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At least 109 records · Page 6

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.16 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↗

Science and Engineering of Cybersecurity by Uncertainty quantification and Rigorous Experimentation (SECURE) (Final Report)

This report summarizes the activities performed as part of the Science and Engineering of Cybersecurity by Uncertainty quantification and Rigorous Experimentation (SECURE) Grand Challenge LDRD project. We provide an overview of the research done in this project, including work on cyber emulation, uncertainty quantification, and optimization. We present examples of integrated analyses performed on two case studies: a network scanning/detection study and a malware command and control study. We highlight the importance of experimental workflows and list references of papers and presentations developed under this project. We outline lessons learned and suggestions for future work.

97 MATHEMATICS AND COMPUTING↗

Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗

Uncertainty quantification of graph convolution neural network models of evolving processes

The application of neural network models to scientific machine learning tasks has proliferated in recent years. In particular, neural networks have proved to be adept at modeling processes with spatial–temporal complexity. Nevertheless, these highly parameterized models have garnered skepticism in their ability to produce outputs with quantified error bounds over the regimes of interest. Hence there is a need to find uncertainty quantification methods that are suitable for neural networks. In this work we present comparisons of the parametric uncertainty quantification of neural networks modeling complex spatial–temporal processes with Hamiltonian Monte Carlo and Stein variational gradient descent and its projected variant. Specifically we apply these methods to graph convolutional neural network models of evolving systems modeled with recurrent neural network and neural ordinary differential equations architectures. We show that Stein variational inference is a viable alternative to Monte Carlo methods with some clear advantages for complex neural network models. For our exemplars, Stein variational interference gave similar pushed forward uncertainty profiles through time compared to Hamiltonian Monte Carlo, albeit with generally more generous variance. As a result, projected Stein variational gradient descent also produced similar uncertainty profiles to the non-projected counterpart, but large reductions in the active weight space were confounded by the stability of the neural network predictions and the convoluted likelihood landscape.

36 MATERIALS SCIENCE↗

The NASA Langley Multidisciplinary Uncertainty Quantification Challenge

This paper presents the formulation of an uncertainty quantification challenge problem consisting of five subproblems. These problems focus on key aspects of uncertainty characterization, sensitivity analysis, uncertainty propagation, extreme-case analysis, and robust design.

Crespo, Luis G.↗

Microstructure-Sensitive Uncertainty Quantification for Crystal Plasticity Finite Element Constitutive Models Using Stochastic Collocation Methods

Uncertainty quantification (UQ) plays a major role in verification and validation for computational engineering models and simulations, and establishes trust in the predictive capability of computational models. In the materials science and engineering context, where the process-structure-property-performance linkage is well known to be the only road mapping from manufacturing to engineering performance, numerous integrated computational materials engineering (ICME) models have been developed across a wide spectrum of length-scales and time-scales to relieve the burden of resource-intensive experiments. Within the structure-property linkage, crystal plasticity finite element method (CPFEM) models have been widely used since they are one of a few ICME toolboxes that allows numerical predictions, providing the bridge from microstructure to materials properties and performances. Several constitutive models have been proposed in the last few decades to capture the mechanics and plasticity behavior of materials. While some UQ studies have been performed, the robustness and uncertainty of these constitutive models have not been rigorously established. In this work, we apply a stochastic collocation (SC) method, which is mathematically rigorous and has been widely used in the field of UQ, to quantify the uncertainty of three most commonly used constitutive models in CPFEM, namely phenomenological models (with and without twinning), and dislocation-density-based constitutive models, for three different types of crystal structures, namely face-centered cubic (fcc) copper (Cu), body-centered cubic (bcc) tungsten (W), and hexagonal close packing (hcp) magnesium (Mg). Our numerical results not only quantify the uncertainty of these constitutive models in stress-strain curve, but also analyze the global sensitivity of the underlying constitutive parameters with respect to the initial yield behavior, which may be helpful for robust constitutive model calibration works in the future.

36 MATERIALS SCIENCE↗

Hierarchical Bayesian modeling for Inverse Uncertainty Quantification of system thermal-hydraulics code using critical flow experimental data

The best estimate plus uncertainty methodology in nuclear system thermal-hydraulic studies necessitates a comprehensive understanding of uncertainties in system code predictions. The forward uncertainty quantification (UQ) process involves the propagation of input uncertainties through the computational models to obtain uncertainties in the outputs. To this end, achieving an accurate estimation of input uncertainties is important, which is the focus of inverse UQ (IUQ). Traditionally, research in Bayesian IUQ within the nuclear engineering domain has largely relied on single-level Bayesian inference. While being effective for relatively small datasets, this approach encounters limitations for cases with large datasets. The use of a single-level model may prove inefficient, as the resultant posterior distributions can significantly differ when distinct subsets of data are employed. To address this issue, we employ an hierarchical Bayesian model for IUQ. Furthermore, this approach involves organizing observations into different groups based on the test conditions, thereby accommodating varying calibration parameters across these distinct groups. In this study, we developed and implemented a hierarchical Bayesian IUQ method to consider the grouping effect of critical flow measurement data from various geometries. Comparing the outcomes of IUQ under different selections of test data using hierarchical Bayesian IUQ against those obtained from single-level Bayesian IUQ, the forward propagation of hierarchical Bayesian IUQ results demonstrates a notably improved agreement with the experimental data.

42 ENGINEERING↗

Long-term uncertainty quantification in WRF-modeled offshore wind resource off the US Atlantic coast

Uncertainty quantification of long-term modeled wind speed is essential to ensure stakeholders can best leverage wind resource numerical data sets. Offshore, this need is even stronger given the limited availability of observations of wind speed at heights relevant for wind energy purposes and the resulting heavier relative weight of numerical data sets for wind energy planning and operational projects. In this analysis, we consider the National Renewable Energy Laboratory's 21-year updated numerical offshore data set for the US East Coast and provide a methodological framework to leverage both floating lidar and near-surface buoy observations in the region to quantify uncertainty in the modeled hub-height wind resource. We first show how using a numerical ensemble to quantify the uncertainty in modeled wind speed is insufficient to fully capture the model deviation from real-world observations. Next, we train and validate a random forest to vertically extrapolate near-surface wind speed to hub height using the available short-term lidar data sets in the region. We then apply this model to vertically extrapolate the long-term near-surface buoy wind speed observations to hub height so that they can be directly compared to the long-term numerical data set. We find that the mean 21-year uncertainty in 140 m hourly average wind speed is slightly lower than 3 m s -1 (roughly 30m% of the mean observed wind speed) across the considered region. Atmospheric stability is strictly connected to the modeled wind speed uncertainty, with stable conditions associated with an uncertainty which is, on average, about 20 % larger than the overall mean uncertainty.

17 WIND ENERGY↗

Thermodynamic modeling of the Nb-Ni system with uncertainty quantification using PyCalphad and ESPEI

Here, the Nb–Ni system is remodeled with uncertainty quantification (UQ) using software tools of PyCalphad and ESPEI (the Extensible, Self-optimizing Phase Equilibria Infrastructure) with the presently implemented capability of modeling site fraction based on Wyckoff positions. The five- and three-sublattice models are used to model the topologically close pack (TCP) μ-Nb 7 Ni 6 and δ-NbNi 3 phases according to their Wyckoff positions. The inputs for CALPHAD-based thermodynamic modeling include the thermochemical data as a function of temperature predicted by first-principles and phonon calculations based on density functional theory (DFT), ab initio molecular dynamics (AIMD) simulations, together with phase equilibrium and site fraction data in the literature. In addition to phase diagram and thermodynamic properties, the CALPHAD-based predictions of site fractions of Nb in μ-Nb 7 Ni 6 agree well with experimental data. Furthermore, the UQ estimation using the Markov Chain Monte Carlo (MCMC) method as implemented in ESPEI is applied to study the uncertainty of site fraction in μ-Nb 7 Ni 6 and enthalpy of mixing (ΔH mix ) in liquid.

36 MATERIALS SCIENCE↗

Uncertainty Quantification and Certification Prediction of Low-Boom Supersonic Aircraft Configurations

The primary objective of this work was to develop and demonstrate a process for accurate and efficient uncertainty quantification and certification prediction of low-boom, supersonic, transport aircraft. High-fidelity computational fluid dynamics models of multiple low-boom configurations were investigated including the Lockheed Martin SEEB-ALR body of revolution, the NASA 69 Delta Wing, and the Lockheed Martin 1021-01 configuration. A nonintrusive polynomial chaos surrogate modeling approach was used for reduced computational cost of propagating mixed, inherent (aleatory) and model-form (epistemic) uncertainty from both the computation fluid dynamics model and the near-field to ground level propagation model. A methodology has also been introduced to quantify the plausibility of a design to pass a certification under uncertainty. Results of this study include the analysis of each of the three configurations of interest under inviscid and fully turbulent flow assumptions. A comparison of the uncertainty outputs and sensitivity analyses between the configurations is also given. The results of this study illustrate the flexibility and robustness of the developed framework as a tool for uncertainty quantification and certification prediction of low-boom, supersonic aircraft.

West, Thomas K., IV↗

Uncertainty quantification for nuclear forensics with population analyses

Although neural networks offer cutting-edge predictive power, their deployment in high-consequence nuclear forensic applications is limited, partly because of their black-box nature. Incorporating robust uncertainty quantification methods into the predictive frameworks of neural networks is progress towards their future deployment in such scenarios. This work integrates uncertainty quantification into neural networks for nuclear reactor core-average burnup estimation from simulated environmental samples. We test two regimes (homogeneous and heterogeneous events) on DeepSets and Set Transformer architectures, we find both quantify predictive uncertainty effectively, but Set Transformer excels in partitioning latent events, offering superior predictive power and more informative uncertainty estimates.

Hatton, Conner [ORNL] (ORCID:0009000804970959)↗

Demonstration of TOFFEE: A Response Uncertainty Quantification Tool

A key characteristic in neutron transport is nuclear data. Cross-section uncertainty is not used in MCNP6.3 to propagate response uncertainty without external analysis. Here, the TOol For Fast Error Estimation (TOFFEE) is a Python-based code developed to automate the propagation of cross-section uncertainty for MCNP evaluations. TOFFEE implements the sandwich rule to calculate the uncertainty from cross sections with sensitivity coefficients from MCNP6.3 and ENDF/B covariance data. In this paper, TOFFEE has been tested with benchmark experiments, and it has been compared to the uncertainty quantification capabilities of Sampler and TSUNAMI, within SCALE, to verify the application’s capabilities.

97 MATHEMATICS AND COMPUTING↗

Adjustments and Uncertainty Quantification for SLS Aerodynamic Sectional Loads

This paper presents a method for adjusting sectional loads to match target values for integrated force and moment coefficients. In a typical application, the sectional load profile for one flight condition is calculated from Computational Fluid Dynamics (CFD) while the integrated forces and moments are measured in a wind tunnel experiment. These two methods do not generally result in identical predictions, and this leads to an inherent inconsistency between different data products. This paper aims to provide a procedure to remove that inconsistency. A sectional load profile for a launch vehicle splits the rocket into slices along its length and calculates the aerodynamic loading on each slice, which leads to a one-dimensional aerodynamic load profile that is used for structural analysis. Adjusting sectional loads, also known as line loads, is a nontrivial matter due to several consistency constraints. For example, the adjusted sectional normal force profile must be consistent with both the integrated normal force and pitching moment. To avoid such inconsistency issues, this paper presents a method using a Proper Orthogonal Decomposition (POD) to generate basis functions to adjust the sectional load profiles. As a corollary, this correction method enables the creation of an uncertainty quantification for sectional loads that is consistent with the dispersed integrated force and moment database and its uncertainty quantification. Several extensions to this technique, such as applying the method to the surface pressures, are considered.

Quantification↗

Development Strategies for Uncertainty Quantification to Enable Aircraft Certification by Analysis

Aircraft Certification by Analysis (CbA) is a broad term that describes the process by which engineering analysis tools are used to supplement flight testing to demonstrate compliance with regulatory requirements. For each requirement that is to be met through this process, the analysis tools must be sufficiently accurate to ensure that an equivalent level of safety is obtained as if the aircraft to be certified had been flight tested for the requirement. In recent decades, the ability of analysis tools to accurately predict aircraft performance has improved dramatically, leading to increasing interest and limited early adoption of Certification by Analysis across the aerospace industry. However, rigorously demonstrating the credibility of analysis tools remains a challenge for many types of certification requirements, yet is necessary for widespread adoption of CbA approaches in the future. The field of uncertainty quantification is well-suited to address this problem, but will require substantial advances in order to achieve the ambitious industry goals for Certification by Analysis. The objective of this position paper is to highlight gaps in the current technical and programmatic state of uncertainty quantification. Four main categories – Mindset & Awareness, Tools & Capabilities, Data and Benchmarks for V&V, and Applied Research & Established Processes – will be introduced. Each of these categories contains several shortcomings and impediments which, if overcome, will enable more widespread possibilities for Certification by Analysis in the 2040-2050 timeframe.

Uncertainty Quantification↗

3D Deep Learning Joint Inversion of Active Seismic Full Waveform and Passive Seismic Traveltime Data for Reservoir Imaging and Uncertainty Quantification

Here, we present deep learning (DL) networks for three-dimensional (3D) joint inversion of active seismic full waveform and passive seismic traveltime data to image reservoirs and their properties and quantify imaging uncertainties. Active seismic full-waveform data can provide high-resolution monitoring images but are collected only intermittently because of their high acquisition cost. In contrast, passive seismic data can be gathered at relatively low cost between regular active surveys, although their imaging quality can be compromised by factors such as low signal-to-noise ratios and limited ray coverage of the target. Although these datasets are routinely acquired together at CO 2 storage sites, their combined inversion within a 3D DL framework has not been previously demonstrated. To our knowledge, this is the first study to address this gap, combining the strength of both data types. For efficient data storage and DL training with large 3D seismic datasets, we use a 3D data matrix in which a random number of passive seismic traveltime data are stored as parabolic envelopes using one-hot encoding and a 3D full-waveform data matrix in which multiple shot gathers are summed. Two network architectures are evaluated: a single-encoder U-Net for single-data type inversion and a dual-encoder U-Net for joint inversion of active and passive seismic data. We also evaluate the single-encoder U-Net for joint inversion by concatenating full-waveform data and traveltime data. We propose a systematic approach for selecting an optimal dropout rate that balances regularization during training and Monte Carlo dropout-based uncertainty quantification during prediction by examining the correlation coefficient between standard deviation and prediction error, along with the training misfit, across a range of dropout rates. 3D DL inversion experiments include five different network configurations, with evaluations under ideal, noisy and dropout-enabled conditions. Both model and data uncertainties are assessed, as well as their combined effects. Across all conditions, the networks consistently predict accurate CO 2 saturation models with low prediction errors, such as a structural similarity index of 0.993 and CO 2 difference of 1.1%. Uncertainty estimates show strong spatial correlation with prediction errors, confirming the effectiveness of the proposed dropout selection approach. The results demonstrate that our DL approach, utilizing compact data representations and appropriate uncertainty quantification, yields accurate subsurface images under various inversion conditions and provides valuable insights into the reliability of predictions.

Um, Evan Schankee [Lawrence Berkeley National Labo↗

Uncertainty quantification for molecular property predictions with graph neural architecture search

Graph Neural Networks (GNNs) have emerged as a prominent class of data-driven methods for molecular property prediction. However, a key limitation of typical GNN models is their inability to quantify uncertainties in the predictions. This capability is crucial for ensuring the trustworthy use and deployment of models in downstream tasks. To that end, we introduce AutoGNNUQ, an automated uncertainty quantification (UQ) approach for molecular property prediction. AutoGNNUQ leverages architecture search to generate an ensemble of high-performing GNNs, enabling the estimation of predictive uncertainties. Our approach employs variance decomposition to separate data (aleatoric) and model (epistemic) uncertainties, providing valuable insights for reducing them. In our computational experiments, we demonstrate that AutoGNNUQ outperforms existing UQ methods in terms of both prediction accuracy and UQ performance on multiple benchmark datasets, and generalizes well to out-of-distribution datasets. Additionally, we utilize t-SNE visualization to explore correlations between molecular features and uncertainty, offering insight for dataset improvement. AutoGNNUQ has broad applicability in domains such as drug discovery and materials science, where accurate uncertainty quantification is crucial for decision-making.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Uncertainty Quantification for Smooth Functional Data with Application to Material Properties

This document outlines a method for processing functional output (i.e., curves) for the ultimate purpose of sampling curves under specified input conditions for use in modeling and simulation uncertainty quantification (UQ) studies. A set of benchmark curves sufficiently representative of the relevant scenario(s) being simulated are provided to the process and formatted as described in Section 1. Principal Component Analysis (PCA) is utilized to discover the components of uncertainty in the benchmark curves and is outlined in Section 2. Section 3 describes the application of uncertainty quantification to the PCA results for the purpose of sampling curves to be used in UQ analysis. Section 4 applies these techniques to an example benchmark dataset. Concluding remarks are provided in the final section.

36 MATERIALS SCIENCE↗

Polynomial chaos expansions on principal geodesic Grassmannian submanifolds for surrogate modeling and uncertainty quantification

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a set of low-dimensional (latent) descriptors that efficiently parameterize the response of the high-dimensional computational model. To this end, we employ Principal Geodesic Analysis on the Grassmann manifold of the response to identify a set of disjoint principal geodesic submanifolds, of possibly different dimension, that captures the variation in the data. Since operations on the Grassmann require the data to be concentrated, we propose an adaptive algorithm based on Riemannian K-means and the minimization of the sample Fréchet variance on the Grassmann manifold to identify “local” principal geodesic submanifolds that represent different system behavior across the parameter space. Polynomial chaos expansion is then used to construct a mapping between the random input parameters and the projection of the response on these local principal geodesic submanifolds. Here, the method is demonstrated on four test cases, a toy-example that involves points on a hypersphere, a Lotka-Volterra dynamical system, a continuous-flow stirred-tank chemical reactor system, and a two-dimensional Rayleigh-Bénard convection problem.

42 ENGINEERING↗