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At least 19 records

Forward sensitivity approach for estimating eddy viscosity closures in nonlinear model reduction

In this paper, we propose a variational approach to estimate eddy viscosity using forward sensitivity method (FSM) for closure modeling in nonlinear reduced order models. FSM is a data assimilation technique that blends model's predictions with noisy observations to correct initial state and/or model parameters. We apply this approach on a projection based reduced order model (ROM) of the one-dimensional viscous Burgers equation with a square wave defining a moving shock, and the two-dimensional vorticity transport equation formulating a decay of Kraichnan turbulence. We investigate the capability of the approach to approximate an optimal value for eddy viscosity with different measurement configurations. Specifically, we show that our approach can sufficiently assimilate information either through full field or sparse noisy measurements to estimate eddy viscosity closure to cure standard Galerkin reduced order model (GROM) predictions. Therefore, our approach provides a modular framework to correct forecasting error from a sparse observational network on a latent space. We highlight that the proposed GROM-FSM framework is promising for emerging digital twin applications, where real-time sensor measurements can be used to update and optimize surrogate model's parameters.

42 ENGINEERING↗

Forward sensitivity analysis and mode dependent control for closure modeling of Galerkin systems

Model reduction by projection-based approaches is often associated with losing some of the important features that contribute towards the dynamics of the retained scales. As a result, a mismatch occurs between the predicted trajectories of the original system and the truncated one. We put forth a framework to apply a continuous time control signal in the latent space of the reduced order model (ROM) to account for the effect of truncation. We set the control input using parameterized models by following energy transfer principles. Our methodology relies on observing the system behavior in the physical space and using the projection operator to restrict the feedback signal into the latent space. Then, we leverage the forward sensitivity method (FSM) to derive relationships between the feedback and the desired mode-dependent control. We test the performance of the proposed approach using two test cases, corresponding to viscous Burgers and vortex merger problems at high Reynolds number. Results show that the ROM trajectory with the applied FSM control closely matches its target values in both the data-dense and data-sparse regimes.

97 MATHEMATICS AND COMPUTING↗

Proposal and application of ROM-Lasso method for sensitivity coefficient evaluation

We propose a novel method for evaluating sensitivity coefficients of neutronics parameters to cross sections, so-called the reduced-order modeling technique ROM-Lasso. In this method, cross sections of interest are randomly sampled, and corresponding perturbed core analyses are performed. Then, the sensitivity coefficient vector of the higher-level model is expanded via the active subspace bases obtained with the lower-level model whose dimensional complexity is smaller than that of the higher-level model, and the expansion coefficients are estimated by the Lasso regression. A unique feature of the ROM-Lasso method allows the use of different bases optimized for each neutronics parameter. We conducted a verification calculation for an accelerator-driven system and demonstrated that the ROM-Lasso method can reproduce the sensitivity coefficients with a much smaller number of forward calculations than the direct method. The proposed method can be used to practically evaluate sensitivity coefficients. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Computing Sensitivities in Evolutionary Systems: A Real-time Reduced Order Modeling Strategy

We present a new methodology for computing sensitivities in evolutionary systems using a model-driven low-rank approximation. To this end, we formulate a variational principle that seeks to minimize the distance between the time derivative of the reduced approximation and sensitivity dynamics. The first order optimality condition of the variational principle leads to a system of closed form evolution equations for an orthonormal basis and corresponding sensitivity coefficients. This approach allows for the computation of sensitivities with respect to a large number of parameters in an accurate and tractable manner by extracting correlations between different sensitivities on the fly. The presented method requires solving forward evolution equations, sidestepping the restrictions imposed by the forward/backward workflow of adjoint sensitivities. For example, the presented method, unlike the adjoint equation, does not impose any input/output load and can be used in applications in which real-time sensitivities are of interest. We demonstrate the utility of the method for three test cases: (1) computing sensitivity with respect to model parameters in the Rössler system, (2) computing sensitivity with respect to an infinite-dimensional forcing parameter in the chaotic Kuramoto--Sivashinsky equation, and (3) computing sensitivity with respect to reaction parameters for species transport in a turbulent reacting flow.

Reduced order model↗

A forward model-based validation of cardiovascular system identification

We present a theoretical evaluation of a cardiovascular system identification method that we previously developed for the analysis of beat-to-beat fluctuations in noninvasively measured heart rate, arterial blood pressure, and instantaneous lung volume. The method provides a dynamical characterization of the important autonomic and mechanical mechanisms responsible for coupling the fluctuations (inverse modeling). To carry out the evaluation, we developed a computational model of the cardiovascular system capable of generating realistic beat-to-beat variability (forward modeling). We applied the method to data generated from the forward model and compared the resulting estimated dynamics with the actual dynamics of the forward model, which were either precisely known or easily determined. We found that the estimated dynamics corresponded to the actual dynamics and that this correspondence was robust to forward model uncertainty. We also demonstrated the sensitivity of the method in detecting small changes in parameters characterizing autonomic function in the forward model. These results provide confidence in the performance of the cardiovascular system identification method when applied to experimental data.

NASA Discipline Cardiopulmonary↗

Differential methods for assessing sensitivity in biological models

Differential sensitivity analysis is indispensable in fitting parameters, understanding uncertainty, and forecasting the results of both thought and lab experiments. Although there are many methods currently available for performing differential sensitivity analysis of biological models, it can be difficult to determine which method is best suited for a particular model. In this paper, we explain a variety of differential sensitivity methods and assess their value in some typical biological models. First, we explain the mathematical basis for three numerical methods: adjoint sensitivity analysis, complex perturbation sensitivity analysis, and forward mode sensitivity analysis. We then carry out four instructive case studies. (a) The CARRGO model for tumor-immune interaction highlights the additional information that differential sensitivity analysis provides beyond traditional naive sensitivity methods, (b) the deterministic SIR model demonstrates the value of using second-order sensitivity in refining model predictions, (c) the stochastic SIR model shows how differential sensitivity can be attacked in stochastic modeling, and (d) a discrete birth-death-migration model illustrates how the complex perturbation method of differential sensitivity can be generalized to a broader range of biological models. Finally, we compare the speed, accuracy, and ease of use of these methods. We find that forward mode automatic differentiation has the quickest computational time, while the complex perturbation method is the simplest to implement and the most generalizable.

59 BASIC BIOLOGICAL SCIENCES↗

Sensitivity Calculations for Systems with Polyethylene Reflector Materials Using CLUTCH [Slides]

CLUTCH is a CE TSUNAMI method that uses a single forward calculation to determine sensitivities. An F*(r) function provides the importance of each voxel in a mesh over all regions where fission can occur. A sufficient number of fissions must be simulated in each voxel in which fission is possible to generate an accurate estimate of the importance of a fission in that voxel.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Adjoint-Based Methodology for Time-Dependent Optimization

This paper presents a discrete adjoint method for a broad class of time-dependent optimization problems. The time-dependent adjoint equations are derived in terms of the discrete residual of an arbitrary finite volume scheme which approximates unsteady conservation law equations. Although only the 2-D unsteady Euler equations are considered in the present analysis, this time-dependent adjoint method is applicable to the 3-D unsteady Reynolds-averaged Navier-Stokes equations with minor modifications. The discrete adjoint operators involving the derivatives of the discrete residual and the cost functional with respect to the flow variables are computed using a complex-variable approach, which provides discrete consistency and drastically reduces the implementation and debugging cycle. The implementation of the time-dependent adjoint method is validated by comparing the sensitivity derivative with that obtained by forward mode differentiation. Our numerical results show that O(10) optimization iterations of the steepest descent method are needed to reduce the objective functional by 3-6 orders of magnitude for test problems considered.

Yamaleev, N. K.↗

Realistic Covariance Generation for the GPM Spacecraft

We present several different methods for generating realistic predictive covariance, including Monte-Carlo simulations and more direct linear methods which require the addition of process noise. The Monte-Carlo simulation starts with an epoch uncertainty sample basis and propagates each trial to a time of interest in the future. The variance-covariance of the state elements as well as other higher order sample statistics can be readily computed from the propagated sample. While this method preserves the nonlinear effects on the propagated uncertainty, it is computationally intensive as a statistically significant sample size must be considered in the propagation process. Moreover, if the epoch covariance is optimistic, this can result in an underestimation of the prediction error. Another method is to propagate a state sensitivity matrix simultaneously with the satellite state, which allows the epoch covariances to be propagated forward in a linear fashion. This method does not preserve the non-linearity of the satellite state uncertainty but is much less computationally intensive. The propagated state covariance is the scaled to represent the realistic level of GPM state uncertainty via a "e-tuning process." The tuning process generates an inflation factor based on the observed error statistics of the predictive satellite trajectories when compared to the definitive ones. Difference tuning strategies are considered and compared via Goodness-of-Fit method testing for the Gaussian properties of the scaled covariance.

prediction error↗

Toward reducing uncertainty quantification costs in DEM models of particulate flow: Testing simple, sensitivity-based, forward uncertainty propagation techniques

The performance of two conceptually-simple uncertainty quantification techniques are tested against the rigorous nested-loop sampling technique of Roy and Oberkampf (Comput Methods Appl Mech Eng, 200: 2131–2144, 2011) (herein called full-sampling) using two very small-scale DEM-based models of particulate flow (one gas-solid flow and one granular flow). The first simplified forward uncertainty propagation technique, reduced-sampling, uses a sensitivity analysis to eliminate uncertain inputs that have little impact on the model output prior to nested-loop sampling. The second technique, boundary-sampling, uses a sensitivity analysis to inform the selection of two bounding cases for each key model output. In conclusion, the uncertainties in the model outputs obtained via the reduced- and boundary-sampling methods agree well with those from full-sampling for both the gas-solid and granular flow models while yielding computational savings of 65–75% (reduced sampling) and 94–97% (boundary sampling).

42 ENGINEERING↗

Iterative methods for design sensitivity analysis

A numerical method is presented for design sensitivity analysis, using an iterative-method reanalysis of the structure generated by a small perturbation in the design variable; a forward-difference scheme is then employed to obtain the approximate sensitivity. Algorithms are developed for displacement and stress sensitivity, as well as for eignevalues and eigenvector sensitivity, and the iterative schemes are modified so that the coefficient matrices are constant and therefore decomposed only once.

Belegundu, A. D.↗

Some Advanced Concepts in Discrete Aerodynamic Sensitivity Analysis

An efficient incremental-iterative approach for differentiating advanced flow codes is successfully demonstrated on a 2D inviscid model problem. The method employs the reverse-mode capability of the automatic- differentiation software tool ADIFOR 3.0, and is proven to yield accurate first-order aerodynamic sensitivity derivatives. A substantial reduction in CPU time and computer memory is demonstrated in comparison with results from a straight-forward, black-box reverse- mode application of ADIFOR 3.0 to the same flow code. An ADIFOR-assisted procedure for accurate second-order aerodynamic sensitivity derivatives is successfully verified on an inviscid transonic lifting airfoil example problem. The method requires that first-order derivatives are calculated first using both the forward (direct) and reverse (adjoint) procedures; then, a very efficient non-iterative calculation of all second-order derivatives can be accomplished. Accurate second derivatives (i.e., the complete Hessian matrices) of lift, wave-drag, and pitching-moment coefficients are calculated with respect to geometric- shape, angle-of-attack, and freestream Mach number

Taylor, Arthur C., III↗

Deterministic-Monte Carlo Hybrid Methods for Eigenvalue Sensitivity Coefficient Calculations

The TSUNAMI suite within the SCALE code package includes several methods for generating sensitivity data, including multigroup (MG) and continuous-energy (CE) capabilities. For generating sensitivities with CE data, three methods are available in SCALE 6.3.0: (1) the iterated fission probability (IFP) method with the KENO Monte Carlo transport solver, (2) IFP with the Shift Monte Carlo transport solver, and (3) the Contributon-Linked eigenvalue sensitivity/Uncertainty estimation via Tracklength importance Characterization (CLUTCH) with the KENO Monte Carlo transport solver. Currently, it is difficult to generate accurate sensitivities with large reflectors when using the CLUTCH method, specifically with fissionable and hydrogenous materials. To address this issue, the work presented herein examines a methodology to calculate the adjoint flux externally with the 3D deterministic SN transport code DENOVO in SCALE; the result is then read directly into the CLUTCH-TSUNAMI sequence. This hybridization method replaces the Monte Carlo F*(r) calculation in CLUTCH while still utilizing the forward calculation. The critical benchmark HEU-MET-FAST-028-001 is used to generate sensitivities based on the inability of CLUTCH to generate accurate sensitivities. Results from the hybrid method appear to generate sensitivity values that are in excellent agreement with direct perturbations. Although further testing is needed, the method provides promising results for the development and utility of a hybrid method for use in TSUNAMI.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

PyDA: A Hands-On Introduction to Dynamical Data Assimilation with Python

Dynamic data assimilation offers a suite of algorithms that merge measurement data with numerical simulations to predict accurate state trajectories. Meteorological centers rely heavily on data assimilation to achieve trustworthy weather forecast. With the advance in measurement systems, as well as the reduction in sensor prices, data assimilation (DA) techniques are applicable to various fields, other than meteorology. However, beginners usually face hardships digesting the core ideas from the available sophisticated resources requiring a steep learning curve. In this tutorial, we lay out the mathematical principles behind DA with easy-to-follow Python module implementations so that this group of newcomers can quickly feel the essence of DA algorithms. We explore a series of common variational, and sequential techniques, and highlight major differences and potential extensions. We demonstrate the presented approaches using an array of fluid flow applications with varying levels of complexity.

97 MATHEMATICS AND COMPUTING↗

Spectral induced polarization monitoring of induced calcite precipitation in subsurface sediments

Co-precipitation of contaminants within the crystalline structure of calcite is a promising natural attenuation or remedial technology being considered at contaminated sites. We explore the sensitivity of the spectral induced polarization (SIP) method to induced calcite precipitation in natural sediments as a path forward to non-invasively monitor these sites. We performed time-lapse column experiments using phased (I-IV) injections over 40 days on natural sediments from the Hanford Site (Washington State, USA). In the phased injections, abiotic calcite precipitation was induced and confirmed to have occurred. Previous work in glass beads and homogeneous sand was limited to high frequency detection of calcite, however in this work we observed the development of two polarization mechanisms, one at high frequency (>100 Hz) and one at low frequency (< 100 Hz). Based on the characteristic frequencies from the SIP high and low frequency regimes, characteristic length scales (L) were computed where the adsorption mode of Na+ versus Ca2+ was compared by using diffusion coefficients corresponding to Na+ versus an arithmetically averaged value for Na+ and Ca2+. Using the diffusion coefficient of Na+, the high frequency L was found to correlate well with the size of the calcite crystals. The low frequency L correlated well with the individual natural sediment grain sizes within the columns. During late experimental times (day 36 and 40), the characteristic low frequency in two of the experimental columns shifted to lower frequencies (<0.001 Hz) which may signify SIP sensitivity of the formed calcite with the sediment grains. In field applications, the development of a low frequency polarization length scale to monitor calcite precipitation is promising for field monitoring applications, however further laboratory work needs to be performed to examine the SIP sensitivity of calcite formation in the presence of to natural sediments

calcium carbonate, calcite, precipitation, spectra↗

Deriving cloud droplet number concentration from surface-based remote sensors with an emphasis on lidar measurements

Abstract. Given the importance of constraining cloud droplet number concentrations (Nd) in low-level clouds, we explore two methods for retrieving Nd from surface-based remote sensing that emphasize the information content in lidar measurements. Because Nd is the zeroth moment of the droplet size distribution (DSD), and all remote sensing approaches respond to DSD moments that are at least 2 orders of magnitude greater than the zeroth moment, deriving Nd from remote sensing measurements has significant uncertainty. At minimum, such algorithms require the extrapolation of information from two other measurements that respond to different moments of the DSD. Lidar, for instance, is sensitive to the second moment (cross-sectional area) of the DSD, while other measures from microwave sensors respond to higher-order moments. We develop methods using a simple lidar forward model that demonstrates that the depth to the maximum in lidar-attenuated backscatter (Rmax⁡) is strongly sensitive to Nd when some measure of the liquid water content vertical profile is given or assumed. Knowledge of Rmax⁡ to within 5 m can constrain Nd to within several tens of percent. However, operational lidar networks provide vertical resolutions of > 15 m, making a direct calculation of Nd from Rmax⁡ very uncertain. Therefore, we develop a Bayesian optimal estimation algorithm that brings additional information to the inversion such as lidar-derived extinction and radar reflectivity near the cloud top. This statistical approach provides reasonable characterizations of Nd and effective radius (re) to within approximately a factor of 2 and 30 %, respectively. By comparing surface-derived cloud properties with MODIS satellite and aircraft data collected during the MARCUS and CAPRICORN II campaigns, we demonstrate the utility of the methodology.

54 ENVIRONMENTAL SCIENCES↗

Backscattering by nonspherical particles - A review of methods and suggested new approaches

Scattering of electromagnetic radiation near the backward direction is more sensitive to particle shape than scattering near the forward direction. Mie theory is therefore of dubious applicability to predicting backscattering by atmospheric particles known to be irregular or to inverting measurements on such particles. An irregular particle is one with an uncertain shape. In the face of uncertainty one must adopt a statistical approach in which scattering properties of ensembles are determined. To obtain ensemble averages, a basis is needed for averaging over a set of electromagnetic microstates. Ensemble averages based on the Rayleigh theory for small ellipsoids and on the T matrix method for spheroids agree better with measurements than Mie theory does. The coupled-dipole method also provides a basis for ensemble averaging. This method also leads to a simple physical interpretation of why backscattering is so sensitive to particle shape and can be used to calculate scattering by one- and two-dimensional analogs to three-dimensional irregular particles.

Bohren, Craig F.↗

TIA: A forward model and analyzer for Talbot interferometry experiments of dense plasmas

Interferometry is one of the most sensitive and successful diagnostic methods for plasmas. However, owing to the design of most common interferometric systems, the wavelengths of operation and, therefore, the range of densities and temperatures that can be probed are severely limited. Talbot–Lau interferometry offers the possibility of extending interferometry measurements to x-ray wavelengths by means of the Talbot effect. While there have been several proof-of-concept experiments showing the efficacy of this method, it is only recently that experiments to probe High Energy Density (HED) plasmas using Talbot–Lau interferometry are starting to take place. To improve these experimental designs, we present here the Talbot-Interferometry Analyzer (TIA) tool, a forward model for generating and postprocessing synthetic x-ray interferometry images from a Talbot–Lau interferometer. Although TIA can work with any two-dimensional hydrodynamic code to study plasma conditions as close to reality as possible, this software has been designed to work by default with output files from the hydrodynamic code FLASH, making the tool user-friendly and accessible to the general plasma physics community. Here, the model has been built into a standalone app, which can be installed by anyone with access to the MATLAB runtime installer and is available upon request to the authors.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗