Adaptive Sampling Algorithms for Probabilistic Risk Assessment of Nuclear Simulations
Nuclear simulations are often computationally expensive, time-consuming, and high-dimensional with respect to the number of input parameters. Thus exploring the space of all possible simulation outcomes is infeasible using finite computing resources. During simulation-based probabilistic risk analysis, it is important to discover the relationship between a potentially large number of input parameters and the output of a simulation using as few simulation trials as possible. This is a typical context for performing adaptive sampling where a few observations are obtained from the simulation, a surrogate model is built to represent the simulation space, and new samples are selected based on the model constructed. The surrogate model is then updated based on the simulation results of the sampled points. In this way, we attempt to gain the most information possible with a small number of carefully selected sampled points, limiting the number of expensive trials needed to understand features of the simulation space. We analyze the specific use case of identifying the limit surface, i.e., the boundaries in the simulation space between system failure and system success. In this study, we explore several techniques for adaptively sampling the parameter space in order to reconstruct the limit surface. We focus on several adaptive sampling schemes. First, we seek to learn a global model of the entire simulation space using prediction models or neighborhood graphs and extract the limit surface as an iso-surface of the global model. Second, we estimate the limit surface by sampling in the neighborhood of the current estimate based on topological segmentations obtained locally. Our techniques draw inspirations from topological structure known as the Morse-Smale complex. We highlight the advantages and disadvantages of using a global prediction model versus local topological view of the simulation space, comparing several different strategies for adaptive sampling in both contexts. One of the most interesting models we propose attempt to marry the two by obtaining a coarse global representation using prediction models, and a detailed local representation based on topology. Our methods are validated on several analytical test functions as well as a small nuclear simulation dataset modeled after a simplified Pressurized Water Reactor.