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All sourcesNASA NTRSDOE OSTI
NASA NTRS2004

Employing Sensitivity Derivatives to Estimate Uncertainty Propagation in CFD

Two methods that exploit the availability of sensitivity derivatives are successfully employed to predict uncertainty propagation through Computational Fluid Dynamics (CFD) code for an inviscid airfoil problem. An approximate statistical second-moment method and a Sensitivity Derivative Enhanced Monte Carlo (SDEMC) method are successfully demonstrated on a two-dimensional problem. First- and second-order sensitivity derivatives of code output with respect to code input are obtained through an efficient incremental iterative approach. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables); these sensitivity derivatives enable one to formulate first- and second-order Taylor Series approximations for the mean and variance of CFD output quantities. Additionally, incorporation of the first-order sensitivity derivatives into the data reduction phase of a conventional Monte Carlo (MC) simulation allows for improved accuracy in determining the first moment of the CFD output. Both methods are compared to results generated using a conventional MC method. The methods that exploit the availability of sensitivity derivatives are found to be valid when considering small deviations from input mean values.

Putko, Michele M.↗
NASA NTRS2001

Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗
DOE OSTI2025

Conditional Pseudo-Reversible Normalizing Flow for Surrogate Modeling in Quantifying Uncertainty Propagation

We introduce a conditional pseudo-reversible normalizing flow (PR-NF) that directly learns conditional probability distributions from noisy physical models to efficiently quantify both forward and inverse uncertainty propagation. Traditional surrogate modeling approaches approximate only the deterministic component of physical models, requiring separate noise characterization and computationally expensive sampling methods for inverse problems. Here, in this work, we develop the conditional PR-NF model to directly learn and efficiently generate samples from the conditional probability density functions (PDFs). The training process utilizes dataset consisting of input-output pairs without requiring prior knowledge about the noise and the function. Once trained, our model efficiently generates samples from conditional PDFs for any input within the training domain. Moreover, the pseudo-reversibility feature allows for the use of fully connected neural network architectures, which simplifies the implementation and enables theoretical analysis. We provide a rigorous convergence analysis of the conditional PR-NF model, showing its ability to converge to the target conditional PDF using the Kullback−Leibler divergence. To demonstrate the effectiveness of our method, we apply it to several benchmark tests and a real-world geologic carbon storage problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

An Analytic Benchmark for Neutron Boltzmann Transport with Downscattering—Part IV: PFNS and $\bar{ν}$ Uncertainty Propagation

An analytic benchmark with continuous-energy cross sections was previously derived to validate criticality calculations. Here, to extend the utility of the analytic benchmark to verify the implementation of $\bar{ν}$ and prompt fission neutron spectrum (PFNS) uncertainty propagation methods, new simplified forms that are dependent on the incident (fission-causing) neutron energy, as well as the outgoing neutron energy for the PFNS, are introduced in this work. The analytical forms for the flux and adjoint flux are derived for the extended benchmark and used to determine the 𝑘-eigenvalue sensitivity to $\bar{ν}$ and PFNS. The 𝑘-eigenvalue uncertainty due to $\bar{ν}$ and PFNS is calculated for the analytic benchmark using simplified$\bar{ν}$ and PFNS representations based on the ENDF-B/VIII.0 239 Pu evaluation. Because of the low sensitivity of the analytic benchmark to the physical PFNS, a nonphysical high-sensitivity PFNS is also presented.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

Uncertainty propagation in pore water chemical composition calculation using surrogate models

Performance assessment in deep geological nuclear waste repository systems necessitates an extended knowledge of the pore water chemical conditions prevailing in host-rock formations. In the last two decades, important progress has been made in the experimental characterization and thermodynamic modeling of pore water speciation, but the influence of experimental artifacts and uncertainties of thermodynamic input parameters are seldom evaluated. In this respect, we conducted an uncertainty propagation study in a reference geochemical model describing the pore water chemistry of the Callovian-Oxfordian clay formation. Nineteen model input parameters were perturbed, including those associated to experimental characterization (leached anions, exchanged cations, cation exchange selectivity coefficients) and those associated to generic thermodynamic databases (solubilities). A set of 13 quantities of interest were studied by the use of polynomial chaos expansions built non-intrusively with a least-squares forward stepwise regression approach. Training and validation sets of simulations were carried out using the geochemical speciation code PHREEQC. The statistical results explored the marginal distribution of each quantity of interest, their bivariate correlations as well as their global sensitivity indices. The influence of the assumed distributions for input parameters uncertainties was evaluated by considering two parametric domain sizes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2024

Assay-based background projection for the Majorana Demonstrator using Monte Carlo uncertainty propagation

The background index (BI) is an important quantity to project and calculate the half-life sensitivity of neutrinoless double-𝛽 decay (0⁢𝜈⁢𝛽⁢𝛽) experiments. An analysis framework is presented to calculate the BI using the specific activities, masses, and simulated efficiencies of an experiments components as distributions. This Bayesian framework includes a unified approach to combine specific activities from assay. Monte Carlo uncertainty propagation is used to build a BI distribution from the specific activity, mass, and efficiency distributions. This method is applied to the M AJORANA D EMONSTRATOR , which deployed arrays of high-purity Ge detectors enriched in 76 Ge to search for 0⁢𝜈⁢𝛽⁢𝛽. The original assay-based projection is requantified in the new framework, using the as-built geometry of the Demonstrator and additional assay information. While 47% higher than the original projection, the resulting BI of [8.95±0.36]×10 −4 cts/(keVkgyr) from the 232 Th and 238 U decay chains does not account for the higher-than-expected BI observed by the D EMONSTRATOR . Finally, this method enables us to demonstrate the statistical incompatibility between the D EMONSTRATOR 's observed background and the assay results.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2022

Nuclear data uncertainty propagation applied to the versatile test reactor conceptual design

We report the Versatile Test Reactor (VTR) currently under development is a 300 MWth sodium-cooled fast reactor (SFR) fueled with ternary metal alloy fuel, which aims to accelerate the testing of advanced nuclear fuels, materials, instrumentation, and sensors in high flux environments that are necessary to license the next generation of advanced reactor concepts. To support the VTR design process, uncertainties associated with the nuclear data has been propagated through the reactor core neutronics calculation to global parameters of interest, such as the core multiplication factor, kinetic parameters, and various reactivity feedback coefficients, following the sensitivity based uncertainty propagation approach. By folding the sensitivity coefficients, separately computed by the generalized perturbation theory code PERSENT and Monte Carlo code Serpent 2, with the variance-covariance matrices from COMMARA-2.0, we obtain the reaction-wise, isotope-wise, and overall uncertainties for each response of interest due to nuclear data uncertainty. With Serpent 2, the statistical error of the uncertainty is obtained by propagating the statistical error of the sensitivity coefficients through the same process using a newly developed uncertainty propagation method. From both codes, the overall top uncertainty contributors are found to be the cross section of Fe-56 elastic scattering, Na-23 elastic scattering, and U 238 inelastic scattering. The large contributions of the Fe-56 elastic scattering cross sections to global parameters are due to its relatively large relative uncertainty of 5–10% in nuclear data and the large volume of Fe-containing reflector assemblies in the fairly compact VTR core design. Both codes agreed well for the overall uncertainty estimates of all responses of interest, except the delayed neutron fraction, prompt neutron generation time, and the coolant density feedback coefficient, where Serpent 2 yielded a much larger value than PERSENT due to the large statistical error of sensitivity coefficients. The calculated uncertainties are also compared to those associated with other SFR cores. Another outcome of this study is a variance-covariance matrix of reactivity coefficients, which can be used in the subsequent uncertainty propagation to the system level to investigate the impact of identified uncertainties on system responses in the safety analysis.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
NASA NTRS2019

Efficient method for approximating nonlinear dynamics: applications to uncertainty propagation and estimation

High-order Taylor series expansions can be used to model nonlinear dynamics at the cost of integrating a large set of variational equations to obtain high-order state-transition tensors (STTs). This paper presents an innovative technique for approximating the high-order STTs that reduces significantly the computational cost by retaining only the dominant secular terms. We propagate the low-order partial derivatives of Kepler’s equation, which only requires the integration of six additional equations to extend an n-th order approximation to order (n + 1). The approximation stems from the Lindstedt-Poincare procedure and exploits the stability properties of orbital motion. Since the method makes no dynamical assumptions, it can accommodate any source of orbital perturbations. We show how the approximation of the second-order STT significantly increases the accuracy of the linear method for uncertainty propagation with only a small computational overhead. Finally, we derive a high-order approximate extended Kalman filter that implements the proposed approximation of the STT and improves the performance of linear filters. Examples of application with different perturbation sources include the heliocentric orbit of an asteroid, an orbiter around Europa, and an Earth-orbiting satellite.

Park, Ryan S↗
DOE OSTI2025

Development and application of two-step uncertainty propagation and sensitivity analysis methodology for fast reactor safety analysis

Uncertainty quantification (UQ) in nuclear reactors for transients is directly linked with safety assessment through the cross-sections uncertainties, provided as a covariance matrix, which are propagated through the reactor system to output of interest pertaining to reactor safety, such as peak temperatures in fuel/clad/coolant. Using a two-step approach, uncertainties are first quantified and propagated from basic input variables (such as reaction cross-sections) to intermediate quantities (such as reactivity feedback coefficients) through lattice level calculations. Uncertainties of intermediate quantities (from the first step) are then propagated through the system transient calculations, in the second step, to obtain uncertainties on reactor safety output parameters of interest. The scope of this work consists of Uncertainty Quantification & Propagation of nuclear data uncertainties that are highly correlated through unprotected transient overpower and unprotected loss of flow to assess their impact on core safety parameters. This two-step approach in the presence of covariance renders the sensitivity analysis very challenging. In fact, usually the sensitivity analysis is restricted to each step, which limits its application since the sensitivities between the system output quantities and the basic input variables are difficult to obtain. Here, in this work, we address this issue by proposing a simple, general methodology to combine the sensitivity indices obtained in each step by assuming the model behavior being linear. For the first step Generalized Perturbation theory based indices are used while in the second step the recently studied Johnson indices. The uncertainty quantification and sensitivity methodologies discussed here are demonstrated on a generic LFR design which is based on the 500 MWth demonstration Lead-cooled fast reactor (DLFR) using oxide fuel, developed by Westinghouse Electric Company (WEC).

42 - ENGINEERING↗
DOE OSTI2024

ETHOS: An automated framework to generate multi-fidelity constitutive data tables and propagate uncertainties to hydrodynamic simulations

Accurate constitutive data, such as equations of state and plasma transport coefficients, are necessary for reliable hydrodynamic simulations of plasma systems such as fusion targets, planets, and stars. Here, we develop a framework for automatically generating transport-coefficient tables using a parameterized model that incorporates data from both high-fidelity sources (e.g., density functional theory calculations and reference experiments) and lower-fidelity sources (e.g., average-atom and analytic models). The framework incorporates uncertainties from these multi-fidelity sources, generating ensembles of optimally diverse tables that are suitable for uncertainty quantification of hydrodynamic simulations. We illustrate the utility of the framework with magnetohydrodynamic simulations of magnetically launched flyer plates, which are used to measure material properties in pulsed-power experiments. We explore how changes in the uncertainties assigned to the multi-fidelity data sources propagate to changes in simulation outputs and find that our simulations are most sensitive to uncertainties near the melting transition. The presented framework enables computationally efficient uncertainty quantification that readily incorporates new high-fidelity measurements or calculations and identifies plasma regimes where additional data will have high impact.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Uncertainty Propagation within Chained Models for Machine Learning Reconstruction of Neutrino-LAr Interactions

Sequential or chained models are increasingly prevalent in machine learning for scientific applications, due to their flexibility and ease of development. Chained models are particularly useful when a task is separable into distinct steps with a hierarchy of meaningful intermediate representations. In reliability-critical tasks, it is important to quantify the confidence of model inferences. However, chained models pose an additional challenge for uncertainty quantification, especially when input uncertainties need to be propagated. In such cases, a fully uncertainty-aware chain of models is required, where each step accepts a probability distribution over the input space, and produces a probability distribution over the output space. In this work, we present a case study for adapting a single model within an existing chain, designed for reconstruction within neutrino-Argon interactions, developed for neutrino oscillation experiments such as MicroBooNE, ICARUS, and the future DUNE experiment. We test the performance of an input uncertainty-enabled model against an uncertainty-blinded model using a method for generating synthetic noise. By comparing these two, we assess the increase in inference quality achieved by exposing models to upstream uncertainty estimates.

97 MATHEMATICS AND COMPUTING↗
NASA NTRSDate not supplied

Strategies for Automation of Model Tuning in Multifidelity Trajectory Uncertainty Propagation

Multi-model Monte Carlo methods are efficient strategies to perform forward uncertainty quantification studies in entry, descent, and landing (EDL) applications. These multi-model methods are based on the classical Monte Carlo estimator, but fuse predictions from several low-fidelity models to obtain estimators with greater precision given a prescribed computational budget. The effectiveness of these approaches relies on the magnitudes of correlations between the low-fidelity models and the high-fidelity model, as well as the relative computational costs of all models. Identifying and exploiting the best trade-off between correlation and cost, which ultimately depends on the selection of hyperparameters in the low-fidelity models, is a task often performed by hand or simply inspired by the deterministic understanding available for a specific application. This work extends a preliminary effort,

Marten Thompson↗
NASA NTRSDate not supplied

Uncertainty Propagation in Pre-Flight Prediction of Unmanned Aerial Vehicle Separation Violation

Current forecasts on the future of aeronautics suggest an in- creasing number of unmanned aerial vehicles entering the low- altitude airspace in the next decades (FAA, 2018; Kopardekar et al., 2016). Small vehicles for package delivery as well as larger vehicles for urban air mobility will change the airspace drastically, increasing density of operations both in time, i.e. high number of take-off and landings per unit time, and in space, operating in dense urban environment. This scenario poses challenges to the current approach to air traffic control, and large efforts from academia, industry and regulatory bodies are dedicated to the development of new traffic management strategies that leverage higher computing and simulating capabilities available today. In this paper, we propose a simple look-ahead approach to predict potential minimum separation violations at the strategic level, that is before vehicles start flying, depending on the predefined 4D trajectories and uncertainty affecting the wind acting along those routes. The wind field is extracted from the NOAA North America Mesoscale Forecast System and interpolated using Gaussian process regression, while uncertainty affecting the expected cruise airspeed is propagated through error intervals. The approach allows the prediction of aircraft separation as a function of time, highlighting potential safety violations that would go undetected if uncertainty affecting the expected 4D trajectories is not considered. The paper will also discuss issues related to accuracy and scalability of the approach to multiple vehicle operations.

Trajectory Prediction↗
NASA NTRS1977

Monte Carlo analysis of uncertainty propagation in a stratospheric model. 1: Development of a concise stratospheric model

A concise model has been developed to analyze uncertainties in stratospheric perturbations, yet uses a minimum of computer time and is complete enough to represent the results of more complex models. The steady state model applies iteration to achieve coupling between interacting species. The species are determined from diffusion equations with appropriate sources and sinks. Diurnal effects due to chlorine nitrate formation are accounted for by analytic approximation. The model has been used to evaluate steady state perturbations due to injections of chlorine and NO(X).

Rundel, R. D.↗
NASA NTRS1986

Sensitivity of an atmospheric photochemistry model to chlorine perturbations including consideration of uncertainty propagation

Models of stratospheric photochemistry are generally tested by comparing their predictions for the composition of the present atmosphere with measurements of species concentrations. These models are then used to make predictions of the atmospheric sensitivity to perturbations. Here the problem of the sensitivity of such a model to chlorine perturbations ranging from the present influx of chlorine-containing compounds to several times that influx is addressed. The effects of uncertainties in input parameters, including reaction rate coefficients, cross sections, solar fluxes, and boundary conditions, are evaluated using a Monte Carlo method in which the values of the input parameters are randomly selected. The results are probability distributions for present atmosheric concentrations and for calculated perturbations due to chlorine from fluorocarbons. For more than 300 Monte Carlo runs the calculated ozone perturbation for continued emission of fluorocarbons at today's rates had a mean value of -6.2 percent, with a 1-sigma width of 5.5 percent. Using the same runs but only allowing the cases in which the calculated present atmosphere values of NO, NO2, and ClO at 25 km altitude fell within the range of measurements yielded a mean ozone depletion of -3 percent, with a 1-sigma deviation of 2.2 percent. The model showed a nonlinear behavior as a function of added fluorocarbons. The mean of the Monte Carlo runs was less nonlinear than the model run using mean value of the input parameters.

Stolarski, R. S.↗
NASA NTRS2002

Error Estimation and Uncertainty Propagation in Computational Fluid Mechanics

Numerical simulation has now become an integral part of engineering design process. Critical design decisions are routinely made based on the simulation results and conclusions. Verification and validation of the reliability of the numerical simulation is therefore vitally important in the engineering design processes. We propose to develop theories and methodologies that can automatically provide quantitative information about the reliability of the numerical simulation by estimating numerical approximation error, computational model induced errors and the uncertainties contained in the mathematical models so that the reliability of the numerical simulation can be verified and validated. We also propose to develop and implement methodologies and techniques that can control the error and uncertainty during the numerical simulation so that the reliability of the numerical simulation can be improved.

Zhu, J. Z.↗
NASA NTRS2018

Universal and Automated Monte Carlo Method Code for Uncertainty Propagation in Metrology Databases

A method of providing transformed target points for integrating a component into an assembly includes collecting a set of component target points, collecting a set of assembly target points, identifying target points common to the set of component target points and the set of assembly target points; performing a specified number of Monte Carlo transformations of selected ones of the common target points to yield a set of transformed target points and vectors and an associated uncertainty value for each transformed target point and vector, and using certain ones of the transformed target points for integrating the component into the assembly based on the associated uncertainty value for each of the transformed target points.

Hayden, Joseph↗