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Extended forward sensitivity analysis of one-dimensional isothermal flow

Sensitivity analysis and uncertainty quantification is an important part of nuclear safety analysis. In this work, forward sensitivity analysis is used to compute solution sensitivities on 1-D fluid flow equations typical of those found in system level codes. Time step sensitivity analysis is included as a method for determining the accumulated error from time discretization. The ability to quantify numerical error arising from the time discretization is a unique and important feature of this method. By knowing the relative sensitivity of time step with other physical parameters, the simulation is allowed to run at optimized time steps without affecting the confidence of the physical parameter sensitivity results. The time step forward sensitivity analysis method can also replace the traditional time step convergence studies that are a key part of code verification with much less computational cost. One well-defined benchmark problem with manufactured solutions is utilized to verify the method; another test isothermal flow problem is used to demonstrate the extended forward sensitivity analysis process. Through these sample problems, the paper shows the feasibility and potential of using the forward sensitivity analysis method to quantify uncertainty in input parameters and time step size for a 1-D system-level thermal-hydraulic safety code. (authors)

97 MATHEMATICS AND COMPUTING↗

Probability density adjoint for sensitivity analysis of the Mean of Chaos

Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down when used to compute sensitivities of long-time averaged quantities in chaotic dynamical systems. This paper presents a new method for sensitivity analysis of ergodic chaotic dynamical systems, the density adjoint method. The method involves solving the governing equations for the system's invariant measure and its adjoint on the system's attractor manifold rather than in phase-space. This new approach is derived for and demonstrated on one-dimensional chaotic maps and the three-dimensional Lorenz system. It is found that the density adjoint computes very finely detailed adjoint distributions and accurate sensitivities, but suffers from large computational costs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Challenges and Lessons Learned in Applying Sensitivity Analysis to Building Stock Energy Models

Uncertainty Analysis (UA) and Sensitivity Analysis (SA) offer essential tools to determine the limits of inference of a model and explore the factors which have the most effect on the model outputs. However, despite a well established body of work applying UA and SA to models of individual buildings, a review of the literature relating to energy models for larger groups of buildings undertaken by Fennell et al. (2019) highlighted very limited application at larger scales. This contribution describes the efforts undertaken by a group of research teams in the context of IEA-EBC Annex 70 working with a diverse set of Building Stock Models (BSMs) to apply global sensitivity analysis methods and compare their results. Since BSMs are a class of model defined by their output and coverage rather than their structure and inputs, they represent a diverse set of modelling approaches. Key challenges for the application of SA are identified and explored, including the influence of model form, input data types and model outputs. This study combines results from 7 different modelling teams, each using different models across a range of urban areas to explore these challenges and begin the process of developing standardised workflows for SA of BSMs.

ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATION↗

A geostatistics-informed hierarchical sensitivity analysis method for complex groundwater flow and transport modeling

Sensitivity analysis is an important tool for development and improvement of mathematical models, especially for complex systems with a high dimension of spatially correlated parameters. Variance-based global sensitivity analysis has gained popularity because it can quantify the relative contribution of uncertainty from different sources. However, its computational cost increases dramatically with the complexity of the considered model and the dimension of model parameters. As such, in this study, we developed a new sensitivity analysis method that integrates the concept of variance-based method with a hierarchical uncertainty quantification framework. Different uncertain inputs are grouped and organized into a multilayer framework based on their characteristics and dependency relationships to reduce the dimensionality of the sensitivity analysis. A set of new sensitivity indices are defined for the grouped inputs using the variance decomposition method. Using this methodology, we identified the most important uncertainty source for a dynamic groundwater flow and solute transport model at the Department of Energy (DOE) Hanford site. The results indicate that boundary conditions and permeability field contribute the most uncertainty to the simulated head field and tracer plume, respectively. The relative contribution from each source varied spatially and temporally. By using a geostatistical approach to reduce the number of realizations needed for the sensitivity analysis, the computational cost of implementing the developed method was reduced to a practically manageable level. The developed sensitivity analysis method is generally applicable to a wide range of hydrologic and environmental problems that deal with high-dimensional spatially distributed input variables.

58 GEOSCIENCES↗

A Review and Comparison of Different Sensitivity Analysis Techniques in Practice

There exist many methods for sensitivity analysis readily available to the practitioner. While each seeks to help the modeler answer the same general question – How do sources of uncertainty or changes in the model inputs relate to uncertainty in the output? – different methods are associated with different assumptions, constraints, and required resources, leading to conclusions that may vary in interpretability and level of detail. Thus, it is crucial that the practitioner selects the desired sensitivity analysis method judiciously, making sure to match the selected approach to the specifics of their problem and to their desired objectives. In this chapter, we provide a practical overview of a collection of widely used, widely available sensitivity analysis methods. We focus on global sensitivity approaches, which seek to characterize how uncertainty in the model output may be allocated to sources of uncertainty in model inputs across the entire input space. Generally, this will require the practitioner to specify a probability distribution over the input space. On the other hand, methods for local sensitivity analysis do not require this specification but they have more limited utility, providing insight into sources of uncertainty associated only with a particular, specified location in the input space. Our hope is that this chapter may serve as a decision-making tool for practitioners, helping to guide the selection of a sensitivity analysis approach that will best fit their needs. To support this goal, we have selected a suite of approaches to cover, which, while not exhaustive, we believe provides a flexible and robust sensitivity analysis toolkit. All methods included are widely used and available in standard software packages.

97 MATHEMATICS AND COMPUTING↗

Efficient Distance-based Global Sensitivity Analysis for Terrestrial Ecosystem Modeling

Sensitivity analysis in terrestrial ecosystem modeling is important for understanding controlling processes, guiding model development, and targeting new observations to reduce parameter and prediction uncertainty. Complex and computationally expensive terrestrial ecosystem models (TEM) limit the number of ensemble simulations, requiring sophisticated and efficient methods to analyze sensitivities of multiple model responses to different types of parameter uncertainties. In this study, we propose a distance-based global sensitivity analysis (DGSA) method. DGSA first classifies model response samples into a small set of discrete classes and then calculates the distance between parameter frequency distributions in different classes to measure the parameter sensitivity. The principle is that, if the parameter distribution is the same in each class, then the model response is insensitive to the parameter, while a large difference in the distributions indicates the parameter is influential to the response. Built on this idea, DGSA can be applied to analyze sensitivity of a single and a group of responses to different kinds of parameter uncertainties including continuous, discrete and even stochastic. Besides the main-effect sensitivity from a single parameter, DGSA can also quantify the sensitivity from parameter interactions. Additionally, DGSA is computationally efficient which can use a small number of model evaluations to obtain an accurate and statistically significant result. We applied DGSA to two TEMs, one having eight parameters and three kinds of model responses, and the other having 47 parameters and a long-period response. We demonstrated that DGSA can be used for sensitivity problems with multiple responses and high-dimensional parameters efficiently.

Lu, Dan↗

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks

Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here in this paper we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in “sloppy” systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the number of the sensitive parameters.

97 MATHEMATICS AND COMPUTING↗

Variance-Based Sensitivity Analysis to Support Simulation-Based Design Under Uncertainty

Sensitivity analysis plays a critical role in quantifying uncertainty in the design of engineering systems. A variance-based global sensitivity analysis is often used to rank the importance of input factors, based on their contribution to the variance of the output quantity of interest. However, this analysis assumes that all input variability can be reduced to zero, which is typically not the case in a design setting. Distributional sensitivity analysis (DSA) instead treats the uncertainty reduction in the inputs as a random variable, and defines a variance-based sensitivity index function that characterizes the relative contribution to the output variance as a function of the amount of uncertainty reduction. This paper develops a computationally efficient implementation for the DSA formulation and extends it to include distributions commonly used in engineering design under uncertainty. Application of the DSA method to the conceptual design of a commercial jetliner demonstrates how the sensitivity analysis provides valuable information to designers and decision-makers on where and how to target uncertainty reduction efforts.

42 ENGINEERING↗

Data and scripts associated with the manuscript "Using Mutual Information for Global Sensitivity Analysis on Watershed Modeling"

This package contains the data and scripts used in "Using Mutual Information for Global Sensitivity Analysis on Watershed Modeling" (Jiang et al., 2022). The ARW_SWAT.zip file contains the SWAT simulation and the sensitivity analysis result in the American River Watershed. The Portage_SWAT.zip file contains the SWAT simulation and the sensitivity analysis result in the Portage River Watershed. The src folder contains the source code of sensitivity analysis and plotting functions. The notebooks folder contains the Jupyter notebooks for performing sensitivity analysis and other post analyses.Global Sensitivity Analysis (GSA) often is applied to assess the sensitivity of model outputs to their inputs using ensemble simulations. However, increasing model complexity and the associated computational cost have limited the use of most GSA approaches for process-based watershed models. We propose to use Mutual Information (MI) as a computationally efficient GSA method for watershed modeling. Such MI computed from several hundred realizations usually can capture nonlinear relationships between inputs and outputs of interest. We perform MI-based watershed sensitivity analyses in studies of the Portage River Watershed in Ohio and the American River Watershed in Washington. In these studies, MI is used to evaluate the sensitivity of river discharges simulated by the Soil and Water Assessment Tool to no less than 20 parameters for each watershed. Our MI-based sensitivity analyses achieved convergence with about 300~500 realizations, a small fraction of the ensemble size (i.e., several thousand) required by the Sobol method. Nevertheless, MI yields similar sensitivity ranking compared to the Sobol method, especially for sensitive parameters. Our study thus sheds new light on the use of MI as an affordable GSA method for computationally intensive models such as the hyper-resolution, watershed hydrobiogeochemical models.

54 ENVIRONMENTAL SCIENCES↗

Uncertainty quantification and sensitivity analysis with CASL Core Simulator VERA-CS

Uncertainty quantification and sensitivity analysis are important for nuclear reactor safety design and analysis. A 2x2 fuel assembly core design was developed and simulated by the Virtual Environment for Reactor Applications, Core Simulator (VERA-CS) coupled neutronics and thermal-hydraulics code under development by the Consortium for Advanced Simulation of Light Water Reactors (CASL). An approach to uncertainty quantification and sensitivity analysis with VERA-CS was developed and a new toolkit was created to perform uncertainty quantification and sensitivity analysis with fourteen uncertain input parameters. Furthermore, the minimum departure from nucleate boiling ratio (MDNBR), maximum fuel center-line temperature, and maximum outer clad surface temperature were chosen as the selected figures of merit. Pearson, Spearman, and partial correlation coefficients were considered for all of the figures of merit in sensitivity analysis and coolant inlet temperature was consistently the most influential parameter. We used parameters as inputs to the critical heat flux calculation with the W-3 correlation were shown to be the most influential on the MDNBR, maximum fuel center-line temperature, and maximum outer clad surface temperature.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A novel framework for hosting capacity analysis with spatio-temporal probabilistic voltage sensitivity analysis

Smart grids are envisioned to accommodate high penetration of distributed photovoltaic (PV) generation, which may cause adverse grid impacts in terms of voltage violations. Therefore, PV Hosting capacity is being used as a planning tool to determine the maximum PV installation capacity that causes the first voltage violation and above which would require infrastructure upgrades. Additionally, traditional methods of Hosting capacity analysis are scenario based and computationally complex as they rely on iterative load flow algorithms that require investigating a large number of scenarios for accurate assessment of PV impacts. Therefore, this paper presents a computationally efficient analytical approach to compute the probability distribution of voltage change due to random behavior of randomly located multiple distributed PVs. The proposed approach is based on Spatio-temporal probabilistic voltage sensitivity analysis that exploits both spatial and temporal uncertainties associated with PV injections. Thereafter, the derived distribution is used to quantify voltage violations for various PV penetration levels and subsequently determine the hosting capacity of the system without the need to examine large number of scenarios. Results of the proposed framework are validated via conventional load flow based simulation approach on the IEEE 37 and IEEE 123 node test systems.

42 ENGINEERING↗