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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 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Building Load Control Using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants

Aggregation of heating, ventilation, and air conditioning (HVAC) loads can provide reserves to absorb volatile renewable energy, especially solar photo-voltaic (PV) generation. In this paper, we decide HVAC control schedules under uncertain PV generation, using a distributionally robust chance-constrained (DRCC) building load control model under two typical ambiguity sets: the moment-based and Wasserstein ambiguity sets. We derive mixed integer linear programming (MILP) reformulations for DRCC problems under both sets. Especially, for the Wasserstein ambiguity set, we use the right-hand side (RHS) uncertainty to derive a more compact MILP reformulation than the commonly known MILP reformulations with big-M constants. All the results also apply to general individual chance constraints with RHS uncertainty. Furthermore, we propose an adjustable chance-constrained variant to achieve tradeoff between the operational risk and costs. We derive MILP reformulations under the Wasserstein ambiguity set and second-order conic programming (SOCP) reformulations under the moment-based set. Using real-world data, we conduct computational studies to demonstrate the efficiency of the solution approaches and the effectiveness of the solutions. Summary of Contribution: The problem studied in this paper is motivated by a building load control problem that uses the aggregation of heating, ventilation, and air conditioning (HVAC) loads as flexible reserves to absorb uncertain solar photovoltaic (PV) generation. The problem is formulated as distributionally robust chance-constrained (DRCC) programs with right-hand side (RHS) uncertainty. In addition, we propose a risk-adjustable variant of the DRCC programs, where the risk level, instead of being predetermined, is treated as a decision variable. The paper aims to provide tractable reformulations and solution algorithms for both the (general) DRCC and the (general) adjustable DRCC models with RHS uncertainty.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Assessing mass balance-based inverse modeling methods via a pseudo-observation test to constrain NO x emissions over South Korea

This study constrains NO x emissions by utilizing mass balance–based inverse modeling methods and examines the optimization of inverse modeling conditions through a pseudo-observation test for South Korea, which has complex topography. Here, we applied mass balance–based inverse modeling methods such as Basic Mass Balance (BMB), Finite Difference Mass Balance (FDMB), and Iterative Finite Difference Mass Balance (IFDMB). We performed a numerical simulation of air quality using the Community Multi-scale Air Quality (CMAQ) model to calculate the NO 2 column density required for the inverse modeling. The pseudo-observation test was performed according to season, modeling resolution, and regridding methodology of satellite observation data to identify various conditions while applying the inverse modeling for South Korea. Comparing the inverse modeling results from the BMB, FDMB, and IFDMB methods, IFDMB was the most effective method in constraining NO x emissions in the South Korean region since it minimized smearing effects (i.e., transport-induced errors) through iterative calculations. The accuracy of the constrained NO x emissions using mass balance–based inversions in South Korea was the highest in the summer due to the minimized smearing effects, and the 9 km resolution modeling was the most efficient for inverse modeling of the region. In addition, the results of inverse modeling varied depending on the regridding methods, implying the importance of using a suitable regridding method and modeling resolution. This study used pseudo-observations, but the inversions are expected to be applied based on actual satellite data in the future.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

A Physics-Constrained Deep Learning Model for Simulating Multiphase Flow in 3D Heterogeneous Porous Media

Physics-based simulators for multiphase flow in porous media emulate nonlinear processes with coupled physics, and usually require extensive computational resources for software development, maintenance and simulation execution. As a result, a huge demand exists for fast modeling of coupled processes in a wide range of subsurface applications including geological sequestration, hydrocarbon recovery and geothermal energy extraction. In this work, an efficient physics-constrained deep learning model is developed for solving multiphase flow in 3-Dimensional (3D) heterogeneous porous media. The model fully leverages the spatial topology predictive capability of convolutional neural networks, specifically U-Net with successive contracting and expansive steps, and is coupled with an efficient continuity-based smoother to predict flow responses that need spatial continuity. Furthermore, the transient regions are penalized to steer the training process such that the model can accurately capture flow in these regions. The model takes inputs including properties of porous media, fluid properties and well controls, and predicts the temporal-spatial evolution of the state variables (pressure and saturation). While maintaining the continuity of fluid flow, the 3D spatial domain is decomposed into 2D images for reducing training cost, and the decomposition results in an increased number of training data samples and better training efficiency. Additionally, a surrogate model is separately constructed as a postprocessor to calculate well flow rate based on the predictions of state variables from the deep learning model. We use the example of CO 2 injection into saline aquifers, and apply the physics-constrained deep learning model that is trained from physics-based simulation data and emulates the physics process. The model performs prediction with a speedup of ~ 1400 times compared to physics-based simulations, and the average temporal errors of predicted pressure and saturation plumes are 0.27% and 0.099% respectively. Furthermore, water production rate is efficiently predicted by a surrogate model for well flow rate, with a mean error less than 5%. Therefore, with its unique scheme to cope with the fidelity in fluid flow in porous media, the physics-constrained deep learning model can become an efficient predictive model for computationally demanding inverse problems or other coupled processes.

58 GEOSCIENCES↗
DOE OSTI2023

The underappreciated importance of solar radiation in constraining spring phenology of temperate ecosystems in the Northern and Eastern United States

Spring phenology of temperate ecosystems is highly sensitive to climate change, generating various impacts on many important terrestrial surface biophysical processes. Although various prognostic models relying on environmental variables of temperature and photoperiod have been developed for spring phenology, comprehensive ecosystem-scale evaluations over large landscapes and long-time periods remain lacking. Further, environmental variables other than temperature and photoperiod might also importantly constrain spring phenology modelling but remain under-investigation. To address these issues, we leveraged around 20-years datasets of environmental variables (from Daymet and GLDAS products) and the spring phenology metric (i.e., the greenup date) respectively derived from MODIS and PhenoCams across 108 sites in the Northern and Eastern United States. We firstly cross-compared MODIS-derived greenup date with official PhenoCams product with high accuracy (R 2 = 0.70). Then, we evaluated the three prognostic models (i.e., Growing Degree Date (GDD), Sequential (SEQ) and optimality-based (OPT)) with MODIS-derived spring phenology, assessed the model residuals and their associations with soil moisture, rainfall, and solar radiation, and revised the two photoperiod-relevant models (SEQ, OPT) by replacing the daylength variable with solar radiation, which was found to contribute the most to model residuals. We found that 1) all models demonstrated good capability in characterizing spring phenology, with OPT performing the best (RMSE = 8.04 ± 5.05 days), followed by SEQ (RMSE = 10.57 ± 7.77 days) and GDD (RMSE = 10.84 ± 8.42 days), 2) all models displayed high model residuals showing tight correlation with solar radiation (r = 0.45–0.75), and 3) the revised models that included solar radiation significantly performed better with an RMSE reduction by 22.08%. Such results are likely because solar radiation better constrains early growing season plant photosynthesis than photoperiod, supporting the hypothesis of spring phenology as an adaptive strategy to maximize photosynthetic carbon gain (approximated by solar radiation) while minimizing frost damage risk (captured by temperature). Collectively, our study here reveals the underappreciated importance of solar radiation in constraining spring phenology of temperate ecosystems, and suggests ways to improve spring phenology modelling and other phenology-related ecological processes.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

Insights into Constraining Rate Coefficients in Fuel Oxidation Mechanisms Using Genetic Algorithm Optimization

Accurate fuel oxidation mechanisms can enable predictive capabilities that aid in advancing combustion technologies. High-level computational kinetics can yield reasonable rate coefficients with uncertainties, in some cases, below a factor of 2. Computed rate coefficients can be constrained further by optimizing against experimental data. Here, we explore the application of genetic algorithm (GA) optimization to constrain computed rate coefficients in complex fuel oxidation mechanisms in conjunction with temperature-dependent species mole fractions from jet-stirred reactor (JSR) measurements. Cyclohexane is a model candidate for understanding the reactivity of cyclic fuels. In this work, we optimize the rate coefficients of the most recent literature cyclohexane mechanism, which incorporates theoretically computed rate coefficients for the reaction networks stemming from the first and second O 2 addition pathways, against the experimental results of two separate literature JSR studies. Optimization consistency is evaluated by carrying out three GA optimizations: fitting to the temperature-dependent species mole fractions in each JSR experiment separately and simultaneously fitting the species mole fractions in both experiments. Local sensitivity analyses are used to identify five influential low-temperature oxidation reactions for optimization. Although the three optimizations do not yield identical rate coefficients, the direction of change in all five rate coefficients is consistent among the three optimizations. Performance of the models from the three optimizations is assessed against literature ignition delay times with differences in the level of agreement observed among the different optimizations. In conclusion, comparisons are made with our recent optimization work of a cyclopentane oxidation master-equation model against time-resolved species concentrations, and insights and improvements of the strategy for constraining rate coefficients using GA optimization are discussed.

33 ADVANCED PROPULSION SYSTEMS↗
DOE OSTI2025

Constraining Black Carbon Aging in Global Models to Reflect Timescales for Internal Mixing

The radiative effects of black carbon depend critically on its atmospheric lifetime, which is controlled by the rate at which freshly emitted combustion particles become internally mixed with other aerosol components. Global aerosol models strive to represent this process, but the timescale for aerosol mixing is not easily constrained using observations. In this study, we apply a timescale parameterization derived from particle‐resolved simulations to quantify, in a global aerosol model, the timescale for internal mixing. We show that, while highly variable, the average timescale for internal mixing is approximately 3 hr, which is much shorter than the 24‐hr aging timescale traditionally applied in bulk aerosol models. We then use the mixing timescale to constrain the aging criterion in the Modal Aerosol Module. Our analysis reveals that, to best reflect timescales for internal mixing, modal models should assume that particles transition from the hydrophobic (fresh) to the hydrophilic (aged) class once they accumulate a coating thickness equal to four monolayers of sulfuric acid, as opposed to the model's current aging criterion of eight monolayers. We show that, in remote regions like the Arctic and Antarctic, predictions of black carbon loading and its seasonal variation are particularly sensitive to the model representation of aging. By constraining aging in global models to reflect mixing timescales simulated by the particle‐resolved model, we eliminate one of the free parameters governing black carbon's long‐range transport and spatiotemporal distribution.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Physics-constrained deep learning of nonlinear normal modes of spatiotemporal fluid flow dynamics

In this study, we present a physics-constrained deep learning method to discover and visualize from data the invariant nonlinear normal modes (NNMs) which contain the spatiotemporal dynamics of the fluid flow potentially containing strong nonlinearity. Specifically, we develop a NNM-physics-constrained convolutional autoencoder (NNM-CNN-AE) integrated with a multi-temporal-step dynamics prediction block to learn the nonlinear modal transformation, the NNMs containing the spatiotemporal dynamics of the flow, and reduced-order reconstruction and long-time future-state prediction of the flow fields, simultaneously. In test cases, we apply the developed method to analyze different flow regimes past a cylinder, including laminar flows with low Reynolds number in transient and steady states (RD = 100) and high Reynolds number flow (RD = 1000), respectively. The results indicate that the identified NNMs are able to reveal the nonlinear spatiotemporal dynamics of these flows, and the NNMs-based reduced-order modeling consistently achieves better accuracy with orders of magnitudes smaller errors in construction and prediction of the nonlinear velocity and vorticity fields, compared to the linear proper orthogonal decomposition (POD) method and the Koopman-constrained-CNN-AE using the same number or dimension of modes. We perform an analysis of the modal energy distribution of NNMs and find that compared to POD modes, the few fundamental NNMs capture a very high level of total energy of the flow, which is advantageous for reduced-order modeling and representation of the complex flows. Finally, we discuss the potentials and limitations of the presented method.

Mechanics↗
DOE OSTI2022

Constraining scale dependent growth with redshift surveys

Ongoing and future redshift surveys have the capability to measure the growth rate of large scale structure at the percent level over a broad range of redshifts, tightly constraining cosmological parameters. Beyond general relativity, however, the growth rate in the linear density perturbation regime can be not only redshift dependent but scale dependent, revealing important clues to modified gravity. We demonstrate that a fully model independent approach of binning the gravitational strength G eff (k,z) matches scalar-tensor results for the growth rate fσ 8 (k,z) to 0.02%–0.27% rms accuracy. For data of the quality of the Dark Energy Spectroscopic Instrument (DESI) we find the bin values can be constrained to 1.4%–28%. We also explore the general scalar-tensor form, constraining the amplitude and past and future scalaron mass/shape parameters. Perhaps most interesting is the strong complementarity of low redshift peculiar velocity data with DESI-like redshift space distortion measurements, enabling improvements up to a factor 6–7 on 2D joint confidence contour areas. Finally, we quantify some issues with gravity parametrizations that do not include all the key physics.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Constraining explosive nucleosynthesis by indirect reaction methods at storage rings using unstable beams in batch mode

Nuclear reaction studies on unstable isotopes can strongly help in improving our understanding of nucleosynthesis in stars. Indirect approaches to determining astrophysical reaction rates are increasingly common-place and undergoing continuous refinement. Of particular interest is the use of such indirect techniques at storage rings, which, among other aspects, allow to recycle rare unstable beams. Here, we propose to investigate the reaction rates of astrophysical interest using indirect methods (surrogate, Trojan horse, etc.) in reverse kinematics at the IMP-CAS storage ring. Long lived radioactive ion beams, produced remotely, can be accelerated, and made to interact with light targets. The proposed reactions are 85 Kr(p, p’γ), 85 Kr(d, pγ), constraining the neutron flux in an s-process branching point, 79 Se(p, p’γ), 79 Se(d, pγ), constraining the temperature in s-process nucleosyntheses, and 59 Fe(d, pγ), constraining core collapse supernovae.

Angelis, G. de [National Inst. of Nuclear Physics ↗
DOE OSTI2024

Limits to forests-based mitigation in integrated assessment modelling: global potentials and impacts under constraining factors

Forests-based measures such as afforestation/reforestation (A/R) and reducing deforestation (RDF) are considered promising options to mitigate climate change, yet their mitigation potentials are limited by economic and biophysical factors that are largely uncertain. The range of mitigation potential estimates from integrated assessment models raises concerns about the capacity of land systems to provide realistic, cost-effective and permanent land-based mitigation. We use the Global Change Analysis Model to quantify the economic mitigation potential of forests-based measures by simulating a climate policy including a tax on greenhouse gas emissions from agriculture, forestry, and other land uses. In addition, we assess how constraining unused arable land (UAL) availability, forestland expansion rates, and global bioenergy demand may influence the forests-based mitigation potential by simulating scenarios with alternative combinations of constraints. Results show that the average forests-based mitigation potential in 2020–2050 increases from 738 MtCO 2 .yr -1 through a forestland increase of 86 Mha in the fully constrained scenario to 1394 MtCO 2 .yr -1 through a forestland increase of 146 Mha when all constraints are relaxed. Regional potentials in terms of A/R and RDF differ strongly between scenarios: unconstrained forest expansion rates mostly increase A/R potentials in northern regions (e.g., +120 MtCO 2 .yr -1 in North America); while unconstrained UAL conversion and low bioenergy demand mostly increase RDF potentials in tropical regions (e.g., +76 and +68 MtCO 2 .yr -1 in Southeast Asia, respectively). This study shows that forests-based mitigation is limited by many factors that constrain the rates of land use change across regions. These factors, often overlooked in modelling exercises, should be carefully addressed for understanding the role of forests in global climate mitigation and defining pledges towards the Paris Agreement.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

Constraining the Synthesis of the Lightest 𝑝 Nucleus 74 Se

We provide the first experimental cross section of the 73 As(p, γ) 74 Se reaction to constrain one of the main destruction mechanisms of the p nucleus 74 Se in explosive stellar environments. The measurement was done using a radioactive 73 As beam at incident energies of 3.1 and 3.7 MeV/nucleon. Along with the total cross section measurement, statistical properties of the 74 Se compound nucleus were extracted, constraining the reaction cross section across the entire Gamow window of the γ process. The impact of the experimentally constrained reaction rate on 74 Se production in Type II supernovae is investigated through Monte Carlo one-zone network simulations. The results indicate that the overproduction of 74 Se by Type II supernova models cannot be resolved by nuclear physics and point towards the description of the astrophysical conditions of the γ process.

59 ≤ A ≤ 89↗
DOE OSTI2022

Constraining the galaxy-halo connection of infrared-selected unWISE galaxies with galaxy clustering and galaxy-CMB lensing power spectra

We present the first detailed analysis of the connection between galaxies and their dark matter halos for the unWISE galaxy catalog—a full-sky, infrared-selected sample built from WISE data, containing over 500 million galaxies. Using unWISE galaxy-galaxy autocorrelation and Planck CMB lensing-galaxy cross-correlation measurements down to 10 arcmin angular scales, we constrain the halo occupation distribution (HOD), a model describing how central and satellite galaxies are distributed within dark matter halos, for three unWISE galaxy samples at mean redshifts z ¯ ≈ 0.6 , 1.1, and 1.5, assuming a fixed cosmology at the best-fit Planck Λ CDM values. We constrain the characteristic minimum halo mass to host a central galaxy, M min HOD = 1.8 3 - 1.63 + 0.41 × 10 12 M ⊙ / h , 5.22 - 4.80 + 0.34 × 10 12 M ⊙ / h , 6.60 - 1.11 + 0.30 × 10 13 M ⊙ / h and the mass scale at which one satellite galaxy per halo is found, M 1 ' = 1.1 3 - 0.70 + 0.32 × 10 13 M ⊙ / h , 1.18 - 1.11 + 0.30 × 10 13 M ⊙ / h , 1.23 - 1.17 + 0.14 × 10 14 M ⊙ / h for the unWISE samples at z ¯ ≈ 0.6 , 1.1, and 1.5, respectively. We find that all three samples are dominated by central galaxies, rather than satellites. Using our constrained HOD models, we infer the effective linear galaxy bias for each unWISE sample, and find that it does not evolve as steeply with redshift as found in previous perturbation-theory-based analyses of these galaxies. We discuss possible sources of systematic uncertainty in our results, the most significant of which is the uncertainty on the galaxy redshift distribution. Our HOD constraints provide a detailed, quantitative understanding of how the unWISE galaxies populate the underlying dark matter halo distribution. These constraints will have a direct impact on future studies employing the unWISE galaxies as a cosmological and astrophysical probe, including measurements of ionized gas thermodynamics and dark matter profiles via Sunyaev-Zel’dovich and lensing cross-correlations.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2026

Neutrino-induced charged-current coherent pion production for constraining the muon neutrino flux at DUNE

We study neutrino-induced charged-current coherent pion production ( ν μ CC - Coh π ) as a tool for constraining the neutrino flux at the Deep Underground Neutrino Experiment (DUNE). The neutrino energy and flavor in the process can be directly reconstructed from the outgoing particles, making it especially useful to specifically constrain the muon neutrino component of the total flux. The cross section of this process can be obtained using the Adler relation with the π -Ar elastic scattering cross section taken either from external data or, as we explore, from a simultaneous measurement in the DUNE near detector. We develop a procedure that leverages ν μ CC - Coh π events to fit for the neutrino flux while simultaneously accounting for relevant effects in the cross section. We project that this method has the statistical power to constrain the uncertainty on the normalization of the flux at its peak to a few percent. This study demonstrates the potential utility of a ν μ CC - Coh π flux constraint, though further work will be needed to determine the range of validity and precision of the Adler relation upon which it relies, as well as to measure the π -Ar elastic scattering cross section to the requisite precision. We discuss the experimental and phenomenological developments necessary to unlock the ν μ CC - Coh π process as a “standard candle” for neutrino experiments.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2022

Failure Probability Constrained AC Optimal Power Flow

Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underlying cascade potential. This paper posits a reliability-aware AC Optimal Power Flow formulation that seeks to design a dispatch point which has a low operator-specified likelihood of triggering a cascade starting from any single component outage. By exploiting a recently developed analytical model of the probability of component failure, our Failure Probability-constrained ACOPF (FP-ACOPF) utilizes the system's expected first failure time as a smoothly tunable and interpretable signature of cascade risk. Here, we use techniques from bilevel optimization and numerical linear algebra to efficiently formulate and solve the FP-ACOPF using off-the-shelf solvers. Extensive simulations on the IEEE 118-bus case show that, when compared to the unconstrained and N-1 security-constrained ACOPF, our probability-constrained dispatch points can significantly lower the probabilities of long severe cascades and of large demand losses, while incurring only minor increases in total generation costs.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

CHMMPP: A c++ library for constrained Hidden Markov Models

SAND2024-13027O The CHMMPP: A c++ Library for Constrained Hidden Markov Models (HMM) software supports the analysis of multivariate time series data to detect patterns using HMM. Many applications involve the detection and characterization of hidden or latent states in a complex system using observable states and variables. This software supports inference of latent states integrating both an HMM and application-specific constraints that reflect known relationships in hidden states. The CHMMPP software supports application-specific and generic methods for constrained inference. This includes a framework for customized Viterbi methods, constrained inference of hidden states with A* and integer programming methods, and various constraint-informed methods for learning HMM model parameters. CHMMPP focuses on supporting generic methods that enable the agile expression of complex sets of constraints that naturally arise in many real-world applications.

Hart, William↗
DOE OSTI2026

arco (Assembled Resource-Constrained Optimization) [SWR-26-030]

Arco (Assembled Resource-Constrained Optimization) is a memory-smart optimization DSL and solver for LP and MIP problems on constrained hardware. The software is an optimization framework built around a KDL-based domain-specific language and a CLI compiler/solver. You write optimization models in .kdl files, and the arco CLI compiles, validates, inspects, and solves them. Language bindings (Python today, more planned) provide programmatic access to the same engine. Built for harder optimization problems on constrained resources, Arco is intentional about every allocation, careful with stack and heap behavior, and relentless about minimizing memory usage so more systems can run real workloads. Arco is built primarily for internal use within our organization. You are welcome to try it, but we make no guarantees about API stability or robustness at this stage

Sanchez Perez, Pedro Andres [National Laboratory o↗
DOE OSTI2025

Extratropical Cloud Feedback Constrained by Cloud Sources and Sinks in Cyclones

Constraining cloud feedback in global climate models (GCMs) using observations is important for establishing accurate predictions of future climate. Uncertainty in shortwave cloud feedback (SW FB ) dominates uncertainty in total cloud feedback. Recent studies show a shift toward more positive extratropical SW FB in the latest generations of GCMs leading to the emergence of very high equilibrium climate sensitivity (ECS). In this study, we use precipitation efficiency and albedo susceptibility to constrain liquid water path (LWP) response to warming and SW FB in the Southern Ocean (SO; 50°–80°S). We analyze precipitation in extratropical cyclones (ECs) to learn about extratropical condensed water sink processes, combined with observations of clouds and moisture convergence, and use the analysis to better understand and constrain SW FB . We utilize a perturbed parameter ensemble (PPE) hosted in the Community Atmosphere Model, version 6 (CAM6), to provide a constraint on SW FB based on observations from Clouds and the Earth’s Radiant Energy System (CERES) and Multisensor Advanced Climatology of LWP (MAC-LWP). We apply Gaussian process regression to emulate the model response to all parameters perturbed in the PPE. Confronting the emulator output with observations provides a new estimated response of Earth to global warming. Furthermore, our new estimates of SO LWP reduce the PPE range by 66%–72%, which results in a shortwave cloud radiative effect estimated range that is 27%–34% less than the PPE range. Observations suggest a more positive SO SW FB than the Community Earth System Model, version 2 (CESM2), and consequently do not reject the high climate sensitivity GCMs emerging from the Coupled Model Intercomparison Project phase 6 (CMIP6).

Atmosphere↗
DOE OSTI2020

Hyper-Differential Sensitivity Analysis of Uncertain Parameters in PDE-Constrained Optimization

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional complexity, namely, uncertain parameters in the PDEs. Uncertainty quantification (UQ) is necessary to characterize, prioritize, and study the influence of these uncertain parameters. Sensitivity analysis, a classical tool in UQ, is frequently used to study the sensitivity of a model to uncertain parameters. In this article, we introduce "hyper-differential sensitivity analysis" which considers the sensitivity of the solution of a PDE-constrained optimization problem to uncertain parameters. Our approach is a goal-oriented analysis which may be viewed as a tool to complement other UQ methods in the service of decision making and robust design. We formally define hyper-differential sensitivity indices and highlight their relationship to the existing optimization and sensitivity analysis literatures. Assuming the presence of low rank structure in the parameter space, computational efficiency is achieved by leveraging a generalized singular value decomposition in conjunction with a randomized solver which converts the computational bottleneck of the algorithm into an embarrassingly parallel loop. Two multi-physics examples, consisting of nonlinear steady state control and transient linear inversion, demonstrate efficient identification of the uncertain parameters which have the greatest influence on the optimal solution.

97 MATHEMATICS AND COMPUTING↗