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Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗

Effects of Central Cut Width on the Dynamical Characteristics of Box Assembly Structure

An investigation into the Box Assembly with Removable Component (BARC) structure is conducted by utilizing computational simulations and experimental structural testing in order to determine the complex dynamical responses instigated by the central cut of the system. Because the dynamics of the BARC system is complex, this study focuses primarily on analyzing the behavior of the box assembly (BA) system. The investigation explores the dynamics of the BA system by varying the central cut widths, ranging from a cut as wide as 0.5” cut to a 0.25” cut system, as well as a 0.1” cut and a system with no cut at all. Experimental testing is performed on each system including a free vibration test using an impact hammer to excite and identify the dominant frequencies of each structure. This testing is followed by pseudo-random vibration tests and swept sinusoidal excitation tests to determine the nonlinear aspects of these systems, such as the possible existence of nonlinear softening, hardening, and/or damping. The results show that nonlinear softening and nonlinear damping are present in each system. The no-cut system demonstrated the highest peak frequencies throughout all the tests, being the most rigid structure. The 0.25” cut system was shown to have the highest peak frequencies among all the cut systems in both the finite elemenet analysis (FEA) and impact testing. This trend did not continue, though, in the random and harmonic testing, possibly due to the added stiffness of the test setup with the slip table and stinger. The results show the importance of accurately measuring the central cut width and how possible geometric uncertainties change the overall dynamical behaviors of complex systems, such as natural characteristics, nonlinear responses, coupling of modes, and oscillating amplitudes.

Padilla, Christopher (ORCID:000900033446732X)↗

Model Predictive Control-Based Trajectory Shaper for Safe and Efficient Adaptive Cruise Control

Recent studies show that commercially-available adaptive cruise control (ACC) systems are string-unstable, indicating that ACC-driven vehicles amplify speed fluctuations from downstream traffic and induce stop-and-go waves. Moreover, it is challenging to revise the original control algorithm of an ACC system to achieve string stability due to its internal complexity and powertrain uncertainties. To achieve desired control performance given a string-unstable ACC system and circumvent revising the original control algorithm, this study proposes a model predictive control-based trajectory shaper (MPC-TS), which only modifies the sensor-measured trajectory information (i.e., position and speed) of the preceding vehicle. The proposed MPC-TS leverages the input shaping technique to generate reference trajectory to improve string stability, while incorporating tracking errors and vehicle acceleration/deceleration magnitude in the MPC cost function and constraining fluctuations of vehicle speed and spacing to ensure desired car-following performance. Numerical experiments validate the control performance of ACC with the proposed MPC-TS in terms of string stability, safety, traffic efficiency, and comfort.

Zhou, Anye↗

Evaluation of Hybrid FPOG Applications in Regulated and Deregulated Markets Using HERON

Recent changes in the U.S. energy market, such as low natural gas prices and increased electricity production for variable renewable energy (VRE) sources, have led to an economic crisis for existing light-water reactor (LWR) nuclear power plants (NPP). Many owners and operators of LWRs have elected to decommission these plants rather than continue using them as consistent sources of clean baseload power. This has led to exploration of various possibilities to increase the economic viability of these units, including market restructuring to monetize benefits LWRs already provide to the grid through ancillary markets, load following and economic dispatch, and possible integration of secondary systems directly to the NPP for production of additional products through technologies such as hydrogen electrolysis or water desalination. Previous studies have considered the technologies associated with these Integrated Energy Systems (IES) activities, and the analysis of markets for these secondary products. To analyze the economic viability of various system configurations including IES, especially given the uncertainty surrounding load demand, electricity prices, and the availability of VRE resources, the stochastic technoeconomic analysis package HERON (Heuristic Energy Resource Optimization Network) was released earlier this year as an extension of the risk analysis framework RAVEN (Risk Analysis Virtual Environment). HERON focuses foremost on making the complex uncertainty quantification analysis tools approachable for energy systems analysts, also providing general dispatch optimization algorithms for those workflows. HERON continues to be improved and tested as a significant part of the IES viability analyses performed in this work. HERON is not a capacity expansion model. To consider market and grid energy system development in a variety of scenarios, HERON is best used in coupling with modelling tools such as US-REGEN, which sacrifice some of the uncertainty analysis and resolution of HERON's modelling for the ability to efficiently predict the change in the grid energy system's profile due to economic drivers over decades. HERON can then use this information to explore the economic viability of introducing changes to the predicted outcomes, such as the introduction of an IES. In this work, experts at EPRI using US-REGEN provide six projection scenarios for use in HERON stochastic technoeconomic analysis (STEA) in considering the options available for increasing LWR economic viability through introduction of a hydrogen-centric IES using a high-temperature steam electrolysis plant (HTSE), hydrogen storage, and a constant-rate contracted hydrogen consumer. The results obtained are differential in nature; they do not report expected profits for any configuration, but rather report on the possible increase in the NPV of a configuration with respect to a baseline no-IES configuration. Due to the uncertainty captured in the variable net load of the systems, there is likewise uncertainty in the mean values reported. We consider this viability both in terms of a regulated market, where the energy producers and IES are owned and operated by single entity, as well as a deregulated market, where the IES chooses its bid for electricity generation and is then dispatched by the grid system operator. Results indicate that for deregulated markets, the inclusion of the IES is often statistically beneficial. This is especially true in policies that are not favorable towards nuclear, as nuclear is less often dispatched and is forced to deal with frequent idle capacity. In the nominal case as well as the case of carbon tax policies, inclusion of the IES clearly benefited the economic performance of the NPP. In the regulated case, however, there was a trend towards minimizing the IES, likely due to the optimal sizing performed by US-REGEN of the NPP within the system as well as the lack of penalty for idle capacity at the NPP in the regulated market analyses.

99 GENERAL AND MISCELLANEOUS↗

Characterizing and quantifying uncertainty in projections of climate change impacts on air quality

Climate change can aggravate air pollution, with important public health and environmental consequences. While major sources of uncertainty in climate change projections - greenhouse gas (GHG) emissions scenario, model response, and internal variability - have been investigated extensively, their propagation to estimates of air quality impacts has not been systematically assessed. Here, we compare these uncertainties using a coupled modeling framework that includes a human activity model, an Earth system model of intermediate complexity, and a global atmospheric chemistry model. Uncertainties in projections of U.S. air quality under 21st century climate change are quantified based on a climate-chemistry ensemble that includes multiple initializations, representations of climate sensitivity, and climate policy scenarios, under constant air pollution emissions. We find that climate-related uncertainties are comparable at mid-century, making it difficult to distinguish the impact of variations in GHG emissions on ozone and particulate matter pollution. While GHG emissions scenario eventually becomes the dominant uncertainty based on the scenarios considered, all sources of uncertainty are significant through the end of the century. The results provide insights into intrinsically different uncertainties in projections of air pollution impacts and the potential for large ensembles to better capture them.

54 ENVIRONMENTAL SCIENCES↗

2024 Milestone Report: Site 300 mPDV Optical Fiducials

In the early 2000s Photon Doppler Velocimetry (PDV) replaced the Fabry-Perot many beam system1 and has since become ubiquitous across dynamic experimental platforms to measure velocity and event times such as shock breakout, key variables for high pressure physics research. The advent of optically multiplexed oscilloscope channels to create multiplexed PDV (mPDV) increased portability and reduced price per data point. However, these advantages came with the cost of additional fielding complexity and thermally induced timing drift, which directly affects the ability to use PDV for high precision time measurement. Controlling the temperature or incorporating optical fiducials allows researchers to characterize, reduce, and correct this thermal drift in analysis. Our implemented optical fiducial or “timing marker” allows us to reduce thermal drift uncertainty from the 10s of nanoseconds down to the 100s of picoseconds with minimal added complexity to existing systems. The implementation of this timing marker normalizes uncertainty across optical delays, brings our facility cross timing into the sub nanosecond regime and lets us identify/study anomalies in our data. This improvement increases experiment reliability and quality enabling a new class of high precision experiments at S300.

42 ENGINEERING↗

Quantifying model prediction sensitivity to model-form uncertainty

Computational and mathematical models are essential to understanding complex systems and phenomena. However, when developing such models, limited knowledge and/or resources necessitates the use of simplifying assumptions. It is therefore crucial to quantify the impact of such simplifying assumptions on the reliability and accuracy of resulting model predictions. This work develops a first-of-its-kind approach to quantify the impact of physics modeling assumptions on predictions. Here, we leverage the emerging field of model-form uncertainty (MFU) representations, which are parameterized modifications to modeling assumptions, in combination with grouped Sobol’ indices to quantitatively measure an assumption’s importance. Specifically, we compute the grouped Sobol’ index for the MFU representation’s parameters as a single importance measure of the assumption for which the MFU representation characterizes uncertainty. To ensure this approach is robust to the subjective choice of how to parameterize a MFU representation, we establish bounds for the difference between sensitivity results for two different MFU representations based on differences in model prediction statistics. The capabilities associated with this approach are demonstrated on three exemplar problems: an upscaled subsurface contaminant transport problem, ablation modeling for hypersonic flight, and nuclear waste repository modeling. We found that our grouped approach is able to assess the impact of modeling assumptions on predictions and offers computational advantages over classical Sobol’ index computation while providing more interpretable results.

97 MATHEMATICS AND COMPUTING↗

Accelerating Scientific Simulations with Bi-Fidelity Weighted Transfer Learning

High-fidelity modeling is an essential design tool for many engineering applications. However, for complex systems, computational cost can be a limiting factor. Analyzing parameter sensitivity, uncertainty quantification, and design optimization require many model evaluations. Surrogate models are often used to develop the relationship between model parameters and quantities of interest. However, in the case of complex systems, surrogate models require several degrees of freedom and, thus, a large number of data points to determine the correct dependencies. For many applications, this may be prohibitively expensive. The reduction of computational requirements can be achieved by leveraging low-fidelity models. Low-fidelity models represent the system at a coarser resolution with the advantage of computational efficiency. Therefore, a bi-fidelity modeling paradigm, which augments the accuracy of a low-fidelity model in a computationally efficient manner by invoking limited runs of a high-fidelity model, can be leveraged to sufficiently balance the accuracy and computational requirements. In this work, a bi-fidelity weighted transfer learning method using neural networks was applied to a computational fluid dynamics heat transfer modeling problem. The transfer learning advantage was investigated as a function of hyperparameters. Our main finding is that the use of a bi-fidelity modeling paradigm achieves accuracy close to that of a high-fidelity Gaussian process model while significantly reducing computational cost. The bi-fidelity model achieves comparable performance with 90 high-fidelity samples-that is, 60% less than the samples needed to achieve similar accuracy without the use of bi-fidelity modeling,

Borowiec, Katarzyna↗

Designing robust energy policy packages under deep uncertainty: A multi-metric decision support framework

The complexity of transitioning to sustainable energy systems requires policy frameworks capable of balancing multiple objectives while addressing deep uncertainty. However, existing approaches often lack systematic methods to identify combinations of policy levers that remain effective across a wide range of uncertain futures. This paper presents a novel decision support framework that guides the selection of robust policy packages based on their performance across multiple objectives under uncertainty. Our method leverages a large ensemble of scenarios and applies scenario discovery techniques to identify influential policy levers. Here, we introduce new indicators to assess the robustness of policies by evaluating their ability to mitigate adverse outcomes across metrics. These indicators support an iterative process to build a robust policy package. Finally, we map the technological and energy pathways associated with the robust policy package by leveraging an energy system optimization model. We illustrate the application of this framework to the Spanish energy system, providing insights into how specific combinations of policy levers shape decarbonization pathways under uncertainty.

Decision-support method↗

Compounding Uncertainties in Economic and Population Growth Increase Tail Risks for Relevant Outcomes Across Sectors

Understanding the long-term effects of population and GDP changes requires a multisectoral and regional understanding of the coupled human-Earth system, as the long-term evolution of this coupled system is influenced by human decisions and the Earth system. This study investigates the impact of compounding economic and population growth uncertainties on long-term multisectoral outcomes. We use the Global Change Analysis Model (GCAM) to explore the influence of compounding and feedback between future GDP and population growth on four key sectors: final energy consumption, water withdrawal, staple food prices, and CO 2 emissions. The results show that uncertainties in GDP and population compound, resulting in a magnification of tail risks for outcomes across sectors and regions. Compounding uncertainties significantly impact metrics such as CO 2 emissions and final energy consumption, particularly at the upper tail at both global and regional levels. However, the impact of staple food prices and water withdrawal depends on regional factors. Additionally, an alternative low-carbon transition scenario could compound uncertainties and increase tail risk, particularly in staple food prices, highlighting the influence of emergent constraints on land availability and food-energy competition for land use. The findings underscore the importance of considering and adequately accounting for compounding uncertainties in key drivers of multisectoral systems to enhance our comprehensive understanding of the complex nature of multisectoral systems. The paper provides valuable insights into the potential implications of compounding uncertainties.

54 ENVIRONMENTAL SCIENCES↗

Generative Design for Resilience of Interdependent Network Systems

Abstract Interconnected complex systems usually undergo disruptions due to internal uncertainties and external negative impacts such as those caused by harsh operating environments or regional natural disaster events. To maintain the operation of interconnected network systems under both internal and external challenges, design for resilience research has been conducted from both enhancing the reliability of the system through better designs and improving the failure recovery capabilities. As for enhancing the designs, challenges have arisen for designing a robust system due to the increasing scale of modern systems and the complicated underlying physical constraints. To tackle these challenges and design a resilient system efficiently, this study presents a generative design method that utilizes graph learning algorithms. The generative design framework contains a performance estimator and a candidate design generator. The generator can intelligently mine good properties from existing systems and output new designs that meet predefined performance criteria while the estimator can efficiently predict the performance of the generated design for a fast iterative learning process. Case studies results based on synthetic supply chain networks and power systems from the IEEE dataset have illustrated the applicability of the developed method for designing resilient interdependent network systems.

Engineering↗

Automated Adversary Emulation for Cyber-Physical Systems via Reinforcement Learning

Adversary emulation is an offensive exercise that provides a comprehensive assessment of a system’s resilience against cyber attacks. However, adversary emulation is typically a manual process, making it costly and hard to deploy in cyber-physical systems (CPS) with complex dynamics, vulnerabilities, and operational uncertainties. In this paper, we develop an automated, domain-aware approach to adversary emulation for CPS. We formulate a Markov Decision Process (MDP) model to determine an optimal attack sequence over a hybrid attack graph with cyber (discrete) and physical (continuous) components and related physical dynamics. We apply model-based and model-free reinforcement learning (RL) methods to solve the discrete-continuous MDP in a tractable fashion. As a baseline, we also develop a greedy attack algorithm and compare it with the RL procedures. We summarize our findings through a numerical study on sensor deception attacks in buildings to compare the performance and solution quality of the proposed algorithms.

Bhattacharya, Arnab↗

Efficient Reliability Analysis using Generalized Multifidelity Modeling and Explainable Active Learning

To assess the reliability of critical technologies like nuclear plants and infrastructure systems and improve the robustness of design, engineers have to quantify the uncertainties surrounding the system behavior accurately. However, the complexity of the problem can make standard reliability analysis algorithms prohibitively expensive, primarily due to the high computational cost of estimating the system response at each iteration. This cost can be greatly reduced by using multi-fidelity modeling and machine learning to build a surrogate model to replace the expensive response function. We propose a general and robust method for building surrogates from multiple Low Fidelity (LF) models coupled with machine learning to retain accuracy. Our framework first constructs “Corrected Low Fidelity models” (CLFs) by coupling a High Fidelity (HF) model inferred Gaussian Process correction term with each of the LF models. It then uses the correction terms to assign model probabilities to each of these CLFs in an explainable way before using them to assemble the final surrogate. No assumptions are made about the type of the LF models or their correlation with the HF model. The proposed surrogate modeling framework is used within the subset simulation algorithm (a variance-reduced MCMC-based reliability analysis algorithm) for enhanced efficiency. Additionally, an active learning step is added to the algorithm to adaptively decide when the surrogate is not sufficiently accurate, at which point the HF model is called and used to refine the surrogate. Through a frame buckling example, our method is shown to be highly efficient at reducing the expensive HF model calls while accurately estimating the failure probability.

97 MATHEMATICS AND COMPUTING↗

Knowledge-Informed Uncertainty-Aware Machine Learning for Time Series Forecasting of Dynamical Engineered Systems

The high complexity and multiscale nature of many engineered systems—such as those in nuclear power plants—make representing and forecasting their dynamic behavior challenging. Physics-based models can be overly complex and computationally intractable, whereas machine learning (ML) tools are often data-hungry and prone to unphysical solutions. This study proposes a knowledge-informed ML-aided hybrid residual modeling approach that offers accurate and efficient time series forecasting for the operation of dynamical engineered systems. Hybrid residual modeling entails a baseline solution from domain knowledge and known physics expressions about the system dynamics integrated with an ML model to capture undiscovered information from the mismatch (i.e., residuals) between true states from measurements and baseline-predicted outputs. This study further quantifies the ML model uncertainty to provide trustworthy solutions. Real-time operational data from thermal-hydraulic flow loops of the cryogenic moderator system in Oak Ridge National Laboratory’s Spallation Neutron Source facility were used to demonstrate the potential of knowledge-informed uncertainty-aware ML in real-world applications. The state variables of the cryogenic helium loop were modeled with (1) first principles–based system identification (sysID), (2) long short-term memory (LSTM) neural network, and (3) hybrid sysID (baseline) + LSTM (residual). The superior predictive capability of the sysID+LSTM model versus stand-alone sysID and LSTM is confirmed by average performance metrics and individual data points across different prediction horizons. By creating a robust representation of the underlying physical system, the widely applicable hybrid residual modeling approach will enable the future development of digital twins for performance prediction, prognostics, and operation control.

Zhao, Xingang↗

Uncertainty Quantification in Scientific ML

The intricate interactions between data sampling, model selection and the inherent randomness in complex systems strongly emphasize the need for a rigorous characterization of ML algorithms. In conventional statistics, uncertainty quantification (UQ) provides this characterization by measuring how accurately a model reflects the physical reality and by studying the impact of different error sources on the prediction.

97 MATHEMATICS AND COMPUTING↗

How data science methods can improve the quality and efficiency of ICF and HEDP research

Data Science methods (many that are Bayesian based) are widely used in the physical sciences to estimate model parameters from experimental data, synthesize heterogeneous data, calibrate models, design experiments, and determine statistical significance of data. These methods provide a wealth of advantages over traditional analysis techniques because: 1) uncertainties are rigorously defined and propagated naturally through complex systems including covariance, 2) prior information is captured within the analysis framework (including rad-MHD and rad-hydro simulations), 3) competing models can be selected and/or ruled out using quantitative criteria, and 4) complex, heterogeneous data can be incorporated simultaneously. While these methods have been widely adopted as the gold standard in fields such as particle physics, astronomy, and biology, they have been slow to catch on in Inertial Confinement Fusion (ICF) and High Energy Density Physics (HEDP) research. Recently, several teams at LLNL, SNL, LANL, and the LLE have been exploring the use of these tools in their research and have found success. Here we propose that a concerted effort to consolidate these independent research efforts by developing and deploying common tools for use across the complex can revolutionize the way we approach data analysis, assimilation of theory and experiment, and decision making. The Bayesian formalism provides a means to accomplish this, but we are lacking certain infrastructure to make it happen on a large scale. Furthermore, once adopted, these techniques can be used to develop standards by which discoveries can be judged, similar to the so-called 5σ rule in high energy particle physics. Such standards may be used in the future to address the issue of unknown reproducibility in ICF and HED experiments caused by low shot rate and high cost per experiment. Our goals as a group are to advance the state of the art in HED measurement science by enabling: 1) better inferences from data with well-defined uncertainties, 2) better use of the data we have and continue to collect, 3) intelligent synthesis of data, 4) evaluation of the statistical significance of our data, and 5) informed decision making regarding the design of new experiments and instruments.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Need for advanced research reactors for the next-generation reactor physics, analysis tools, and technology

Full text of publication follows. There is an urgent need for design and deployment of advanced research and test reactors in support of design, licensing and operation of advanced power reactors and education of next generation nuclear workforce. Existing research reactors mostly were designed and constructed decades ago with the main objectives of training operators, performing reactor physics experiments, and educating nuclear engineers and scientists. There are already gaps and significant concern about future capabilities for the existing research reactor facilities to address modern instrumentation and/or flexible environments for: performing reactor physics studies for advanced designs which have significantly different core materials forms and compositions, reactor shapes and size; validation of advanced high-fidelity software; development of machine learning algorithms for enhancement of human-machine collaboration in support of reactor monitoring, operation and safeguards; and, effective education of the next-generation workforce. The authors will focus on the need for advanced research reactors to improve and validate fast and accurate simulation tools for high-fidelity modeling and analysis of nuclear reactors in support of their design, optimization, licensing, operation, and monitoring. In the past, simulation tools were limited to relatively coarse models using approximate methodologies that benefited from two main factors: i) allowance for large margins and tolerances; ii) ability to construct prototype (e.g., zero power) reactors for adjustment of approximate methodologies. The next generation reactors have to be designed mainly by using novel high-fidelity computational tools that are accurate and fast, and therefore can be used for parametric studies and uncertainty quantification. To sufficiently demonstrate the accuracy of these tools, advanced research reactors are needed. The authors argue the need for new computational paradigms such as the MRT (Multistage, Response- function Transport) methodology which has resulted in the development of the novel high-fidelity RAPID (Real-time Analysis for Particle-transport and In-situ Detection) code system. Such code systems have to be robust in modeling any complex system, and should be fast and accurate, henceforth their uncertainties can be quantified at reasonable costs. Again, advanced research reactors are needed for the validation of the fidelity and accuracy of new computational tools. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗