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At least 37 records · Page 2

Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗

Method of Distributions for Two‐Phase Flow in Heterogeneous Porous Media

Abstract Multiscale heterogeneity and insufficient characterization data for a specific subsurface formation of interest render predictions of multi‐phase fluid flow in geologic formations highly uncertain. Quantification of the uncertainty propagation from the geomodel to the fluid‐flow response is typically done within a probabilistic framework. This task is computationally demanding due to, for example, the slow convergence of Monte Carlo simulations (MCS), especially when computing the tails of a distribution that are necessary for risk assessment and decision‐making under uncertainty. The frozen streamlines method (FROST) accelerates probabilistic predictions of immiscible two‐phase fluid flow problems; however, FROST relies on MCS to compute the travel‐time distribution, which is then used to perform the transport (phase saturation) computations. To alleviate this computational bottleneck, we replace MCS with a deterministic equation for the cumulative distribution function (CDF) of travel time. The resulting CDF‐FROST approach yields the CDF of the saturation field without resorting to sampling‐based strategies. Our numerical experiments demonstrate the high accuracy of CDF‐FROST in computing the CDFs of both saturation and travel time. For the same accuracy, it is about 5 and 10 times faster than FROST and MCS, respectively.

Yang, Hyung Jun↗

Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach

This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.

Aguilo, Miguel A.↗

Differential Equation Approximation Using Gradient-Boosted Quantile Regression

The operation of cyber-physical-human (CPH) systems is subject to various epistemic and aleatory uncertainties. Overall trustworthiness of CPH systems relies on the trustworthiness of its components and their interactions. It is important that computational models comprising the cyber component of CPH provide predictions accompanied by a measure of confidence in model outcomes. Uncertainty quantification (UQ) and propagation are especially important in safety critical CPH systems. Gradient-boosted trees is a modeling approach capable both of learning the dynamics of a system and performing UQ. In this paper, we devise a method for using gradient boosting to learn the dynamics of a second order differential equation and estimate uncertainty at the same time. We do this by creating a custom loss function that trains the model to approximate the second derivative of a noisy time series, and to penalize based on a parameter that corresponds to the desired quantile. The resulting gradient boosting model can simulate stochastic trajectories of the system given a single starting point, that is, it can estimate both the expected trajectory and its uncertainty. We show that the uncertainty estimation is well calibrated and that the model can learn the dynamics even in the presence of noise. We demonstrate the approach on a simple cartpole system.

Autonomous systems↗

Hierarchical Bayesian modeling for Inverse Uncertainty Quantification of system thermal-hydraulics code using critical flow experimental data

The best estimate plus uncertainty methodology in nuclear system thermal-hydraulic studies necessitates a comprehensive understanding of uncertainties in system code predictions. The forward uncertainty quantification (UQ) process involves the propagation of input uncertainties through the computational models to obtain uncertainties in the outputs. To this end, achieving an accurate estimation of input uncertainties is important, which is the focus of inverse UQ (IUQ). Traditionally, research in Bayesian IUQ within the nuclear engineering domain has largely relied on single-level Bayesian inference. While being effective for relatively small datasets, this approach encounters limitations for cases with large datasets. The use of a single-level model may prove inefficient, as the resultant posterior distributions can significantly differ when distinct subsets of data are employed. To address this issue, we employ an hierarchical Bayesian model for IUQ. Furthermore, this approach involves organizing observations into different groups based on the test conditions, thereby accommodating varying calibration parameters across these distinct groups. In this study, we developed and implemented a hierarchical Bayesian IUQ method to consider the grouping effect of critical flow measurement data from various geometries. Comparing the outcomes of IUQ under different selections of test data using hierarchical Bayesian IUQ against those obtained from single-level Bayesian IUQ, the forward propagation of hierarchical Bayesian IUQ results demonstrates a notably improved agreement with the experimental data.

42 ENGINEERING↗

On the quantification and efficient propagation of imprecise probabilities with copula dependence

This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be mutually independent or correlated by a multivariate Gaussian distribution. However, this subjective assumption may introduce bias in the response estimate if the real dependence structure deviates from this assumption. In this work, we overcome this limitation by introducing a flexible copula dependence model to capture complex dependencies. Here, a hierarchical Bayesian multimodel approach is proposed to quantify uncertainty in dependence model-form and model parameters that result from small data sets. This approach begins by identifying, through Bayesian multimodel inference, a set of candidate marginal models and their corresponding model probabilities, and then estimating the uncertainty in the copula-based dependence structure, which is conditional on the marginals and their parameters. The overall uncertainties integrating marginals and copulas are probabilistically represented by an ensemble of multivariate candidate densities. A novel importance sampling reweighting approach is proposed to efficiently propagate the overall uncertainties through a computational model. Through an example studying the influence of constituent properties on the out-of-plane properties of transversely isotropic E-glass fiber composites, we show that the composite property with copula-based dependence model converges to the true estimate as data set size increases, while an independence or arbitrary Gaussian correlation assumption leads to a biased estimate.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Thermodynamic modeling with uncertainty quantification using the modified quasichemical model in quadruplet approximation: Implementation into PyCalphad and ESPEI

The modified quasichemical model in the quadruplet approximation (MQMQA) considers the first- and the second-nearest-neighbor coordination and interactions, particularly useful in describing short-range ordering (SRO) in complex liquids such as molten salts, slag in metal processing, and electrolytic solutions. Here, the present work implements the MQMQA into the Python based open-source software PyCalphad for thermodynamic calculations. This endeavor facilitates the development of MQMQA-based thermodynamic database with uncertainty quantification (UQ) and propagation (UP) using the open-source software ESPEI. A new database structure based on Extensible Markup Language (XML) is proposed for ESPEI evaluation of MQMQA model parameters. Using the KF-NiF 2 , KCl-NaCl-MgCl 2 , and CaCl 2 -CaF 2 -LiCl-LiF salt systems as examples, we demonstrate the successful implementation of MQMQA in PyCalphad through thermodynamic calculations of Gibbs energy, equilibrium quadruplet fractions, and phase diagram, as well as database development with UQ and UP using ESPEI. Furthermore, as an application of the present implementation, both the LiF–TbF 3 and LiF-HoF 3 systems have been modeled by MQMQA for the first time, which are in good agreement with experiments. The present implementation hence offers an open-source capability for performing CALPHAD modeling for complex liquids with SRO using MQMQA plus a new XML database structure.

36 MATERIALS SCIENCE↗

stochprop

Software tools for quantifying atmospheric variability and uncertainty for use in uncertainty quantification of acoustic/infrasound propagation simulations.

Blom, Philip↗

Toward reducing uncertainty quantification costs in DEM models of particulate flow: Testing simple, sensitivity-based, forward uncertainty propagation techniques

The performance of two conceptually-simple uncertainty quantification techniques are tested against the rigorous nested-loop sampling technique of Roy and Oberkampf (Comput Methods Appl Mech Eng, 200: 2131–2144, 2011) (herein called full-sampling) using two very small-scale DEM-based models of particulate flow (one gas-solid flow and one granular flow). The first simplified forward uncertainty propagation technique, reduced-sampling, uses a sensitivity analysis to eliminate uncertain inputs that have little impact on the model output prior to nested-loop sampling. The second technique, boundary-sampling, uses a sensitivity analysis to inform the selection of two bounding cases for each key model output. In conclusion, the uncertainties in the model outputs obtained via the reduced- and boundary-sampling methods agree well with those from full-sampling for both the gas-solid and granular flow models while yielding computational savings of 65–75% (reduced sampling) and 94–97% (boundary sampling).

42 ENGINEERING↗

A Tutorial on Bayesian analysis of linear shock compression data

Gas gun and other shock compression experiments often produce shock wave velocity measurements that are linearly associated with particle velocity. Traditionally, this empirical relationship is quantified with a single Hugoniot curve that is estimated using least squares regression. However, for downstream modeling and simulation tasks, it is often more useful to have multiple Hugoniot curves in the pressure–volume plane that are consistent with the data. We employ Bayesian uncertainty quantification methods as a framework for propagating measurement uncertainty through to model parameters and predictions. Specifically, this Tutorial shows how to sample multiple Hugoniot curves in the pressure–volume plane that are consistent with the shock wave-particle velocity measurements in a two-step Bayesian approach. First, we obtain an analytical expression for the posterior distribution of the linear model parameters using Bayesian linear regression. Second, we propagate samples from the posterior distribution through the Rankine–Hugoniot equations to yield Hugoniot curves in the pressure–volume plane. The procedure is demonstrated with publicly available data on argon, copper, and nickel, and compared against bootstrapping and linear regression. The Bayesian procedure is shown to be interpretable, computationally inexpensive, and less sensitive than an alternative bootstrapping approach to the removal of the point in the copper dataset that has the largest particle velocity. As a Tutorial on Bayesian methodology for the shock compression community, we provide several derivations and explanations that make this paper self-contained, and make all code and data available at github.com/llnl/BALSCD.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Standardization of the Definitions of Vertical Resolution and Uncertainty in the NDACC-archived Ozone and Temperature Lidar Measurements

The international Network for the Detection of Atmospheric Composition Change (NDACC) is a global network of high-quality, remote-sensing research stations for observing and understanding the physical and chemical state of the Earth atmosphere. As part of NDACC, over 20 ground-based lidar instruments are dedicated to the long-term monitoring of atmospheric composition and to the validation of space-borne measurements of the atmosphere from environmental satellites such as Aura and ENVISAT. One caveat of large networks such as NDACC is the difficulty to archive measurement and analysis information consistently from one research group (or instrument) to another [1][2][3]. Yet the need for consistent definitions has strengthened as datasets of various origin (e.g., satellite and ground-based) are increasingly used for intercomparisons, validation, and ingested together in global assimilation systems.In the framework of the 2010 Call for Proposals by the International Space Science Institute (ISSI) located in Bern, Switzerland, a Team of lidar experts was created to address existing issues in three critical aspects of the NDACC lidar ozone and temperature data retrievals: signal filtering and the vertical filtering of the retrieved profiles, the quantification and propagation of the uncertainties, and the consistent definition and reporting of filtering and uncertainties in the NDACC- archived products. Additional experts from the satellite and global data standards communities complement the team to help address issues specific to the latter aspect.

Detection of Atmospheric Composition Change (NDACC↗

Aeroelastic Uncertainty Quantification Studies Using the S4T Wind Tunnel Model

This paper originates from the joint efforts of an aeroelastic study team in the Applied Vehicle Technology Panel from NATO Science and Technology Organization, with the Task Group number AVT-191, titled "Application of Sensitivity Analysis and Uncertainty Quantification to Military Vehicle Design." We present aeroelastic uncertainty quantification studies using the SemiSpan Supersonic Transport wind tunnel model at the NASA Langley Research Center. The aeroelastic study team decided treat both structural and aerodynamic input parameters as uncertain and represent them as samples drawn from statistical distributions, propagating them through aeroelastic analysis frameworks. Uncertainty quantification processes require many function evaluations to asses the impact of variations in numerous parameters on the vehicle characteristics, rapidly increasing the computational time requirement relative to that required to assess a system deterministically. The increased computational time is particularly prohibitive if high-fidelity analyses are employed. As a remedy, the Istanbul Technical University team employed an Euler solver in an aeroelastic analysis framework, and implemented reduced order modeling with Polynomial Chaos Expansion and Proper Orthogonal Decomposition to perform the uncertainty propagation. The NASA team chose to reduce the prohibitive computational time by employing linear solution processes. The NASA team also focused on determining input sample distributions.

Nikbay, Melike↗

Massively Parallel Bayesian Model Calibration and Uncertainty Quantification with Applications to Nuclear Fuels and Materials

The U.S. Department of Energy (DOE)’s Nuclear Energy Advanced Modeling and Simulation (NEAMS) program aims to develop predictive capabilities by applying computational methods to the analysis and design of advanced reactor and fuel cycle systems. This program has been providing engineering-scale support for the development of BISON, a high-fidelity and high-resolution fuel performance tool. Fuel behavior in a nuclear reactor is governed by a complex network of mechanisms interacting with various other physics aspects in the reactor system. Any model developed to represent the fuel behavior will likely be idealized resulting in uncertainties in their predictions compared to the observed data. As such, this report was motivated by the need to identify the sources of uncertainties and quantify and propagate them through the fuel model outputs. Such quantification of uncertainties will establish a level of model trustworthiness, identify approaches to improve the model trustworthiness, and even guide optimal experiment design for maximal information gain. To accomplish the uncertainty quantification for computational models, this report has relied on the Bayesian framework which provides probabilistic treatment of models their inputs and outputs. The current state-of-the-art on performing Bayesian Uncertainty Quantification (UQ) for nuclear engineering models using High Performance Computing (HPC) resources have been reviewed. Implementation of capabilities for massively parallel Bayesian UQ in Multiphysics Object-Oriented Simulation Environment (MOOSE) is discussed. Several verification cases are discussed to verify the accuracy of the quantified uncertainties using the developed computational capabilities in MOOSE. Then, the problem of quantifying the uncertainties in TRI-Structural isOtropic (TRISO) fuel silver release is addressed. For the first time, the uncertainties arising from the TRISO Fission Gas Release (FGR) model due to model inadequacy and experimental noise are quantified. Also, the Bayesian capabilities are applied to the calibration of the MATPRO creep model, a widely used model in several fuel assessment cases. The impact of the prediction uncertainties in the MATPRO model on the fuel cladding behavior as part of the TRIBULATION assessment case (which is an integral effects case) is investigated. This report concludes with a discussion on the future work for the UQ for computational models.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Building surrogate models of nuclear density functional theory with Gaussian processes and autoencoders

From the lightest Hydrogen isotopes up to the recently synthesized Oganesson (Z = 118), it is estimated that as many as about 8,000 atomic nuclei could exist in nature. Most of these nuclei are too short-lived to be occurring on Earth, but they play an essential role in astrophysical events such as supernova explosions or neutron star mergers that are presumed to be at the origin of most heavy elements in the Universe. Understanding the structure, reactions, and decays of nuclei across the entire chart of nuclides is an enormous challenge because of the experimental difficulties in measuring properties of interest in such fleeting objects and the theoretical and computational issues of simulating strongly-interacting quantum many-body systems. Nuclear density functional theory (DFT) is a fully microscopic theoretical framework which has the potential of providing such a quantitatively accurate description of nuclear properties for every nucleus in the chart of nuclides. Thanks to high-performance computing facilities, it has already been successfully applied to predict nuclear masses, global patterns of radioactive decay like β or γ decay, and several aspects of the nuclear fission process such as, e.g., spontaneous fission half-lives. Yet, predictive simulations of nuclear spectroscopy—the low-lying excited states and transitions between them—or of nuclear fission, or the quantification of theoretical uncertainties and their propagation to basic or applied nuclear science applications, would require several orders of magnitude more calculations than currently possible. However, most of this computational effort would be spent into generating a suitable basis of DFT wavefunctions. Such a task could potentially be considerably accelerated by borrowing tools from the field of machine learning and artificial intelligence. In this paper, we review different approaches to applying supervised and unsupervised learning techniques to nuclear DFT.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

The Challenges of Credible Thermal Protection System Reliability Quantification

The paper discusses several of the challenges associated with developing a credible reliability estimate for a human-rated crew capsule thermal protection system. The process of developing such a credible estimate is subject to the quantification, modeling and propagation of numerous uncertainties within a probabilistic analysis. The development of specific investment recommendations, to improve the reliability prediction, among various potential testing and programmatic options is then accomplished through Bayesian analysis.

Green, Lawrence L.↗

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↗

Sonic Boom Pressure Signature Uncertainty Calculation and Propagation to Ground Noise

The objective of this study was to outline an approach for the quantification of uncertainty in sonic boom measurements and to investigate the effect of various near-field uncertainty representation approaches on ground noise predictions. These approaches included a symmetric versus asymmetric uncertainty band representation and a dispersion technique based on a partial sum Fourier series that allows for the inclusion of random error sources in the uncertainty. The near-field uncertainty was propagated to the ground level, along with additional uncertainty in the propagation modeling. Estimates of perceived loudness were obtained for the various types of uncertainty representation in the near-field. Analyses were performed on three configurations of interest to the sonic boom community: the SEEB-ALR, the 69o DeltaWing, and the LM 1021-01. Results showed that representation of the near-field uncertainty plays a key role in ground noise predictions. Using a Fourier series based dispersion approach can double the amount of uncertainty in the ground noise compared to a pure bias representation. Compared to previous computational fluid dynamics results, uncertainty in ground noise predictions were greater when considering the near-field experimental uncertainty.

West, Thomas K., IV↗