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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Uncertainty propagation and sensitivity analysis for constrained optimization of nuclear waste vitrification

Abstract The vitrification of high‐level waste (HLW) by heating a mixture of glass‐forming chemicals (GFCs) with the waste can be improved using a constrained optimization problem. This study explores how different uncertainty propagation (UP) methods implemented with the optimization process can affect the glass formulation of nuclear waste glasses. UP is the effort of propagating uncertain inputs through a system to understand and quantify output distributions. Uncertainty intervals are crafted from output distributions to inform the optimization algorithm. UP is often implemented with Monte Carlo (MC) sampling for large nonlinear systems, which can be difficult to implement within a constrained optimization algorithm that requires derivative information. Other UP methods often used for optimization under uncertainty (OUU) can be designed to work within an established constrained optimization framework. Methods of UP are evaluated in this study including iterative sampling approaches, first‐order approximations, and surrogate modeling with machine learning (ML). A method of dimensional reduction based on global sensitivity analysis is introduced to support the UP methods for the large dimensionality of the problem. Analytical UP methods able to achieve similar optimums 10 times faster than the baseline MC approach, and produce 93.9% similar output distributions are reported.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
NASA NTRS2022

NESC Peer Review of Exploration Systems Development (ESD) Integrated Vehicle Modal Test, Model Correlation, Development Flight Instrumentation (DFI) and Flight Loads Readiness; Uncertainty Propagation for Model Validation Sub-task

This report details a sub-task (regarding Uncertainty Propagation for Model Validation) from a NASA Engineering and Safety Center assessment that is a multi-year activity spanning the complete development of the Space Launch System integrated vehicle structural dynamic models, and the development of the certification of flight readiness for the Artemis 1 and Artemis 2 vehicles and their variants.

Exploration Systems Development; Development Fligh↗
NASA NTRS2002

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

An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are 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, these 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 OSTI2021

Discrete-Direct Model Calibration and Uncertainty Propagation Method Confirmed on Multi-Parameter Plasticity Model Calibrated to Sparse Random Field Data

A discrete direct (DD) model calibration and uncertainty propagation approach is explained and demonstrated on a 4-parameter Johnson-Cook (J-C) strain-rate dependent material strength model for an aluminum alloy. The methodology's performance is characterized in many trials involving four random realizations of strain-rate dependent material-test data curves per trial, drawn from a large synthetic population. The J-C model is calibrated to particular combinations of the data curves to obtain calibration parameter sets which are then propagated to “Can Crush” structural model predictions to produce samples of predicted response variability. These are processed with appropriate sparse-sample uncertainty quantification (UQ) methods to estimate various statistics of response with an appropriate level of conservatism. This is tested on 16 output quantities (von Mises stresses and equivalent plastic strains) and it is shown that important statistics of the true variabilities of the 16 quantities are bounded with a high success rate that is reasonably predictable and controllable. The DD approach has several advantages over other calibration-UQ approaches like Bayesian inference for capturing and utilizing the information obtained from typically small numbers of replicate experiments in model calibration situations—especially when sparse replicate functional data are involved like force–displacement curves from material tests. The DD methodology is straightforward and efficient for calibration and propagation problems involving aleatory and epistemic uncertainties in calibration experiments, models, and procedures.

42 ENGINEERING↗
NASA NTRS2014

GCR Environmental Models III: GCR Model Validation and Propagated Uncertainties in Effective Dose

This is the last of three papers focused on quantifying the uncertainty associated with galactic cosmic rays (GCR) models used for space radiation shielding applications. In the first paper, it was found that GCR ions with Z>2 and boundary energy below 500 MeV/nucleon induce less than 5% of the total effective dose behind shielding. This is an important finding since GCR model development and validation have been heavily biased toward Advanced Composition Explorer/Cosmic Ray Isotope Spectrometer measurements below 500 MeV/nucleon. Weights were also developed that quantify the relative contribution of defined GCR energy and charge groups to effective dose behind shielding. In the second paper, it was shown that these weights could be used to efficiently propagate GCR model uncertainties into effective dose behind shielding. In this work, uncertainties are quantified for a few commonly used GCR models. A validation metric is developed that accounts for measurements uncertainty, and the metric is coupled to the fast uncertainty propagation method. For this work, the Badhwar-O'Neill (BON) 2010 and 2011 and the Matthia GCR models are compared to an extensive measurement database. It is shown that BON2011 systematically overestimates heavy ion fluxes in the range 0.5-4 GeV/nucleon. The BON2010 and BON2011 also show moderate and large errors in reproducing past solar activity near the 2000 solar maximum and 2010 solar minimum. It is found that all three models induce relative errors in effective dose in the interval [-20%, 20%] at a 68% confidence level. The BON2010 and Matthia models are found to have similar overall uncertainty estimates and are preferred for space radiation shielding applications.

Slaba, Tony C.↗
DOE OSTI2020

Data-Driven Approach for Uncertainty Propagation and Reachability Analysis in Dynamical Systems

In this paper, we propose a data-driven approach for uncertainty propagation and reachability analysis in a dynamical system. The proposed approach relies on the linear lifting of a nonlinear system using linear Perron-Frobenius (P-F) and Koopman operators. Here, the uncertainty can be characterized in terms of the moments of a probability density function. We demonstrate how the P-F and Koopman operators are used for propagating the moments. Time-series data is used for the finite-dimensional approximation of the linear operators, thereby enabling data-driven approach for moment propagation. Simulation results are presented to demonstrate the effectiveness of the proposed method.

42 ENGINEERING↗
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.↗
DOE OSTI2020

On Transfer Learning Of Neural Networks Using Bi-Fidelity Data For Uncertainty Propagation

Due to their high degree of expressiveness, neural networks have recently been used as surrogate models for mapping inputs of an engineering system to outputs of interest. Once trained, neural networks are computationally inexpensive to evaluate and remove the need for repeated evaluations of computationally expensive models in uncertainty quantification applications. However, given the highly parameterized construction of neural networks, especially deep neural networks, accurate training often requires large amounts of simulation data that may not be available in the case of computationally expensive systems. In this paper, to alleviate this issue for uncertainty propagation, we explore the application of transfer learning techniques using training data generated from both high- and low-fidelity models. We explore two strategies for coupling these two datasets during the training procedure, namely, the standard transfer learning and the bi-fidelity-weighted learning. In the former approach, a neural network model mapping the inputs to the outputs of interest is trained based on the low-fidelity data. The high-fidelity data are then used to adapt the parameters of the upper layer(s) of the low-fidelity network, or train a simpler neural network to map the output of the low-fidelity network to that of the high-fidelity model. In the latter approach, the entire low-fidelity network parameters are updated using data generated via a Gaussian process model trained with a small high-fidelity dataset. The parameter updates are performed via a variant of stochastic gradient descent with learning rates given by the Gaussian process model. Using three numerical examples, we illustrate the utility of these bi-fidelity transfer learning methods where we focus on accuracy improvement achieved by transfer learning over standard training approaches.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Uncertainty Propagation from Flux to α and from Time to α in Reaction History

This report documents measurement uncertainty propagation from flux to α and from time to α in gamma reaction history. Analytical formulas are derived, and on the basis of them, their discrete versions are provided to serve for current reaction history software verification, and for development of the future versions of the software. The discrete version is provided for the general case: sparse data with varying time intervals between the data points.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
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↗