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All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

SCALE 6.2.4 Validation: Radiation Shielding

For safe and reliable use of computer codes by the community, accuracy must be clearly evaluated. In particular, the nuclear reactor engineering and licensing field needs accurate tools for radiation shielding modeling. Monaco with Automated Variance Reduction using Importance Calculations (MAVRIC) is one such tool, with built-in variance reduction methods distributed within the SCALE code, and its validity is demonstrated in this report for the released version 6.2.4. Representative benchmarks corresponding to shielding analysis are selected for the validation study. Typical experimental results analyzed from those benchmarks include neutron fluxes, detector count rates, detector energy response functions, neutron and gamma doses, foil neutron activation rates and activities, neutron leakage fluxes, and skyshine dose rates. Thousands of points of comparison between experiment and calculation are presented in this work. Other than rare outliers typically explained by either a lack of information or large uncertainties in the experiment conditions, material, or dimensions, MAVRIC agrees well with the experiment results. MAVRIC is also compared to Monte Carlo N-Particle (MCNP) calculations when available, and both codes generally produce good agreements within estimated uncertainties. The selected benchmarks are obtained from reliable sources such as the International Criticality Safety Benchmark Evaluation Project Handbook (ICSBEP Handbook), the Shielding Integral Benchmark Archive & Database (SINBAD), and other shielding validation work found in the literature. Additional datapoints and benchmarks will be added to future versions of this report to incrementally expand the shielding validation suite incrementally.

61 RADIATION PROTECTION AND DOSIMETRY↗
DOE OSTI2024

SCALE 6.3 Validation: Radiation Shielding

Safe and reliable use of scientific and engineering computer codes requires validation for the types of applications in which they will be used. An example in the nuclear reactor engineering and licensing field is radiation transport employed in shielding analyses. The validity of computer codes for shielding applications is demonstrated in this report for SCALE version 6.3.0. Representative benchmarks corresponding to shielding analyses are selected for the validation study. Typical measurement results analyzed from these benchmarks include neutron fluxes, detector count rates, detector energy response functions, neutron and gamma dose rates, neutron activation rates and activities, neutron leakage fluxes, and skyshine dose rates. Thousands of points of comparison between measurement and calculation are presented in this work. Other than rare outliers typically explained by either a lack of information or large uncertainties in the experiment conditions, material, or dimensions, the Monaco with Automated Variance Reduction using Importance Calculations (MAVRIC) radiation transport computer code with built-in variance reduction methods distributed with the SCALE computer code system agrees well with the measurement results. In selected benchmarks, MAVRIC is also compared to Monte Carlo N- Particle® (MCNP® ) 1 calculations. Both computer codes generally agree well within the estimated uncertainties. With the release of SCALE 6.3.0, Shift was integrated as an alternative transport solver in MAVRIC, denoted MAVRIC-Shift. Although the traditional MAVRIC using Monaco was used primarily in this validation study, many results have also been generated using MAVRIC-Shift. Agreement between MAVRIC-Monaco and MAVRIC-Shift is generally very good. The benchmarks presented in this report were obtained from reliable sources such as the International Criticality Safety Benchmark Evaluation Project Handbook, the Shielding Integral Benchmark Archive & Database, and other shielding validation work found in the literature. Additional datapoints and benchmarks will be added to future versions of this report to expand the shielding validation suite.

61 RADIATION PROTECTION AND DOSIMETRY↗
NASA NTRS2007

Dynamic and Regression Modeling of Ocean Variability in the Tide-Gauge Record at Seasonal and Longer Periods

Comparison of monthly mean tide-gauge time series to corresponding model time series based on a static inverted barometer (IB) for pressure-driven fluctuations and a ocean general circulation model (OM) reveals that the combined model successfully reproduces seasonal and interannual changes in relative sea level at many stations. Removal of the OM and IB from the tide-gauge record produces residual time series with a mean global variance reduction of 53%. The OM is mis-scaled for certain regions, and 68% of the residual time series contain a significant seasonal variability after removal of the OM and IB from the tide-gauge data. Including OM admittance parameters and seasonal coefficients in a regression model for each station, with IB also removed, produces residual time series with mean global variance reduction of 71%. Examination of the regional improvement in variance caused by scaling the OM, including seasonal terms, or both, indicates weakness in the model at predicting sea-level variation for constricted ocean regions. The model is particularly effective at reproducing sea-level variation for stations in North America, Europe, and Japan. The RMS residual for many stations in these areas is 25-35 mm. The production of "cleaner" tide-gauge time series, with oceanographic variability removed, is important for future analysis of nonsecular and regionally differing sea-level variations. Understanding the ocean model's strengths and weaknesses will allow for future improvements of the model.

Hill, Emma M.↗
DOE OSTI2021

Toward quantum Monte Carlo forces on heavier ions: Scaling properties

Quantum Monte Carlo (QMC) forces have been studied extensively in recent decades because of their importance with spectroscopic observables and geometry optimization. Here, we benchmark the accuracy and computational cost of QMC forces. The zero-variance zero-bias (ZVZB) force estimator is used in standard variational and diffusion Monte Carlo simulations with mean-field based trial wavefunctions and atomic pseudopotentials. Statistical force uncertainties are obtained with a recently developed regression technique for heavy tailed QMC data [P. Lopez Rios and G. J. Conduit, Phys. Rev. E 99, 063312 (2019)]. By considering selected atoms and dimers with elements ranging from H to Zn (1 ≤ Z eff ≤ 20), we assess the accuracy and the computational cost of ZVZB forces as the effective pseudopotential valence charge, Z eff , increases. We find that the costs of QMC energies and forces approximately follow simple power laws in Zeff. The force uncertainty grows more rapidly, leading to a best case cost scaling relationship of approximately Z e ff 6.5 ( 3 ) for diffusion Monte Carlo. We find that the accessible system size at fixed computational cost scales as Z e ff − 2 , insensitive to model assumptions or the use of the “space warp” variance-reduction technique. Our results predict the practical cost of obtaining forces for a range of materials, such as transition metal oxides where QMC forces have yet to be applied, and underscore the importance of further developing force variance-reduction techniques, particularly for atoms with high Z eff .

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2022

GANISP: A GAN-Assisted Importance Splitting Probability Estimator

Designing manufacturing processes with high yield and strong reliability relies on effective methods for rare event estimation. Genealogical importance splitting reduces the variance of rare event probability estimators by iteratively selecting and replicating realizations that are headed towards a rare event. The replication step is difficult when applied to deterministic systems where the initial conditions of the offspring realizations need to be modified. Typically, a random perturbation is applied to the offspring to differentiate their trajectory from the parent realization. However, this random perturbation strategy may be effective for some systems while failing for others, preventing variance reduction in the probability estimate. This work seeks to address this limitation using a generative model such as a Generative Adversarial Network (GAN) to generate perturbations that are consistent with the attractor of the dynamical system. The proposed GAN-assisted Importance SPlitting method (GANISP) improves the variance reduction for the system targeted. An implementation of the method is available in a companion repository (https://github.com/NREL/GANISP).

generative adversarial network↗
DOE OSTI2022

GANISP: A GAN-Assisted Importance Splitting Probability Estimator: Preprint

To reduce the variance of rare event probability estimator, genealogical importance splitting marches towards a rare event by iteratively selecting and replicating realizations that are headed towards a rare event. The replication step is made difficult when applied to deterministic systems as the initial conditions of the offspring realizations need to be modified. Typically, a random perturbation is applied to the offspring to differentiate their trajectory from the parent realization. It is shown that a random perturbation strategy may be effective for some systems but may also fail for others, thereby preventing variance reduction in the probability estimate. To address this limitation, it is proposed to use a generative model such as a Generative Adversarial Network (GAN) to generate perturbations that are consistent with the attractor of the dynamical system. The GAN-assisted Importance SPlitting method (GANISP) improves the variance reduction for the system targeted. An implementation of the method is available in a companion repository (https://github.com/NREL/GANISP).

generative adversarial network↗
NASA NTRS2020

Multi Model Monte Carlo with Python (MXMCPy)

Multi Model Monte Carlo with Python (\mxmc {}) is a software package developed as a general capability for computing the statistics of outputs from an expensive, high-fidelity model by leveraging faster, low-fidelity models for speedup. Motivated by uncertainty propagation problems where classical Monte Carlo (MC) simulation is computationally intractable, various multi-model MC approaches have recently emerged that yield unbiased estimators with significantly reduced variance relative to MC for the same cost. These existing methods include multi-level Monte Carlo (MLMC), multi-fidelity Monte Carlo (MFMC), and approximate control variates (ACV). Given a fixed computational budget and a collection of models with varying cost/accuracy, each method seeks a sample allocation strategy across the models that results in an estimator with optimal variance reduction. \mxmc {} is a versatile tool that enables convenient access to many existing multi-model MC approaches within one modular and extensible package. With \mxmc {}, users can easily compare existing methods to determine the best choice for their particular problem, while developers have a basis for implementing and sharing new variance reduction approaches. This report introduces the \mxmc {} software, providing a summary of the problem-solving workflow for users as well as a brief overview of the code layout for developers.

Geoffrey F Bomarito↗
NASA NTRS2020

Algorithm Performance Dataset from NASA Open-Source Software

NASA Langley Research Center has recently developed and released the open-source software Multi Model Monte Carlo with Python (MXMCPy- LAR-19756-1) as a general capability for computing the statistics of outputs from an expensive, high-fidelity model by leveraging faster, low-fidelity models for speedup. Given a fixed computational budget and a collection of models with varying cost/accuracy, multi model Monte Carlo (MC) seeks a sample allocation strategy across the models that results in an estimator with optimal variance reduction. MXMCPy is a versatile tool that enables convenient access to many existing multi-model MC approaches (over a dozen algorithms available) within one modular and extensible package [1]. With MXMCPy, users can easily compare existing methods to determine the best choice for their particular problem,while developers have a basis for implementing and sharing new variance reduction approaches. However,there is currently very little understanding about which algorithm will perform best for a given problem (defined by the correlation between and relative cost of the available models) without a brute force search.

Geoffrey F Bomarito↗
DOE OSTI2022

Accelerated radiation transport modeling techniques for pencil beam computed tomography using gamma rays

Monte Carlo radiation transport modeling studies were performed for a compact, and high-resolution gamma-ray computed tomography system designed for imaging irradiated nuclear fuel. The system comprises a 60 Co source – chosen for its highly penetrating 1173 keV and 1332 keV gamma rays – a pair of high-aspect-ratio pencil beam collimators, and an inorganic scintillator detector. Here two acceleration methods are proposed to rapidly model a transmission type gamma-ray tomography system. The first, a variance reduction technique, is based on performing Monte Carlo simulations with a monodirectionally-biased source, sampled from a characteristic sub-volume of the full source volume. The second acceleration method is based on the deterministic calculations using the Beer–Lambert law and detector response characteristics. Comparison of simulations using acceleration approaches with analog simulations of the fully isotropic, full-volume equivalent, show that the Monte Carlo variance reduction technique gives quantitatively accurate predictions for large collimator aspect ratios while the deterministic calculations are semi-quantitative but converge close to the correct result as the collimator aspect ratio increases. As such, these techniques can be used to reduce the computational cost in generating simulated radiographs and tomographs by several orders of magnitude. Experimental validation efforts are currently underway and will be demonstrated in future work.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2025

FedOSAA: Improving Federated Learning with One-Step Anderson Acceleration

Federated learning (FL) is a distributed machine learning approach that enables multiple local clients and a central server to collaboratively train a model while keeping the data on their own devices. First-order methods, particularly those incorporating variance reduction techniques, are the most widely used FL algorithms due to their simple implementation and stable performance. However, these methods tend to be slow and require a large number of communication rounds to reach the global minimizer. We propose FedOSAA, a novel approach that preserves the simplicity of first-order methods while achieving the rapid convergence typically associated with second-order methods. Our approach applies one Anderson acceleration (AA) step following classical local updates based on first-order methods with variance reduction, such as FedSVRG and SCAFFOLD, during local training. This AA step is able to leverage curvature information from the history points and gives a new update that approximates the Newton-GMRES direction, thereby significantly improving the convergence. We establish a local linear convergence rate to the global minimizer of FedOSAA for smooth and strongly convex loss functions. Numerical comparisons show that FedOSAA substantially improves the communication and computation efficiency of the original first-order methods, achieving performance comparable to second-order methods like GIANT.

Feng, Xue [University of California, Davis]↗
DOE OSTI2023

Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is computationally expensive. This work proposes a context-aware multi-fidelity Monte Carlo method that optimally balances the costs of training low-fidelity models with the costs of Monte Carlo sampling. It generalizes the previously developed context-aware bi-fidelity Monte Carlo method to hierarchies of multiple models and to more general types of low-fidelity models. When training low-fidelity models, the proposed approach takes into account the context in which the learned low-fidelity models will be used, namely for variance reduction in Monte Carlo estimation, which allows it to find optimal trade-offs between training and sampling to minimize upper bounds of the mean-squared errors of the estimators for given computational budgets. This is in stark contrast to traditional surrogate modeling and model reduction techniques that construct low-fidelity models with the primary goal of approximating well the high-fidelity model outputs and typically ignore the context in which the learned models will be used in upstream tasks. Further, the proposed context-aware multi-fidelity Monte Carlo method applies to hierarchies of a wide range of types of low-fidelity models such as sparse-grid and deep-network models. Numerical experiments with the gyrokinetic simulation code Gene show speedups of up to two orders of magnitude compared to standard estimators when quantifying uncertainties in small-scale fluctuations in confined plasma in fusion reactors. This corresponds to a runtime reduction from 72 days to four hours on one node of the Lonestar6 supercomputer at the Texas Advanced Computing Center.

42 ENGINEERING↗
DOE OSTI2020

Multigrid deflation for Lattice QCD

Computing the trace of the inverse of large matrices is typically addressed through statistical methods. Deflating out the lowest eigenvectors or singular vectors of the matrix reduces the variance of the trace estimator. This work summarizes our efforts to reduce the computational cost of computing the deflation space while achieving the desired variance reduction for Lattice QCD applications. Previous efforts computed the lower part of the singular spectrum of the Dirac operator by using an eigensolver preconditioned with a multigrid linear system solver. Despite the improvement in performance in those applications, as the problem size grows the runtime and storage demands of this approach will eventually dominate the stochastic estimation part of the computation. In this work, we propose to compute the deflation space in one of the following two ways. First, by using an inexact eigensolver on the Hermitian, but maximally indefinite, operator. Second, by exploiting the fact that the multigrid prolongator for this operator is rich in components toward the lower part of the singular spectrum. We show experimentally that the inexact eigensolver can approximate the lower part of the spectrum even for ill-conditioned operators. Also, the deflation based on the multigrid prolongator is more efficient to compute and apply, and, despite its limited ability to approximate the fine level spectrum, it obtains similar variance reduction on the trace estimator as deflating with approximate eigenvectors from the fine level operator.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Analytic Modeling of a Deep Shielding Problem

Previous generations of scientists would make tremendous efforts to simplify non-tractable problems and generate simpler models that preserved the fundamental physics. This process involved applying assumptions and simplifications to reduce the complexity of the problem until it reached a solvable form. Each assumption and simplification was chosen and applied with the intent to preserve the essential physics of the problem, since, if the core physics of the problem were eliminated, the simplified model served no purpose. Moreover, if done correctly, solutions to the reduced model would serve as useful approximations to the original problem. In a sense, solving the simple models laid the ground-work for and provided insight into the more complex problem. Today, however, the affordability of high performance computing has essentially replaced the process for analyzing complex problems. Rather than \building up" a problem by understanding smaller, simpler models, a user generally relies on powerful computational tools to directly arrive at solutions to complex problems. As computational resources grow, users continue trying to simulate new, more complex, or more detailed problems, resulting in continual stress on both the code and computational resources. When these resources are limited, the user will have to make concessions by simplifying the problem while trying to preserve important details. In the context of MCNP, simplifications typically come as reductions in geometry, or by using variance reduction techniques. Both approaches can influence the physics of the problem, leading to potentially inaccurate or non-physical results. Errors can also be introduced as a result of faulty input into a computational tool: something as simple as transposing numbers in a tally input can result in incorrect answers.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

Analytic Modeling of a Deep Shielding Problem

Previous generations of scientists would make tremendous efforts to simplify non-tractable problems and generate simpler models that preserved the fundamental physics. This process involved applying assumptions and simplifications to reduce the complexity of the problem until it reached a solvable form. Each assumption and simplification was chosen and applied with the intent to preserve the essential physics of the problem, since, if the core physics of the problem were eliminated, the simplified model served no purpose. Moreover, if done correctly, solutions to the reduced model would serve as useful approximations to the original problem. In a sense, solving the simple models laid the ground-work for and provided insight into the more complex problem. Today, however, the affordability of high performance computing has essentially replaced the process for analyzing complex problems. Rather than "building up" a problem by understanding smaller, simpler models, a user generally relies on powerful computational tools to directly arrive at solutions to complex problems. As computational resources grow, users continue trying to simulate new, more complex, or more detailed problems, resulting in continual stress on both the code and computational resources. When these resources are limited, the user will have to make concessions by simplifying the problem while trying to preserve important details. In the context of MCNP, simplifications typically come as reductions in geometry, or by using variance reduction techniques. Both approaches can influence the physics of the problem, leading to potentially inaccurate or non-physical results. Errors can also be introduced as a result of faulty input into a computational tool: something as simple as transposing numbers in a tally input can result in incorrect answers. In this paradigm, reduced complexity computational and analytical models still have an important purpose. The explicit form of an analytic solution is arguably the best way to understand the qualitative properties of simple models. In contrast to "building up" a complex problem through understanding simpler problems, results from detailed computational scenarios can be better explained by "building down" the complex model through simple models rooted in the fundamental or essential phenomenology. Simplified analytic and computational models can be used to 1) increase a user's confidence in the computational solution of a complex model, 2) confirm there are no user input errors, and 3) ensure essential assumptions of the simulation tool are preserved. This process of using analytic models to develop a more valuable analysis of simulation results is named the results analysis methodology. The utility of the results assessment methodology and a complimentary sensitivity analysis is exemplified through the analysis of the neutron flux in a dry used fuel storage cask. This application was chosen due to current scientific interest in used nuclear fuel storage.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Analytic Modeling of a Deep Shielding Problem

Previous generations of scientists would make tremendous efforts to simplify non-tractable problems and generate simpler models that preserved the fundamental physics. This process involved applying assumptions and simplifications to reduce the complexity of the problem until it reached a solvable form. Each assumption and simplification was chosen and applied with the intent to preserve the essential physics of the problem, since, if the core physics of the problem were eliminated, the simplified model served no purpose. Moreover, if done correctly, solutions to the reduced model would serve as useful approximations to the original problem. In a sense, solving the simple models laid the ground-work for and provided insight into the more complex problem. Today, however, the affordability of high performance computing has essentially replaced the process for analyzing complex problems. Rather than "building up" a problem by understanding smaller, simpler models, a user generally relies on powerful computational tools to directly arrive at solutions to complex problems. As computational resources grow, users continue trying to simulate new, more complex, or more detailed problems, resulting in continual stress on both the code and computational resources. When these resources are limited, the user will have to make concessions by simplifying the problem while trying to preserve important details. In the context of the Monte Carlo N-Particle radiation transport simulation tool, simplifications typically come as reductions in geometry, or by using variance reduction techniques. Both approaches can influence the physics of the problem, leading to potentially inaccurate or non-physical results. Errors can also be introduced as a result of faulty input into a computational tool: something as simple as transposing numbers in a tally input can result in incorrect answers. In this paradigm, reduced complexity computational and analytical models still have an important purpose. The explicit form of an analytic solution is arguably the best way to understand the qualitative properties of simple models. In contrast to "building up" a complex problem through understanding simpler problems, results from detailed computational scenarios can be better explained by "building down" the complex model through simple models rooted in the fundamental or essential phenomenology. Simplified analytic and computational models can be used to 1) increase a user's confidence in the computational solution of a complex model, 2) confirm there are no user input errors, and 3) ensure essential assumptions of the simulation tool are preserved. This process of using analytic models to develop a more valuable analysis of simulation results is named the results assessment methodology. The utility of the results assessment methodology and a complimentary sensitivity analysis is exemplified through the analysis of the neutron flux in a dry used fuel storage cask. This application was chosen due to current scientific interest in used nuclear fuel storage.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

Analytic Modeling of a Deep Shielding Problem

Previous generations of scientists would make tremendous efforts to simplify non-tractable problems and generate simpler models that preserved the fundamental physics. This process involved applying assumptions and simplifications to reduce the complexity of the problem until it reached a solvable form. Each assumption and simplification was chosen and applied with the intent to preserve the essential physics of the problem, since, if the core physics of the problem were eliminated, the simplified model served no purpose. Moreover, if done correctly, solutions to the reduced model would serve as useful approximations to the original problem. In a sense, solving the simple models laid the ground-work for and provided insight into the more complex problem. Today, however, the affordability of high performance computing has essentially replaced the process for analyzing complex problems. Rather than "building up" a problem by understanding smaller, simpler models, a user generally relies on powerful computational tools to directly arrive at solutions to complex problems. As computational resources grow, users continue trying to simulate new, more complex, or more detailed problems, resulting in continual stress on both the code and computational resources. When these resources are limited, the user will have to make concessions by simplifying the problem while trying to preserve important details. In the context of the Monte Carlo N-Particle radiation transport simulation tool, simplifications typically come as reductions in geometry, or by using variance reduction techniques. Both approaches can influence the physics of the problem, leading to potentially inaccurate or non-physical results. Errors can also be introduced as a result of faulty input into a computational tool: something as simple as transposing numbers in a tally input can result in incorrect answers. In this paradigm, reduced complexity computational and analytical models still have an important purpose. The explicit form of an analytic solution is arguably the best way to understand the qualitative properties of simple models. In contrast to "building up" a complex problem through understanding simpler problems, results from detailed computational scenarios can be better explained by "building down" the complex model through simple models rooted in the fundamental or essential phenomenology. Simplified analytic and computational models can be used to 1) increase a user's confidence in the computational solution of a complex model, 2) con firm there are no user input errors, and 3) ensure essential assumptions of the simulation tool are preserved. This process of using analytic models to develop a more valuable analysis of simulation results is named the results assessment methodology. The utility of the results assessment methodology and a complimentary sensitivity analysis is exempli fied through the analysis of the neutron flux in a dry used fuel storage cask. This application was chosen due to current scientific interest in used nuclear fuel storage.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2024

Shielding Benchmark Comparison - MCNP6.2

This report documents the calculations performed for a shielding code comparison between various Department of Energy (DOE) sites. These shielding calculations were performed using an experiment drawn from the International Handbook of Evaluated Criticality Safety Benchmark Experiments, published by the Organisation for Economic Cooperation and Development/Nuclear Energy Agency (OECD/NEA). The benchmark selected for comparison is ALARM-CF-AIR-LAB-001 (“Neutron Fields in the Three-Section Concrete Labyrinth from Cf-252 Source, Benchmark ALARM CF AIR LAB-001”). The Y-12 submission for this code comparison was performed with Monte Carlo N Particle (MCNP) Transport Code System, Version 6.2 and Automated Variance Reduction Generator (ADVANTG).

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

Active learning with multifidelity modeling for efficient rare event simulation

Here, while multifidelity modeling provides a cost-effective way to conduct uncertainty quantification with computationally expensive models, much greater efficiency can be achieved by adaptively deciding the number of required high-fidelity (HF) simulations, depending on the type and complexity of the problem and the desired accuracy in the results. We propose a framework for active learning with multifidelity modeling emphasizing the efficient estimation of rare events. Our framework works by fusing a low-fidelity (LF) prediction with an HF-inferred correction, filtering the corrected LF prediction to decide whether to call the high-fidelity model, and for enhanced subsequent accuracy, adapting the correction for the LF prediction after every HF model call. The framework does not make any assumptions as to the LF model type or its correlations with the HF model. In addition, for improved robustness when estimating smaller failure probabilities, we propose using dynamic active learning functions that decide when to call the HF model. We demonstrate our framework using several academic case studies (including some high-dimensional problems) and two finite element model case studies: estimating Navier-Stokes velocities using the Stokes approximation and estimating stresses in a transversely isotropic model subjected to displacements via a coarsely meshed isotropic model. Across these case studies, not only did the proposed framework estimate the failure probabilities accurately, but compared with either Monte Carlo or a standard variance reduction method, it also required only a small fraction of the calls to the HF model.

42 ENGINEERING↗