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Final Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)

QUEST (\url{www.quest-scidac.org}) is a SciDAC Institute that is focused on uncertainty quantification (UQ) in large-scale scientific computations. Our goals are to (1) advance the state of the art in UQ mathematics, algorithms, and software; and (2) provide modeling, algorithmic, and general UQ expertise, together with software tools, to other SciDAC projects, thereby enabling and guiding a broad range of UQ activities in their respective contexts. QUEST is a collaboration among six institutions (Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University) with a history of joint UQ research. Our vision encompasses all aspects of UQ in leadership-class computing. This includes the well-founded setup of UQ problems; characterization of the input space given available data/information; local and global sensitivity analysis; adaptive dimensionality and order reduction; forward and inverse propagation of uncertainty; handling of application code failures, missing data, and hardware/software fault tolerance; and model inadequacy, comparison, validation, selection, and averaging. The nature of the UQ problem requires the seamless combination of data, models, and information across this landscape in a manner that provides a self-consistent quantification of requisite uncertainties in predictions from computational models. Accordingly, our UQ methods and tools span an interdisciplinary space across applied math, information theory, and statistics. The MIT QUEST effort centers on statistical inference and methods for surrogate or reduced-order modeling. MIT personnel have been responsible for the development of adaptive sampling methods, methods for approximating computationally intensive models, and software for both forward uncertainty propagation and statistical inverse problems. A key software product of the MIT QUEST effort is the MIT Uncertainty Quantification library, called MUQ (\url{muq.mit.edu}).

97 MATHEMATICS AND COMPUTING↗

Recent advances in the quantification of uncertainties in reaction theory

Uncertainty quantification has become increasingly more prominent in nuclear physics over the past several years. In few-body reaction theory, there are four main sources that contribute to the uncertainties in the calculated observables: the effective potentials, approximations made to the few-body problem, structure functions, and degrees of freedom left out of the model space. In this work, we illustrate some of the features that can be obtained when modern statistical tools are applied in the context of nuclear reactions. This work consists of a summary of the progress that has been made in quantifying theoretical uncertainties in this domain, focusing primarily on those uncertainties coming from the effective optical potential as well as their propagation within various reaction theories. We use, as the central example, reactions on the doubly-magic stable nucleus 40 Ca, namely neutron and proton elastic scattering and single-nucleon transfer 40 Ca(d,p) 41 Ca. First, we show different optimization schemes used to constrain the optical potential from differential cross sections and other experimental constraints; we then discuss how these uncertainties propagate to the transfer cross section, comparing two reaction theories. Finally, we finish by laying out our future plans.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Quantification of Uncertainty in Extreme Scale Computations (QUEST)

QUEST was a SciDAC Institute comprising Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, the Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University. The mission of QUEST is to: (1) develop a broad class of uncertainty quantification (UQ) methods/tools, and (2) provide UQ expertise and software to other SciDAC projects, thereby enabling/guiding their UQ activities. The USC effort centered on the development of reduced models and efficient algorithms for implementing various components of the UQ pipeline. USC personnel were responsible for the development of adaptive bases, adaptive quadrature, and reduced models to be used in estimation and inference.

97 MATHEMATICS AND COMPUTING↗

Quantification of Uncertainty and Risk Sensitivity for Safety of Emerging Operations

The growing need to develop and deploy small unmanned aerial vehicles (sUAVs) for various applications in the airspace necessitates reliable tools to accurately predict the flight trajectories of the sUAVs. The knowledge of the predicted trajectories help decision makers anticipate potential conflict, assess the risk, and take appropriate risk mitigation actions. In addition, uncertainties in vehicle models, weather, and controller action further highlights the need for reliable prediction tools. In this project, the application of mixed sparse grid-based quadrature and generalized polynomial chaos(gPC) expansion method for uncertainty quantification and collision assessment in air traffic consisting of fixed-wing small unmanned aerial vehicles (sUAV) was studied. From the results obtained, it can be concluded that this provides a reliable framework to carry out quantitative conflict assessment in an unmanned air traffic, which when employed, can improve the functionalities of the unmanned traffic management system. It was observed that the results from the gPC expansion framework developed in the project can be utilized to conduct rapid probabilistic collision assessment for near real-time unmanned traffic management in the airspace. From the vehicle models, position updates, and wind-field data, a priori gPC based 3-σcon-fidence ellipses can provide estimates of potential conflict at some future instants. The computational costs scaled linearly when the uncertain inputs were fewer. Further, the largest allowable distribution of para-metric uncertainties that leads to the smallest risk of collision in traffic of small unmanned aerial vehicles could be calculated. The time of closest approach between two sUAVs can be established paving way for development of proactive mitigation strategies. The separation between the sUAVs was found to be most significantly affected by uncertainties in the maximum available thrusts, zero-lift drag coefficients, and wing planform areas of the sUAVs. The study of uncertain wind-fields indicated that a heterogeneous traffic mix resulted in an increased probability of conflict. Increased measurement update rate reduced the uncertain-ties in the trajectories of the vehicles, further reducing the probability of conflict but rapid updates of all vehicles in the airspace poses a stringent communication limitation. The gPC framework also provided the means to analyze vehicle impact (crash region) due to loss of control resulting from actuator failure in sUAS traffic, essentially to predict impact and crash zones for representative vehicles. The predicted regions when compared with non-participant density, provides a means to develop an early mitigation strategy, should the sUAV detect an imminent actuator failure.

Rajnish Bhusal↗

Final Technical Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)

QUEST is a SciDAC Institute comprising Sandia National Laboratories, Los Alamos National Laboratory, University of Southern California, Massachusetts Institute of Technology, University of Texas at Austin, and Duke University. The mission of QUEST is to: (1) develop a broad class of uncertainty quantification (UQ) methods/tools, and (2) provide UQ expertise and software to other SciDAC projects, thereby enabling/guiding their UQ activities. The Duke effort focused on the development of algorithms and utility software for non-intrusive sparse UQ representations, and on participation in the organization of annual workshops and tutorials to disseminate UQ tools to the community, and to gather input in order to adapt approaches to the needs of SciDAC customers. In particular, fundamental developments were made in (a) multiscale stochastic preconditioners, (b) gradient-based approaches to inverse problems, (c) adaptive pseudo-spectral approximations, (d) stochastic limit cycles, and (e) sensitivity analysis tools for noisy systems. In addition, large-scale demonstrations were performed, namely in the context of ocean general circulation models.

97 MATHEMATICS AND COMPUTING↗

A Bayesian approach to calibrating hydrogen flame kinetics using many experiments and parameters

First-principles Markov Chain Monte Carlo sampling is used to investigate uncertainty quantification and uncertainty propagation in parameters describing hydrogen kinetics. Specifically, we sample the posterior distribution for thirty-one parameters focusing on the H 2 O 2 and HO 2 reactions resulting from conditioning on ninety-one experiments. Established literature values are used for the remaining parameters in the mechanism as well as other thermodynamic and transport data needed to specify fluid properties. The samples are computed using an affine invariant sampler starting with broad, noninformative priors. Autocorrelation analysis shows that O(1M) samples are sufficient to obtain a reasonable sampling of the posterior. The resulting distribution identifies strong positive and negative correlations and several non-Gaussian characteristics. Using samples drawn from the posterior, we investigate the impact of parameter uncertainty on the prediction of two more complex flames: a 2D premixed flame kernel and the ignition of a hydrogen jet issuing into a heated chamber. The former represents a combustion regime similar to the target experiments used to calibrate the mechanism and the latter represents a different combustion regime. For the premixed flame, the net amount of product after a given time interval has a standard deviation of less than 2% whereas the standard deviation of the ignition time for the jet is more than 10%. The samples used for these studies are posted online. These results indicate the degree to which parameters consistent with the target experiments constrain predicted behavior in different combustion regimes. Finally, this process provides a framework for both identifying reactions for further study from candidate mechanisms as well as combining uncertainty quantification and propagation to, ultimately, tie uncertainty in laboratory flame experiments to uncertainty in end-use numerical predictions of more complicated scenarios.

97 MATHEMATICS AND COMPUTING↗

EFFECT OF DISCRETIZATION ERROR ON THE QUANTIFICATION OF MODEL UNCERTAINTY IN TWO-PHASE FLOW SIMULATIONS

Verification, validation and uncertainty quantification (VVUQ) have become a common practice in thermal-hydraulics analysis. In general, these activities deal with propagations of uncertainties in computer code simulations, e.g., through system analysis codes. However, most existing such activities in thermal-hydraulics analysis have been primarily focused on input and model uncertainties, while numerical errors were largely overlooked. Numerical errors can appear in many different forms, e.g., round-off error, statistical sampling error, and discretization error. In thermal-hydraulics analysis, especially two-phase flow simulations commonly encountered in reactor safety analysis, the lack of consideration of discretization error is mainly due to the difficulty in estimating them. Accurate estimations of discretization error require continuous mesh refinement and/or implementation of high-order numerical schemes in system analysis code, both of which are difficult to achieve in existing codes. In this work, we will build a computer code that incorporates both first-order and second-order numerical methods to solve the two-phase flow problems. The first-order method resembles the one used in many existing system analysis codes; and the second-order method works as the reference to estimate numerical errors. Numerical verification of spatial discretization schemes will be presented in the form of mesh convergence study. It will also be demonstrated via case studies that, in practical scenarios, discretization errors can be as large as, or even larger than, model uncertainties.

42 ENGINEERING↗

Quantification of the Uncertainties for the Space Launch System Liftoff/Transition and Ascent Databases

A detailed description of the uncertainty quantification process for the Space Launch System Block 1 vehicle configuration liftoff/transition and ascent 6-Degree-of-Freedom (DOF) aerodynamic databases is presented. These databases were constructed from wind tunnel test data acquired in the NASA Langley Research Center 14- by 22-Foot Subsonic Wind Tunnel and the Boeing Polysonic Wind Tunnel in St. Louis, MO, respectively. The major sources of error for these databases were experimental error and database modeling errors.

Favaregh, Amber L.↗

TPSAS-NF1676L-32640-DND

Computational fluid dynamics is now considered to be an indispensable tool for the design and development of scramjet engine components. Unfortunately, the quantification of uncertainties is rarely addressed with anything other than sensitivity studies, so the degree of confidence associated with the numerical results remains exclusively with the subject matter expert that generated them. This practice must be replaced with a formal uncertainty quantification process for computational fluid dynamics to play an expanded role in the system design, development, and flight certification process. Given the limitations of current hypersonic ground test facilities, this expanded role is believed to be a requirement by some in the hypersonics community if scramjet engines are to be given serious consideration as a viable propulsion system. The present effort describes a simple, relatively low cost, nonintrusive approach to uncertainty quantification that includes the basic ingredients required to handle both aleatoric (random) and epistemic (lack of knowledge) sources of uncertainty.

Robert A Baurle↗

Experimental Covariance Determination for Critical Integral Experiments

Integral benchmarks for criticality safety and nuclear data validation require expensive uncertainty quantification studies. In general, uncertainty quantification techniques ignore correlations between experiments and shared parts. Experiments, such as the TEX (Thermal/Epithermal eXperiments) campaigns, consist of many shared parts, such as the ‘Jemima’ HEU fuel plates, which create a strong correlation in their uncertainties. While these correlations are known to exist, they are often not estimated due to the complexity of such calculations. This paper describes an intuitive method of determining the covariance for each of the experimental components, providing a correlation for each family of parts across the multiple cases examined within a benchmark. A proof-of-principle study using the TEX-HEU experimental campaign was performed and verified that the correlations can be calculated with information commonly found in the ICSBEP (International Criticality Safety Benchmark Evaluation Project) benchmarks. This study showed that the introduction of model and experimental covariances reduces the χ 2 per degree of freedom from 2.203 to 1.179, indicating that the omission causes overly pessimistic bias quantifications. This technique can be seamlessly integrated to current benchmark evaluations as well as reevaluations of legacy benchmarks.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Separability of Mesh Bias and Parametric Uncertainty for a Full System Thermal Analysis

When making computational simulation predictions of multiphysics engineering systems, sources of uncertainty in the prediction need to be acknowledged and included in the analysis within the current paradigm of striving for simulation credibility. A thermal analysis of an aerospace geometry was performed at Sandia National Laboratories. Here, for this analysis, a verification, validation, and uncertainty quantification (VVUQ) workflow provided structure for the analysis, resulting in the quantification of significant uncertainty sources including spatial numerical error and material property parametric uncertainty. It was hypothesized that the parametric uncertainty and numerical errors were independent and separable for this application. This hypothesis was supported by performing uncertainty quantification (UQ) simulations at multiple mesh resolutions, while being limited by resources to minimize the number of medium and high resolution simulations. In conclusion, based on this supported hypothesis, a prediction including parametric uncertainty and a systematic mesh bias is used to make a margin assessment that avoids unnecessary uncertainty obscuring the results and optimizes use of computing resources.

42 ENGINEERING↗

Model-based quantification of margins and uncertainties in metal additive manufacturing for process design and qualification

Laser powder bed fusion (LPBF) Additive Manufacturing (AM) has the potential to enable the production of components with novel designs and material properties unachievable otherwise. However, process repeatability is a challenge, making qualification ill-defined and greatly reducing the utility of what could be an important manufacturing technology. In this work, a combination of modeling, uncertainty quantification (UQ), and experimentation are used in an effort to predict and bound the range of possible outcomes of the LPBF process. Quantities of interest predicted are melt pool dimensions, microstructure features, and mechanical distortions. A combination of high fidelity thermal-fluid models, microstructure growth models, and reduced fidelity, rapid thermal and mechanical models are used. Uncertainty propagation techniques are used to predict probability distributions of quantities of interest from estimates of process uncertainties. Repeated experiments are done to quantify observed probability distributions and compared to predicted distributions to determine if predictions are precise and accurate. Novel modeling methods are microstrucutre characterization techniques are also discussed. It is found that high fidelity models do a generally good job bounding experimentally observed melt pool morphologies for both bead-on-plate and powder bed cases. Microstructure models are able to bound a number of experimentally observed microstructure statistics, but with low precision due to challenges with calibrating the microstructure growth model parameters. A developed modified inherent strain distortion model does not accurately predict observed distortions. A lumped laser distortion model shows promise in being both accurately and precisely bounding observed outcomes from the deflection comb build, but requires further evaluation on more builds and geometries.

36 MATERIALS SCIENCE↗

Integral Full Core Multi-Physics PWR Benchmark with Measured Data

In recent years, the importance of modeling and simulation has been highlighted extensively in the DOE research portfolio with concrete examples in nuclear engineering with the CASL and NEAMS programs. These research efforts and similar efforts worldwide aim at the development of high-fidelity multi-physics analysis tools for the simulation of current and next-generation nuclear power reactors. Like all analysis tools, verification and validation is essential to guarantee proper functioning of the software and methods employed. The current approach relies mainly on the validation of single physic phenomena (e.g. critical experiment, flow loops, etc.) and there is a lack of relevant multiphysics benchmark measurements that are necessary to validate high-fidelity methods being developed today. This work introduces a new multi-cycle full-core Pressurized Water Reactor (PWR) depletion benchmark based on two operational cycles of a commercial nuclear power plant that provides a detailed description of fuel assemblies, burnable absorbers, in-core fission detectors, core loading and re-loading patterns. This benchmark enables analysts to develop extremely detailed reactor core models that can be used for testing and validation of coupled neutron transport, thermal-hydraulics, and fuel isotopic depletion. The benchmark also provides measured reactor data for Hot Zero Power (HZP) physics tests, boron letdown curves, and three-dimensional in-core flux maps from 58 instrumented assemblies. The benchmark description is now available online and has been used by many groups. However, much work remains to be done on the quantification of uncertainties and modeling sensitivities. This work aims to address these deficiencies and make this benchmark a true non-proprietary international benchmark for the validation of high-fidelity tools. This report details the BEAVRS uncertainty quantification for the first two cycle of operations and serves as the final report of the project.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A Statistician’s Overview of Physics-Informed Neural Networks for Spatio-Temporal Data

The recent success of deep neural network models with physical constraints (so-called, Physics-Informed Neural Networks, PINNs) has led to renewed interest in the incorporation of mechanistic information in predictive models. Statisticians and others have long been interested in this problem, which has led to several practical and innovative solutions dating back decades. In this overview, we focus on the problem of data-driven prediction and inference of dynamic spatio-temporal processes that include mechanistic information, such as would be available from partial differential equations, with a strong focus on the quantification of uncertainty associated with data, process, and parameters. Here, we give a brief review of several paradigms and focus our attention on Bayesian implementations given they naturally accommodate uncertainty quantification. We then show that it is straight-forward to include the Bayesian PINN (B-PINN) within the Bayesian hierarchical model (BHM) framework that has long been considered for modeling dynamic spatio-temporal processes. Such a BHM-PINN is illustrated via a simulation study in which a latent nonlinear Burgers’ equation PDE governs the dynamics of Poisson distributed spatio-temporal data. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work.

Bayesian↗

Quantification of Margins and Uncertainty for Multicomponent Systems

This report describes and illustrates several metrics for application to the analysis of a multicomponent system. Specifically, three metrics are calculated for each system component. The first metric is component failure probability (π). This will typically be expressed as the probability that a component performance variable (P) exceeds a specified or random threshold (T). The margin (M) for component performance is defined as M = P - T and will be the focus of analysis throughout this report. The second metric is referred to as margin to failure rate φ (MTF φ ). This is an estimate of the allowable “slack” in component performance that could be tolerated to modify its failure rate from π to a user-specified value φ. The third and final metric is margin sensitivity (MS). This quantity orders components based on the degree to which changes in their failure rates are affected by shifts in their margin distributions. We first motivate the metrics in an idealized setting, and then expand to the typical application scenarios where they must be estimated from experimental or simulated data. In this environment, we discuss methods for estimating the metrics with uncertainty quantification.

97 MATHEMATICS AND COMPUTING↗

¬¬Integration of Quantification of Margins and Uncertainties Methodology into Parallel Discrete Event Simulator Framework

Parallel Discrete Events Simulation (PDES) is becoming increasingly important to lab efforts in security and intelligence. It is used to model complex asynchronous systems such as computer networks, satellite systems, vehicular traffic, and human performance. Uncertainty Quantification (UQ) techniques have become a mainstay of Verification and Validation (V&V) efforts on physics simulations. However, PDES models are very different from traditional physics simulations, and research into UQ techniques for PDES is in its infancy. It is not clear which traditional UQ techniques can be applied to PDES, or what new techniques will need to be developed. The goal of this project was to identify existing UQ techniques that can be applied to PDES, and to develop new techniques as necessary. The project implemented or developed techniques to handle issues that do not appear in traditional physics simulations, but are common among PDES, including sampling techniques for high-dimensional homogenous inputs, response surfaces for high-variance heteroskedastic output, and characterization of skewed output distributions. These are foundational UQ techniques that must be used in any complete UQ analysis (Tong 2018).

97 MATHEMATICS AND COMPUTING↗

Nuclear Criticality Safety Integral Experiment Covariance Determination

Integral benchmarks for criticality safety and nuclear data validation require expensive uncertainty quantification studies. Commonly, the uncertainty quantification ignores correlations between experiments that share components. Experiments such as the TEX (Thermal/Epithermal eXperiments) campaigns consist of many shared parts between experiments, such as fuel, which creates a strong correlation in their errors. While these correlations are known to exist, they are often not estimated due to the complexity of such calculations. This paper describes a software package that uses an intuitive method of determining the covariance for each of the experimental components, providing a correlation matrix for each family of parts across the multiple cases examined within a benchmark. The code uses the TEX-HEU campaign as a proof of concept, and we show that the correlations can be calculated with information commonly found in ICSBEP (International Criticality Safety Benchmark Evaluation Project) benchmarks. The estimated covariances are used in χ 2 trending studies to evaluate their impact on nuclear data validation. The covariance determination code can be easily integrated into current benchmark evaluations as well as reevaluating legacy benchmark uncertainties. Uncertainty correlation calculations should become the baseline for criticality safety integral experiment benchmarks and can now be easily calculated with the described software package.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Separability of Mesh Bias and Parametric Uncertainty for a Full System Thermal Analysis

When making computational simulation predictions of multi-physics engineering systems, sources of uncertainty in the prediction need to be acknowledged and included in the analysis within the current paradigm of striving for simulation credibility. A thermal analysis of an aerospace geometry was performed at Sandia National Laboratories. For this analysis a verification, validation and uncertainty quantification workflow provided structure for the analysis, resulting in the quantification of significant uncertainty sources including spatial numerical error and material property parametric uncertainty. It was hypothesized that the parametric uncertainty and numerical errors were independent and separable for this application. This hypothesis was supported by performing uncertainty quantification simulations at multiple mesh resolutions, while being limited by resources to minimize the number of medium and high resolution simulations. Based on this supported hypothesis, a prediction including parametric uncertainty and a systematic mesh bias are used to make a margin assessment that avoids unnecessary uncertainty obscuring the results and optimizes computing resources.

42 ENGINEERING↗