Adaptive Sparse-Grid Stochastic Collocation Uncertainty Quantification Convergence for Multigroup Diffusion
Advanced methods in uncertainty quantification for numerical models in computational physics continue to gain acceptance in nuclear modeling. Previously, the efficiency of sparse-grid stochastic collocation in comparison with Monte Carlo for uncertainty quantification through convergence studies was demonstrated. An adaptive method for anisotropic sparse grid collocation and its convergence compared to previous efforts is considered. The physical system in consideration is a two-dimensional quarter-core reactor, consisting of 5 materials distributed in 121 regions. The two-group neutron diffusion criticality approximation is solved. Vacuum boundaries are applied on the top and right, and reflecting boundaries on the bottom and left. The material cross sections, neutron multiplication factors, and diffusion coefficients are potential sources of uncertainty. Uniformly-distributed uncertainty within 5% of the reference values is introduced for material properties. The distribution of the uncertain parameters make up the uncertainty space Γ included in R{sup N}, where N is the number of uncertain parameters. The input parameter uncertainties are independently distributed. As expected, the convergence of Monte Carlo on the benchmark as a function of computational solves is nearly linear and lethargic compared to the other methods. The static isotropic index set, in which each input dimension is treated with equal importance, converges much more efficiently than Monte Carlo, but lacks the benefit of emphasizing some dimensions over others. The anisotropic case is most efficient, where first-order sensitivity information was used to determine anisotropic weights for polynomials to use in the polynomial chaos expansion. Interestingly, the adaptive algorithm converges slightly less efficiently than the anisotropic case, while still performing better than the isotropic case. Because the adaptive case has to determine the importance of each input dimension, it occasionally predicts inaccurately and wastes computation solves compared to the more ideal anisotropic case. However, in circumstances when an ideal anisotropy is not understood a priori, the adaptive algorithm may be optimally efficient in representing the original model. Given the potential loss of efficiency when using a poorly-chosen anisotropic weighting, the adaptive algorithm may be an effective choice for initial uncertainty quantification in problems with a low-dimensionality input space. (authors)