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At least 109 records · Page 6

A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters

Sensitivity analysis and reliability assessment are two important aspects of structural and system safety. Epistemic uncertainty with respect to probabilistic model of input parameters due to lack of knowledge is present in many scarce-data applications and complicates the characterization of uncertainty in model response. In this article, we present two importance measures to evaluate the impact of distribution parameters on the probability distribution function (PDF) of the output and the failure probability. The epistemic uncertainty associated with the distribution parameters is modeled as random variables. Additionally, a modified extended polynomial chaos expansion (MEPCE) approach is introduced in which aleatory and epistemic random variables are modeled and propagated simultaneously while allowing the separate assessment for any single epistemic variable. A MEPCE-based kernel density estimation (KDE) construction provides a composite map from each epistemic variable to the response PDF. The functional global sensitivity index of the PDF with respect to the distribution parameters is thus derived, as a function of output, which is both more informative and more efficient than standard scalar sensitivity measures. Reliability sensitivity indices can be readily evaluated by integrating the global sensitivity index function over the failure zone. Three illustrative examples are used to demonstrate the proposed methodology.

42 ENGINEERING↗

Application of Variance-Based Sensitivity Analysis to a Large System Dynamics Model

Variance-based sensitivity methods can provide insights into large computational models. We present a novel application of sensitivity analysis to the Biomass Scenario Model (BSM) a large and complex system dynamics model of the developing biofuels industry in the United States. We apply a two-stage sensitivity approach consisting of an initial sensitivity screening, followed by a variance decomposition approach. Identifying key system levers and quantifying their strength is not straightforward in complex system dynamics models that have numerous feedbacks and nonlinear results. Variance-based sensitivity analysis (VBSA) offers a systematic, global approach to assessing system dynamics models because it addresses nonlinear responses and interactive effects. Especially when a large model's size makes manual exploration of the input space difficult and time-consuming, the approach can help to provide a comprehensive understanding of interactions that drive model behaviors.

97 MATHEMATICS AND COMPUTING↗

Global Sensitivity Analysis for Statistical Model Parameters

Global sensitivity analysis (GSA) is typically used to analyze the influence of uncertain parameters in mathematical models and simulations. In principle, tools from GSA may be extended to analyze the influence of parameters in statistical models. Such analyses may enable reduced or parsimonious modeling and greater predictive capability. Yet, difficulties such as parameter correlation, model stochasticity, multivariate model output, and unknown parameter distributions prohibit a direct application of GSA tools to statistical models. By leveraging a loss function associated with the statistical model, we introduce a novel framework to address these difficulties and enable efficient GSA for statistical model parameters. Theoretical and computational properties are considered and hihglighted on a synthetic example. The framework is applied to a Gaussian process model from the literature, which depends on 95 parameters. Noninfluential parameters are discovered through GSA, and a reduced model with equal or stronger predictive capability is constructed by using only 79 parameters.

97 MATHEMATICS AND COMPUTING↗

Three-dimensional aerodynamic shape optimization using discrete sensitivity analysis

An aerodynamic shape optimization procedure based on discrete sensitivity analysis is extended to treat three-dimensional geometries. The function of sensitivity analysis is to directly couple computational fluid dynamics (CFD) with numerical optimization techniques, which facilitates the construction of efficient direct-design methods. The development of a practical three-dimensional design procedures entails many challenges, such as: (1) the demand for significant efficiency improvements over current design methods; (2) a general and flexible three-dimensional surface representation; and (3) the efficient solution of very large systems of linear algebraic equations. It is demonstrated that each of these challenges is overcome by: (1) employing fully implicit (Newton) methods for the CFD analyses; (2) adopting a Bezier-Bernstein polynomial parameterization of two- and three-dimensional surfaces; and (3) using preconditioned conjugate gradient-like linear system solvers. Whereas each of these extensions independently yields an improvement in computational efficiency, the combined effect of implementing all the extensions simultaneously results in a significant factor of 50 decrease in computational time and a factor of eight reduction in memory over the most efficient design strategies in current use. The new aerodynamic shape optimization procedure is demonstrated in the design of both two- and three-dimensional inviscid aerodynamic problems including a two-dimensional supersonic internal/external nozzle, two-dimensional transonic airfoils (resulting in supercritical shapes), three-dimensional transport wings, and three-dimensional supersonic delta wings. Each design application results in realistic and useful optimized shapes.

Burgreen, Gregory W.↗

Design sensitivity analysis with Applicon IFAD using the adjoint variable method

A numerical method is presented to implement structural design sensitivity analysis using the versatility and convenience of existing finite element structural analysis program and the theoretical foundation in structural design sensitivity analysis. Conventional design variables, such as thickness and cross-sectional areas, are considered. Structural performance functionals considered include compliance, displacement, and stress. It is shown that calculations can be carried out outside existing finite element codes, using postprocessing data only. That is, design sensitivity analysis software does not have to be imbedded in an existing finite element code. The finite element structural analysis program used in the implementation presented is IFAD. Feasibility of the method is shown through analysis of several problems, including built-up structures. Accurate design sensitivity results are obtained without the uncertainty of numerical accuracy associated with selection of a finite difference perturbation.

Frederick, Marjorie C.↗

Structural sensitivity analysis: Methods, applications, and needs

Some innovative techniques applicable to sensitivity analysis of discretized structural systems are reviewed. These 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, a 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. Finally, some of the critical needs in the structural sensitivity area are indicated along with Langley plans for dealing with some of these needs.

Adelman, H. M.↗

Implementation of design sensitivity analysis with existing finite element codes

A numerical method is presented to implement structural design sensitivity analysis theory, using the versatility and convenience of existing finite element structural analysis programs. Design variables such as thickness and cross-sectional areas of components of individual members and built-up structures are considered. Structural performance functionals considered include displacement and stress. The method is also applicable for eigenvalue problem design sensitivity analysis. It is shown that calculations can be carried out outside existing finite element codes, using postprocessing data only. Thus, design sensitivity analysis software does not have to be embedded in an existing finite element code. Feasability of the method is shown through analysis of several problems, including a built-up structure. Accurate design sensitivity results are obtained without the uncertainty of numerical accuracy associated with selection of finite difference perturbations.

Choi, Kyung K.↗

DAGSENS: Directed Acyclic Graph Based Direct and Adjoint Transient Sensitivity Analysis for Event-Driven Objective Functions

We present DAGSENS, a new theory for parametric transient sensitivity analysis of Differential Algebraic Equation systems (DAEs), such as SPICE-level circuits. The key ideas behind DAGSENS are, (1) to represent the entire sequence of computations, starting from DAE parameters, all the way up to the objective function whose sensitivity is needed, as a Directed Acyclic Graph (DAG) called the "sensitivity DAG", and (2) to compute the required sensitivities efficiently (with time complexity linear in the size of the sensitivity DAG) by leveraging dynamic programming techniques to traverse the DAG. DAGSENS is simple, elegant, and easy-to-understand compared to existing sensitivity analysis approaches; for example, in DAGSENS, one can switch between direct and adjoint transient sensitivities just by changing the direction of DAG traversal (i.e., topological order vs. reverse topological order). Also, DAGSENS is significantly more powerful than existing sensitivity analysis approaches because it allows one to compute the sensitivities of a much more general class of objective functions, including those defined based on "events" that occur during a transient simulation (e.g., a node voltage crossing a particular threshold, a phase-locked loop (PLL) achieving lock, a signal reaching its maximum/minimum value during a transient run, etc.). In this paper, we apply DAGSENS to compute the sensitivities of important event-driven performance metrics in several real-world electronic and biological applications, including high-speed communication (featuring sub-systems such as I/0 links and PLLs), statistical cell library characterization, and gene expression in Drosophila embryos.

42 ENGINEERING↗

Assessing convergence in global sensitivity analysis: a review of methods for assessing and monitoring convergence

In global sensitivity analysis (GSA) of a model, a proper convergence analysis of metrics is essential for ensuring a level of confidence or trustworthiness in sensitivity results obtained, yet is somewhat deficient in practice. The level of confidence in sensitivity measures, particularly in relation to their influence and support for decisions from scientific, social and policy perspectives, is heavily reliant on the convergence of GSA. We review the literature and summarize the available methods for monitoring and assessing convergence of sensitivity measures based on application purposes. The aim is to expose the various choices for convergence assessment and encourage further testing of available methods to clarify their level of robustness. Furthermore, the review identifies a pressing need for comparative studies on convergence assessment methods to establish a clear hierarchy of effectiveness and encourages the adoption of systematic approaches for enhanced robustness in sensitivity analysis.

54 ENVIRONMENTAL SCIENCES↗

Optimal PMU design based on sampling model and sensitivity analysis

The precise measurements of the synchrophasor and frequency from phasor measurement units (PMUs) are widely used in power grid applications. With the improvement of the technique, applications always require stable dynamic performance and higher accuracy for the synchrophasor and frequency measurements, which is challenging for PMU development. To evaluate the contribution of PMU hardware to measurement accuracy, this paper proposes a general-purpose sampling model to analyze the measurement error. In the proposed sampling model, a strict mathematical derivation is derived, where its error is purely determined by the parameters of the PMU hardware. The sensitivity analysis is carried out by three methods, including mathematical analysis, computer simulation, and variance-based sensitivity analysis. Through the sensitivity analysis, this paper establishes the systematic formulation and the inclusion of synchrophasor, frequency, and ROCOF. Experimental results based on the real-world testbench involving distribution-level PMUs match the mathematical analysis conclusion, which verifies the correctness of the general-purpose sampling model. Furthermore, a strategy for the optimal PMU design is proposed, which could guide PMU design in the future.

42 ENGINEERING↗

Blurring the Inputs: A Natural Language Approach to Sensitivity Analysis

To document model parameter uncertainties and to automate sensitivity analyses for numerical simulation codes, a natural-language-based method to specify tolerances has been developed. With this new method, uncertainties are expressed in a natural manner, i.e., as one would on an engineering drawing, namely, 5.25 +/- 0.01. This approach is robust and readily adapted to various application domains because it does not rely on parsing the particular structure of input file formats. Instead, tolerances of a standard format are added to existing fields within an input file. As a demonstration of the power of this simple, natural language approach, a Monte Carlo sensitivity analysis is performed for three disparate simulation codes: fluid dynamics (LAURA), radiation (HARA), and ablation (FIAT). Effort required to harness each code for sensitivity analysis was recorded to demonstrate the generality and flexibility of this new approach.

Kleb, William L.↗

Selecting step sizes in sensitivity analysis by finite differences

This paper deals with methods for obtaining near-optimum step sizes for finite difference approximations to first derivatives with particular application to sensitivity analysis. A technique denoted the finite difference (FD) algorithm, previously described in the literature and applicable to one derivative at a time, is extended to the calculation of several simultaneously. Both the original and extended FD algorithms are applied to sensitivity analysis for a data-fitting problem in which derivatives of the coefficients of an interpolation polynomial are calculated with respect to uncertainties in the data. The methods are also applied to sensitivity analysis of the structural response of a finite-element-modeled swept wing. In a previous study, this sensitivity analysis of the swept wing required a time-consuming trial-and-error effort to obtain a suitable step size, but it proved to be a routine application for the extended FD algorithm herein.

Iott, J.↗

Least Squares Shadowing sensitivity analysis of chaotic limit cycle oscillations

The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged quantity. This failure is known to be caused by ill-conditioned initial value problems. This paper overcomes this failure by replacing the initial value problem with the well-conditioned “least squares shadowing (LSS) problem”. The LSS problem is then linearized in our sensitivity analysis algorithm, which computes a derivative that converges to the derivative of the infinitely long time average. We demonstrate our algorithm in several dynamical systems exhibiting both periodic and chaotic oscillations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Steady state likelihood ratio sensitivity analysis for stiff kinetic Monte Carlo simulations

Kinetic Monte Carlo simulation is an integral tool in the study of complex physical phenomena present in applications ranging from heterogeneous catalysis to biological systems to crystal growth and atmospheric sciences. Sensitivity analysis is useful for identifying important parameters and rate-determining steps, but the finite-difference application of sensitivity analysis is computationally demanding. Techniques based on the likelihood ratio method reduce the computational cost of sensitivity analysis by obtaining all gradient information in a single run. However, we show that disparity in time scales of microscopic events, which is ubiquitous in real systems, introduces drastic statistical noise into derivative estimates for parameters affecting the fast events. In this work, the steady-state likelihood ratio sensitivity analysis is extended to singularly perturbed systems by invoking partial equilibration for fast reactions, that is, by working on the fast and slow manifolds of the chemistry. Derivatives on each time scale are computed independently and combined to the desired sensitivity coefficients to considerably reduce the noise in derivative estimates for stiff systems. The approach is demonstrated in an analytically solvable linear system.

Núñez, M.↗

Uncertainty and Sensitivity Analysis Methods and Applications in the GDSA Framework (FY2021)

The Spent Fuel and Waste Science and Technology (SFWST) Campaign of the U.S. Department of Energy (DOE) Office of Nuclear Energy (NE), Office of Fuel Cycle Technology (FCT) is conducting research and development (R&D) on geologic disposal of spent nuclear fuel (SNF) and high-level nuclear waste (HLW). Two high priorities for SFWST disposal R&D are design concept development and disposal system modeling. These priorities are directly addressed in the SFWST Geologic Disposal Safety Assessment (GDSA) control account, which is charged with developing a geologic repository system modeling and analysis capability, and the associated software, GDSA Framework, for evaluating disposal system performance for nuclear waste in geologic media. GDSA Framework is supported by SFWST Campaign and its predecessor the Used Fuel Disposition (UFD) campaign. This report fulfills the GDSA Uncertainty and Sensitivity Analysis Methods work package (SF-21SN01030404) level 3 milestone, Uncertainty and Sensitivity Analysis Methods and Applications in GDSA Framework (FY2021) (M3SF-21SN010304042). It presents high level objectives and strategy for development of uncertainty and sensitivity analysis tools, demonstrates uncertainty quantification (UQ) and sensitivity analysis (SA) tools in GDSA Framework in FY21, and describes additional UQ/SA tools whose future implementation would enhance the UQ/SA capability of GDSA Framework. This work was closely coordinated with the other Sandia National Laboratory GDSA work packages: the GDSA Framework Development work package (SF-21SN01030405), the GDSA Repository Systems Analysis work package (SF-21SN01030406), and the GDSA PFLOTRAN Development work package (SF-21SN01030407). This report builds on developments reported in previous GDSA Framework milestones, particularly M3SF 20SN010304032.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Variational Methods in Design Optimization and Sensitivity Analysis for Two-Dimensional Euler Equations

Variational methods (VM) sensitivity analysis 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 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.↗

Sensitivity analysis in computational aerodynamics

Information on sensitivity analysis in computational aerodynamics is given in outline, graphical, and chart form. The prediction accuracy if the MCAERO program, a perturbation analysis method, is discussed. A procedure for calculating perturbation matrix, baseline wing paneling for perturbation analysis test cases and applications of an inviscid sensitivity matrix are among the topics covered.

Bristow, D. R.↗

Advances in Uncertainty and Sensitivity Analysis Methods and Applications in GDSA Framework.

The Spent Fuel and Waste Science and Technology (SFWST) Campaign of the U.S. Department of Energy (DOE) Office of Nuclear Energy (NE), Office of Fuel Cycle Technology (FCT) is conducting research and development (R&D) on geologic disposal of spent nuclear fuel (SNF) and high-level nuclear waste (HLW). Two high priorities for SFWST disposal R&D are design concept development and disposal system modeling. These priorities are directly addressed in the SFWST ''Geologic Disposal Safety Assessment'' (GDSA) control account, which is charged with developing a geologic repository system modeling and analysis capability, and the associated software, ''GDSA Framework'', for evaluating disposal system performance for nuclear waste in geologic media. ''GDSA Framework'' is supported by SFWST Campaign and its predecessor the Used Fuel Disposition (UFD) campaign. This report fulfills the GDSA Uncertainty and Sensitivity Analysis Methods work package (SF-20SN01030403) level 3 milestone — ''Advances in Uncertainty and Sensitivity Analysis Methods and Applications in GDSA Framework'' (M3SF-20SN010304032). It presents high level objectives and strategy for development of uncertainty and sensitivity analysis tools, demonstrates uncertainty quantification (UQ) and sensitivity analysis (SA) tools in GDSA Framework in FY20, and describes additional UQ/SA tools whose future implementation would enhance the UQ/SA capability of ''GDSA Framework''. This work was closely coordinated with the other Sandia National Laboratory GDSA work packages: the GDSA Framework Development work package (SF- 2051\101030404), the GDSA Repository Systems Analysis work package (SF-2051\101030405), and the GDSA PFLOTRAN Development work package (SF-20SN01030406). This report builds on developments reported in previous ''GDSA Framework'' milestones, particularly M2SF- 19SNO1030403.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗