Stochastic simulation and uncertainty quantification at Sandia National Labs.
Abstract not provided.
Hu, Kenneth T.↗
SEARCH · Engineering Papers
Results for “Stochastic Uncertainty Quantification”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Constructing Surrogate Models of Complex Systems with Enhanced Sparsity: Quantifying the influence of conformational uncertainty in biomolecular solvation
Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by conformational fluctuations. Using a generalized polynomial chaos (gPC) expansion, we construct a surrogate model of the target property with respect to varying conformational states. We also propose a method to increase the sparsity of the gPC expansion by defining a set of conformational “active space” random variables. With the increased sparsity, we employ the compressive sensing method to accurately construct the surrogate model. We demonstrate the performance of the surrogate model by evaluating fluctuation-induced uncertainty in solvent-accessible surface area for the bovine trypsin inhibitor protein system and show that the new approach offers more accurate statistical information than standard Monte Carlo approaches. Further more, the constructed surrogate model also enables us to directly evaluate the target property under various conformational states, yielding a more accurate response surface than standard sparse grid collocation methods. In particular, the new method provides higher accuracy in high-dimensional systems, such as biomolecules, where sparse grid performance is limited by the accuracy of the computed quantity of interest. Our new framework is generalizable and can be used to investigate the uncertainty of a wide variety of target properties in biomolecular systems.
coarse graining↗
Uncertainty Quantification of Geophysical Inversion Using Stochastic Partial Differential Equations (LDRD #218329)
This report summarizes work completed under the Laboratory Directed Research and Development (LDRD) project "Uncertainty Quantification of Geophysical Inversion Using Stochastic Differential Equations." Geophysical inversions often require computationally expensive algorithms to find even one solution, let alone propagating uncertainties through to the solution domain. The primary purpose of this project was to find more computationally efficient means to approximate solution uncertainty in geophysical inversions. We found multiple computationally efficient methods of propagating Earth model uncertainty into uncertainties in solutions of full waveform seismic moment tensor inversions. However, the optimum method of approximating the uncertainty in these seismic source solutions was to use the Karhunen-Love theorem with data misfit residuals. This method was orders of magnitude more computationally efficient than traditional Monte Carlo methods and yielded estimates of uncertainty that closely approximated those of Monte Carlo. We will summarize the various methods we evaluated for estimating uncertainty in seismic source inversions as well as work toward this goal in the realm of 3-D seismic tomographic inversion uncertainty.
58 GEOSCIENCES↗
Highly-scalable, physics-informed GANs for learning solutions of stochastic PDEs
Uncertainty quantification for forward and inverse problems is a central challenge across physical and biomedical disciplines. We address this challenge for the problem of modeling subsurface flow at the Hanford Site by combining stochastic computational models with observational data using physics-informed GAN models. The geographic extent, spatial heterogeneity, and multiple correlation length scales of the Hanford Site require training a computationally intensive GAN model to thousands of dimensions. We develop a highly optimized implementation that scales to {\herogpucount} NVIDIA Volta GPUs. We develop a hierarchical scheme based on a multi-player game-theoretic approach for exploiting domain parallelism, map discriminators and generators to multiple GPUs, and employ efficient communication schemes to ensure training stability and convergence. Our implementation scales to {\heronodecount} nodes on the Summit supercomputer with a \weakscalingeff\% scaling efficiency, achieving peak and sustained half-precision rates of {\heropeakperf} PF/s and {\herosustainedperf} PF/s.
physics informed ML, machine learning, generative ↗
Uncertainty quantification and sensitivity analysis of a nuclear thermal propulsion reactor startup sequence
The research presented in this article describes progress in applying stochastic methods, uncertainty quantification, parametric studies, and variance-based sensitivity analysis (also known as Sobol sensitivity analysis) to a full-core model of a nuclear thermal propulsion (NTP) system simulated via the radiation transport code Griffin to simulate neutronics. Our goal is to develop a reduced-order (surrogate) model that can be rapidly sampled with perturbations to multiple input parameters. In this NTP system, reactivity and power feedback affect the rotation of control drums (CDs), which is itself controlled by a hybrid proportional-integral-derivative (PID) controller actuated by the power demand and reactivity feedback from the numerical model. This model uses reactor kinetic feedback (mean generation time [Λ] and effective delayed neutron fraction [ β eff ] from a transient Griffin simulation executed via Griffin’s improved quasi-static solver to provide the kinetic parameters) as inputs to functions that control the CD rotation angle. By investigating numerous stochastic approaches, we developed a dual-purpose surrogate model of the NTP system, using polynomial regression in the Multiphysics Object-Oriented Simulation Environment (MOOSE) Stochastic Tools Module (STM). The trained model can be rapidly sampled while simultaneously perturbing various input parameters, such as coefficients on the PID control or temperature (directly affecting the neutron cross section). The surrogate model delivers accurate (within 5%) results at speeds orders of magnitude faster (minutes, not days of computational time) than the base model. Once the surrogate model has been trained, distributions of the uncertain parameters can be changed at will to investigate the effects of perturbing multiple inputs as well as the effects of these inputs on the model output. For example, coefficients used in the PID control system may vary due to some type of physical interference, or uncertainty may exist in the temperature of the neutron cross sections in various regions of the reactor. A distribution can be placed on these parameters, and operational boundaries can be determined. The goal of this work is to support development of an advanced control system for operating CDs in a functioning NTP system. This work is a scoping study of the MOOSE STM.
21 - SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLAN↗
Dynamic Event Tree Analysis Through RAVEN
Conventional Event-Tree (ET) based methodologies are extensively used as tools to perform reliability and safety assessment of complex and critical engineering systems. One of the disadvantages of these methods is that timing/sequencing of events and system dynamics is not explicitly accounted for in the analysis. In order to overcome these limitations several techniques, also know as Dynamic Probabilistic Risk Assessment (D-PRA), have been developed. Monte-Carlo (MC) and Dynamic Event Tree (DET) are two of the most widely used D-PRA methodologies to perform safety assessment of Nuclear Power Plants (NPP). In the past two years, the Idaho National Laboratory (INL) has developed its own tool to perform Dynamic PRA: RAVEN (Reactor Analysis and Virtual control ENvironment). RAVEN has been designed in a high modular and pluggable way in order to enable easy integration of different programming languages (i.e., C++, Python) and coupling with other application including the ones based on the MOOSE framework, developed by INL as well. RAVEN performs two main tasks: 1) control logic driver for the new Thermo-Hydraulic code RELAP-7 and 2) post-processing tool. In the first task, RAVEN acts as a deterministic controller in which the set of control logic laws (user defined) monitors the RELAP-7 simulation and controls the activation of specific systems. Moreover, RAVEN also models stochastic events, such as components failures, and performs uncertainty quantification. Such stochastic modeling is employed by using both MC and DET algorithms. In the second task, RAVEN processes the large amount of data generated by RELAP-7 using data-mining based algorithms. This paper focuses on the first task and shows how it is possible to perform the analysis of dynamic stochastic systems using the newly developed RAVEN DET capability. As an example, the Dynamic PRA analysis, using Dynamic Event Tree, of a simplified pressurized water reactor for a Station Black-Out scenario is presented.
42 ENGINEERING↗
Stochastic finite volume method for uncertainty quantification of transient flow in gas pipeline networks
We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. In conclusion, we demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.
97 MATHEMATICS AND COMPUTING↗
Risk-averse optimal control of semilinear elliptic PDEs
In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.
97 MATHEMATICS AND COMPUTING↗
Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time. However, because the random function space is constructed using tensor products, TD-gPC-based methods are known to suffer from the curse of dimensionality. Here, we introduce a new numerical method called the flow-driven spectral chaos (FSC) which overcomes this curse of dimensionality at the random-function-space level. The proposed method is not only computationally more efficient than existing TD-gPC-based methods but is also far more accurate. The FSC method uses the concept of enriched stochastic flow maps to track the evolution of a finite-dimensional random function space efficiently in time. To transfer the probability information from one random function space to another, two approaches are developed and studied herein. In the first approach, the probability information is transferred in the mean-square sense, whereas in the second approach the transfer is done exactly using a new theorem that was developed for this purpose. The FSC method can quantify uncertainties with high fidelity, especially for the long-time response of stochastic dynamical systems governed by ODEs of arbitrary order. Six representative numerical examples, including a nonlinear problem (the Van-der-Pol oscillator), are presented to demonstrate the performance of the FSC method and corroborate the claims of its superior numerical properties. Finally, a parametric, high-dimensional stochastic problem is used to demonstrate that when the FSC method is used in conjunction with Monte Carlo integration, the curse of dimensionality can be overcome altogether.
(nonlinear) stochastic dynamical systems↗
RAVEN Theory Manual
RAVEN is a software framework able to perform parametric and stochastic analysis based on the response of complex system codes. The initial development was aimed at providing dynamic risk analysis capabilities to the thermohydraulic code RELAP-7, currently under development at Idaho National Laboratory (INL). Although the initial goal has been fully accomplished, RAVEN is now a multi-purpose stochastic and uncertainty quantification platform, capable of communicating with any system code. In fact, the provided Application Programming Interfaces (APIs) allow RAVEN to interact with any code as long as all the parameters that need to be perturbed are accessible by input files or via python interfaces. RAVEN is capable of investigating system response and explore input space using various sampling schemes such as Monte Carlo, grid, or Latin hypercube. However, RAVEN strength lies in its system feature discovery capabilities such as: constructing limit surfaces, separating regions of the input space leading to system failure, and using dynamic supervised learning techniques. The development of RAVEN started in 2012 when, within the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program, the need to provide a modern risk evaluation framework arose. RAVEN’s principal assignment is to provide the necessary software and algorithms in order to employ the concepts developed by the Risk Informed Safety Margin Characterization (RISMC) program. RISMC is one of the pathways defined within the Light Water Reactor Sustainability (LWRS) program. In the RISMC approach, the goal is not just to identify the frequency of an event potentially leading to a system failure, but the proximity (or lack thereof) to key safety-related events. Hence, the approach is interested in identifying and increasing the safety margins related to those events. A safety margin is a numerical value quantifying the probability that a safety metric (e.g. peak pressure in a pipe) is exceeded under certain conditions. Most of the capabilities, implemented having RELAP-7 as a principal focus, are easily deployable to other system codes. For this reason, several side activates have been employed (e.g. RELAP5-3D, any MOOSE-based App, etc.) or are currently ongoing for coupling RAVEN with several different software. The aim of this document is to provide a set of commented examples that can help the user to become familiar with the RAVEN code usage.
21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
Using intrusive approaches as a step towards accounting for stochasticity in wind turbine design
Current wind turbine design methods require tens of thousands of time-domain simulations and use different random seeds to account for the stochasticity of the environmental conditions. The account of stochasticity is nonintrusive because the sampling method calls a deterministic model multiple times without changing its underlying equations. In this work, we investigate and demonstrate using simple proof of concepts how intrusive approaches can be used to directly account for stochasticity in the equations representing a mechanical system. Our long term goal is to apply such methodology to the design of wind turbines without requiring an excessive number of simulations. Intrusive methods manipulate stochastic variables directly to provide the probability density functions (PDFs) of the states and outputs at any time as functions of the PDFs of the inputs. We illustrate how different methods can be used with a reduced-order model of a wind turbine with one degree of freedom and for linear and nonlinear models. We discuss how the methods can be extended and what it will take to apply them to a level of fidelity similar to current state-of-the-art wind turbine design tools.
17 WIND ENERGY↗
MrHyDE v.1.0
SAND2024-01324O MrHyDE, which stands for Multi-resolution Hybridized Differential Equations, is a general-purpose C++ package for the solution of coupled multiphysics and multiscale systems on massively parallel computing systems. MrHyDE is designed to enable moving beyond forward simulation for multiscale applications which includes optimization, control, uncertainty quantification, and stochastic inversion. The framework provides interfaces to several packages within the Trilinos framework and leverages automatic differentiation to enable adjoint capabilities for large-scale, gradient-based optimization. MrHyDE provides automated multiscale capabilities through a subgrid model interface and multiscale Dirichlet-to-Neumann maps. For extreme-scale applications, MrHyDE provides in situ data-compression algorithms to reduce memory requirements while maintaining performance. MrHyDE is a general-purpose, computational framework for the solution of multiscale and multiphysics applications. It uses a combination of structure-preserving, physics-compatible discretizations, fully implicit methods, multi-resolution schemes, or fully explicit methods. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.
SciDAC↗
RAVEN Theory Manual
RAVEN is a software framework able to perform parametric and stochastic analysis based on the response of complex system codes. The initial development was aimed at providing dynamic risk analysis capabilities to the thermohydraulic code RELAP-7, currently under development at Idaho National Laboratory (INL). Although the initial goal has been fully accomplished, RAVEN is now a multi-purpose stochastic and uncertainty quantification platform, capable of communicating with any system code. In fact, the provided Application Programming Interfaces (APIs) allow RAVEN to interact with any code as long as all the parameters that need to be perturbed are accessible by input files or via python interfaces. RAVEN is capable of investigating system response and explore input space using various sampling schemes such as Monte Carlo, grid, or Latin hypercube. However, RAVEN strength lies in its system feature discovery capabilities such as: constructing limit surfaces, separating regions of the input space leading to system failure, and using dynamic supervised learning techniques. The development of RAVEN started in 2012 when, within the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program, the need to provide a modern risk evaluation framework arose. RAVEN’s principal assignment is to provide the necessary software and algorithms in order to employ the concepts developed by the Risk Informed Safety Margin Characterization (RISMC) program. RISMC is one of the pathways defined within the Light Water Reactor Sustainability (LWRS) program. In the RISMC approach, the goal is not just to identify the frequency of an event potentially leading to a system failure, but the proximity (or lack thereof) to key safety-related events. Hence, the approach is interested in identifying and increasing the safety margins related to those events. A safety margin is a numerical value quantifying the probability that a safety metric (e.g. peak pressure in a pipe) is exceeded under certain conditions. Most of the capabilities, implemented having RELAP-7 as a principal focus, are easily deployable to other system codes. For this reason, several side activates have been employed (e.g. RELAP5-3D, any MOOSE-based App, etc.) or are currently ongoing for coupling RAVEN with several different software. The aim of this document is to provide a set of commented examples that can help the user to become familiar with the RAVEN code usage.
97 MATHEMATICS AND COMPUTING↗
Low‐dimensional manifold learning for uncertainty quantification in complex multi‐scale stochastic systems
Broadly speaking, the goals of the project are to develop techniques to use manifold learning to develop reduced‐order and surrogate models for "hyper‐reduction" of very high‐dimensional complex multi‐scale systems. This is being achieved by employing a newly proposed form of manifold projection and learning that leverages recent advancements in computational geometry and data‐driven modeling. In particular, we are applying a manifold projection technique to project the solutions of very high‐dimensional systems onto the so‐called Grassmannmanifold, a Reimannian manifold comprised of orthonormal matrices. We then apply data‐driven machine learning techniques to classify the solutions on the manifold (e.g. clustering techniques) according to their proximity on the manifold and leverage a further nonlinear dimension reduction to organize the structured data on the manifold. Finally, we are developing novel techniques that enable us to directly interpolate the hyper‐reduced data such that we can predict the solution of the complex, high‐ dimensional system without need to call the full expensive computational model. Given their adherence to the underlying structure of the solution of the physical system, it is expected that these approximate solutions will be sufficiently constrained so as to (approximately) adhere to physical principles.
97 MATHEMATICS AND COMPUTING↗
Low‐dimensional manifold learning for uncertainty quantification in complex multi‐scale stochastic systems
This report presents the final conclusions, achievements, and other details from the Department of Energy sponsored research. It is structured to follow standard DOE annual reports as submitted through the Portfolio Analysis and Management System (PAMS).
97 MATHEMATICS AND COMPUTING↗
Large-Scale Uncertainty and Error Analysis for Time-dependent Fluid/Structure Interactions in Wind Turbine Applications
The following is the final report covering the entire period of this aforementioned grant, June 1, 2011 - May 31, 2013 for the portion of the effort corresponding to Stanford University (SU). SU has partnered with Sandia National Laboratories (PI: Mike S. Eldred) and Purdue University (PI: Dongbin Xiu) to complete this research project and this final report includes those contributions made by the members of the team at Stanford. Dr. Eldred is continuing his contributions to this project under a no-cost extension and his contributions to the overall effort will be detailed at a later time (once his effort has concluded) on a separate project submitted by Sandia National Laboratories. At Stanford, the team is made up of Profs. Alonso, Iaccarino, and Duraisamy, post-doctoral researcher Vinod Lakshminarayan, and graduate student Santiago Padron. At Sandia National Laboratories, the team includes Michael Eldred, Matt Barone, John Jakeman, and Stefan Domino, and at Purdue University, we have Prof. Dongbin Xiu as our main collaborator. The overall objective of this project was to develop a novel, comprehensive methodology for uncertainty quantification by combining stochastic expansions (nonintrusive polynomial chaos and stochastic collocation), the adjoint approach, and fusion with experimental data to account for aleatory and epistemic uncertainties from random variable, random field, and model form sources. The expected outcomes of this activity were detailed in the proposal and are repeated here to set the stage for the results that we have generated during the time period of execution of this project: 1. The rigorous determination of an error budget comprising numerical errors in physical space and statistical errors in stochastic space and its use for optimal allocation of resources; 2. A considerable increase in efficiency when performing uncertainty quantification with a large number of uncertain variables in complex non-linear multi-physics problems; 3. A solution to the long-time integration problem of spectral chaos approaches; 4. A rigorous methodology to account for aleatory and epistemic uncertainties, to emphasize the most important variables via dimension reduction and dimension-adaptive refinement, and to support fusion with experimental data using Bayesian inference; 5. The application of novel methodologies to time-dependent reliability studies in wind turbine applications including a number of efforts relating to the uncertainty quantification in vertical-axis wind turbine applications. In this report, we summarize all accomplishments in the project (during the time period specified) focusing on advances in UQ algorithms and deployment efforts to the wind turbine application area. Detailed publications in each of these areas have also been completed and are available from the respective conference proceedings and journals as detailed in a later section.
97 MATHEMATICS AND COMPUTING↗