An Efficient Sampling-Based Method for Sensitivity and Uncertainty Analysis Through RAVEN

Abstract

Sensitivity analysis (SA) and uncertainty quantification (UQ) are now widely recognized as essential parts of analyses for complex nuclear systems. Plenty of well-established methodologies are already available for performing SA and UQ, such as Monte Carlo analysis, adjoint-based method, and variance decomposition. The focus of this summary is on developing an efficient sampling-based approach to perform SA and UQ through RAVEN. RAVEN (Risk Analysis and Virtual control Environment) is a software framework able to perform SA and UQ, currently under development at the Idaho National Laboratory. In literature, a number of approaches have been developed to accelerate the process of SA and UQ for large complex systems, such as principal component analysis (PCA) of input space, input-output correlation analysis, and intersection subspace methods. The fundamental idea is to identify the dominant active directions in the parameter space prior to conducting SA and UQ. The premise is that the number of active directions is much less than the dimensionality of input space. In this work, the PCA or Karhunen-Loeve expansion or SVD method is implemented in RAVEN to identify the active directions. This approach is also combined with the forward sampling approaches, such as Monte Carlo, Grid, Latin Hypercube, and Response Surface Design sampling approaches that are currently available in RAVEN, to perform SA and UQ more efficiently. The summary is organized as follows. In the following section, we present the PCA-based forward sampling approach. The effectiveness and efficiency are discussed in the numerical results section. The paper then ends with a concluding summary. In this summary, we have presented PCA-based forward sampling approach to perform SA and UQ. The goal is to reduce the computational overhead for repetitive executions of complex nuclear systems that are generally required when performing SA and UQ. The control of correlations between input parameters is implemented in RAVEN to better represent the input relationships. In addition, we are currently examining our implementations with more realistic models, and we are also focusing on implementation of some new high-dimensional input reduction techniques in RAVEN. (authors)