Results for “UNCERTAINTY QUANTIFICATION” — Page 5

DOE OSTI2023

Explainable machine learning model for multi-step forecasting of reservoir inflow with uncertainty quantification

We propose an explainable machine learning (ML) model with uncertainty quantification (UQ) to improve multi-step reservoir inflow forecasting. Traditional ML methods have challenges in forecasting inflows multiple days ahead, and lack explainability and UQ. To address these limitations, we introduce an encoder–decoder long short-term memory (ED-LSTM) network for multi-step forecasting, employ the SHapley Additive exPlanation (SHAP) technique for understanding the influence of hydrometeorological factors on inflow prediction, and develop a novel UQ method for prediction trustworthiness. We apply these methods to forecast 7-day inflow in snow-dominant and rain-driven reservoirs. The results demonstrate the effectiveness of the ED-LSTM model, with high forecasting accuracy for short lead times. Our UQ method provides reliable uncertainty estimates, covering 90% of data with a 90% confidence level. The SHAP analysis reveals the importance of historical inflow and precipitation as influential factors. These findings and methods may support reservoir operators in optimizing water resources management decisions.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2024

Multifidelity methods for uncertainty quantification of a nonlocal model for phase changes in materials

This study is devoted to the construction of a multifidelity Monte Carlo (MFMC) method for the uncertainty quantification of a nonlocal, non-mass-conserving Cahn-Hilliard model for phase transitions with an obstacle potential. Here, we are interested in estimating the expected value of an output of interest (OoI) that depends on the solution of the nonlocal Cahn-Hilliard model. As opposed to its local counterpart, the nonlocal model captures sharp interfaces without the need for significant mesh refinement. However, the computational cost of the nonlocal Cahn-Hilliard model is higher than that of its local counterpart with similar mesh refinement, inhibiting its use for outer-loop applications such as uncertainty quantification. The MFMC method augments the desired high-fidelity, high-cost OoI with a set of lower-fidelity, lower-cost OoIs to alleviate the computational burden associated with nonlocality. Most of the computational budget is allocated to sampling the cheap surrogate models to achieve speedup, whereas the high-fidelity model is sparsely sampled to maintain accuracy. For the non-mass-conserving nonlocal Cahn-Hilliard model, the use of the MFMC method results in, for a given computational budget, about an order of magnitude reduction in the mean-squared error of the expected value of the OoI relative to that of the Monte Carlo method.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Deeply Uncertain: Comparing Methods of Uncertainty Quantification in Deep Learning Algorithms [Slides]

Deep learning is used in many applications in the physical sciences. In those sciences we are used to having uncertainty on every measurement or prediction. In the last years, many methods have been put forth for uncertainty quantification: Bayesian Neural Networks, Concrete Dropout, and Deep Ensembles. Uncertainty in deep learning is often divided into aleatoric or irreducible and epistemic or reducible. The problem remains: Which uncertainty quantification method should be chosen? How are those results interpreted?

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Statistical inference of anomalous thermal transport with uncertainty quantification for interpretive 2D SOL models

The critical task of inferring anomalous cross-field transport coefficients is addressed in simulations of boundary plasmas with fluid models. A workflow for parameter inference in the UEDGE fluid code is developed using Bayesian optimization with parallelized sampling and integrated uncertainty quantification. In this workflow, transport coefficients are inferred by maximizing their posterior probability distribution, which is generally multidimensional and non-Gaussian. Uncertainty quantification is integrated throughout the optimization within the Bayesian framework that combines diagnostic uncertainties and model limitations. As a concrete example, we infer the anomalous electron thermal diffusivity $\chi_\perp$ from an interpretive 2D model describing electron heat transport in the conduction-limited region with radiative power loss. The workflow is first benchmarked against synthetic data and then tested on H-, L-, and I-mode discharges to match their midplane temperature and divertor heat flux profiles. We demonstrate that the workflow efficiently infers diffusivity and its associated uncertainty, generating 2D profiles that match 1D measurements. Future efforts will focus on incorporating more complicated fluid models and analyzing transport coefficients inferred from a large database of experimental results.

Bayesian optimization↗

DOE OSTI2024

Bayesian calibration and uncertainty quantification of a rate-dependent cohesive zone model for polymer interfaces

In this work we present a rate-dependent cohesive zone model for the fracture of polymeric interfaces and performs a Bayesian calibration, an uncertainty quantification, and a sensitivity analysis for the model. The proposed cohesive zone model accounts for both reversible elastic and irreversible rate-dependent separation sliding deformation at the interface. The viscous dissipation due to the irreversible opening at the interface is modeled using elastic-viscoplastic kinematics that incorporates the effects of strain rate. Inverse calibration of parameters for such complex models through trial and error is challenging due to the large number of parameters of the model. Moreover, the calibrated parameter values are often non-unique and uncertain when the available experimental data is limited. To tackle this challenge, we employ a Bayesian calibration approach to identify parameters from experimental data, the resulting parameters significantly enhance the accuracy of the model. To quantify the uncertainty associated with the inverse parameter estimation, a modular Bayesian approach is employed to calibrate the unknown model parameters, accounting for the parameter uncertainty of the cohesive zone model. The advantages of the Bayesian calibration over a deterministic parameter fit are demonstrated. Further, to quantify the model uncertainties, such as incorrect assumptions or missing physics, a discrepancy function is introduced, which significantly improves the model’s prediction. Finally, the total uncertainty of the model is quantified in a predictive setting. A sensitivity analysis is performed to assess how changes in the input variables of the model affect the peak load, facilitating the identification of a concise set of highly influential parameters. The present approach can be used for calibration and uncertainty quantification for other complex computational mechanics models. It should also facilitate the designing of interface materials under uncertainty.

42 ENGINEERING↗

DOE OSTI2020

Sensitivity and Uncertainty Quantification of Transition Scenario Simulations

This report documents the first collective attempt at developing and applying capabilities to quantify uncertainties, assess parametric sensitivities, and optimize multiple parameters and metrics in fuel cycle simulations generated by the SA&I Campaign. To do this, external codes that were designed to perform sensitivity analysis and uncertainty quantification (SA&UQ) needed to be coupled to the SA&I Campaign’s nuclear fuel cycle simulators (NFCS). In FY20, two approaches were pursued: 1) coupling Cyclus to an ORNL-internal code called MOT (Metaheuristic Optimization Tool) and 2) coupling DYMOND to the opensource SA&UQ tool kit Dakota. The primary objective of having these NFCS/SA&UQ coupled capabilities is to better inform DOE-NE and other stakeholders on the results generated from the NFCS. For a given set of fuel cycle strategies, policies, and technology assumptions that make up a fuel cycle scenario, these NFCS have traditionally been used by the SA&I Campaign to provide quantitative answers in terms of year-by-year mass flows, infrastructure requirements, costs, etc. With these newly developed coupled capabilities, the SA&I Campaign can now efficiently simulate hundreds or thousands of these scenarios, sample large ranges of parameters and assumptions, and use the unique features of the SA&UQ tools to process the data. This enables providing answers with known and propagated uncertainties, determining the sensitivity of important metrics to different parameters and assumptions, quantifying how much fuel cycle and technology parameters impact each other, and producing optimized fuel cycle strategies for single and multiple variables. To demonstrate these new capabilities, the Cyclus/MOT was used to model several scenarios ranging from simple fleet retirements to transitions to advanced reactors. Specifically, for a transition scenario from LWRs to SFRs and advanced LWRs, uncertainty quantification, sensitivity analysis, and optimization studies were applied to cases involving single and multiple parameter (input) and single and multiple metric (output) variations. In addition, a similar transition scenario was modeled to demonstrate how to optimize the reprocessing capacity parameter to minimize two performance metrics while taking into account uncertainties from two other parameters. Lastly, a depletion module based on SCALE/ORIGEN was added in Cyclus to simulate the third scenario that was designed to quantify the impact of the modeling assumption that all LWR used nuclear fuel have the same burnup. The newly developed DYMOND/Dakota capability was also applied to a transition scenario from the existing fleet to small modular reactors and fast reactors. This particular scenario involves not only explicit isotopic depletion via ORIGEN-2, but also includes multirecycling and utilizing the criticality search feature to determine the fresh fuel composition of recycled fuel, a feature unique to the DYMOND NFCS. A large database of simulations were run with 4 main parameters that were sampled: start date of reprocessing, reprocessing capacity, energy demand growth rate, and advanced reactor share of the fleet. The 4 main metrics were uranium consumption, enrichment requirements, waste generation, and levelized cost of electricity using data from the Cost Basis Report. The demonstrated SA&UQ results include those that inform on how to choose parameters to avoid “failed” scenarios, Sobol’ indices that inform on the importance of various parameters individually and synergistically, and Analysis of Variance (ANOVA) studies that decompose parameter ranges into groups and informs on whether variations are statistically significant.

Feng, B.↗

NASA NTRS2015

Uncertainty Quantification of Turbulence Model Closure Coefficients for Transonic Wall-Bounded Flows

The goal of this work was to quantify the uncertainty and sensitivity of commonly used turbulence models in Reynolds-Averaged Navier-Stokes codes due to uncertainty in the values of closure coefficients for transonic, wall-bounded flows and to rank the contribution of each coefficient to uncertainty in various output flow quantities of interest. Specifically, uncertainty quantification of turbulence model closure coefficients was performed for transonic flow over an axisymmetric bump at zero degrees angle of attack and the RAE 2822 transonic airfoil at a lift coefficient of 0.744. Three turbulence models were considered: the Spalart-Allmaras Model, Wilcox (2006) k-w Model, and the Menter Shear-Stress Trans- port Model. The FUN3D code developed by NASA Langley Research Center was used as the flow solver. The uncertainty quantification analysis employed stochastic expansions based on non-intrusive polynomial chaos as an efficient means of uncertainty propagation. Several integrated and point-quantities are considered as uncertain outputs for both CFD problems. All closure coefficients were treated as epistemic uncertain variables represented with intervals. Sobol indices were used to rank the relative contributions of each closure coefficient to the total uncertainty in the output quantities of interest. This study identified a number of closure coefficients for each turbulence model for which more information will reduce the amount of uncertainty in the output significantly for transonic, wall-bounded flows.

Schaefer, John↗

NASA NTRS2017

Summary Findings from the AVT-191 Project to Assess Sensitivity Analysis and Uncertainty Quantification Methods for Military Vehicle Design

A NATO symposium held in Greece in 2008 identified many promising sensitivity analysis and uncertainty quantification technologies, but the maturity and suitability of these methods for realistic applications was not clear. The NATO Science and Technology Organization, Task Group AVT-191 was established to evaluate the maturity and suitability of various sensitivity analysis and uncertainty quantification methods for application to realistic vehicle development problems. The program ran from 2011 to 2015, and the work was organized into four discipline-centric teams: external aerodynamics, internal aerodynamics, aeroelasticity, and hydrodynamics. This paper summarizes findings and lessons learned from the task group.

Benek, John A.↗

DOE OSTI2022

Design and execution of a verification, validation, and uncertainty quantification plan for a numerical model of left ventricular flow after LVAD implantation

Left ventricular assist devices (LVADs) are implantable pumps that act as a life support therapy for patients with severe heart failure. Despite improving the survival rate, LVAD therapy can carry major complications. Particularly, the flow distortion introduced by the LVAD in the left ventricle (LV) may induce thrombus formation. While previous works have used numerical models to study the impact of multiple variables in the intra-LV stagnation regions, a comprehensive validation analysis has never been executed. The main goal of this work is to present a model of the LV-LVAD system and to design and follow a verification, validation and uncertainty quantification (VVUQ) plan based on the ASME V&V40 and V&V20 standards to ensure credible predictions. The experiment used to validate the simulation is the SDSU cardiac simulator, a bench mock-up of the cardiovascular system that allows mimicking multiple operation conditions for the heart-LVAD system. The numerical model is based on Alya, the BSC’s in-house platform for numerical modelling. Alya solves the Navier-Stokes equation with an Arbitrary Lagrangian-Eulerian (ALE) formulation in a deformable ventricle and includes pressure-driven valves, a 0D Windkessel model for the arterial output and a LVAD boundary condition modeled through a dynamic pressure-flow performance curve. The designed VVUQ plan involves: (a) a risk analysis and the associated credibility goals; (b) a verification stage to ensure correctness in the numerical solution procedure; (c) a sensitivity analysis to quantify the impact of the inputs on the four quantities of interest (QoIs) (average aortic root flow $Q^{avg}_{Ao}$, maximum aortic root flow $Q^{max}_{Ao}$, average LVAD flow $Q^{avg}_{VAD}$, and maximum LVAD flow $Q^{max}_{VAD}$; (d) an uncertainty quantification using six validation experiments that include extreme operating conditions. Numerical code verification tests ensured correctness of the solution procedure and numerical calculation verification showed a grid convergence index (GCI)95% <3.3%. The total Sobol indices obtained during the sensitivity analysis demonstrated that the ejection fraction, the heart rate, and the pump performance curve coefficients are the most impactful inputs for the analysed QoIs. The Minkowski norm is used as validation metric for the uncertainty quantification. It shows that the midpoint cases have more accurate results when compared to the extreme cases. The total computational cost of the simulations was above 100 [core-years] executed in around three weeks time span in Marenostrum IV supercomputer. This work details a novel numerical model for the LV-LVAD system, that is supported by the design and execution of a VVUQ plan created following recognised international standards. We present a methodology demonstrating that stringent VVUQ according to ASME standards is feasible but computationally expensive.

59 BASIC BIOLOGICAL SCIENCES↗

NASA NTRSDate not supplied

Automation of the Uncertainty Quantification Process Based on Probability Boxes with DAKOTA

To date, while the use of CFD is prevalent, very few efforts have been undertaken that truly attempt to document all (or even most) of the sources of uncertainty in the simulations. Instead, the current state-of-the-art relies heavily on the experience of the CFD practitioner to estimate the uncertainty associated with their simulations through simple sensitivity studies or subject matter expertise. This practice will have to be replaced with a formal uncertainty quantification (UQ) process if CFD is to play an expanded role in the design research and engineering community, test and evaluation community, and ultimately certification for flight. This is especially true for hypersonic air-breathing propulsion systems due to the environment, scale, and duration limitations of ground test facilities. Accounting for uncertainties in a formal manner is a tedious process. Moreover, the typical CFD practitioner is not likely to be familiar with formal UQ methods. Hence, a major obstacle that has prevented the adoption of UQ methods for engineering design and development work is the lack of a tool set to automate most (if not all) of the UQ workflow. Towards this end, the SANDIA package DAKOTA (which has been developed to drive both UQ and optimization processes) will be tightly wrapped around the VULCAN-CFD code to automate the uncertainty quantification process. The automated process will be applied to an isolator turbulence model validation exercise that has previously been documented using a manual approach to the UQ process. Hence, the focus of this paper will be documenting the level to which automation can hide the UQ process details from the CFD practitioner rather than the UQ method itself.

CFD↗

DOE OSTI2022

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.

42 ENGINEERING↗

DOE OSTI2021

Sensitive parameter identification and uncertainty quantification for the stability of pipeline conveying fluid

In this study, several uncertainty quantification and sensitivity analysis methods are used to determine the most sensitive geometric and material input parameters of a cantilevered pipeline conveying fluid when uncertainty is introduced to the system at the onset of instability. The full nonlinear equations of motion are modeled using the extended Hamilton’s principle and then discretized using Galerkin’s method. A parametric study is first performed, and the Morris elementary effects are calculated to obtain a preliminary understanding of how the onset speed changes when each parameter is introduced to a ± 5% uncertainty. Then, four different input uncertainty distributions, mainly, uniform and Gaussian distribution, are chosen to investigate how input distributions affect uncertainty in the output. A convergence analysis is used to determine the number of samples needed to maintain simulation accuracy while saving the most computational time. Then, Monte Carlo simulations are run, and the output distributions for each input distribution at ± 1%, ± 3% and ± 5% input uncertainty range are found and discussed. Additionally, the Pearson correlation coefficients are evaluated for different uncertainty ranges. A final Monte Carlo study is performed in which single parameters are held constant while all others still have uncertainty. Overall, the flow speed at the onset of instability is the most sensitive to changes in the outer diameter of the pipe.

36 MATERIALS SCIENCE↗

DOE OSTI2024

Uncertainty quantification of collective nuclear observables from the chiral potential parametrization

We perform an uncertainty estimate of quadrupole moments and B(E2) transition rates that inform nuclear collectivity. In particular, we study the low-lying states of 6 Li and 12 C using the ab initio symmetry-adapted no-core–shell model. For a narrow standard deviation of approximately 1% on the low-energy constants which parametrize high-precision chiral potentials, we find output standard deviations in the collective observables ranging from approximately 3%–6%. The results mark the first step towards a rigorous uncertainty quantification of collectivity in nuclei that aims to account for all sources of uncertainty in ab initio descriptions of challenging collective and clustering observables.

ab initio↗

DOE OSTI2023

Conditional Karhunen–Loève regression model with Basis Adaptation for high-dimensional problems: Uncertainty quantification and inverse modeling

Here, we propose a methodology for improving the accuracy of surrogate models of the observable response of physical systems as a function of the systems’ spatially heterogeneous parameter fields, with applications to uncertainty quantification and parameter estimation in high-dimensional problems. Practitioners often formulate finite-dimensional representations of spatially heterogeneous parameter fields using truncated unconditional Karhunen–Loève expansions (KLEs) for a certain choice of unconditional covariance kernel and construct surrogate models of the observable response with respect to the KLE coefficients. When direct measurements of the parameter fields are available, we propose improving the accuracy of these surrogate models by representing the parameter fields via conditional Karhunen-Loève expansions (CKLEs). CKLEs are constructed by conditioning the covariance kernel of the unconditional expansion on the direct measurements of the parameter field via Gaussian process regression, and then truncating the corresponding KLE. We apply the proposed methodology to constructing surrogate models via the Basis Adaptation (BA) method of the stationary hydraulic head response, measured at spatially discrete observation locations, of a groundwater flow model of the Hanford Site, as a function of the 1000-dimensional representation of the model’s log-transmissivity field. We find that BA surrogate models of the hydraulic head based on CKLEs are more accurate than BA surrogate models based on unconditional expansions for forward uncertainty quantification tasks. Furthermore, we find that inverse estimates of the hydraulic transmissivity field computed using CKLE-based BA surrogate models are more accurate than those computed using unconditional BA surrogate models.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (Theory Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Theory Manual (V.6.15)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗