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Results for “Stochastic Uncertainty Quantification”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Risk-averse optimal control of semilinear elliptic PDEs

In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time. However, because the random function space is constructed using tensor products, TD-gPC-based methods are known to suffer from the curse of dimensionality. Here, we introduce a new numerical method called the flow-driven spectral chaos (FSC) which overcomes this curse of dimensionality at the random-function-space level. The proposed method is not only computationally more efficient than existing TD-gPC-based methods but is also far more accurate. The FSC method uses the concept of enriched stochastic flow maps to track the evolution of a finite-dimensional random function space efficiently in time. To transfer the probability information from one random function space to another, two approaches are developed and studied herein. In the first approach, the probability information is transferred in the mean-square sense, whereas in the second approach the transfer is done exactly using a new theorem that was developed for this purpose. The FSC method can quantify uncertainties with high fidelity, especially for the long-time response of stochastic dynamical systems governed by ODEs of arbitrary order. Six representative numerical examples, including a nonlinear problem (the Van-der-Pol oscillator), are presented to demonstrate the performance of the FSC method and corroborate the claims of its superior numerical properties. Finally, a parametric, high-dimensional stochastic problem is used to demonstrate that when the FSC method is used in conjunction with Monte Carlo integration, the curse of dimensionality can be overcome altogether.

(nonlinear) stochastic dynamical systems↗
DOE OSTI2024

Using intrusive approaches as a step towards accounting for stochasticity in wind turbine design

Current wind turbine design methods require tens of thousands of time-domain simulations and use different random seeds to account for the stochasticity of the environmental conditions. The account of stochasticity is nonintrusive because the sampling method calls a deterministic model multiple times without changing its underlying equations. In this work, we investigate and demonstrate using simple proof of concepts how intrusive approaches can be used to directly account for stochasticity in the equations representing a mechanical system. Our long term goal is to apply such methodology to the design of wind turbines without requiring an excessive number of simulations. Intrusive methods manipulate stochastic variables directly to provide the probability density functions (PDFs) of the states and outputs at any time as functions of the PDFs of the inputs. We illustrate how different methods can be used with a reduced-order model of a wind turbine with one degree of freedom and for linear and nonlinear models. We discuss how the methods can be extended and what it will take to apply them to a level of fidelity similar to current state-of-the-art wind turbine design tools.

17 WIND ENERGY↗
DOE OSTI2023

MrHyDE v.1.0

SAND2024-01324O MrHyDE, which stands for Multi-resolution Hybridized Differential Equations, is a general-purpose C++ package for the solution of coupled multiphysics and multiscale systems on massively parallel computing systems. MrHyDE is designed to enable moving beyond forward simulation for multiscale applications which includes optimization, control, uncertainty quantification, and stochastic inversion. The framework provides interfaces to several packages within the Trilinos framework and leverages automatic differentiation to enable adjoint capabilities for large-scale, gradient-based optimization. MrHyDE provides automated multiscale capabilities through a subgrid model interface and multiscale Dirichlet-to-Neumann maps. For extreme-scale applications, MrHyDE provides in situ data-compression algorithms to reduce memory requirements while maintaining performance. MrHyDE is a general-purpose, computational framework for the solution of multiscale and multiphysics applications. It uses a combination of structure-preserving, physics-compatible discretizations, fully implicit methods, multi-resolution schemes, or fully explicit methods. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗
DOE OSTI2021

RAVEN Theory Manual

RAVEN is a software framework able to perform parametric and stochastic analysis based on the response of complex system codes. The initial development was aimed at providing dynamic risk analysis capabilities to the thermohydraulic code RELAP-7, currently under development at Idaho National Laboratory (INL). Although the initial goal has been fully accomplished, RAVEN is now a multi-purpose stochastic and uncertainty quantification platform, capable of communicating with any system code. In fact, the provided Application Programming Interfaces (APIs) allow RAVEN to interact with any code as long as all the parameters that need to be perturbed are accessible by input files or via python interfaces. RAVEN is capable of investigating system response and explore input space using various sampling schemes such as Monte Carlo, grid, or Latin hypercube. However, RAVEN strength lies in its system feature discovery capabilities such as: constructing limit surfaces, separating regions of the input space leading to system failure, and using dynamic supervised learning techniques. The development of RAVEN started in 2012 when, within the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program, the need to provide a modern risk evaluation framework arose. RAVEN’s principal assignment is to provide the necessary software and algorithms in order to employ the concepts developed by the Risk Informed Safety Margin Characterization (RISMC) program. RISMC is one of the pathways defined within the Light Water Reactor Sustainability (LWRS) program. In the RISMC approach, the goal is not just to identify the frequency of an event potentially leading to a system failure, but the proximity (or lack thereof) to key safety-related events. Hence, the approach is interested in identifying and increasing the safety margins related to those events. A safety margin is a numerical value quantifying the probability that a safety metric (e.g. peak pressure in a pipe) is exceeded under certain conditions. Most of the capabilities, implemented having RELAP-7 as a principal focus, are easily deployable to other system codes. For this reason, several side activates have been employed (e.g. RELAP5-3D, any MOOSE-based App, etc.) or are currently ongoing for coupling RAVEN with several different software. The aim of this document is to provide a set of commented examples that can help the user to become familiar with the RAVEN code usage.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Low‐dimensional manifold learning for uncertainty quantification in complex multi‐scale stochastic systems

Broadly speaking, the goals of the project are to develop techniques to use manifold learning to develop reduced‐order and surrogate models for "hyper‐reduction" of very high‐dimensional complex multi‐scale systems. This is being achieved by employing a newly proposed form of manifold projection and learning that leverages recent advancements in computational geometry and data‐driven modeling. In particular, we are applying a manifold projection technique to project the solutions of very high‐dimensional systems onto the so‐called Grassmannmanifold, a Reimannian manifold comprised of orthonormal matrices. We then apply data‐driven machine learning techniques to classify the solutions on the manifold (e.g. clustering techniques) according to their proximity on the manifold and leverage a further nonlinear dimension reduction to organize the structured data on the manifold. Finally, we are developing novel techniques that enable us to directly interpolate the hyper‐reduced data such that we can predict the solution of the complex, high‐ dimensional system without need to call the full expensive computational model. Given their adherence to the underlying structure of the solution of the physical system, it is expected that these approximate solutions will be sufficiently constrained so as to (approximately) adhere to physical principles.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Multi-Fidelity Active Subspaces for Wind Farm Uncertainty Quantification

Wind plants operate in stochastic environments characterized by complex turbulent flow dynamics and high-dimensional random variables. A key step in uncertainty quantification studies is sensitivity analysis and dimension reduction that can facilitate the development of surrogate models to be used for forward and inverse propagation or optimization under uncertainty. Prior work has shown active subspaces are an effective tool for identifying important directions in the space of stochastic inputs; however, they have only been applied to single-fidelity wind plant models. In this study, we investigate the efficacy of a multi-fidelity active subspace method for analyzing the uncertainty in wind plant power output. The multi-fidelity active subspace estimator offers the promise of increased accuracy in identifying active subspaces as compared to a single-fidelity estimator for the same computational cost, or a reduction in cost for the same accuracy. This makes the study of uncertainty in larger wind plants and with higher fidelity physics tractable. The multi-fidelity active subspace method is applied to gridded and existing wind plant layouts with single and multiple inflow conditions and its performance for surrogate modeling and uncertainty propagation is compared against a single-fidelity active subspace method. This multi-fidelity approach yields substantial computational speedups of 2x - 3.4x across the test cases along with acceptable accuracy in surrogate modeling and computing statistical moments.

active subspace↗
DOE OSTI2024

Uncertainty Quantification and Sensitivity Analysis of Non-Nuclear Advanced Controls Testbed Reactor Mockup

The research presented in this report describes our progress in applying stochastic methods and uncertainty quantification, parametric study, and variance-based sensitivity analysis (also known as Sobol sensitivity analysis) to a full-core model of a nuclear thermal propulsion (NTP) system simulated with Griffin, with the goal of developing a reduced order (surrogate) model which can be rapidly sampled while perturbing multiple input parameters. In this NTP system, reactivity and power feedback affect the rotation of control drums, which are controlled by a hybrid proportional, integral and derivative (PID) controller, actuated by the power demand and reactivity feedback from the numerical model. This model uses reactor kinetic feedback (mean generation time and $\beta$ from a transient Griffin simulation executed with the improved quasi-static method to provide the kinetic parameters) as inputs to functions which control the CD rotation angle. Using a number of stochastic method approaches, we developed a dual purpose training-surrogate model of the NTP system using polynomial regression. The trained model can be rapidly sampled while simultaneously perturbing various input parameters of the model, such as coefficients on the PID control, or temperature (directly affect the neutron cross section). The surrogate model delivers accurate results orders-of-magnitude faster (minutes, not days) than the base model. Once the base model has been trained, distributions of the uncertain parameters can be changed at will to investigate the effects of perturbing multiple inputs and their effect on the output. For example, coefficients used in the PID control system may vary due to some physical interference, or there may be uncertainty in the temperature of the neutron cross sections in various regions of the reactor. A distribution can be placed on these parameters and operational boundaries can be determined. The goal of this work is to support development of an advanced control system to operate CDs in a functioning NTP system.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2024

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS2015

Uncertainty Quantification of Turbulence Model Closure Coefficients for Transonic Wall-Bounded Flows

The goal of this work was to quantify the uncertainty and sensitivity of commonly used turbulence models in Reynolds-Averaged Navier-Stokes codes due to uncertainty in the values of closure coefficients for transonic, wall-bounded flows and to rank the contribution of each coefficient to uncertainty in various output flow quantities of interest. Specifically, uncertainty quantification of turbulence model closure coefficients was performed for transonic flow over an axisymmetric bump at zero degrees angle of attack and the RAE 2822 transonic airfoil at a lift coefficient of 0.744. Three turbulence models were considered: the Spalart-Allmaras Model, Wilcox (2006) k-w Model, and the Menter Shear-Stress Trans- port Model. The FUN3D code developed by NASA Langley Research Center was used as the flow solver. The uncertainty quantification analysis employed stochastic expansions based on non-intrusive polynomial chaos as an efficient means of uncertainty propagation. Several integrated and point-quantities are considered as uncertain outputs for both CFD problems. All closure coefficients were treated as epistemic uncertain variables represented with intervals. Sobol indices were used to rank the relative contributions of each closure coefficient to the total uncertainty in the output quantities of interest. This study identified a number of closure coefficients for each turbulence model for which more information will reduce the amount of uncertainty in the output significantly for transonic, wall-bounded flows.

Schaefer, John↗
DOE OSTI2025

Simulating Atmospheric Processes in Earth System Models and Quantifying Uncertainties With Deep Learning Multi‐Member and Stochastic Parameterizations

Abstract Deep learning is a powerful tool to represent subgrid processes in climate models, but many application cases have so far used idealized settings and deterministic approaches. Here, we develop stochastic parameterizations with calibrated uncertainty quantification to learn subgrid convective and turbulent processes and surface radiative fluxes of a superparameterization embedded in an Earth System Model (ESM). We explore three methods to construct stochastic parameterizations: (a) a single Deep Neural Network (DNN) with Monte Carlo Dropout; (b) a multi‐member parameterization; and (c) a Variational Encoder Decoder with latent space perturbation. We show that the multi‐member parameterization improves the representation of convective processes, especially in the planetary boundary layer, compared to individual DNNs. The respective uncertainty quantification illustrates that methods (b) and (c) are advantageous compared to a dropout‐based DNN parameterization regarding the spread of convective processes. Hybrid simulations with our best‐performing multi‐member parameterizations remained challenging and crash within the first days. Therefore, we develop a pragmatic partial coupling strategy relying on the superparameterization for condensate emulation. Partial coupling reduces the computational efficiency of hybrid Earth‐like simulations but enables model stability over 5 months with our multi‐member parameterizations. However, our hybrid simulations exhibit biases in thermodynamic fields and differences in precipitation patterns. Despite this, the multi‐member parameterizations enable improvements in reproducing tropical extreme precipitation compared to a traditional convection parameterization. Despite these challenges, our results indicate the potential of a new generation of multi‐member machine learning parameterizations leveraging uncertainty quantification to improve the representation of stochasticity of subgrid effects.

Behrens, Gunnar [Deutsches Zentrum für Luft‐ und R↗
DOE OSTI2024

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Stochastic nonlinear analysis of unidirectional fiber composites using image-based microstructural uncertainty quantification

Here, we present a data-driven nonlinear uncertainty quantification and propagation framework to study the microstructure-induced stochastic performance of unidirectional (UD) carbon fiber reinforced polymer (CFRP) composites. The proposed approach integrates (1) microscopic image characterization, (2) stochastic microstructure reconstruction, and (3) efficient multiscale finite element simulations enabled by self-consistent clustering (SCA) analysis. To model the complex microstructural variability, the proposed UQ methods take the non-Gaussian uncertainty sources into account through a distribution-free sampling approach leveraging nonparametric and asymptotic statistical tools. A hierarchical conditional sampling strategy enables the simultaneous sampling of multiple sources of uncertainties. Our approach provides insights into the impact of microstructural variabilities, which are shown to have an increasing impact on the nonlinear responses of UD CFRP parts under progressive compression loading and ultimately on the failure rate over time. We discover that before CFRP parts start to fail, a characteristic time period emerges with distinctive uncertainty distributions specific to the microstructure variability and the probability of failure. Identifying the failure time period is crucial to the reliability prediction, which is an essential component of CFRP design.

36 MATERIALS SCIENCE↗
DOE OSTI2021

Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems

For decades, uncertainty quantification techniques based on the spectral approach have been demonstrated to be computationally more efficient than the Monte Carlo method for a wide variety of problems, particularly when the dimensionality of the probability space is relatively low. The time-dependent generalized polynomial chaos (TD-gPC) is one such technique that uses an evolving orthogonal basis to better represent the stochastic part of the solution space in time. Here in this paper, we present a new numerical method that uses the concept of enriched stochastic flow maps to track the evolution of the stochastic part of the solution space in time. The computational cost of this proposed flow-driven stochastic chaos (FSC) method is an order of magnitude lower than TD-gPC for comparable solution accuracy. This gain in computational cost is realized because, unlike most existing methods, the number of basis vectors required to track the stochastic part of the solution space does not depend upon the dimensionality of the probability space. Four representative numerical examples are presented to demonstrate the performance of the FSC method for long-time integration of second-order stochastic dynamical systems in the context of stochastic dynamics of structures.

FSC↗
DOE OSTI2019

Uncertainty quantification methodology for hyperbolic systems with application to blood flow in arteries

We present a Stochastic Finite Volume - ADER (SFV-ADER) methodology for Uncertainty Quantification (UQ) in the general framework of systems of hyperbolic balance laws with uncertainty in parameters. The resulting method is weakly intrusive, meaning that deterministic solvers need minor modifications to include random contributions, and has no theoretical accuracy barrier. An illustration of the second-order version for the viscous Burgers equation with uncertain viscosity coefficient is first given in detail, under different deterministic initial conditions; the attainment of the theoretically expected convergence rate is demonstrated empirically; results and features of our scheme are discussed. We then extend the SFV-ADER method to a non-linear hyperbolic system with source terms that models one-dimensional blood flow in arteries, assuming uncertainties in a set of parameters of the problem. Results are then compared with measurements in a well-defined 1:1 experimental replica of the network of largest arteries in the human systemic circulation. For a 99%-confidence level, severe influence of parameter fluctuations is seen in pressure profiles, while secondary effects on flow rate profiles become visible, particularly in terminal branches. In conclusion, results suggest that the proposed methodology could successfully be applied to other physical problems involving hyperbolic balance laws.

60 APPLIED LIFE SCIENCES↗