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Data and scripts associated with the manuscript "Using Mutual Information for Global Sensitivity Analysis on Watershed Modeling"

This package contains the data and scripts used in "Using Mutual Information for Global Sensitivity Analysis on Watershed Modeling" (Jiang et al., 2022). The ARW_SWAT.zip file contains the SWAT simulation and the sensitivity analysis result in the American River Watershed. The Portage_SWAT.zip file contains the SWAT simulation and the sensitivity analysis result in the Portage River Watershed. The src folder contains the source code of sensitivity analysis and plotting functions. The notebooks folder contains the Jupyter notebooks for performing sensitivity analysis and other post analyses.Global Sensitivity Analysis (GSA) often is applied to assess the sensitivity of model outputs to their inputs using ensemble simulations. However, increasing model complexity and the associated computational cost have limited the use of most GSA approaches for process-based watershed models. We propose to use Mutual Information (MI) as a computationally efficient GSA method for watershed modeling. Such MI computed from several hundred realizations usually can capture nonlinear relationships between inputs and outputs of interest. We perform MI-based watershed sensitivity analyses in studies of the Portage River Watershed in Ohio and the American River Watershed in Washington. In these studies, MI is used to evaluate the sensitivity of river discharges simulated by the Soil and Water Assessment Tool to no less than 20 parameters for each watershed. Our MI-based sensitivity analyses achieved convergence with about 300~500 realizations, a small fraction of the ensemble size (i.e., several thousand) required by the Sobol method. Nevertheless, MI yields similar sensitivity ranking compared to the Sobol method, especially for sensitive parameters. Our study thus sheds new light on the use of MI as an affordable GSA method for computationally intensive models such as the hyper-resolution, watershed hydrobiogeochemical models.

54 ENVIRONMENTAL SCIENCES↗

Recent developments in structural sensitivity analysis

Recent developments are reviewed in two major areas of structural sensitivity analysis: sensitivity of static and transient response; and sensitivity of vibration and buckling eigenproblems. Recent developments from the standpoint of computational cost, accuracy, and ease of implementation are presented. In the area of static response, current interest is focused on sensitivity to shape variation and sensitivity of nonlinear response. Two general approaches are used for computing sensitivities: differentiation of the continuum equations followed by discretization, and the reverse approach of discretization followed by differentiation. It is shown that the choice of methods has important accuracy and implementation implications. In the area of eigenproblem sensitivity, there is a great deal of interest and significant progress in sensitivity of problems with repeated eigenvalues. In addition to reviewing recent contributions in this area, the paper raises the issue of differentiability and continuity associated with the occurrence of repeated eigenvalues.

Haftka, Raphael T.↗

Uncertainty quantification and sensitivity analysis with CASL Core Simulator VERA-CS

Uncertainty quantification and sensitivity analysis are important for nuclear reactor safety design and analysis. A 2x2 fuel assembly core design was developed and simulated by the Virtual Environment for Reactor Applications, Core Simulator (VERA-CS) coupled neutronics and thermal-hydraulics code under development by the Consortium for Advanced Simulation of Light Water Reactors (CASL). An approach to uncertainty quantification and sensitivity analysis with VERA-CS was developed and a new toolkit was created to perform uncertainty quantification and sensitivity analysis with fourteen uncertain input parameters. Furthermore, the minimum departure from nucleate boiling ratio (MDNBR), maximum fuel center-line temperature, and maximum outer clad surface temperature were chosen as the selected figures of merit. Pearson, Spearman, and partial correlation coefficients were considered for all of the figures of merit in sensitivity analysis and coolant inlet temperature was consistently the most influential parameter. We used parameters as inputs to the critical heat flux calculation with the W-3 correlation were shown to be the most influential on the MDNBR, maximum fuel center-line temperature, and maximum outer clad surface temperature.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A novel framework for hosting capacity analysis with spatio-temporal probabilistic voltage sensitivity analysis

Smart grids are envisioned to accommodate high penetration of distributed photovoltaic (PV) generation, which may cause adverse grid impacts in terms of voltage violations. Therefore, PV Hosting capacity is being used as a planning tool to determine the maximum PV installation capacity that causes the first voltage violation and above which would require infrastructure upgrades. Additionally, traditional methods of Hosting capacity analysis are scenario based and computationally complex as they rely on iterative load flow algorithms that require investigating a large number of scenarios for accurate assessment of PV impacts. Therefore, this paper presents a computationally efficient analytical approach to compute the probability distribution of voltage change due to random behavior of randomly located multiple distributed PVs. The proposed approach is based on Spatio-temporal probabilistic voltage sensitivity analysis that exploits both spatial and temporal uncertainties associated with PV injections. Thereafter, the derived distribution is used to quantify voltage violations for various PV penetration levels and subsequently determine the hosting capacity of the system without the need to examine large number of scenarios. Results of the proposed framework are validated via conventional load flow based simulation approach on the IEEE 37 and IEEE 123 node test systems.

42 ENGINEERING↗

Distribution–Based Global Sensitivity Analysis in Hydrology

Global sensitivity analysis (GSA) is routinely used in academic setting to quantify the influence of input variability and uncertainty on predictions of a quantity of interest. Practical applications of GSA are hampered by its high computational cost, which arises from the need to run large (e.g., groundwater) models multiple times, and by its reliance on the analysis of variance, which formally requires input parameters to be uncorrelated. The former difficulty can be alleviated by replacing expensive models with inexpensive (e.g., polynomial) surrogates, while adoption of distribution-based (rather than variance-based) metrics can, in principle, overcome the latter but at significantly increased computational cost. To make use of distribution-based GSA feasible for regional-scale models with a large number of degrees of freedom, we supplement it with a surrogate model built with polynomial chaos expansions with analytically updated coefficients. Here, we demonstrate the computational efficiency of our algorithm on a case study dealing with evaluation of the effects of temperature variability on annual evapotranspiration at the regional scale.

42 ENGINEERING↗

On equivalence of discrete-discrete and continuum-discrete design sensitivity analysis

Developments in design sensitivity analysis (DSA) method have been made using two fundamentally different approaches as shown. In the first approach, a discretized structural finite element model is used to carry out DSA. There are three different methods in the discrete DSA approach: finite difference, semi-analytical, and analytical methods. The finite difference method is a popular one due to its simplicity, but a serious shortcoming of the method is the uncertainty in the choice of a perturbation step size of design variables. In the semi-analytical method, the derivatives of stiffness matrix is computed by finite differences, whereas in the analytical method, the derivatives are obtained analytically. For the shape design variable, computation of analytical derivative of stiffness matrix is quite costly. Because of this, the semi-analytical method is a popular choice in discrete shape DSA approach. However, recently, Barthelemy and Haftka presented that the semi-analytical method can have serious accuracy problems for shape design variables in structures modeled by beam, plate, truss, frame, and solid elements. They found that accuracy problems occur even for a simple cantilever beam. In the second approach, a continuum model of the structure is used to carry out DSA.

Choi, Kyung K.↗

Variational Methods in Sensitivity Analysis and Optimization for Aerodynamic Applications

Variational methods (VM) sensitivity analysis, which is the continuous alternative to the discrete sensitivity analysis, is employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The determination of the sensitivity derivatives of the performance index or functional entails the coupled solutions of the state and costate equations. As the stable and converged numerical solution of the costate equations with their boundary conditions are a priori unknown, numerical stability analysis is performed on both the state and costate equations. Thereafter, based on the amplification factors obtained by solving the generalized eigenvalue equations, the stability behavior of the costate equations is discussed and compared with the state (Euler) equations. The stability analysis of the costate equations suggests that the converged and stable solution of the costate equation is possible only if the computational domain of the costate equations is transformed to take into account the reverse flow nature of the costate equations. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.

Ibrahim, A. H.↗

Development of Decay Heat Sensitivity Analysis Capability in SCALE/ORIGEN

In this work, a decay heat sensitivity analysis capability was developed and implemented in the ORIGEN code of the SCALE nuclear modeling and simulation suite. This capability introduces improved numerical integration schemes, which overcome the challenges associated with accurately modeling the behavior of adjoint nuclide amounts during coarse time steps for both nuclide amount and decay heat sensitivity calculations. This capability significantly improves the accuracy of calculations without compromising computational efficiency compared to the existing method. Extensive verification was conducted for various benchmark problems, including a 238 Pu decay and an irradiation problem involving 135 Xe, evaluated with both coarse and fine time grids. The results show excellent agreement with reference direct perturbation solutions, reaffirming the computational accuracy of the newly proposed numerical integration methods. Furthermore, sensitivity analyses were performed for fission product inventories ( 147 Sm, 150 Sm, 155 Gd) in pressurized water reactor UO 2 and MOX fuel assemblies. These analyses demonstrated that the ORIGEN sensitivity analysis capability can capture detailed sensitivity coefficients and underlying physics in real applications. Additionally, a decay heat sensitivity analysis for high-assay low-enriched uranium fuel, including various initial 235 U enrichment and burnup points, highlights the extended capabilities of SCALE/ORIGEN in comprehensively assessing the factors influencing total decay heat. These advancements in ORIGEN offer valuable insights for reactor analysis, fuel design, and safety assessments, especially in the context of advanced nuclear fuel development and design changes.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Extended Forward Sensitivity Analysis for Uncertainty Quantification

This paper presents the extended forward sensitivity analysis as a method to help uncertainty qualification. By including time step and potentially spatial step as special sensitivity parameters, the forward sensitivity method is extended as one method to quantify numerical errors. Note that by integrating local truncation errors over the whole system through the forward sensitivity analysis process, the generated time step and spatial step sensitivity information reflect global numerical errors. The discretization errors can be systematically compared against uncertainties due to other physical parameters. This extension makes the forward sensitivity method a much more powerful tool to help uncertainty qualification. By knowing the relative sensitivity of time and space steps with other interested physical parameters, the simulation is allowed to run at optimized time and space steps without affecting the confidence of the physical parameter sensitivity results. The time and space steps forward sensitivity analysis method can also replace the traditional time step and grid convergence study with much less computational cost. Two well-defined benchmark problems with manufactured solutions are utilized to demonstrate the method.

99 GENERAL AND MISCELLANEOUS↗

FOCUS - An experimental environment for fault sensitivity analysis

FOCUS, a simulation environment for conducting fault-sensitivity analysis of chip-level designs, is described. The environment can be used to evaluate alternative design tactics at an early design stage. A range of user specified faults is automatically injected at runtime, and their propagation to the chip I/O pins is measured through the gate and higher levels. A number of techniques for fault-sensitivity analysis are proposed and implemented in the FOCUS environment. These include transient impact assessment on latch, pin and functional errors, external pin error distribution due to in-chip transients, charge-level sensitivity analysis, and error propagation models to depict the dynamic behavior of latch errors. A case study of the impact of transient faults on a microprocessor-based jet-engine controller is used to identify the critical fault propagation paths, the module most sensitive to fault propagation, and the module with the highest potential for causing external errors.

Choi, Gwan S.↗

Statistical and sensitivity analysis of failing rods in EPR LBLOCA

A statistical fuel failure analysis procedure has been developed, and is now applied in full scale to a large break loss-of-coolant accident (LBLOCA) scenario in EPR-type nuclear power plant. The goal is to statistically determine the number of failing fuel rods. It is also important to bring out the underlying causes for rod failures, and therefore a sensitivity analysis procedure for the preceding complex calculation chain is outlined and adopted. In order to produce a statistically reliable estimation on the number of failing rods, a large number of simulations are required. In the analysis, single rods are simulated with the coupled fuel performance - thermal hydraulics code FRAPTRAN-GENFLO. The statistically varied factors are divided into global and local by their range of influence. Transient thermal hydraulic and power history boundary conditions and model parameters are global and affect all the rods. Fuel rod manufacturing parameters and other rod position related factors are local and are related to a certain rod. The number of global scenarios is 59 as dictated by the Wilks' formula, and 1000 randomly sampled rods are simulated in each scenario. The thermal hydraulic and transient power boundary conditions for the fuel performance code are calculated with a statistical version of the system code APROS. The steady-state irradiation histories are simulated with FRAPCON, and the steady-state power histories used as boundary conditions for FRAPCON are obtained from SIMULATE calculations. Thus, a multistage calculation chain is required to consolidate the procedure. As an outcome, in the worst global scenario, 1.4% of the simulated rods failed. It can be concluded that the Finnish safety regulations, i.e. max. 10% of the rods allowed to fail, are met. In order to find out which input parameters have significance to the outcome of the analysis, a sensitivity analysis is done. At the moment, only the worst global scenario is considered but later on it is possible to include also the sensitivities of the global factors. Due to complexity of the existing data, first the relevant input parameters for the sensitivity analysis have to be specified. Data visualization with a cobweb graph is used for the screening. Then, selected sensitivity measures are calculated between the chosen input and output parameters. The sensitivity indices calculated are the Borgonovo's delta measure, the first order Sobol sensitivity index, and squared Pearson correlation coefficients. The first mentioned is a novelty in this context. As an outcome, the most relevant parameters with respect to the cladding integrity were determined to be the decay heat power during the transient, the thermal hydraulic conditions in the rod's location in the reactor, and the steady-state irradiation history of the rod as represented in this analysis by the rod burnup. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Sensitivity Analysis of the Human Research Program’s Impact 1.0 Model

Sensitivity analysis estimates the relative contribution of the uncertainty in input values to the uncertainty of model outputs. Partial Rank Correlation Coefficient (PRCC) and Leave One Out (LOO) are methods of conducting sensitivity analysis on non-linear simulation models like the IMPACT Model. The PRCC method estimates the sensitivity using partial correlation of the ranks of the generated input values to each generated output value. The “partial” part is due to the adjustments made for the linear effects of all the other input values in the calculation of correlation between a particular input and each output. LOO removes a medical condition from test suite and calculates the change in the outcome. This is used to identify the influence of the condition input in the model The inputs to the sensitivity procedures include the number of occurrences of each of the one hundred plus IMPACT medical conditions generated over the simulations, and the IMPACT outputs from the MEDPRAT mathematical model. The outputs total task time lost (TTL), number of return to definitive care (RTDC), and number of loss of crew lives (LOCL). The IMPACT team will report the results of using PRCC and LOO on IMPACT 1.0. Tornado plots will assist in the visualization of the condition-related input sensitivities to each of the main outcomes. The outcomes of this sensitivity analysis will drive review focus by identifying conditions where changes in uncertainty, and input values could drive changes in overall model output uncertainty. These efforts are an integral part of the overall verification, validation, and credibility review of IMPACT 1.0.

Sensitivity Anaylsis↗

LSENS, The NASA Lewis Kinetics and Sensitivity Analysis Code

A general chemical kinetics and sensitivity analysis code for complex, homogeneous, gas-phase reactions is described. The main features of the code, LSENS (the NASA Lewis kinetics and sensitivity analysis code), are its flexibility, efficiency and convenience in treating many different chemical reaction models. The models include: static system; steady, one-dimensional, inviscid flow; incident-shock initiated reaction in a shock tube; and a perfectly stirred reactor. In addition, equilibrium computations can be performed for several assigned states. An implicit numerical integration method (LSODE, the Livermore Solver for Ordinary Differential Equations), which works efficiently for the extremes of very fast and very slow reactions, is used to solve the "stiff" ordinary differential equation systems that arise in chemical kinetics. For static reactions, the code uses the decoupled direct method to calculate sensitivity coefficients of the dependent variables and their temporal derivatives with respect to the initial values of dependent variables and/or the rate coefficient parameters. Solution methods for the equilibrium and post-shock conditions and for perfectly stirred reactor problems are either adapted from or based on the procedures built into the NASA code CEA (Chemical Equilibrium and Applications).

Radhakrishnan, K.↗

LISA Telescope Sensitivity Analysis

The results of a LISA telescope sensitivity analysis will be presented, The emphasis will be on the outgoing beam of the Dall-Kirkham' telescope and its far field phase patterns. The computed sensitivity analysis will include motions of the secondary with respect to the primary, changes in shape of the primary and secondary, effect of aberrations of the input laser beam and the effect the telescope thin film coatings on polarization. An end-to-end optical model will also be discussed.

Waluschka, Eugene↗

Sensitivity analysis of Monju using ERANOS with JENDL-4.0

This paper deals with sensitivity analysis using JENDL-4.0 nuclear data applied to the Monju reactor. In 2010 the Japan Atomic Energy Agency - JAEA - released a new set of nuclear data: JENDL-4.0. This new evaluation is expected to contain improved data on actinides and covariance matrices. Covariance matrices are a key point in quantification of uncertainties due to basic nuclear data. For sensitivity analysis, the well-established ERANOS [1] code was chosen because of its integrated modules that allow users to perform a sensitivity analysis of complex reactor geometries. A JENDL-4.0 cross-section library is not available for ERANOS. Therefore a cross-section library had to be made from the original nuclear data set, available as ENDF formatted files. This is achieved by using the following codes: NJOY, CALENDF, MERGE and GECCO in order to create a library for the ECCO cell code (part of ERANOS). In order to make sure of the accuracy of the new ECCO library, two benchmark experiments have been analyzed: the MZA and MZB cores of the MOZART program measured at the ZEBRA facility in the UK. These were chosen due to their similarity to the Monju core. Using the JENDL-4.0 ECCO library we have analyzed the criticality of Monju during the restart in 2010. We have obtained good agreement with the measured criticality. Perturbation calculations have been performed between JENDL-3.3 and JENDL-4.0 based models. The isotopes {sup 239}Pu, {sup 238}U, {sup 241}Am and {sup 241}Pu account for a major part of observed differences. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

ISAP-MATLAB Package for Sensitivity Analysis of High-Dimensional Stochastic Chemical Networks

Stochastic simulation and modeling play an important role to elucidate the fundamental mechanisms in complex biochemical networks. The parametric sensitivity analysis of reaction networks becomes a powerful mathematical and computational tool, yielding information regarding the robustness and the identifiability of model parameters. However, due to overwhelming computational cost, parametric sensitivity analysis is a extremely challenging problem for stochastic models with a high-dimensional parameter space and for which existing approaches are very slow. Here we present an information-theoretic sensitivity analysis in path-space (ISAP) MATLAB package that simulates stochastic processes with various algorithms and most importantly implements a gradient-free approach to quantify the parameter sensitivities of stochastic chemical reaction network dynamics using the pathwise Fisher information matrix (PFIM; Pantazis, Katsoulakis, and Vlachos 2013). The sparse, block-diagonal structure of the PFIM makes its computational complexity scale linearly with the number of model parameters. As a result of the gradientfree and the sparse nature of the PFIM, it is highly suitable for the sensitivity analysis of stochastic reaction networks with a very large number of model parameters, which are typical in the modeling and simulation of complex biochemical phenomena. Finally, the PFIM provides a fast sensitivity screening method (Arampatzis, Katsoulakis, and Pantazis 2015) which allows it to be combined with any existing sensitivity analysis software.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Shape design sensitivity analysis and optimization of three dimensional elastic solids using geometric modeling and automatic regridding

An automatic regridding method and a three dimensional shape design parameterization technique were constructed and integrated into a unified theory of shape design sensitivity analysis. An algorithm was developed for general shape design sensitivity analysis of three dimensional eleastic solids. Numerical implementation of this shape design sensitivity analysis method was carried out using the finite element code ANSYS. The unified theory of shape design sensitivity analysis uses the material derivative of continuum mechanics with a design velocity field that represents shape change effects over the structural design. Automatic regridding methods were developed by generating a domain velocity field with boundary displacement method. Shape design parameterization for three dimensional surface design problems was illustrated using a Bezier surface with boundary perturbations that depend linearly on the perturbation of design parameters. A linearization method of optimization, LINRM, was used to obtain optimum shapes. Three examples from different engineering disciplines were investigated to demonstrate the accuracy and versatility of this shape design sensitivity analysis method.

Yao, Tse-Min↗