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All sourcesNASA NTRSDOE OSTI
NASA NTRS1986

Design sensitivity analysis using EAL. Part 2: Shape design parameters

A numerical implementation of shape design sensitivity analysis of built-up structures is presented, using the versatility and convenience of an existing finite element structural analysis code and its data base management system. This report is a continuation of a previous report on conventional design parameters. The finite element code used in the implementation presented is the Engineering Analysis Language (EAL), which is based on a hybrid analysis method. It has been shown that shape design sensitivity computations can be carried out using the database management system of EAL, without writing a separate program and a separate data base. The material derivative concept of continuum mechanics and an adjoint variable method of design sensitivity analysis are used to derive shape design sensitivity information of structural performances. A domain method of shape design sensitivity analysis and a design component method are used. Displacement and stress functionals are considered as performance criteria.

Dopker, B.↗
DOE OSTI2020

Particle Sensitivity Analysis

We propose to develop a computational sensitivity analysis capability for Monte Carlo sampling-based particle simulation relevant to Aleph, Cheetah-MC, Empire, Emphasis, ITS, SPARTA, and LAMMPS codes. These software tools model plasmas, radiation transport, low-density fluids, and molecular motion. Our report demonstrates how adjoint optimization methods can be combined with Monte Carlo sampling-based adjoint particle simulation. Our goal is to develop a sensitivity analysis to drive robust design-based optimization for Monte Carlo sampling-based particle simulation - a currently unavailable capability.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1974

The application of sensitivity analysis to models of large scale physiological systems

A survey of the literature of sensitivity analysis as it applies to biological systems is reported as well as a brief development of sensitivity theory. A simple population model and a more complex thermoregulatory model illustrate the investigatory techniques and interpretation of parameter sensitivity analysis. The role of sensitivity analysis in validating and verifying models, and in identifying relative parameter influence in estimating errors in model behavior due to uncertainty in input data is presented. This analysis is valuable to the simulationist and the experimentalist in allocating resources for data collection. A method for reducing highly complex, nonlinear models to simple linear algebraic models that could be useful for making rapid, first order calculations of system behavior is presented.

Leonard, J. I.↗
DOE OSTI2014

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-“coupled”- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz–Kalos–Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB source code.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2018

Sensitivity Analysis of Hydraulic Head to Locations of Model Boundaries

Sensitivity analysis is an important component of many model activities in hydrology. Numerous studies have been conducted in calculating various sensitivities. Most of these sensitivity analysis focus on the sensitivity of state variables (e.g. hydraulic head) to parameters representing medium properties such as hydraulic conductivity or prescribed values such as constant head or flux at boundaries, while few studies address the sensitivity of the state variables to some shape parameters or design parameters that control the model domain. Instead, these shape parameters are typically assumed to be known in the model. In this study, based on the flow equation, we derive the equation (and its associated initial and boundary conditions) for sensitivity of hydraulic head to shape parameters using continuous sensitivity equation (CSE) approach. These sensitivity equations can be solved numerically in general or analytically in some simplified cases. Finally, the approach has been demonstrated through two examples and the results are compared favorably to those from analytical solutions or numerical finite difference methods with perturbed model domains, while numerical shortcomings of the finite difference method are avoided.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1987

Application of a sensitivity analysis technique to high-order digital flight control systems

A sensitivity analysis technique for multiloop flight control systems is studied. This technique uses the scaled singular values of the return difference matrix as a measure of the relative stability of a control system. It then uses the gradients of these singular values with respect to system and controller parameters to judge sensitivity. The sensitivity analysis technique is first reviewed; then it is extended to include digital systems, through the derivation of singular-value gradient equations. Gradients with respect to parameters which do not appear explicitly as control-system matrix elements are also derived, so that high-order systems can be studied. A complete review of the integrated technique is given by way of a simple example: the inverted pendulum problem. The technique is then demonstrated on the X-29 control laws. Results show linear models of real systems can be analyzed by this sensitivity technique, if it is applied with care. A computer program called SVA was written to accomplish the singular-value sensitivity analysis techniques. Thus computational methods and considerations form an integral part of many of the discussions. A user's guide to the program is included. The SVA is a fully public domain program, running on the NASA/Dryden Elxsi computer.

Paduano, James D.↗
NASA NTRS2016

Uncertainty and Sensitivity Analysis of Afterbody Radiative Heating Predictions for Earth Entry

The objective of this work was to perform sensitivity analysis and uncertainty quantification for afterbody radiative heating predictions of Stardust capsule during Earth entry at peak afterbody radiation conditions. The radiation environment in the afterbody region poses significant challenges for accurate uncertainty quantification and sensitivity analysis due to the complexity of the flow physics, computational cost, and large number of un-certain variables. In this study, first a sparse collocation non-intrusive polynomial chaos approach along with global non-linear sensitivity analysis was used to identify the most significant uncertain variables and reduce the dimensions of the stochastic problem. Then, a total order stochastic expansion was constructed over only the important parameters for an efficient and accurate estimate of the uncertainty in radiation. Based on previous work, 388 uncertain parameters were considered in the radiation model, which came from the thermodynamics, flow field chemistry, and radiation modeling. The sensitivity analysis showed that only four of these variables contributed significantly to afterbody radiation uncertainty, accounting for almost 95% of the uncertainty. These included the electronic- impact excitation rate for N between level 2 and level 5 and rates of three chemical reactions in uencing N, N(+), O, and O(+) number densities in the flow field.

West, Thomas K., IV↗
DOE OSTI2014

Dissecting galaxy formation models with sensitivity analysis—a new approach to constrain the Milky Way formation history

We present an application of a statistical tool known as sensitivity analysis to characterize the relationship between input parameters and observational predictions of semi-analytic models of galaxy formation coupled to cosmological N-body simulations. We show how a sensitivity analysis can be performed on our chemo-dynamical model, ChemTreeN, to characterize and quantify its relationship between model input parameters and predicted observable properties. The result of this analysis provides the user with information about which parameters are most important and most likely to affect the prediction of a given observable. It can also be used to simplify models by identifying input parameters that have no effect on the outputs (i.e., observational predictions) of interest. Conversely, sensitivity analysis allows us to identify what model parameters can be most efficiently constrained by the given observational data set. We have applied this technique to real observational data sets associated with the Milky Way, such as the luminosity function of the dwarf satellites. The results from the sensitivity analysis are used to train specific model emulators of ChemTreeN, only involving the most relevant input parameters. This allowed us to efficiently explore the input parameter space. A statistical comparison of model outputs and real observables is used to obtain a 'best-fitting' parameter set. We consider different Milky-Way-like dark matter halos to account for the dependence of the best-fitting parameter selection process on the underlying merger history of the models. For all formation histories considered, running ChemTreeN with best-fitting parameters produced luminosity functions that tightly fit their observed counterpart. However, only one of the resulting stellar halo models was able to reproduce the observed stellar halo mass within 40 kpc of the Galactic center. On the basis of this analysis, it is possible to disregard certain models, and their corresponding merger histories, as good representations of the underlying merger history of the Milky Way.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2020

Multi-Model and Multi-Scale Global Sensitivity Analysis for Identifying Controlling Processes of Complex Systems

An environmental model consists of multiple process level sub-models, and each sub-model represents a process that is key to the operation of the simulated system. Global sensitivity analysis methods have been widely used to identify important processes for system model development and improvement. The existing methods of global sensitivity analysis only consider parametric uncertainty, and are not capable of handling model uncertainty caused by multiple process models that arise from competing hypotheses about one or more processes. To address this problem, this project develops a new method to probe model output sensitivity to competing process models by integrating model averaging methods with variance-based global sensitivity analysis to address uncertainty in process models and parameters. The new method yields three process sensitivity indices. The first one is called first-order process sensitivity index, and it is derived as a single summary measure of relative process importance. Evaluating the index is computationally expensive, because it relies in a Monte Carlo scheme that requires thousands and even millions of model executions. To reduce computational cost, this project develops a computationally efficient, quasi Monte Carlo method, and this method is presented in Chapter 2 of this report with and a numerical example for demonstration. The numerical example shows that the results of the quasi Monte Carlo method are substantially close to those of the full Monte Carlo method, but the computational cost of the quasi Monte Carlo method is only 0.7% of that of the full Monte Carlo method. The second index is called total-effect process sensitivity index, and it measures interactions between different processes. Therefore, this sensitivity index includes the first-order process sensitivity index, and can be used to identify influential processes. On the other hand, the total-effect process sensitivity index can also be used to screen non-influential processes. This is demonstrated by two numerical examples using the Sobol-G* functions and groundwater flow models that consider recharge process, geological process, and snowmelt process. The numerical examples shows that the total-effect process sensitivity index is more informative than the first-order process sensitivity. The derivation of the process sensitivity index and the numerical examples are discussed in Chapter 3. Chapter 4 presents two computationally efficient methods for screening non-influential processes to exclude them from further investigation. The two methods are the multi-model difference-based sensitivity (MMDS) analysis method, which can be implemented using the Latin Hypercube Sampling. The second one is the implementation of MMDS method using a binning method. The numerical example for the Sobol-G* function indicates the two methods are capable of identifying non-influential models, and the numerical examples for the groundwater flow and reactive transport show that the two methods are effective for groundwater problems. However, it should be noted that the two methods are numerical approximations, and they can only be used for screening non-influential processes, not for ranking importance of system processes. All the sensitivity analysis methods are implemented by developing python codes, and the codes are in a software called SAMMPY: a python package for process sensitivity analysis under multiple models. The SAMMPY design and structure are discussed in Chapter 5, and the package is released to the public for free download.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2016

Time-Dependent Sensitivity Analysis of OECD Benchmark using BISON and RAVEN

Developments in uncertainty quantification for nuclear simulations have decreased the computational cost required to perform accurate sensitivity analysis. This work demonstrates implementation of these methods in the RAVEN framework, allowing for time-dependent sensitivity analysis. By demonstration we consider an OECD benchmark case. We propagate uncertainties using RAVEN operating on the BISON fuels performance code. We then consider the time-evolution of output response sensitivity to uncertain inputs. We perform sensitivity analysis using time-based stochastic collocation for generalized polynomial chaos (SCgPC) and high-dimension model reduction (HDMR). While uncertainty quantification applied to end-of-cycle statistics is useful, we demonstrate that dominant sources of uncertainty for figures of merit may fluctuate throughout the simulation. Time-dependent sensitivity analysis allows more insight on key design parameters for fuel. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
NASA NTRS1998

First- and Second-Order Sensitivity Analysis of a P-Version Finite Element Equation Via Automatic Differentiation

Sensitivity analysis is a technique for determining derivatives of system responses with respect to design parameters. Among many methods available for sensitivity analysis, automatic differentiation has been proven through many applications in fluid dynamics and structural mechanics to be an accurate and easy method for obtaining derivatives. Nevertheless, the method can be computational expensive and can require a high memory space. This project will apply an automatic differentiation tool, ADIFOR, to a p-version finite element code to obtain first- and second- order then-nal derivatives, respectively. The focus of the study is on the implementation process and the performance of the ADIFOR-enhanced codes for sensitivity analysis in terms of memory requirement, computational efficiency, and accuracy.

Hou, Gene↗
NASA NTRS1995

Recent advances in the sensitivity analysis for the thermomechanical postbuckling of composite panels

Three recent developments in the sensitivity analysis for thermomechanical postbuckling response of composite panels are reviewed. The three developments are: (1) effective computational procedure for evaluating hierarchical sensitivity coefficients of the various response quantities with respect to the different laminate, layer, and micromechanical characteristics; (2) application of reduction methods to the sensitivity analysis of the postbuckling response; and (3) accurate evaluation of the sensitivity coefficients to transverse shear stresses. Sample numerical results are presented to demonstrate the effectiveness of the computational procedures presented. Some of the future directions for research on sensitivity analysis for the thermomechanical postbuckling response of composite and smart structures are outlined.

Noor, Ahmed K.↗
DOE OSTI2019

Hierarchical sensitivity analysis for simulating barrier island geomorphologic responses to future storms and sea-level rise

This paper presents a new application of an advanced hierarchical sensitivity analysis of a new climate model of barrier island geomorphological evolution. The implemented sensitivity analysis in this study integrates a hierarchical uncertainty framework with a variance-based global sensitivity analysis to decompose the different model input uncertainties. The analysis can provide quantitative and accurate measurements for the relative importance of uncertain model input factors while considering their dependence relationships. The climate model used in this research was the barrier island profile (BIP) model, which is a new computer code developed to simulate barrier island morphological evolution over periods ranging from years to decades under the impacts of accelerated future sea-level rise and long-term changes in the storm climate. In the application of the model, the BIP model was used to evaluate the responses of a series of barrier island cross-sections derived for Santa Rosa Island, Florida, to random storm events and five potential accelerated rates of sea-level rise projected over the next century. The uncertain model input factors thus include the scenario uncertainty caused by alternative future sea-level rise scenarios and the parametric uncertainties of random storm parameters and dune characteristics. The study results reveal that the occurrence of storms is the most important factor for the evolution of sand dunes on the barrier island and the impact of sea-level rise is essential to the morphological change of the island backshore environment. The analysis can provide helpful insights for coastal management and planning. This hierarchical sensitivity analysis is mathematically general and rigorous and can be applied to a wide range of climate models.

Dai, Heng↗
NASA NTRS1984

Structural sensitivity analysis: Methods, applications and needs

Innovative techniques applicable to sensitivity analysis of discretized structural systems are reviewed. The techniques include a finite difference step size selection algorithm, a method for derivatives of iterative solutions, a Green's function technique for derivatives of transient response, simultaneous calculation of temperatures and their derivatives, derivatives with respect to shape, and derivatives of optimum designs with respect to problem parameters. Computerized implementations of sensitivity analysis and applications of sensitivity derivatives are also discussed. Some of the critical needs in the structural sensitivity area are indicated along with plans for dealing with some of those needs.

Adelman, H. M.↗
NASA NTRS2016

Least Squares Shadowing Sensitivity Analysis of Chaotic Flow Around a Two-Dimensional Airfoil

Gradient-based sensitivity analysis has proven to be an enabling technology for many applications, including design of aerospace vehicles. However, conventional sensitivity analysis methods break down when applied to long-time averages of chaotic systems. This breakdown is a serious limitation because many aerospace applications involve physical phenomena that exhibit chaotic dynamics, most notably high-resolution large-eddy and direct numerical simulations of turbulent aerodynamic flows. A recently proposed methodology, Least Squares Shadowing (LSS), avoids this breakdown and advances the state of the art in sensitivity analysis for chaotic flows. The first application of LSS to a chaotic flow simulated with a large-scale computational fluid dynamics solver is presented. The LSS sensitivity computed for this chaotic flow is verified and shown to be accurate, but the computational cost of the current LSS implementation is high.

Blonigan, Patrick J.↗
NASA NTRS1985

Development of a sensitivity analysis technique for multiloop flight control systems

This report presents the development and application of a sensitivity analysis technique for multiloop flight control systems. This analysis yields very useful information on the sensitivity of the relative-stability criteria of the control system, with variations or uncertainties in the system and controller elements. The sensitivity analysis technique developed is based on the computation of the singular values and singular-value gradients of a feedback-control system. The method is applicable to single-input/single-output as well as multiloop continuous-control systems. Application to sampled-data systems is also explored. The sensitivity analysis technique was applied to a continuous yaw/roll damper stability augmentation system of a typical business jet, and the results show that the analysis is very useful in determining the system elements which have the largest effect on the relative stability of the closed-loop system. As a secondary product of the research reported here, the relative stability criteria based on the concept of singular values were explored.

Vaillard, A. H.↗
DOE OSTI2017

Acceleration and sensitivity analysis of lattice kinetic Monte Carlo simulations using parallel processing and rate constant rescaling

Kinetic Monte Carlo (KMC) simulation provides insights into catalytic reactions unobtainable with either experiments or mean-field microkinetic models. Sensitivity analysis of KMC models assesses the robustness of the predictions to parametric perturbations and identifies rate determining steps in a chemical reaction network. Stiffness in the chemical reaction network, a ubiquitous feature, demands lengthy run times for KMC models and renders efficient sensitivity analysis based on the likelihood ratio method unusable. We address the challenge of efficiently conducting KMC simulations and performing accurate sensitivity analysis in systems with unknown time scales by employing two acceleration techniques: rate constant rescaling and parallel processing. We develop statistical criteria that ensure sufficient sampling of non-equilibrium steady state conditions. Our approach provides the twofold benefit of accelerating the simulation itself and enabling likelihood ratio sensitivity analysis, which provides further speedup relative to finite difference sensitivity analysis. As a result, the likelihood ratio method can be applied to real chemistry. We apply our methodology to the water-gas shift reaction on Pt(111).

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗