Error Convergence Characterization for Stochastic Transport Methods

Abstract

There has been increased interest in reliably and efficiently solving engineering systems involving uncertainty in recent years. Characterization of the convergence of errors within the problem, including statistical and bias errors, increases confidence that chosen solution methods are appropriate for a particular problem and quantity of interest (QoI), that implementation errors have not been made, and can aid users or algorithms in solving problems within a tolerance efficiently. We demonstrate a method for characterizing error convergence in a simple stochastic transport problem. Though the approach is applicable to problems with more complicated physics, our simple problem enables analytic QoI solutions so that error convergence behavior and the identification of limiting errors can be presented with high precision. A one-dimensional, two-material, neutral-particle, and absorption-only transport problem involving uniformly distributed uncertain total cross sections is presented. Random sampling (RS) and stochastic collocation (SC) are used as stochastic solvers which sample from the uncertain space and Monte Carlo (MC) transport is employed to solve transport results on the resulting realizations. Probability density functions (PDFs) are created using either RS solutions or samples taken from a polynomial chaos expansion (PCE) constructed with SC solutions. The convergence of each solver is characterized with respect to the QoI against analytic solutions, convergence behavior is used to efficiently solve a QoI within a tolerance, and convergence plots are used to identify dominant solution errors.