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Results for “uncertainty in complex systems”

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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At least 37 records · Page 2

Dynamic PRA-Based Estimation of PWR Coping Time Using a Surrogate Model for Accident Tolerant Fuel

In this study, we propose an interpolation-based response surface surrogate methodology to manage a large number of scenarios in dynamic probabilistic risk assessment. It adopts the shape Dynamic Time Warping algorithm to cluster the interpolation neighborhood from time series sample data. The interpolation method was adapted from Taylor Kriging to allow a reduced-order model of the Taylor series. In order to demonstrate its applicability to complex issues in risk assessment for nuclear engineering, an example risk response surface to estimate emergency core cooling system (ECCS) criteria for triplex silicon carbide (SiC) accident-tolerant fuel was constructed. The response surface was exploited to estimate the cumulative failure probability of the fuel cladding structure due to the uncertainties in operator actions and safety systems. The functional failures were assessed based on a combination of individual layer failures computed by coupling Risk Analysis Virtual Environment software with a pressurized water reactor 1000-MW(electric) RELAP5 model and the in-house fuel performance assessment module. Results showed that SiC cladding failure probability spiked less than 1 min after a large-break loss-of- coolant accident whenever the current ECCS criteria for Zircaloy-4 (Zr-4) cladding was used. However, it still provides an increased safety margin of three orders of magnitude compared to Zr-4. This positive margin could be utilized to relax active ECCS requirements by allowing deviations of up to 450 s in its actuation time. The proposed surrogate methodology generated a response surface of SiC cladding failure probability reasonably well, with a significant savings of computation time. This methodology is expected to be useful in the analysis of system response with complex uncertainty sources.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Evaluating the economic impact of water scarcity in a changing world

Abstract Water scarcity is dynamic and complex, emerging from the combined influences of climate change, basin-level water resources, and managed systems’ adaptive capacities. Beyond geophysical stressors and responses, it is critical to also consider how multi-sector, multi-scale economic teleconnections mitigate or exacerbate water shortages. Here, we contribute a global-to-basin-scale exploratory analysis of potential water scarcity impacts by linking a global human-Earth system model, a global hydrologic model, and a metric for the loss of economic surplus due to resource shortages. We find that, dependent on scenario assumptions, major hydrologic basins can experience strongly positive or strongly negative economic impacts due to global trade dynamics and market adaptations to regional scarcity. In many cases, market adaptation profoundly magnifies economic uncertainty relative to hydrologic uncertainty. Our analysis finds that impactful scenarios are often combinations of standard scenarios, showcasing that planners cannot presume drivers of uncertainty in complex adaptive systems.

54 ENVIRONMENTAL SCIENCES↗

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗

Uncertainty Modeling for Robustness Analysis of Control Upset Prevention and Recovery Systems

Formal robustness analysis of aircraft control upset prevention and recovery systems could play an important role in their validation and ultimate certification. Such systems (developed for failure detection, identification, and reconfiguration, as well as upset recovery) need to be evaluated over broad regions of the flight envelope and under extreme flight conditions, and should include various sources of uncertainty. However, formulation of linear fractional transformation (LFT) models for representing system uncertainty can be very difficult for complex parameter-dependent systems. This paper describes a preliminary LFT modeling software tool which uses a matrix-based computational approach that can be directly applied to parametric uncertainty problems involving multivariate matrix polynomial dependencies. Several examples are presented (including an F-16 at an extreme flight condition, a missile model, and a generic example with numerous crossproduct terms), and comparisons are given with other LFT modeling tools that are currently available. The LFT modeling method and preliminary software tool presented in this paper are shown to compare favorably with these methods.

Belcastro, Christine M.↗

Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian Processes

Uncertainty propagation in complex engineering systems often poses significant computational challenges related to modeling and quantifying probability distributions of model outputs, as those emerge as the result of various sources of uncertainty that are inherent in the system under investigation. Gaussian Processes regression (GPs) is a robust meta-modeling technique that allows for fast model prediction and exploration of response surfaces. Multi-fidelity variations of GPs further leverage information from cheap and low fidelity model simulations in order to improve their predictive performance on the high fidelity model. In order to cope with the high volume of data required to train GPs in high dimensional design spaces, a common practice is to introduce latent design variables that are typically projections of the original input space to a lower dimensional subspace, and therefore substitute the problem of learning the initial high dimensional mapping, with that of training a GP on a low dimensional space. Here in this paper, we present a Bayesian approach to identify optimal transformations that map the input points to low dimensional latent variables. The \projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to be inferred jointly with the GP parameters, conditioned on the available training data. The proposed Bayesian inference scheme relies on a two-step iterative algorithm that samples from the marginal posteriors of the GP parameters and the projection matrix respectively, both using Markov Chain Monte Carlo (MCMC) sampling. In order to take into account the orthogonality constraints imposed on the orthonormal projection matrix, a Geodesic Monte Carlo sampling algorithm is employed, that is suitable for exploiting probability measures on manifolds. We extend the proposed framework to multi-fidelity models using GPs including the scenarios of training multiple outputs together. We validate our framework on three synthetic problems with a known lower-dimensional subspace. The benefits of our proposed framework, are illustrated on the computationally challenging aerodynamic optimization of a last-stage blade for an industrial gas turbine, where we study the effect of an 85-dimensional shape parameterization of a three-dimensional airfoil on two output quantities of interest, specifically on the aerodynamic efficiency and the degree of reaction

42 ENGINEERING↗

MAGE: Alleviating Uncertainty in Real-Time Decision-Making as a Function of Problem Complexity

In this paper, we discuss a critical aspect of uncertainty in the operation of complex systems, such as the future air traffic: the ability of agents in the system to arrive at satisfactory decisions and the attendant actions as a function of problem complexity. Intuitively, when the problem complexity is manageable, given an appropriate decision problem formulation and solution tools, an agent (computational or human) has no trouble arriving at a solution that yields good outcomes for the agent and the system. Growing problem complexity results in progressively larger computational problems that may yield suboptimal solutions or even be intractable within required time limits or at all. We propose a measurable representation of complexity in terms of problem tractability and quality of solutions. We also propose a computational scheme, MAGE (Monitor, Anticipate, Guide, Evolve), for detecting approaching transitions from efficient decision-making states to inefficient to unsafe ones, so that operations based on decision-making can be reconfigured to forestall unfavorable transitions, returning to efficient modes when complexity diminishes. Maintaining tractable complexity reduces the uncertainty in the outcomes of decision-making. We describe the general scheme, an outline of MAGE applied to managing airspace complexity, and initial examples of investigating the tractability of problem-solving schemes.

complexity management↗

Role of uncertainties in protecting ecological resources during remediation and restoration

Cleanup of contaminated waste sites is a National priority to protect human health and the environment, while restoring land to productive uses. While there are uncertainties with under standing risk to individuals from exposure, the aim of this study was to focus on uncertainties and complexities for ecological systems, complicated by hundreds of species occupying any remediation site which participate in multiple-interacting food webs. The ability to better predict the effectiveness of remediation in fostering future ecosystems might facilitate remedy selection and improve strategic environmental management. This investigation examined (1) uncertainties in ecosystem processes, (2) uncertainties in exposure from contamination before remediation, and (3) uncertainties during remediation. Two Department of Energy sites Hanford Site and Savannah River Site were used as case studies to illustrate how the uncertainties affect eco-receptors. Several types of ecological, physical, and human dimension uncertainties are defined. Ecological uncertainties include temporal, spatial, individual, developmental, and exogenous types. Physical uncertainties are weather-related, watershed variations, slope/aspect, soil/sediment structure and form, unforeseen events, and temporal patterns. Human dimension uncertainties include current land use, future land use, extractive and non-extractive recreation. The effects of remedial strategies varied between the two sites because Hanford is a primarily arid shrub-steppe ecotype, while Savannah River is a wet forest ecotype. Defining the associated ecological sensitivities and uncertainties and providing examples might help policy-makers, managers, planners, and contractors to be aware of issues to consider throughout planning, remediation, and restoration. Adding ecological uncertainty analysis to risk evaluations and remediation planning is analogous to using safety factors in human health risk assessment.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Establishing the Assurance Efficacy of Automated Risk Mitigation Strategies

Verification and validation of increasingly autonomous aviation systems is a major challenge. Traditional techniques for the assurance of high-confidence, safety-critical systems are not equipped to handle the complexity, uncertainty, and lack of predictability inherent in non-deterministic systems. Techniques such as run time monitoring, formal methods, and testing and simulation have been applied to some effect, but it is difficult to properly assess the success of such measures. The authors propose the concept of Assurance Efficacy to address this gap. Assurance Efficacy is seen as a parameter, criteria, or perspective by which to evaluate, identify and explore safety risk mitigation strategies and operational assurance architectures. Validation of the utility of this concept through flight testing is a first step in determining its potential role in assessing the overall safety of complex, increasingly autonomous systems that cannot be fully assured in the design phase.

system safety↗

Local and Global Sensitivity Analysis of a Reactive Transport Model Simulating Floodplain Redox Cycling

Reactive transport models (RTMs) are essential tools that simulate the coupling of advective, diffusive, and reactive processes in the subsurface, but their complexity makes them difficult to understand, develop and improve without accompanying statistical analyses. Although global sensitivity analysis (SA) can address these issues, the computational cost associated with most global SA techniques limits their use with RTMs. In this study, we apply distance-based generalized sensitivity analysis (DGSA), a novel and computationally efficient method of global SA, to a floodplain-scale RTM and compare DGSA results to those from local SA. Our test case focuses on the impact of 17 uncertain environmental parameters on spatially and temporally variable redox conditions within a floodplain aquifer. The input parameters considered include flow and diffusion rates, geochemical reaction rates, and the spatial distribution of sediment facies. Sensitivity was evaluated for three distinct components of the model response, encompassing both multidimensional and categorical output. Parameter rankings differ between local SA and DGSA, due to nonlinear effects of individual parameters and interaction effects between parameters. DGSA results show that fluid residence time, which is controlled by aquifer permeability, generally exerts a stronger control on redox conditions than do geochemical reaction rates. Sensitivity indices also demonstrate that sulfate reduction is key for establishing and maintaining reducing conditions throughout the aquifer. Furthermore, these results provide insights into the key drivers of heterogeneous redox processes within floodplain aquifers, as well as the main sources of uncertainty when modeling complex subsurface systems.

54 ENVIRONMENTAL SCIENCES↗

Towards Robust Designs Via Multiple-Objective Optimization Methods

Fabricating and operating complex systems involves dealing with uncertainty in the relevant variables. In the case of aircraft, flow conditions are subject to change during operation. Efficiency and engine noise may be different from the expected values because of manufacturing tolerances and normal wear and tear. Engine components may have a shorter life than expected because of manufacturing tolerances. In spite of the important effect of operating- and manufacturing-uncertainty on the performance and expected life of the component or system, traditional aerodynamic shape optimization has focused on obtaining the best design given a set of deterministic flow conditions. Clearly it is important to both maintain near-optimal performance levels at off-design operating conditions, and, ensure that performance does not degrade appreciably when the component shape differs from the optimal shape due to manufacturing tolerances and normal wear and tear. These requirements naturally lead to the idea of robust optimal design wherein the concept of robustness to various perturbations is built into the design optimization procedure. The basic ideas involved in robust optimal design will be included in this lecture. The imposition of the additional requirement of robustness results in a multiple-objective optimization problem requiring appropriate solution procedures. Typically the costs associated with multiple-objective optimization are substantial. Therefore efficient multiple-objective optimization procedures are crucial to the rapid deployment of the principles of robust design in industry. Hence the companion set of lecture notes (Single- and Multiple-Objective Optimization with Differential Evolution and Neural Networks ) deals with methodology for solving multiple-objective Optimization problems efficiently, reliably and with little user intervention. Applications of the methodologies presented in the companion lecture to robust design will be included here. The evolutionary method (DE) is first used to solve a relatively difficult problem in extended surface heat transfer wherein optimal fin geometries are obtained for different safe operating base temperatures. The objective of maximizing the safe operating base temperature range is in direct conflict with the objective of maximizing fin heat transfer. This problem is a good example of achieving robustness in the context of changing operating conditions. The evolutionary method is then used to design a turbine airfoil; the two objectives being reduced sensitivity of the pressure distribution to small changes in the airfoil shape and the maximization of the trailing edge wedge angle with the consequent increase in airfoil thickness and strength. This is a relevant example of achieving robustness to manufacturing tolerances and wear and tear in the presence of other objectives.

Man Mohan, Rai↗

Robustness with real parametric and structured complex uncertainty

The problem of robust stability and performance in feedback control systems with n real (possibly related) uncertain parameters and structured unmodeled dynamics (the latter taking the form of m complex blocks dynamic uncertainties) is considered. A robustness margin rm is defined with respect to such model uncertainty structure and an algorithm is developed to compute it. Robust stability and performance are characterized in terms of r sub m or the structured singular value mu. An iterative procedure using the above algorithm is given to compute tight bounds on k sub m and mu. These bounds are exact for the case m = 3 or less.

Pena, Ricardo S. Sanchez↗

Uncertainty characterization in a coupled human-natural system: Modeling agricultural adaptation in the Great Lakes Region

The Great Lakes Region's water quality and ecological health are threatened by the export of nutrients from agricultural lands, which causes eutrophication, hypoxia, and destructive algal blooms. The intensification of hydrologic cycles brought about by climate change is expected to exacerbate nutrient loading in the region, and, at the same time, agricultural adaptation to changing conditions is also expected to affect loading through shifting amounts and timing of fertilization. Quantifying these future effects and their interactions necessitates modeling both the human and natural processes as a coupled system, by pairing land use and agricultural management with hydrologic modeling. At the same time, compounding uncertainties arising from the complex interactions in both systems significantly limit our predictive understanding of the region's impacts. This study utilizes the Soil and Water Assessment Tool (SWAT), developed for simulating the impact of various farmer decisions on watershed functions in Western Lake Erie watersheds, and an under-development agent-based model (ABM) for agricultural management decisions. The aim of this study is to use global sensitivity analysis on the coupled ABM and SWAT models to quantify how uncertainty in both models interactively affects nutrient loading. To do so, we will conduct Sobol sensitivity analysis experiments at different levels of coupling assumptions to quantify how various uncertain factors (e.g., soil moisture and crop choice) and their interactions affect our estimates of nutrient loading. The results of this analysis will allow us to quantify how complex interactions and dependencies between both systems amplify the effect of uncertainties. Insights gained from this study will have broader implications for modeling the adaptive co-evolution of human and natural systems under climate change and can inform effective management of nutrient loading in the Great Lakes Region.

Climate Change↗

Generating synthetic signaling networks for in silico modeling studies

Predictive models of signaling pathways have proven to be difficult to develop. Reasons include the uncertainty in the number of species, the complexity in species’ interactions, and the sparseness and uncertainty in experimental data. Traditional approaches to developing mechanistic models rely on collecting experimental data and fitting a single model to that data. This approach works for simple systems but has proven unreliable for complex systems such as biological signaling networks. For example, uncertainty and sparseness of the data often result in overfitted models that have little predictive value beyond recapitulating the experimental data itself. Thus, there is a need to develop new approaches to create predictive mechanistic models of complex systems. However, to determine the effectiveness of any new algorithm, a baseline model is needed to test its performance. To meet this need, we developed a method for generating artificial synthetic networks that are reasonably realistic and thus can be treated as ground truth models. These synthetic models can then be used to generate synthetic data for developing and testing algorithms designed to recover the underlying network topology and associated parameters. Here, we describe a simple approach for generating synthetic signaling networks that can be used for this purpose.

42 ENGINEERING↗

Neural message-passing for objective-based uncertainty quantification and optimal experimental design

Various real-world scientific applications involve the mathematical modeling of complex uncertain systems with numerous unknown parameters. Accurate parameter estimation is often practically infeasible in such systems, as the available training data may be insufficient and the cost of acquiring additional data may be high. In such cases, based on a Bayesian paradigm, we can design robust operators retaining the best overall performance across all possible models and design optimal experiments that can effectively reduce uncertainty to enhance the performance of such operators maximally. While objective-based uncertainty quantification (objective-UQ) based on MOCU (mean objective cost of uncertainty) provides an effective means for quantifying uncertainty in complex systems, the high computational cost of estimating MOCU has been a challenge in applying it to real-world scientific/engineering problems. In this work, we propose a novel scheme to reduce the computational cost for objective-UQ via MOCU based on a data-driven approach. We adopt a neural message-passing model for surrogate modeling, incorporating a novel axiomatic constraint loss that penalizes an increase in the estimated system uncertainty. As an illustrative example, we consider the optimal experimental design (OED) problem for uncertain Kuramoto models, where the goal is to predict the experiments that can most effectively enhance robust synchronization performance through uncertainty reduction. We show that our proposed approach can accelerate MOCU-based OED by four to five orders of magnitude, without any visible performance loss compared to the state-of-the-art. The proposed approach applies to general OED tasks, beyond the Kuramoto model.

97 MATHEMATICS AND COMPUTING↗

Characterizing Epistemic Uncertainty for Launch Vehicle Designs

NASA Probabilistic Risk Assessment (PRA) has the task of estimating the aleatory (randomness) and epistemic (lack of knowledge) uncertainty of launch vehicle loss of mission and crew risk and communicating the results. Launch vehicles are complex engineered systems designed with sophisticated subsystems that are built to work together to accomplish mission success. Some of these systems or subsystems are in the form of heritage equipment, while some have never been previously launched. For these cases, characterizing the epistemic uncertainty is of foremost importance, and it is anticipated that the epistemic uncertainty of a modified launch vehicle design versus a design of well understood heritage equipment would be greater. For reasons that will be discussed, standard uncertainty propagation methods using Monte Carlo simulation produce counter intuitive results and significantly underestimate epistemic uncertainty for launch vehicle models. Furthermore, standard PRA methods such as Uncertainty-Importance analyses used to identify components that are significant contributors to uncertainty are rendered obsolete since sensitivity to uncertainty changes are not reflected in propagation of uncertainty using Monte Carlo methods.This paper provides a basis of the uncertainty underestimation for complex systems and especially, due to nuances of launch vehicle logic, for launch vehicles. It then suggests several alternative methods for estimating uncertainty and provides examples of estimation results. Lastly, the paper shows how to implement an Uncertainty-Importance analysis using one alternative approach, describes the results, and suggests ways to reduce epistemic uncertainty by focusing on additional data or testing of selected components.

Novack, Steven D.↗

Characterizing Epistemic Uncertainty for Launch Vehicle Designs

NASA Probabilistic Risk Assessment (PRA) has the task of estimating the aleatory (randomness) and epistemic (lack of knowledge) uncertainty of launch vehicle loss of mission and crew risk, and communicating the results. Launch vehicles are complex engineered systems designed with sophisticated subsystems that are built to work together to accomplish mission success. Some of these systems or subsystems are in the form of heritage equipment, while some have never been previously launched. For these cases, characterizing the epistemic uncertainty is of foremost importance, and it is anticipated that the epistemic uncertainty of a modified launch vehicle design versus a design of well understood heritage equipment would be greater. For reasons that will be discussed, standard uncertainty propagation methods using Monte Carlo simulation produce counter intuitive results, and significantly underestimate epistemic uncertainty for launch vehicle models. Furthermore, standard PRA methods, such as Uncertainty-Importance analyses used to identify components that are significant contributors to uncertainty, are rendered obsolete, since sensitivity to uncertainty changes are not reflected in propagation of uncertainty using Monte Carlo methods. This paper provides a basis of the uncertainty underestimation for complex systems and especially, due to nuances of launch vehicle logic, for launch vehicles. It then suggests several alternative methods for estimating uncertainty and provides examples of estimation results. Lastly, the paper describes how to implement an Uncertainty-Importance analysis using one alternative approach, describes the results, and suggests ways to reduce epistemic uncertainty by focusing on additional data or testing of selected components.

Novack, Steven D.↗

mystic : software for autonomous discovery and design under uncertainty

Throughout the diverse range of science and engineering applications, there is a growing desire to develop computational methods that can reliably predict the behavior of complex systems. Specifically, there is a strategic need for tools that can robustly forecast the behavior of complex physical systems, where data may be high-dimensional, noisy, or sparse, and models of the system may be time-dependent or include uncertainty. We use mystic to build tools that leverage statistical learning, physics-informed learning, and active learning in the efficient generation of reliably predictive surrogates for complex physical systems. mystic is a robust, proven, open-source optimization and uncertainty quantification toolkit with over a decade of use in the design and optimization of neutron instrumentation, solar-powered drones, and gasguns, and in iterative tuning of models for Raman spectroscopy and elastoplastic materials strength. Recent developments have focused on automated learning of statistically robust surrogates under uncertainty, with applications in materials in extreme environments, nanostructures, materials simulations and strength models, and the failure of shielding under particle radiation. In 2020, McKerns demonstrated active learning of optimally robust surrogates with respect to new simulated data for molecular dynamics simulations of materials mixing in warm dense matter, and is currently applying active learning to the automated steering of particle accelerator beams and the optimal design and control of quantum optical sensor instrumentation.

42 ENGINEERING↗