. In this study, we developed and implemented a hierarchical Bayesian IUQ method to consider the grouping effect of critical flow measurement data from various geometries. Comparing the outcomes of IUQ under different selections of test data using hierarchical Bayesian IUQ against those obtained from single-level Bayesian IUQ, the forward propagation of hierarchical Bayesian IUQ results demonstrates a notably improved agreement with the experimental data.

42 ENGINEERING↗

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.

42 ENGINEERING↗

Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗

Polynomial chaos expansions on principal geodesic Grassmannian submanifolds for surrogate modeling and uncertainty quantification

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a set of low-dimensional (latent) descriptors that efficiently parameterize the response of the high-dimensional computational model. To this end, we employ Principal Geodesic Analysis on the Grassmann manifold of the response to identify a set of disjoint principal geodesic submanifolds, of possibly different dimension, that captures the variation in the data. Since operations on the Grassmann require the data to be concentrated, we propose an adaptive algorithm based on Riemannian K-means and the minimization of the sample Fréchet variance on the Grassmann manifold to identify “local” principal geodesic submanifolds that represent different system behavior across the parameter space. Polynomial chaos expansion is then used to construct a mapping between the random input parameters and the projection of the response on these local principal geodesic submanifolds. Here, the method is demonstrated on four test cases, a toy-example that involves points on a hypersphere, a Lotka-Volterra dynamical system, a continuous-flow stirred-tank chemical reactor system, and a two-dimensional Rayleigh-Bénard convection problem.

42 ENGINEERING↗

Democratizing uncertainty quantification

Uncertainty Quantification (UQ) is vital to safety-critical model-based analyses, but the widespread adoption of sophisticated UQ methods is limited by technical complexity. In this paper, we introduce UM-Bridge (the UQ and Modeling Bridge), a high-level abstraction and software protocol that facilitates universal interoperability of UQ software with simulation codes. It breaks down the technical complexity of advanced UQ applications and enables separation of concerns between experts. UM-Bridge democratizes UQ by allowing effective interdisciplinary collaboration, accelerating the development of advanced UQ methods, and making it easy to perform UQ analyses from prototype to High Performance Computing (HPC) scale. In addition, we present a library of ready-to-run UQ benchmark problems, all easily accessible through UM-Bridge. These benchmarks support UQ methodology research, enabling reproducible performance comparisons. We demonstrate UM-Bridge with several scientific applications, harnessing HPC resources even using UQ codes not designed with HPC support.

Benchmarks↗

Multi-head physics-informed neural networks for learning functional priors and uncertainty quantification

In numerous applications, the integration of prior knowledge and historical information is essential, particularly for tasks requiring the solution of ordinary or partial differential equations (ODEs/PDEs) in data-sparse or noisy environments. For instance, achieving accurate solutions to time-dependent PDEs with limited initial condition measurements necessitates an effective strategy for embedding prior knowledge. Hard-parameter sharing architectures in neural networks (NNs) have demonstrated success in both traditional and scientific machine learning domains, facilitating the learning of informative representations. Here, in this study, we introduce a novel, yet efficient, method to enhance physics-informed neural networks (PINNs) by incorporating a multi-head structure that enables the learning of functional priors from both empirical data and governing physical laws. This prior information can then be used to address data sparsity and high-level noise in solving ODE/PDE problems with uncertainty quantification (UQ). The approach, termed Multi-Head PINN (MH-PINN), consists of a shared body NN and multiple head NNs, each corresponding to an individual PINN instance. Our framework for functional prior learning is carried out in two stages: (1) training the MH-PINNs to develop a shared body NN alongside multiple head NNs, and (2) employing these trained head NNs to estimate a prior distribution through a normalizing flow-based density estimator. The learned functional prior can then be applied as a regularization mechanism in deterministic contexts or as an informative prior within a Bayesian inference framework, aiding in the resolution of subsequent ODE/PDE tasks. We evaluate the efficacy of MH-PINNs across five benchmark problems, including a high-dimensional parametric PDE, all characterized by data sparsity or substantial noise levels. Our findings reveal that MH-PINNs deliver accurate solutions and robust UQ, demonstrating adaptability across a range of complex and challenging scenarios.

Bayesian inference↗

Active operator learning with predictive uncertainty quantification for partial differential equations

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying reliable surrogate models in scientific applications. Existing uncertainty quantification (UQ) frameworks employ ensembles or Bayesian methods, which can incur substantial computational costs during both training and inference. Here, we propose a lightweight predictive UQ method tailored for Deep operator networks (DeepONets) that also generalizes to other operator networks. Numerical experiments on linear and nonlinear PDEs demonstrate that the framework’s uncertainty estimates are unbiased and provide accurate out-of-distribution uncertainty predictions with a sufficiently large training dataset. Our framework provides fast inference and uncertainty estimates that can efficiently drive outer-loop analyses that would be prohibitively expensive with conventional solvers. We demonstrate how predictive uncertainties can be used in the context of Bayesian optimization and active learning problems to yield improvements in accuracy and data-efficiency for outer-loop optimization procedures. In the active learning setup, we extend the framework to Fourier Neural Operators (FNO) and describe a generalized method for other operator networks. To enable real-time deployment, we introduce an inference strategy based on precomputed trunk outputs and a sparse placement matrix, reducing evaluation time by more than a factor of five. Our method provides a practical route to uncertainty-aware operator learning in time-sensitive settings.

97 MATHEMATICS AND COMPUTING↗

Prediction and uncertainty quantification of shale well performance using multifidelity Monte Carlo

Uncertainty quantification is an integral component of reservoir management, especially considering the inherent uncertainty in subsurface systems. While a standard practice to estimate the uncertainty, Monte Carlo (MC) simulation is computationally intense when the sampling population comprises high-fidelity simulations. Alternatively, the Multi-fidelity Monte Carlo (MFMC) simulation overcomes this computational intensity by integrating low- and high-fidelity simulations. Our goal is to minimize the number of expensive high-fidelity simulations while maintaining accuracy and using numerous fast and cheap low-fidelity simulations to efficiently sample to input parameter space of interest. We selected gas production from unconventional wells to demonstrate the potential speedups and accuracy of the MFMC approach. The model fidelity usually determines the trade-off between accuracy and efficiency. While the high-fidelity model is more accurate, the low-fidelity model is more efficient. Our high-fidelity simulation includes reservoir simulations of a hydraulically fractured well. On the other hand, our low-fidelity model comprises the parallel-plate flow model. We used differential programming to efficiently solve the 1D flow model, where automatic differentiation is used to efficiently compute the gradients. We matched the production profile of high-fidelity simulations with our low-fidelity simulations. Then, we used a support vector regression to map the high- and low-fidelity input parameters. The mapping function is essential to tune the low-dimensional parameter space of the low-fidelity model to the high-dimensional parameter space of the high-fidelity model. We found that we can use a combination of 9 high fidelity and 10,000 low fidelity simulations to efficiently and accurately simulate pressure management. This method is at least two orders of magnitude faster than only using high-fidelity simulations. Finally, from a broader perspective, MFMC could efficiently estimate the uncertainty of various systems and models, integrating low- and high-fidelity models.

04 OIL SHALES AND TAR SANDS↗

Unpacking model inadequacy: The quantification of silver release from TRISO fuel by considering empirical and mechanistic approaches

Increasing adoption of the proposed tristructural isotropic (TRISO) particle fuel for both advanced and existing reactors makes it critical to assess and address any uncertainties and inadequacies of TRISO fission product release models. Model inadequacy stems from simplifications made to the computational model when compared to the experiments. The modeling and simulation efforts conducted using the BISON fuel performance code, along with the experimental campaigns carried out under the Advanced Gas Reactor Fuel Development and Qualification Program, afford a unique opportunity to conduct a rigorous modeling inadequacy assessment within the Bayesian uncertainty quantification (UQ) framework. Here, this study compares the standard Bayesian framework against the Kennedy-O'Hagan (KOH) framework, which explicitly represents modeling inadequacy, in regard to UQ for TRISO silver release models. For this purpose, both the traditional Arrhenius equation fitted to experimental data and the more advanced lower-length-scale (LLS)-informed model, which considers microstructure information, are independently considered. Applying the inverse UQ process on the AGR-2 and -3/4 datasets revealed modeling inadequacy to be the most dominant source of uncertainty. Experimental noise uncertainty is also significant; however, model parameter uncertainty can be considered negligible. Interestingly, both the Arrhenius equation and the LLS-informed model demonstrated similar levels of modeling inadequacy. For the forward predictive UQ, the KOH framework improved both the accuracy and quality of quantified uncertainties in comparison to the standard Bayesian framework. This is true for both the Arrhenius equation and the LLS-informed model. In comparing these modeling approaches, both demonstrated similar performance at the engineering scale, while the LLS-informed model expectedly outperformed the Arrhenius equation at the mesoscale. These conclusions highlight the importance of explicitly accounting for modeling inadequacy in the UQ process, and reinforce the need for continuous refinement of physics-based models in order to address the modeling inadequacy.

Advanced reactors↗

UQpy: A general purpose Python package and development environment for uncertainty quantification

In this paper, we present the UQpy software toolbox, an open-source Python package for general uncertainty quantification (UQ) in mathematical and physical systems. The software serves as both a user-ready toolbox that includes many of the latest methods for UQ in computational modeling and a convenient development environment for Python programmers advancing the field of UQ. The paper presents an introduction to the software's architecture and existing capabilities, divided in the code in a set of modules centered around different UQ tasks such as sampling methods, generation of random processes and random fields, probabilistic inverse modeling, reliability analysis, surrogate modeling, and active learning. The paper also highlights the importance of the RunModel module, which is used to drive simulations in the uncertainty analyses performed in UQpy. This module conveniently allows the user to define computational models directly in Python, or to run simulations from a third-party software in serial or in parallel. To illustrate the various capabilities, two examples are tracked throughout the paper and analyzed repeatedly for various UQ tasks. The first is a Python model solving a nonlinear structural dynamics problem, used to illustrate UQpy's capabilities in sampling and forward propagation of high dimensional random vectors (stochastic processes), and probabilistic inference. The second model is a third-party Abaqus finite element model solving the thermomechanical response of a beam structure. This example is used to illustrate UQpy's capabilities in variance reduction sampling techniques, reliability analysis, surrogate modeling and active learning techniques.

97 MATHEMATICS AND COMPUTING↗

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Multi-fidelity microstructure-induced uncertainty quantification by advanced Monte Carlo methods

Quantifying uncertainty associated with the microstructure variation of a material can be a computationally daunting task, especially when dealing with advanced constitutive models and fine mesh resolutions in the crystal plasticity finite element method (CPFEM). Numerous studies have been conducted regarding the sensitivity of material properties and performance to the mesh resolution and choice of constitutive model. However, a unified approach that accounts for various fidelity parameters, such as mesh resolutions, integration time-steps and constitutive models simultaneously is currently lacking. Further, this paper proposes a novel uncertainty quantification (UQ) approach for computing the properties and performance of homogenized materials using CPFEM, that exploits a hierarchy of approximations with different levels of fidelity. In particular, we illustrate how multi-level sampling methods, such as multi-level Monte Carlo (MLMC) and multi-index Monte Carlo (MIMC), can be applied to assess the impact of variations in the microstructure of polycrystalline materials on the predictions of homogenized materials properties. We show that by adaptively exploiting the fidelity hierarchy, we can significantly reduce the number of microstructures required to reach a certain prescribed accuracy. Finally, we show how our approach can be extended to a multi-fidelity framework, where we allow the underlying constitutive model to be chosen from either a phenomenological plasticity model or a dislocation-density-based model.

36 MATERIALS SCIENCE↗

Uncertainty quantification and sensitivity analysis for SPERT III E-core reactivity measurement benchmarking

The Special Power Excursion Reactor Test (SPERT) III E-core experiment is important because it provides critical data on reactor behavior under significant reactivity insertions, which is essential for validating computer simulations and ensuring the safety of modern light water reactors. Its design similarities to contemporary reactors make it a valuable resource for understanding and mitigating extreme hazards in nuclear operations. The current study details the application of formal parametric uncertainty quantification and sensitivity analysis to a model of the SPERT-III E-core model for zero power reactivity benchmarking. Additionally, the reactivity impact from various modeling assumptions is quantified. Overall, an conservative estimate for an uncertainty in k$_{\text{eff}}$ of $\pm$1257 was observed. A less conservative, more realistic, uncertainty estimate of $\pm$1096 pcm can be justified by the potential for various parametric uncertainties to become negligible when sampled independently across the ~1400 pins in the core. The experimental results fall within both of these uncertainty bounds. Standardized regression coefficient as well as Sobol indices are used to identify the guide tube thicknesses as the primary contributors to the uncertainty in k$_{\text{eff}}$. Overall, this study provides information on how the uncertainties in input parameters and modeling methods impact simulated k$_{\text{eff}}$ values and can be used to aid model building efforts for future code validation with the SPERT-III E-core experiment.

22 - GENERAL STUDIES OF NUCLEAR REACTORS↗

TRISO fuel performance analysis: Uncertainty quantification toward optimization

Tri-structural isotropic (TRISO) fuel particles are a fuel form being considered for potential use in next-generation nuclear reactors (i.e., high-temperature gas-cooled reactors). Though the TRISO fuel manufacturing process has continually advanced in recent years, particle comparisons still reveal statistical variations and uncertainties in terms of geometric configurations and material properties. Given that the physical processes ongoing in TRISO fuel particles during reactor operation are highly correlated with each other, a small degree of uncertainty in one model may lead to significant uncertainty in another. This makes appropriate uncertainty quantification of TRISO fuel particles essential. However, one may wonder about the extent to which the current version of TRISO particles has been optimized, and whether any room remains for further improvements. This paper quantifies TRISO fuel performance model uncertainties that stem from geometric and material data. For this analysis, the BISON code was used, and the Advanced Gas Reactor (AGR)-2 experiment served as a reference case. A total of 10 5 calculations was performed for the uncertainty and optimization analysis, altering the geometric and material data within their uncertainty range. Lastly, the optimization potential of TRISO particles is evaluated from a fuel performance perspective.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗