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Results for “UNCERTAINTY QUANTIFICATION”

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At least 73 records · Page 4

Deeply uncertain: comparing methods of uncertainty quantification in deep learning algorithms

We present a comparison of methods for uncertainty quantification (UQ) in deep learning algorithms in the context of a simple physical system. Three of the most common uncertainty quantification methods - Bayesian Neural Networks (BNN), Concrete Dropout (CD), and Deep Ensembles (DE) - are compared to the standard analytic error propagation. We discuss this comparison in terms endemic to both machine learning ("epistemic" and "aleatoric") and the physical sciences ("statistical" and "systematic"). The comparisons are presented in terms of simulated experimental measurements of a single pendulum - a prototypical physical system for studying measurement and analysis techniques. Our results highlight some pitfalls that may occur when using these UQ methods. For example, when the variation of noise in the training set is small, all methods predicted the same relative uncertainty independently of the inputs. This issue is particularly hard to avoid in BNN. On the other hand, when the test set contains samples far from the training distribution, we found that no methods sufficiently increased the uncertainties associated to their predictions. This problem was particularly clear for CD. In light of these results, we make some recommendations for usage and interpretation of UQ methods.

59 BASIC BIOLOGICAL SCIENCES↗

An Approach for Uncertainty Quantification and Management of Unmanned Aerial Vehicle Health

The increasing interest in low-altitude unmanned aerial vehicle (UAV) operations is bringing along safety concerns. Performance of small, low-cost UAVs drastically changes with type, size and controller of the vehicle. Their reliability is lower when compared to reliability of commercial aircrafts, and the availability of on-board sensors for health and state awareness is extremely limited due to their size and propulsion capabilities. Uncertainty plays a dominant role in such a scenario, where a variety of UAVs of different size, propulsion systems, dynamic performance and reliability enters the low-altitude airspace. Unexpected failures could have dangerous consequences for both equipment and humans within that same airspace. As a result, a number of research works and methodologies are being proposed in the area of UAV dynamic modeling, health and safety monitoring, but uncertainty quantification is rarely addressed. Thus, this paper pro- poses a perspective towards uncertainty quantification for autonomous systems, giving special emphasis to a UAV health monitoring application. A formal approach to classify uncertainty is presented; it is utilized to identify the uncertainty sources in UAVs health and operations, and then map uncertainty within a predictive process. To show the application of the methodology proposed here, the design of a model-based powertrain health monitoring algorithm for small-size UAVs is used as case study. The example illustrates how the uncertainty quantification approach can help the modeling strategy, as well as the assessment of diagnostic and prognostic performance.

Health Monitoring↗

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↗

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↗

Effective Uncertainty Quantification for Multi-Angle Polarimetric Aerosol Remote Sensing Over Ocean

Multi-angle polarimetric (MAP) measurements can enable detailed characterization of aerosol microphysical and optical properties and improve atmospheric correction in ocean color remote sensing. Advanced retrieval algorithms have been developed to obtain multiple geophysical parameters in the atmosphere–ocean system. Theoretical pixel-wise retrieval uncertainties based on error propagation have been used to quantify retrieval performance and determine the quality of data products. However, standard error propagation techniques in high-dimensional retrievals may not always represent true retrieval errors well due to issues such as local minima and the nonlinear dependence of the forward model on the retrieved parameters near the solution. In this work, we analyze these theoretical uncertainty estimates and validate them using a flexible Monte Carlo approach. The Fast Multi-Angular Polarimetric Ocean coLor (FastMAPOL) retrieval algorithm, based on efficient neural network forward models, is used to conduct the retrievals and uncertainty quantification on both synthetic HARP2 (Hyper-Angular Rainbow Polarimeter 2) and AirHARP (airborne version of HARP2) datasets. In addition, for practical application of the uncertainty evaluation technique in operational data processing, we use the automatic differentiation method to calculate derivatives analytically based on the neural network models. Both the speed and accuracy associated with uncertainty quantification for MAP retrievals are addressed in this study. Pixel-wise retrieval uncertainties are further evaluated for the real AirHARP field campaign data. The uncertainty quantification methods and results can be used to evaluate the quality of data products, as well as guide MAP algorithm development for current and future satellite systems such as NASA’s Plankton, Aerosol, Cloud, ocean Ecosystem (PACE) mission.

PACE↗

eXtremeMAT: Uncertainty Quantification of the LApx Model

Presentation on the uncertainty quantification efforts to parameterize and fit the LApx model for ferritic-martensitic steels and austenitic stainless steels. These workflows support ease of adoption of the code to new materials and enable rapid model fitting and understanding of the level of confidence in predictions.

mechanical properties↗

Prediction and uncertainty quantification of shale well performance using multifidelity Monte Carlo

Uncertainty quantification is an integral component of reservoir management, especially considering the inherent uncertainty in subsurface systems. While a standard practice to estimate the uncertainty, Monte Carlo (MC) simulation is computationally intense when the sampling population comprises high-fidelity simulations. Alternatively, the Multi-fidelity Monte Carlo (MFMC) simulation overcomes this computational intensity by integrating low- and high-fidelity simulations. Our goal is to minimize the number of expensive high-fidelity simulations while maintaining accuracy and using numerous fast and cheap low-fidelity simulations to efficiently sample to input parameter space of interest. We selected gas production from unconventional wells to demonstrate the potential speedups and accuracy of the MFMC approach. The model fidelity usually determines the trade-off between accuracy and efficiency. While the high-fidelity model is more accurate, the low-fidelity model is more efficient. Our high-fidelity simulation includes reservoir simulations of a hydraulically fractured well. On the other hand, our low-fidelity model comprises the parallel-plate flow model. We used differential programming to efficiently solve the 1D flow model, where automatic differentiation is used to efficiently compute the gradients. We matched the production profile of high-fidelity simulations with our low-fidelity simulations. Then, we used a support vector regression to map the high- and low-fidelity input parameters. The mapping function is essential to tune the low-dimensional parameter space of the low-fidelity model to the high-dimensional parameter space of the high-fidelity model. We found that we can use a combination of 9 high fidelity and 10,000 low fidelity simulations to efficiently and accurately simulate pressure management. This method is at least two orders of magnitude faster than only using high-fidelity simulations. Finally, from a broader perspective, MFMC could efficiently estimate the uncertainty of various systems and models, integrating low- and high-fidelity models.

04 OIL SHALES AND TAR SANDS↗

Multifidelity uncertainty quantification with models based on dissimilar parameters

Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to significantly reduce the variance of statistical estimators while preserving the bias of the highest-fidelity model, provided that the low-fidelity models are well correlated. However, maintaining a high level of correlation can be challenging, especially when models depend on different input uncertain parameters, which drastically reduces the correlation. Existing MF UQ approaches do not adequately address this issue. In this work, we propose a new sampling strategy that exploits a shared space to improve the correlation among models with dissimilar parameterization. We achieve this by transforming the original coordinates onto an auxiliary manifold using the adaptive basis (AB) method (Tipireddy and Ghanem, 2014). The AB method has two main benefits: (1) it provides an effective tool to identify the low-dimensional manifold on which each model can be represented, and (2) it enables easy transformation of polynomial chaos representations from high- to low-dimensional spaces. This latter feature is used to identify a shared manifold among models without requiring additional evaluations. Here we present two algorithmic flavors of the new estimator to cover different analysis scenarios, including those with legacy and non-legacy high-fidelity (HF) data. We provide numerical results for analytical examples, a direct field acoustic test, and a finite element model of a nuclear fuel assembly. For all examples, we compare the proposed strategy against both single-fidelity and MF estimators based on the original model parameterization.

42 ENGINEERING↗

Stochastic nonlinear analysis of unidirectional fiber composites using image-based microstructural uncertainty quantification

Here, we present a data-driven nonlinear uncertainty quantification and propagation framework to study the microstructure-induced stochastic performance of unidirectional (UD) carbon fiber reinforced polymer (CFRP) composites. The proposed approach integrates (1) microscopic image characterization, (2) stochastic microstructure reconstruction, and (3) efficient multiscale finite element simulations enabled by self-consistent clustering (SCA) analysis. To model the complex microstructural variability, the proposed UQ methods take the non-Gaussian uncertainty sources into account through a distribution-free sampling approach leveraging nonparametric and asymptotic statistical tools. A hierarchical conditional sampling strategy enables the simultaneous sampling of multiple sources of uncertainties. Our approach provides insights into the impact of microstructural variabilities, which are shown to have an increasing impact on the nonlinear responses of UD CFRP parts under progressive compression loading and ultimately on the failure rate over time. We discover that before CFRP parts start to fail, a characteristic time period emerges with distinctive uncertainty distributions specific to the microstructure variability and the probability of failure. Identifying the failure time period is crucial to the reliability prediction, which is an essential component of CFRP design.

36 MATERIALS SCIENCE↗

Uncertainty Quantification for Capacity Expansion Planning

This report quantifies the uncertainty in output decisions from a Capacity Expansion Planning (CEP) model. The need to understand how uncertainties within CEP models and modeling assumptions affect Quantities of Interest (QoIs) such as expansion and operating costs, as well as expansion decisions remains an ongoing challenge in scientific research and industrial operations. This area of research is particularly important for models which seek to capture how large networks will evolve and operate under increased sources of variable generation, i.e., higher penetration of renewable technologies such as solar and wind generators. Uncertainty quantification (UQ) of CEP models which estimate expansion costs and decisions, and production cost models which estimate operating costs and dispatch decisions, is a key focus of research at NREL. The Regional Energy Deployment System (ReEDS) represents a state-of-the-art CEP model and considers a range of possible grid evolutions in an attempt to identify key drivers, ramifications, and decisions which contribute to better informed investment and policy decisions. However, research to quantify how uncertainties and model assumptions, such as unit commitment (UC), within ReEDS may be affecting its outputs remains challenging due to to size and complexity of the model

24 POWER TRANSMISSION AND DISTRIBUTION↗

Impact of nuclear data covariance libraries on uncertainty quantification of sodium cooled fast reactor simulation

Uncertainty quantification in core modelling to assess reactor performance is a regular practice to identify design safety limits. Best-estimate plus uncertainty (BEPU) methods are commonly used to propagate uncertainties to core responses from input parameters, characterized by variance-covariance libraries. This study evaluates the impact of different covariance libraries on the uncertainty associated with core safety parameters and their propagation through reactor transient modelling for a metallic core (ABR-1000). The COMAC-1.0, COMMARA-2.0, and COMMARA-2.1 covariance libraries are used to propagate nuclear data uncertainties to neutron feedback coefficients using the Generalized Perturbation Theory, then through transient safety analyses to establish the confidence interval for safety performance of the reactor using stochastic sampling. The considered transients include Unprotected Transient Over Power and Unprotected Loss Of Flow. Most influential nuclide and reaction pairs in different variance-covariance libraries are identified and their impact on the uncertainty of safety parameters are evaluated. Significant differences were observed between uncertainties from COMAC compared to COMMARA libraries. Uncertainties from COMMARA libraries were consistently larger than COMAC for all cases. For structure, coolant density feedback coefficients and control rod worth, total nuclear data uncertainties were approximately 50% larger for COMMARA than COMAC. Differences were also observed in identification of top contributors of uncertainty in terms of reaction-cross sections. For instance, largest contribution to total uncertainty of radial expansion coefficient from COMMARA-2.0 and 2.1 originates from Na{sup 23} P1 Elastic cross section (0.81%) but from Pu{sup 239} Fission (0.53%) with COM C-1.0. Such differences are evaluated in this research for all quantities of interest. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Code for multi-shape Gaussian process (GP) fitting with uncertainty quantification (UQ)

This is code associated with the publication “Nonparametric Multi-shape Modeling with Uncertainty Quantification,” authored by Hengrui Luo (Lawrence Berkeley National Laboratory) and Justin Strait (Los Alamos National Laboratory). The code is used to fit multiple-output Gaussian process (GP) models of planar closed curves to collections of ordered point sets, allowing for flexible nonlinear prediction of the underlying curve under dense or sparse point set samplings and with or without noise, as well as tractable uncertainty quantification. To do this, we employ use of a periodic kernel to account for the nonlinear input space of closed curves, and combine with coregionalization models to account for dependence both (i) between curve coordinates, and (ii) between pairs of curves. Functions in the code are capable of fitting these models, as well as performing additional tasks with the fitted curves such as (a) shape registration and alignment, (b) shape averaging, and (c) fitting for curve sub-populations / clusters.

Strait, Justin↗

Multifidelity Uncertainty Quantification of a Commercial Supersonic Transport

The objective of this work was to develop a multifidelity uncertainty quantification approach for efficient analysis of a commercial supersonic transport concept. An approach based on point-collocation, non-intrusive polynomial chaos was formulated in which a low-fidelity model could be corrected using multiple higher-fidelity models. The formulation and methodology also allows for the addition of uncertainty sources not present in the lower fidelity models. To demonstrate the applicability and potential computational savings of the multifidelity polynomial chaos approach, two model problems were explored. The first was a supersonic airfoil with three levels of modeling fidelity, each capturing a gradual increase in modeling of the underlying flow physics. As much as 50% computational cost reduction was observed using the mutlifidelity approach, while predicting nearly the same amount of uncertainty in drag. The second problem was a commercial supersonic transport. This model had three levels of fidelity that included two different modeling approaches and the addition of physics between the fidelity levels. Results of this analysis yielded nearly a 70% computational savings to predict a comparable amount of uncertainty in ground noise. Both problems illustrate the applicability and significant computational savings of the multifidelity method for efficient and accurate uncertainty quantification.

Thomas K. West IV↗

Non-conformity Scores for High-Quality Uncertainty Quantification from Conformal Prediction

High-quality uncertainty quantification (UQ) is a critical component of enabling trust in deep learning (DL) models and is especially important if DL models are to be deployed in high-consequence applications. Conformal prediction (CP) methods represent an emerging nonparametric approach for producing UQ that is easily interpretable and, under weak assumptions, provides a guarantee regarding UQ quality. This report describes the research outputs of an Exploratory Express Laboratory Directed Research and Development (LDRD) project at Sandia National Laboratories. This project focused on how best to implement CP methods for DL models. This report introduces new methodology for obtaining high-quality UQ from DL models using CP methods, describes a novel system of assessing UQ quality, and provides experimental results that demonstrate the quality of the new methodology and utility of the UQ quality assessment system. Avenues for future research and discussion of potential impacts at Sandia and in the wider research community are also given.

97 MATHEMATICS AND COMPUTING↗

A Diffusion‐Based Uncertainty Quantification Method to Advance E3SM Land Model Calibration

Abstract Calibrating land surface models and accurately quantifying their uncertainty are crucial for improving the reliability of simulations of complex environmental processes. This, in turn, advances our predictive understanding of ecosystems and supports climate‐resilient decision‐making. Traditional calibration methods, however, face challenges of high computational costs and difficulties in accurately quantifying parameter uncertainties. To address these issues, we develop a diffusion‐based uncertainty quantification (DBUQ) method. Unlike conventional generative diffusion methods, which are computationally expensive and memory‐intensive, DBUQ innovates by formulating a parameterized generative model and approximates this model through supervised learning, which enables quick generation of parameter posterior samples to quantify its uncertainty. DBUQ is effective, efficient, and general‐purpose, making it suitable for site‐specific ecosystem model calibration and broadly applicable for parameter uncertainty quantification across various earth system models. In this study, we applied DBUQ to calibrate the Energy Exascale Earth System Model land model at the Missouri Ozark AmeriFlux forest site. Results indicated that DBUQ produced accurate parameter posterior distributions similar to those from Markov Chain Monte Carlo sampling but with 30 times less computing time. This significant improvement in efficiency suggests that DBUQ can enable rapid, site‐level model calibration at a global scale, enhancing our predictive understanding of climate impacts on terrestrial ecosystems.

54 ENVIRONMENTAL SCIENCES↗

Distribution System Behind-the-Meter DERs: Estimation, Uncertainty Quantification, and Control

This paper summarizes the three-year technical activities of the IEEE Task Force (TF) on behind-the-meter (BTM) distributed energy resources (DERs): estimation, uncertainty quantification, and control. The potential grid services from BTM DERs are discussed in detail. The paper also reviews the state-of-the-art for BTM DERs visibility, uncertainty quantification, and, optimization and control. Furthermore, different aspects of the market structures associated with BTM DERs are covered, including emerging market and business models. Finally, needs and recommendations are provided for additional areas such as system protection, computing capabilities, algorithm development, market structure design, cyberinfrastructure and security, and hardware and software developments.

behind-the-meter↗