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All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Adjoint-Based Sensitivity and Uncertainty Analysis for Density and Composition: A User’s Guide

The ability to perform sensitivity analyses using adjoint-based first-order sensitivity theory has existed for decades. This paper provides guidance on how adjoint sensitivity methods can be used to predict the effect of material density and composition uncertainties in critical experiments, including when these uncertain parameters are correlated or constrained. Two widely used Monte Carlo codes, MCNP6 (Ref. 2) and SCALE 6.2 (Ref. 3), are both capable of computing isotopic density sensitivities in continuous energy and angle. Additionally, Perkó et al. have shown how individual isotope density sensitivities, easily computed using adjoint methods, can be combined to compute constrained first-order sensitivities that may be used in the uncertainty analysis. This paper provides details on how the codes are used to compute first-order sensitivities and how the sensitivities are used in an uncertainty analysis. Constrained first-order sensitivities are computed in a simple example problem.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2017

Development of a Multiphase Adjoint Capability in OpenFOAM

Thermal hydraulic predictions of flow regimes within nuclear reactor cores require significant computational resources and accuracy to ensure that the core design does not violate the thermal limits of materials. Multiphase computational fluid dynamics (CFD) has become a valuable computational capability for predicting flow characteristics as they relate to applications such as nuclear reactor safety and mixing phenomena around spacer grids within fuel assemblies. Multiphase CFD requires closure relationships for both the effects of turbulence as well as the transfer of mass, momentum, and energy between phases. Understanding the sensitivity of the parameters used in closure relationships is important for improving accuracy, but performing rigorous sensitivity analysis is computationally expensive. Adjoint mathematics have been utilized for reactor physics and fluid dynamics applications with respect to verification, sensitivity analysis, adaptive mesh refinement, and optimization. The usage of adjoint methods to predict the sensitivities of a variety of closure relationship parameters within a given problem has been shown to return sensitivity responses with significantly fewer computations than normal 'large-scale' methods. As the complexity of multiphase CFD methods increases, the demand for accurate verification tools and improvements in computational efficiency also increases, making the development of adjoint capabilities an attractive option. Closure relationships that describe interphase momentum physics in multiphase CFD modelling rely heavily on prescribed constants determined from experimental data. Due to the computational efficiency of an adjoint approach, the time to derive these closure relationships could be dramatically reduced, and data assimilation techniques could be used to return probability density functions of closure models derived using experimental data. This work develops a multiphase adjoint capability for the Eulerian-Eulerian two field, two phase equations. Specifically, the adjoint capability has been developed for the sub-cooled nucleate boiling solver boilEulerFoam developed by Dr. Nam Dinh of NC State University within the open-source CFD library OpenFOAM.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2016

Covering Resilience: A Recent Development for Binomial Checkpointing

In terms of computing time, adjoint methods offer a very attractive alternative to compute gradient information, required, e.g., for optimization purposes. However, together with this very favorable temporal complexity result comes a memory requirement that is in essence proportional with the operation count of the underlying function, e.g., if algorithmic differentiation is used to provide the adjoints. For this reason, checkpointing approaches in many variants have become popular. This paper analyzes an extension of the so-called binomial approach to cover also possible failures of the computing systems. Such a measure of precaution is of special interest for massive parallel simulations and adjoint calculations where the mean time between failure of the large scale computing system is smaller than the time needed to complete the calculation of the adjoint information. We describe the extensions of standard checkpointing approaches required for such resilience, provide a corresponding implementation and discuss first numerical results.

Walther, Andrea↗
DOE OSTI2016

Extending the Binomial Checkpointing Technique for Resilience

In terms of computing time, adjoint methods offer a very attractive alternative to compute gradient information, re- quired, e.g., for optimization purposes. However, together with this very favorable temporal complexity result comes a memory requirement that is in essence proportional with the operation count of the underlying function, e.g., if algo- rithmic differentiation is used to provide the adjoints. For this reason, checkpointing approaches in many variants have become popular. This paper analyzes an extension of the so-called binomial approach to cover also possible failures of the computing systems. Such a measure of precaution is of special interest for massive parallel simulations and adjoint calculations where the mean time between failure of the large scale computing system is smaller than the time needed to complete the calculation of the adjoint information. We de- scribe the extensions of standard checkpointing approaches required for such resilience, provide a corresponding imple- mentation and discuss numerical results.

Walther, Andrea↗
DOE OSTI2019

(U) Adjoint-Weighted Leakage Time in SENSMG

It is desired to compute the adjoint weighted leakage time $τ_1$ for an α-eigenvalue problem. The reciprocal of the leakage time is $\frac{1}{τ_1}$ = $\frac{\langle ψ^*, Ω∙∇ψ \rangle}{\langle ψ^*, \frac{1}{v}ψ \rangle}$ where $ψ^*$ and $ψ$ are the adjoint and forward α-eigenfunctions, respectively; $v$ is neutron speed; and the angle brackets indicate an inner product over all independent variables, in this case space, energy, and angle. This memo discusses the implementation of Eq. (1) in the multigroup neutron sensitivity code SENSMG (Refs. 2 and 3), which relies for the neutron transport on the multigroup discrete ordinates code PARTISN (Ref. 4).

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS2017

High-Fidelity Multidisciplinary Design Optimization of Aircraft Configurations

To evaluate new airframe technologies we need design tools based on high-fidelity models that consider multidisciplinary interactions early in the design process. The overarching goal of this NRA is to develop tools that enable high-fidelity multidisciplinary design optimization of aircraft configurations, and to apply these tools to the design of high aspect ratio flexible wings. We develop a geometry engine that is capable of quickly generating conventional and unconventional aircraft configurations including the internal structure. This geometry engine features adjoint derivative computation for efficient gradient-based optimization. We also added overset capability to a computational fluid dynamics solver, complete with an adjoint implementation and semiautomatic mesh generation. We also developed an approach to constraining buffet and started the development of an approach for constraining utter. On the applications side, we developed a new common high-fidelity model for aeroelastic studies of high aspect ratio wings. We performed optimal design trade-o s between fuel burn and aircraft weight for metal, conventional composite, and carbon nanotube composite wings. We also assessed a continuous morphing trailing edge technology applied to high aspect ratio wings. This research resulted in the publication of 26 manuscripts so far, and the developed methodologies were used in two other NRAs. 1

Martins, Joaquim R. R. A.↗
NASA NTRS1999

Optimization of Aerospace Structure Subject to Damage Tolerance Criteria

The objective of this cooperative agreement was to seek computationally efficient ways to optimize aerospace structures subject to damage tolerance criteria. Optimization was to involve sizing as well as topology optimization. The work was done in collaboration with Steve Scotti, Chauncey Wu and Joanne Walsh at the NASA Langley Research Center. Computation of constraint sensitivity is normally the most time-consuming step of an optimization procedure. The cooperative work first focused on this issue and implemented the adjoint method of sensitivity computation in an optimization code (runstream) written in Engineering Analysis Language (EAL). The method was implemented both for bar and plate elements including buckling sensitivity for the latter. Lumping of constraints was investigated as a means to reduce the computational cost. Adjoint sensitivity computation was developed and implemented for lumped stress and buckling constraints. Cost of the direct method and the adjoint method was compared for various structures with and without lumping. The results were reported in two papers. It is desirable to optimize topology of an aerospace structure subject to a large number of damage scenarios so that a damage tolerant structure is obtained. Including damage scenarios in the design procedure is critical in order to avoid large mass penalties at later stages. A common method for topology optimization is that of compliance minimization which has not been used for damage tolerant design. In the present work, topology optimization is treated as a conventional problem aiming to minimize the weight subject to stress constraints. Multiple damage configurations (scenarios) are considered. Each configuration has its own structural stiffness matrix and, normally, requires factoring of the matrix and solution of the system of equations. Damage that is expected to be tolerated is local and represents a small change in the stiffness matrix compared to the baseline (undamaged) structure. The exact solution to a slightly modified set of equations can be obtained from the baseline solution economically without actually solving the modified system. Sherrnan-Morrison-Woodbury (SMW) formulas are matrix update formulas that allow this. SMW formulas were therefore used here to compute adjoint displacements for sensitivity computation and structural displacements in damaged configurations.

Akgun, Mehmet A.↗
NASA NTRSDate not supplied

Eigenvalue Sensitivity Computations for Linear Stability Theory

To realize the drag reduction benefit of boundary-layer transition control strategies, it is crucial to integrate transition prediction into the vehicle design through an optimization process. The integration of transition prediction based on linear stability analysis into adjoint d design optimization requires coupling an adjoint enabled computational fluid dynamics (CFD) solver with an adjoint enabled linear stability code. In particular, the boundary-layer transition location is often predicted using the N-factor method based on linear stability theory (LST). Thus, sensitivity of the linear-stability eigenvalues constitute an essential building block for optimizing the laminar flow performance. The present paper describes an implementation of LST eigenvalue sensitivity analysis that can be easily coupled with a CFD solver. Specifically, we describe a discrete adjoint formulation for the transition location prediction based on the N-factor method. The verification of this formulation is carried out by comparing the adjoint-based sensitivity of the local growth rate of a given instability mode with respect to the disturbance frequency, and the adjoint-based sensitivity of the transition location with respect to spanwise wavenumber with those sensitivities computed using a finite-difference approximation. Finally, the adjoint LST formulation is applied to flat-plate boundary-layer flows at transonic, supersonic, and hypersonic conditions, to determine the behavior and sensitivities of the transition location with respect to a range of disturbance spanwise wavenumbers.

Boundary Layer Transition↗
DOE OSTI2019

An Efficient Parallel-in-Time Method for Optimization with Parabolic PDEs

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a backward-in-time adjoint equation to evaluate the reduced gradient in each iteration of the optimization method. In this study, we investigate the use of the parallel-in-time method PFASST in the setting of PDE-constrained optimization. In order to develop an efficient fully time-parallel algorithm, we discuss different options for applying PFASST to adjoint gradient computation, including the possibility of doing PFASST iterations on both the state and the adjoint equations simultaneously. Here, we also explore the additional gains in efficiency from reusing information from previous optimization iterations when solving each equation. Numerical results for both a linear and a nonlinear reaction-diffusion optimal control problem demonstrate the parallel speedup and efficiency of different approaches.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Adjoint-Based Sensitivity and Uncertainty Analysis for Density and Composition: A User's Guide

The ability to perform sensitivity analyses using adjoint-based sensitivity theory has existed for decades . This paper provides guidance on how adjoint sensitivity methods can be used to predict the effect of material density and composition uncertainties in critical experiments, including when these uncertain parameters are correlated or constrained. Two widely used Monte Carlo codes, MCNP6 and SCALE, are both capable of computing isotopic sensitivities in continuous energy and angle. Additionally, Perko et al. have shown how individual isotope sensitivities, easily computed using adjoint methods, can be combined to compute constrained sensitivities that may be used in the uncertainty analysis. This paper provides details on how the codes are used to compute sensitivities and how the sensitivities are used in an uncertainty analysis. Constrained sensitivities are computed in a simple example problem. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2016

An inverse problem strategy based on forward model evaluations: Gradient-based optimization without adjoint solves

This study presents a new nonlinear programming formulation for the solution of inverse problems. First, a general inverse problem formulation based on the compliance error functional is presented. The proposed error functional enables the computation of the Lagrange multipliers, and thus the first order derivative information, at the expense of just one model evaluation. Therefore, the calculation of the Lagrange multipliers does not require the solution of the computationally intensive adjoint problem. This leads to significant speedups for large-scale, gradient-based inverse problems.

42 ENGINEERING↗
DOE OSTI2020

Three-dimensional traction microscopy accounting for cell-induced matrix degradation

Tractions exerted by cells on the extracellular matrix (ECM) are critical in many important physiological and pathological processes such as embryonic morphogenesis, wound healing, and cancer metastasis. Three-dimensional Traction Microscopy (3DTM) is a tool to quantify cellular tractions by first measuring the displacement field in the ECM in response to these tractions, and then using this measurement to infer tractions. Most applications of 3DTM have assumed that the ECM has spatially-uniform mechanical properties, but cells secrete enzymes that can locally degrade the ECM. In this work, a novel computational method is developed to quantify both cellular tractions and ECM degradation. In particular, the ECM is modeled as a hyperelastic, Neo-Hookean solid, whose material parameters are corrupted by a single degradation parameter. The feasibility of determining both the traction and the degradation parameter is first demonstrated by showing the existence and uniqueness of the solution. An inverse problem is then formulated to determine the nodal values of the traction vector and the degradation parameter, with the objective of minimizing the difference between a predicted and measured displacement field, under the constraint that the predicted displacement field satisfies the equation of equilibrium. The inverse problem is solved by means of a gradient-based optimization approach, and the gradient is computed efficiently using appropriately derived adjoint fields. The computational method is validated in-silico using a geometrically realistic neuronal cell model and synthetic traction and degradation fields. It is found that the method accurately recovers both the traction and degradation fields. Moreover, it is found that neglecting ECM degradation can yield significant errors in traction measurements. Finally, our method can extend the range of context where tractions can be appropriately measured.

42 ENGINEERING↗
DOE OSTI2021

Adjoint Klein-Nishina Sampling Methods: Efficiency, Speed and Applications

Three new rejection sampling methods for generating samples from the adjoint Klein-Nishina cross section are discussed: the two-branch rejection sampling procedure, the three-branch linear rejection sampling procedure and the three-branch inverse rejection sampling procedure. These methods have all been implemented in the Framework for REsearch in Nuclear ScIence and Engineering (FRENSIE). The efficiency and sample generation rate of each of these methods are evaluated to characterize the methods and to make recommendations regarding their use. The use of these methods in realistic transport simulations is also evaluated by incorporating a scattering function into the sampling process. Furthermore, the results of an infinite medium problem are presented to verify that the sampling procedure can be used in an adjoint Monte Carlo simulation to generate results that are in agreement with an equivalent forward simulation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Demonstrating Computational Equivalence Between Continuous and Discrete Adjoint Methods by Calculating Time-Dependent Adjoint Solutions with Neutron Diffusion Models

The continuous adjoint method and the discrete adjoint method are two alternative approaches used to calculate adjoint solutions for adjoint systems. The continuous adjoint method derives adjoint equations analytically from continuous forward equations and then solves the adjoint equations either analytically or numerically in a discretized form whereas the discrete adjoint method calculates the adjoint solutions directly from the discretized forward equations. With regard to the methodology development and calculation procedure, distinct differences are well recognized between the two methods. For certain reasons, both methods are exclusively preferred and commonly used by different computational communities, but limited studies clarify the connections between the two adjoint methods from either of the communities. Herein, this paper demonstrates the computational equivalence between the continuous and discrete adjoint methods by investigating time-dependent adjoint solutions to the two-group neutron diffusion model in nuclear reactor analysis problems using both methods. Adjoint solutions can be used to estimate system parameters for reactor safety analysis. Appropriate final state conditions for the adjoint systems are specified in both of the methods, and the conditions are clarified with proper physical explanations. With the help of an event-based case study on neutron diffusion models, the accuracy of the time-dependent adjoint fluxes obtained from both methods is verified, and the pros and cons of both adjoint methods are examined. More importantly, the computational equivalence of both methods is demonstrated when they are applied to multigroup neutron diffusion systems. The advantage of calculating time-dependent adjoint fluxes by directly solving time-dependent adjoint systems rather than taking steady-state approximations as in common practice is also demonstrated.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2017

Calculating Control Rod Differential Worth Using Adjoint-Weighted Method

Recently, there are more and more research on using Monte Carlo method to calculate reactor important parameters. Control rod worth is one of the important parameters as it can determine the critical control rod position. There are two presentations of the control rod worth for utilization purpose, integral and differential. The former is the total reactivity change, while the latter is the reactivity change caused by per unit movement. In Monte Carlo calculation, differential control rod worth of a particular position is estimated by finite difference of reactivity between a small gap divided by gap distance. Though easy to implemented, the problem of this approach lies in that too large gap will enlarge error between 'differential' and 'difference', while too small gap will be disturbed by error caused by random fluctuation. Monte Carlo perturbation theory has been used to calculate the k{sub eff} sensitivity to certain parameters for a long time. By calculating the differential coefficient along with the k{sub eff}, this method is quite time-consuming and relatively accurate compared to finite difference method. Nevertheless, most of perturbation research focus on the perturbation of nuclide density or nuclear data. For geometrical perturbation, limited research was done before. Takahashi estimated the k{sub eff} sensitivity to reflector movement of pulsed fast reactor. MCNP6 used adjoint-weighted method for Godiva, Zeus and uranium oxyfluoride solution container benchmarks. This paper tries to apply the perturbation method to the determination of control rod differential worth. In this paper, based on RMC, a continuous-energy Reactor Monte Carlo transport code, Iterated Fission Probability method (IFP) is researched to calculate control rod differential worth on assembly level. IFP was originally developed by Hurwitz, and has been adopted by most of Monte Carlo code to compute adjoint-weighted parameters. This paper is organized with four parts. The first is introduction. Adjoint-weighted method is introduced in the second part. Problem 4 of benchmark from CASL is built to verify the method. Conclusion is given in final part.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
NASA NTRS1992

Neural network training by integration of adjoint systems of equations forward in time

A method and apparatus for supervised neural learning of time dependent trajectories exploits the concepts of adjoint operators to enable computation of the gradient of an objective functional with respect to the various parameters of the network architecture in a highly efficient manner. Specifically, it combines the advantage of dramatic reductions in computational complexity inherent in adjoint methods with the ability to solve two adjoint systems of equations together forward in time. Not only is a large amount of computation and storage saved, but the handling of real-time applications becomes also possible. The invention has been applied it to two examples of representative complexity which have recently been analyzed in the open literature and demonstrated that a circular trajectory can be learned in approximately 200 iterations compared to the 12000 reported in the literature. A figure eight trajectory was achieved in under 500 iterations compared to 20000 previously required. The trajectories computed using our new method are much closer to the target trajectories than was reported in previous studies.

Toomarian, Nikzad↗
NASA NTRS1999

Neural Network Training by Integration of Adjoint Systems of Equations Forward in Time

A method and apparatus for supervised neural learning of time dependent trajectories exploits the concepts of adjoint operators to enable computation of the gradient of an objective functional with respect to the various parameters of the network architecture in a highly efficient manner. Specifically. it combines the advantage of dramatic reductions in computational complexity inherent in adjoint methods with the ability to solve two adjoint systems of equations together forward in time. Not only is a large amount of computation and storage saved. but the handling of real-time applications becomes also possible. The invention has been applied it to two examples of representative complexity which have recently been analyzed in the open literature and demonstrated that a circular trajectory can be learned in approximately 200 iterations compared to the 12000 reported in the literature. A figure eight trajectory was achieved in under 500 iterations compared to 20000 previously required. Tbc trajectories computed using our new method are much closer to the target trajectories than was reported in previous studies.

Toomarian, Nikzad↗
DOE OSTI2015

Second-order adjoint sensitivity analysis methodology (2ND-ASAM) for computing exactly and efficiently first- and second-order sensitivities in large-scale systems - 14356

This work presents the second-order adjoint sensitivity analysis methodology (2.-ASAM) for computing exactly and efficiently the second-order functional derivatives ('sensitivities') of system responses to the system's model parameters. For a physical system comprising N{sub α} parameters and N{sub r} responses, forward methods require a total of at least (N{sup 2}{sub α}/2+3N{sub α}/2) large-scale computations for obtaining all of the first- and second-order sensitivities, for all N{sub r} system responses. On the other hand, for one functional-type system response, the 2.-ASAM requires one large-scale computation using the first-level adjoint sensitivity system (1.-LASS) for obtaining all of the first-order sensitivities, followed by at most (2N{sub α}+1) large-scale computations using the second-level adjoint sensitivity systems (2.-LASS) for obtaining all of the second-order sensitivities. The second-order sensitivities contribute decisively to causing asymmetries in the response distribution, since they are the leading contributors to the third-order response correlations (skewness). They also cause the 'expected value of the response' to differ from the 'computed nominal value of the response'. The implementation of the 2.-ASAM requires very little additional effort beyond the construction of the adjoint sensitivity system needed for computing the first-order sensitivities. Only the sources on the right-sides of the diffusion (differential) operator needed to be modified; the left-side of the differential equations (and hence the 'solver' in large-scale practical applications) remain unchanged. The application of the 2.-ASAM is illustrated on a benchmark heat conduction/convection problem, which makes transparent the underlying mathematical derivations. For this illustrative problem, 4 'large-scale' adjoint computations suffice for computing exactly all of the 6 first- and 21 distinct second-order derivatives. The 2.-ASAM presented in this work should enable the hitherto very difficult, if not intractable, exact computation of all of the second-order response sensitivities for large-systems involving many parameters, which is expected to affect significantly other fields that need efficiently computed second-order response sensitivities, such as optimization, data assimilation/adjustment, model calibration, and predictive modeling. (author)

42 ENGINEERING↗