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Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation 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 exible 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 quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Scientific Discovery through Advanced Computing (SciDAC-3) Partnership Project Annual Report

The Applying Computationally Efficient Schemes for BioGeochemical Cycles ACES4BGC Project is advancing the predictive capabilities of Earth System Models (ESMs) by reducing two of the largest sources of uncertainty, aerosols and biospheric feedbacks, with a highly efficient computational approach. In particular, this project is implementing and optimizing new computationally efficient tracer advection algorithms for large numbers of tracer species; adding important biogeochemical interactions between the atmosphere, land, and ocean models; and applying uncertainty quanti cation (UQ) techniques to constrain process parameters and evaluate uncertainties in feedbacks between biogeochemical cycles and the climate system.

54 ENVIRONMENTAL SCIENCES↗

Uncertainty Quantification of Multi-Phase Closures

In the ensemble-averaged dispersed phase formulation used for CFD of multiphase ows in nuclear reactor thermohydraulics, closures of interphase transfer of mass, momentum, and energy constitute, by far, the biggest source of error and uncertainty. Reliable estimators of this source of error and uncertainty are currently non-existent. Here, we report on how modern Validation and Uncertainty Quanti cation (VUQ) techniques can be leveraged to not only quantify such errors and uncertainties, but also to uncover (unintended) interactions between closures of di erent phenomena. As such this approach serves as a valuable aide in the research and development of multiphase closures. The joint modeling of lift, drag, wall lubrication, and turbulent dispersion|forces that lead to tranfer of momentum between the liquid and gas phases|is examined in the frame- work of validation of the adiabatic but turbulent experiments of Liu and Banko , 1993. An extensive calibration study is undertaken with a popular combination of closure relations and the popular k-ϵ turbulence model in a Bayesian framework. When a wide range of super cial liquid and gas velocities and void fractions is considered, it is found that this set of closures can be validated against the experimental data only by allowing large variations in the coe cients associated with the closures. We argue that such an extent of variation is a measure of uncertainty induced by the chosen set of closures. We also nd that while mean uid velocity and void fraction pro les are properly t, uctuating uid velocity may or may not be properly t. This aspect needs to be investigated further. The popular set of closures considered contains ad-hoc components and are undesirable from a predictive modeling point of view. Consequently, we next consider improvements that are being developed by the MIT group under CASL and which remove the ad-hoc elements. We use non-intrusive methodologies for sensitivity analysis and calibration (using Dakota) to study sensitivities of the CFD representation (STARCCM+) of uid velocity pro les and void fraction pro les in the context of Shaver and Podowski, 2015 correction to lift, and the Lubchenko et al., 2017 formulation of wall lubrication.

97 MATHEMATICS AND COMPUTING↗

Numerical Uncertainty Estimation for Stochastic Particle-in-Cell Simulations Applied to Verification and Validation.

Systematic veri cation and validation (V&V) is necessary to establish the credibility for high consequence simulations. In this paper, we focus on a radiation-induced plasma experimental validation exercise for simulations which uses both numerical error estimation and input parameter uncertainty quanti cation to provide a direct comparison between Particle-In-Cell (PIC) plasma simulations and experiments. This approach demonstrates how careful validation can uncover missing physics in the simulation. Three di erent validation examples are shown; a vacuum space charge limited cavity, a gas lled space charge limited cavity, and a vacuum non space charge limited cavity. Two of the example are picked to show the importance of error estimation in uncovering inaccuracy/incomplete simulation models. We also report on a newly-developed numerical error estimation approach, StREEQ, which is a notable improvement to past approaches. In the StREEQ approach, a multi- tting scheme based on L 1 , L 2 , and L$\infty$ error norms and alternate weightings is used to propagate uncertainties in the relative importance of outliers and coarse/re ned discretization levels. Bootstrap sampling is used to represent the stochasticity in the response data. The resulting method appears to robustly and conservatively predict the fully-converged response within estimated numerical error bounds for stochastic simulations. The StREEQ approach is demonstrated on two related prototype electron diode problems, and preliminary results are reported for a radiation-induced plasma simulation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Imprecise Probability Methods for Weapons UQ

Building on recent work in uncertainty quanti cation, we examine the use of imprecise probability methods to better characterize expert knowledge and to improve on misleading aspects of Bayesian analysis with informative prior distributions. Quantitative approaches to incorporate uncertainties in weapons certi cation are subject to rigorous external peer review, and in this regard, certain imprecise probability methods are well established in the literature and attractive. These methods are illustrated using experimental data from LANL detonator impact testing.

45 MILITARY TECHNOLOGY, WEAPONRY, AND NATIONAL DEF↗

Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

Warner, James E.↗

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation 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 exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

Virtual Model Validation of Complex Multiscale Systems: Applications to Nonlinear Elastostatics

We propose a virtual statistical validation process as an aid to the design of experiments for the validation of phenomenological models of the behavior of material bodies, with focus on those cases in which knowledge of the fabrication process used to manufacture the body can provide information on the micro-molecular-scale properties underlying macroscale behavior. One example is given by models of elastomeric solids fabricated using polymerization processes. We describe a framework for model validation that involves Bayesian updates of parameters in statistical calibration and validation phases. The process enables the quanti cation of uncertainty in quantities of interest (QoIs) and the determination of model consistency using tools of statistical information theory. We assert that microscale information drawn from molecular models of the fabrication of the body provides a valuable source of prior information on parameters as well as a means for estimating model bias and designing virtual validation experiments to provide information gain over calibration posteriors.

97 MATHEMATICS AND COMPUTING↗

Predictive modeling of dynamic fracture growth in brittle materials with machine learning

We use simulation data from a high delity Finite-Discrete Element Model to build an e cient Machine Learning (ML) approach to predict fracture growth and coalescence. Our goal is for the ML approach to be used as an emulator in place of the computationally intensive high delity models in an uncertainty quanti cation framework where thousands of forward runs are required. The failure of materials with various fracture con gurations (size, orientation and the number of initial cracks) are explored and used as data to train our ML model. This novel approach has shown promise in predicting spatial (path to failure) and temporal (time to failure) aspects of brittle material failure. Predictions of where dominant fracture paths formed within a material were ~85% accurate and the time of material failure deviated from the actual failure time by an average of ~16%. Additionally, the ML model achieves a reduction in computational cost by multiple orders of magnitude.

36 MATERIALS SCIENCE↗

A machine-learning inverse model framework for rapid forecasting and history matching in unconventional reservoirs

Model-based optimization for real-time forecasting in unconventional reser-voirs requires novel methods and work?ows since the strategies and work?ows used in conventional reservoirs are either inapplicable, or prohibitively expen-sive and time-consuming. Insu?cient site data and computational expense of high-?delity simulations mean that work?ows with high-?delity simulations are not ideal for usage in comprehensive uncertainty quanti?cation stud-ies that require 1000s of forward model runs. We present an alternative, novel work?ow for unconventional reservoirs, based on the interplay between reduced-order models and machine-learning. Our physics-informed machine-learning (PIML) work?ow addresses the challenges to real-time reservoir management in uncoventionals, namely lack of data (the time-frame for which the wells have been producing), and computational expense of high-?delity modeling. We use the machine-learning paradigm of transfer-learning to bind together fast but less accurate reduced-order models with slow, but accurate high-?delity models and circumvent the di?culties inherent in the current state-of-the-art for unconventionals. Such a PIML work?ow, grounded in physics, is a viable candidate for real-time history matching and production forecasting in a fractured shale gas reservoir. The signi?cance of our approach is that while it is developed for a particu-lar well and site in the Marcelus Shale gas reservoir of the Appalachian basin (MSEEL), it is not wedded to it. We expect the same work?ow can be ap-plied to other shale formations (e.g., Woodford, Barnett, Utica, EagleFord) should site-data become available, using the same set of machine-learning techniques from transfer learning. Some ?ne-tuning (or minimal retraining of the neural networks) will be required to transfer knowledge across shale gas sites/formations but it is a clearly superior alternative to developing a new machine-learning model altogether when considering a di?erent site.

Srinivasan, Shriram↗

Bayesian Regression of Thermodynamic Models of Redox Active Materials

Finding a suitable functional redox material is a critical challenge to achieving scalable, economically viable technologies for storing concentrated solar energy in the form of a defected oxide. Demonstrating e ectiveness for thermal storage or solar fuel is largely accomplished by using a thermodynamic model derived from experimental data. The purpose of this project is to test the accuracy of our regression model on representative data sets. Determining the accuracy of the model includes parameter tting the model to the data, comparing the model using di erent numbers of param- eters, and analyzing the entropy and enthalpy calculated from the model. Three data sets were considered in this project: two demonstrating materials for solar fuels by wa- ter splitting and the other of a material for thermal storage. Using Bayesian Inference and Markov Chain Monte Carlo (MCMC), parameter estimation was preformed on the three data sets. Good results were achieved, except some there was some deviations on the edges of the data input ranges. The evidence values were then calculated in a variety of ways and used to compare models with di erent number of parameters. It was believed that at least one of the parameters was unnecessary and comparing evidence values demonstrated that the parameter was need on one data set and not signi cantly helpful on another. The entropy was calculated by taking the derivative in one variable and integrating over another. and its uncertainty was also calculated by evaluating the entropy over multiple MCMC samples. Afterwards, all the parts were written up as a tutorial for the Uncertainty Quanti cation Toolkit (UQTk).

36 MATERIALS SCIENCE↗

National Lightning Detection Network: Summary of Strike Peak Currents

Over the years 2006 through 2017, the National Lightning Detection Network (NLDN) mea- sured about 880 million lightning ground strikes in the continental United States. About 5.5% of these strikes had positive initial peak current. We examine the extreme quantiles of positive and negative peak current. For example, the 99% quantile indicates that 99 out of 100 strokes are less than the quantile. Noting that the estimation of the 99% quantile, e.g., depends on the area and time period under consideration, we examined the e ects of location and time period (both seasonally and yearly) on the determination of 99% quantiles. In the appendices, we detail the uncertainty quanti cation procedure and summarize strikes in January 2016.

47 OTHER INSTRUMENTATION↗

Space Launch System Booster Separation Aerodynamic Database Development and Uncertainty Quantification

The development of the aerodynamic database for the Space Launch System (SLS) booster separation environment has presented many challenges because of the complex physics of the ow around three independent bodies due to proximity e ects and jet inter- actions from the booster separation motors and the core stage engines. This aerodynamic environment is dicult to simulate in a wind tunnel experiment and also dicult to simu- late with computational uid dynamics. The database is further complicated by the high dimensionality of the independent variable space, which includes the orientation of the core stage, the relative positions and orientations of the solid rocket boosters, and the thrust lev- els of the various engines. Moreover, the clearance between the core stage and the boosters during the separation event is sensitive to the aerodynamic uncertainties of the database. This paper will present the development process for Version 3 of the SLS booster separa- tion aerodynamic database and the statistics-based uncertainty quanti cation process for the database.

Chan, David T.↗

Structural Health Monitoring for Impact Damage in Composite Structures.

Composite structures are increasing in prevalence throughout the aerospace, wind, defense, and transportation industries, but the many advantages of these materials come with unique challenges, particularly in inspecting and repairing these structures. Because composites of- ten undergo sub-surface damage mechanisms which compromise the structure without a clear visual indication, inspection of these components is critical to safely deploying composite re- placements to traditionally metallic structures. Impact damage to composites presents one of the most signi fi cant challenges because the area which is vulnerable to impact damage is generally large and sometimes very dif fi cult to access. This work seeks to further evolve iden- ti fi cation technology by developing a system which can detect the impact load location and magnitude in real time, while giving an assessment of the con fi dence in that estimate. Fur- thermore, we identify ways by which impact damage could be more effectively identi fi ed by leveraging impact load identi fi cation information to better characterize damage. The impact load identi fi cation algorithm was applied to a commercial scale wind turbine blade, and results show the capability to detect impact magnitude and location using a single accelerometer, re- gardless of sensor location. A technique for better evaluating the uncertainty of the impact estimates was developed by quantifying how well the impact force estimate meets the assump- tions underlying the force estimation technique. This uncertainty quanti fi cation technique was found to reduce the 95% con fi dence interval by more than a factor of two for impact force estimates showing the least uncertainty, and widening the 95% con fi dence interval by a fac- tor of two for the most uncertain force estimates, avoiding the possibility of understating the uncertainty associated with these estimates. Linear vibration based damage detection tech- niques were investigated in the context of structural stiffness reductions and impact damage. A method by which the sensitivity to damage could be increased for simple structures was presented, and the challenges of applying that technique to a more complex structure were identi fi ed. The structural dynamic changes in a weak adhesive bond were investigated, and the results showed promise for identifying weak bonds that show little or no static reduction in stiffness. To address these challenges in identifying highly localized impact damage, the possi- bility of detecting damage through nonlinear dynamic characteristics was also identi fi ed, with a proposed technique which would leverage impact location estimates to enable the detection of impact damage. This nonlinear damage identi fi cation concept was evaluated on a composite panel with a substructure disbond, and the results showed that the nonlinear dynamics at the damage site could be observed without a baseline healthy reference. By further developing impact load identi fi cation technology and combining load and damage estimation techniques into an integrated solution, the challenges associated with impact detection in composite struc- tures can be effectively solved, thereby reducing costs, improving safety, and enhancing the operational readiness and availability of high value assets.

Roach, Dennis P.↗

Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes

This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on an embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.

97 MATHEMATICS AND COMPUTING↗

Creep anisotropy modeling and uncertainty quantification of an additively manufactured Ni-based superalloy

The advantages offered by additive manufacturing over traditional processes has driven a great deal of industrial and academic interest in recent years. However, the process is relatively new and requires additional investigation to become sufficiently mature for wide scale industrial adoption. Electron beam melting powder bed fusion is one technology that has shown promise for fabricating high temperature resistant materials such as nickel based superalloys. The resulting microstructures typically exhibit a strong fiber texture in the build direction giving rise to anisotropic time-dependent deformation behavior. In order to accelerate the qualification of these materials for industrial adoption accurate numerical models are needed for simulating their behavior. In this work a crystal plasticity model including non-Schmid effects is presented for capturing creep anisotropy observed in additively manufactured IN738LC. The model is calibrated via a probabilistic framework where model parameters are treated as random variables. An iterative sequential design strategy is utilized to efficiently identify the probability density of the unknown model parameters. As a case study the model is utilized to investigate the behavior of randomly oriented equiaxed grain clusters sometimes observed embedded in the additively manufactured columnar structure. A synthetic realization is simulated and uncertainty is propagated through to the full-field response. Results indicate that these features are the source of significant creep relaxation and strain accumulation which partially explains observed grain boundary decohesion at these locations.

36 MATERIALS SCIENCE↗

Enforcing positivity in intrusive PC-UQ methods for reactive ODE systems

We explore the relation between the development of a non-negligible probability of negative states and the instability of numerical integration of the intrusive Galerkin ordinary differential equation system describing uncertain chemical ignition. To prevent this instability without resorting to either multi-element local polynomial chaos (PC) methods or increasing the order of the PC representation in time, we propose a procedure aimed at modifying the amplitude of the PC modes to bring the probability of negative state values below a user-defined threshold. This modification can be effectively described as a filtering procedure of the spectral PC coefficients, which is applied on-the-fly during the numerical integration when the current value of the probability of negative states exceeds the prescribed threshold. We demonstrate the filtering procedure using a simple model of an ignition process in a batch reactor. This is carried out by comparing different observables and error measures as obtained by non-intrusive Monte Carlo and Gauss-quadrature integration and the filtered intrusive procedure. The filtering procedure has been shown to effectively stabilize divergent intrusive solutions, and also to improve the accuracy of stable intrusive solutions which are close to the stability limits.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Probabilistic modeling and prediction of out-of-plane unidirectional composite lamina properties

Computational simulation provides an efficient means to predict the behavior of customized hybrid material configurations using validated, physics-based models. One limitation to this approach is the quality and quantity of available data to characterize the many constituent input properties. Therefore, a systematic approach to identify the most influential parameters on the hybrid behavior and quantify the corresponding uncertainty in predictive capabilities is required. Here, an approach using Bayesian multimodel inference and imprecise global sensitivity analysis is presented to investigate the effects of sparse constituent data on the prediction of composite material properties. The methodology allows the identification, using quantified uncertainties, of the most influential constituent material parameters for specified homogenized properties. This sensitivity analysis further enables a dimension reduction when assessing the influence of uncertainties on material properties and can be used to inform testing programs of the constituent properties that require additional testing/data collection in order to minimize uncertainty in macro-scale composite properties. The methodology is specifically demonstrated on the prediction and sensitivity analysis of out-of-plane mechanical properties of a unidirectional lamina.

36 MATERIALS SCIENCE↗