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Results for “Uncertainty Quantification”

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 109 records · Page 6
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Development of the uncertainty quantification toolkit's python interface and surrogate construction tutorial

The uncertainty quantification toolkit (UQTk) is a collection of c++ libraries that assess the confidence of numerical models. Surrogate approximations, often polynomial chaos expansions (PCEs), lessen the computational cost of these assessments. I developed a Python interface in UQTk for regression and Bayesian compressive sensing to add to the existing Galerkin projection method. These methods receive an object containing the polynomial basis information and NumPy arrays of sample points, call c++ methods, and return the PCE coefficients in a NumPy array. To demonstrate these methods, I wrote a tutorial in which I use them to construct surrogates for Genz functions and calculate the resulting error.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

UQ4QM: Uncertainty Quantification for Quantum Materials (Chemical Dynamics Initiative Final Report)

The Uncertainty Quantification for Quantum Materials (UQ4QM) LDRD project focused on developing solutions for strategic two project areas the Chemical Dynamics Initiative (CDi) Use Case 3. This included data-driven approaches toward understanding heterogeneous data, such as multi-fidelity data or data with unknown spatial or temporal perturbations. The applications were varied but the project aims pursued solutions which were amenable to common UQ approaches in order to maximize impact.

36 MATERIALS SCIENCE↗
DOE OSTI2024

Stochastic finite volume method for uncertainty quantification of transient flow in gas pipeline networks

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. In conclusion, we demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

UQpy: A general purpose Python package and development environment for uncertainty quantification

In this paper, we present the UQpy software toolbox, an open-source Python package for general uncertainty quantification (UQ) in mathematical and physical systems. The software serves as both a user-ready toolbox that includes many of the latest methods for UQ in computational modeling and a convenient development environment for Python programmers advancing the field of UQ. The paper presents an introduction to the software's architecture and existing capabilities, divided in the code in a set of modules centered around different UQ tasks such as sampling methods, generation of random processes and random fields, probabilistic inverse modeling, reliability analysis, surrogate modeling, and active learning. The paper also highlights the importance of the RunModel module, which is used to drive simulations in the uncertainty analyses performed in UQpy. This module conveniently allows the user to define computational models directly in Python, or to run simulations from a third-party software in serial or in parallel. To illustrate the various capabilities, two examples are tracked throughout the paper and analyzed repeatedly for various UQ tasks. The first is a Python model solving a nonlinear structural dynamics problem, used to illustrate UQpy's capabilities in sampling and forward propagation of high dimensional random vectors (stochastic processes), and probabilistic inference. The second model is a third-party Abaqus finite element model solving the thermomechanical response of a beam structure. This example is used to illustrate UQpy's capabilities in variance reduction sampling techniques, reliability analysis, surrogate modeling and active learning techniques.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Fast HARDI Uncertainty Quantification and Visualization with Spherical Sampling

In this paper, we study uncertainty quantification and visualization of orientation distribution functions (ODF), which corresponds to the diffusion profile of high angular resolution diffusion imaging (HARDI) data. The shape inclusion probability (SIP) function is the state‐of‐the‐art method for capturing the uncertainty of ODF ensembles. The current method of computing the SIP function with a volumetric basis exhibits high computational and memory costs, which can be a bottleneck to integrating uncertainty into HARDI visualization techniques and tools. We propose a novel spherical sampling framework for faster computation of the SIP function with lower memory usage and increased accuracy. In particular, we propose direct extraction of SIP isosurfaces, which represent confidence intervals indicating spatial uncertainty of HARDI glyphs, by performing spherical sampling of ODFs. Our spherical sampling approach requires much less sampling than the state‐of‐the‐art volume sampling method, thus providing significantly enhanced performance, scalability, and the ability to perform implicit ray tracing. Our experiments demonstrate that the SIP isosurfaces extracted with our spherical sampling approach can achieve up to 8164× speedup, 37282× memory reduction, and 50.2% less SIP isosurface error compared to the classical volume sampling approach. We demonstrate the efficacy of our methods through experiments on synthetic and human‐brain HARDI datasets.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Very small-scale, segregating-fluidized-bed experiments: A dataset for CFD-DEM validation and uncertainty quantification

IWe report fluidization experiments were conducted on a small scale and with a rapid response (short duration) to enable corresponding simulations at low-computational cost. Rise times are reported for four or fewer polyethylene particles (intruders) in an air-fluidized bed of ~5000 group D glass beads. Experimental inputs were completely characterized—particle properties, system dimensions and operating conditions—which is necessary for validating computational fluid mechanics (CFD)-discrete element method (DEM) including a comprehensive uncertainty quantification (UQ) analysis. Input uncertainties are reported as bounds or cumulative distribution functions of measured values. The staggering number of simulations required to complete a UQ analysis (~O[10 4 ] simulations corresponding to ~5 uncertain inputs) motivates this study. These segregating-bed experiments are designed to permit analogous CFD-DEM simulations to complete in less than a day on a single (~2.5 GHz) computational processor unit (CPU). Segregation times are reported for several operating conditions, intruder sizes, and initial configurations, providing a rich dataset for numerical model testing, validation and UQ.

42 ENGINEERING↗
DOE OSTI2020

Uncertainty Quantification in Atomistic Modeling of Metals and Its Effect on Mesoscale and Continuum Modeling: A Review

The design of next-generation alloys through the integrated computational materials engineering (ICME) approach relies on multiscale computer simulations to provide thermodynamic properties when experiments are difficult to conduct. Atomistic methods such as density functional theory (DFT) and molecular dynamics (MD) have been successful in predicting properties of never before studied compounds or phases. However, uncertainty quantification (UQ) of DFT and MD results is rarely reported due to computational and UQ methodology challenges. Over the past decade, studies that mitigate this gap have emerged. These advances are reviewed in the context of thermodynamic modeling and information exchange with mesoscale methods such as the phase-field method (PFM) and calculation of phase diagrams (CALPHAD). The importance of UQ is illustrated using properties of metals, with aluminum as an example, and highlighting deterministic, frequentist, and Bayesian methodologies. Finally, challenges facing routine uncertainty quantification and an outlook on addressing them are also presented.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Uncertainty quantification in machine learning for engineering design and health prognostics: A tutorial

On top of machine learning (ML) models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and reliability improvement of ML models empowered by UQ has the potential to significantly facilitate the broad adoption of ML solutions in high-stakes decision settings, such as healthcare, manufacturing, and aviation, to name a few. In this tutorial, we aim to provide a holistic lens on emerging UQ methods for ML models with a particular focus on neural networks and the applications of these UQ methods in tackling engineering design as well as prognostics and health management problems. Towards this goal, we start with a comprehensive classification of uncertainty types, sources, and causes pertaining to UQ of ML models. Next, we provide a tutorial-style description of several state-of-the-art UQ methods: Gaussian process regression, Bayesian neural network, neural network ensemble, and deterministic UQ methods focusing on spectral-normalized neural Gaussian process. Established upon the mathematical formulations, we subsequently examine the soundness of these UQ methods quantitatively and qualitatively (by a toy regression example) to examine their strengths and shortcomings from different dimensions. Then, we review quantitative metrics commonly used to assess the quality of predictive uncertainty in classification and regression problems. Afterward, we discuss the increasingly important role of UQ of ML models in solving challenging problems in engineering design and health prognostics. In conclusion, two case studies with source codes available on GitHub are used to demonstrate these UQ methods and compare their performance in the life prediction of lithium-ion batteries at the early stage (case study 1) and the remaining useful life prediction of turbofan engines (case study 2).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Theoretical uncertainty quantification for heavy-ion fusion

Despite recent advances and focus on rigorous uncertainty quantification for microscopic models of quantum many-body systems, the uncertainty on the dynamics of those systems has been underexplored. To address this, we have used time-dependent Hartree-Fock to examine the model uncertainty for a collection of low-energy, heavy-ion fusion reactions. Fusion reactions at near-barrier energies represent a rich test-bed for the dynamics of quantum many-body systems owing to the complex interplay of collective excitation, transfer, and static effects that determine the fusion probability of a given system. The model uncertainty is sizable for many of the systems studied and the primary contribution arises from static properties that are ill-constrained, such as the neutron radius of neutron-rich nuclei. Furthermore, these large uncertainties motivate the use of information from reactions to better constrain existing models and to infer static properties from reaction data.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Uncertainty Quantification Enabled by Automatic Differentiation for Hydrodynamic Simulation of Shock‐to‐Detonation Transition in High Explosives

Quantifying the effects of uncertainty in a reactive burn model on the run-to-detonation time in high explosives (HEs) provides a robust methodology for assessing the probability of an HE failing the IHE qualification standard. Moreover, uncertainty quantification helps evaluate whether the model calibration accurately represents data outside the calibration set. This study uses a specialized hydrodynamic simulation code for modeling detonation to determine the run-to-detonation time of the HE PBX 9502 for various impact velocities. To quickly approximate uncertainties in the model, a surrogate was constructed using a Taylor series expansion centered at the mean of the input parameters. To obtain the sensitivities required for constructing the Taylor series, HYP-percomplex Automatic Differentiation (HYPAD) was implemented. HYPAD is a methodology for infusing existing codes with automatic differentiation capabilities by augmenting variables with one or more imaginary units to compute step-size independent partial derivatives. These derivatives are accurate to machine precision with respect to the implemented numerical algorithm, meaning their accuracy reflects that of the underlying method (e.g., integration or discretization schemes). Using reduced order modeling techniques, the mean and standard deviation of the run-to-detonation time of a shock within PBX 9502 were computed for a number of initial impact velocities. A weighted least squares regression was then performed to obtain a best fit curve and prediction interval for the computed statistics. Historical data points from explosively driven wedge tests were utilized to validate the prediction interval, ensuring its reliability in predicting future outcomes. With this prediction interval and a known safety constraint curve, the most probable point of failure and the probability of failure for the HE PBX 9502 were determined.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Probabilistic Predictions for Fastener Failure in the Sandia Mechanics Challenge Using the Discrete-Direct Uncertainty Quantification Approach

This paper documents the blind and post-blind analysis predictions for the 2023 Sandia Mechanics Challenge (SMC), which involved predicting the behavior of a threaded fastener joint structure subjected to shock loading. Utilizing repeat sets of fastener calibration data from various experimental configurations including tension, double shear, and joint tension, we developed a library of calibrated models which were propagated through the application model using the Discrete-Direct (DD) uncertainty quantification (UQ) approach. Although the initial blind predictions did not incorporate spare-sample processing to quantify fastener failure probabilities, the analyses yielded reasonable conclusions aligned with experimental results. In the post-blind analysis phase, we focused on enhancing the fidelity of the aluminum constitutive model and innovating the DD approach to obtain probabilistic predictions for fastener failure, particularly when quantities of interest (QoIs) approach their bounds. The improved aluminum model captures the behavior of the cantilever under shock loading more accurately, predicting both partial and complete cracks, although it tends to underpredict failure propagation. The enhanced DD approach facilitates probabilistic predictions that reflect the interdependent failure mechanisms of the fasteners and the cantilever, revealing that while certain fasteners are more likely to fail, the failure does not necessarily follow a progressive pattern. Overall, the post-blind analyses significantly improved the predictive capabilities of the model, providing valuable insights into the SMC application and establishing a robust foundation for informed engineering decisions. The methodology demonstrates a cost-effective and extensible approach suitable for a wide range of applications, highlighting the importance of uncertainty quantification to provide context for engineering decision making.

42 ENGINEERING↗
DOE OSTI2021

Multi-Fidelity Active Subspaces for Wind Farm Uncertainty Quantification

Wind plants operate in stochastic environments characterized by complex turbulent flow dynamics and high-dimensional random variables. A key step in uncertainty quantification studies is sensitivity analysis and dimension reduction that can facilitate the development of surrogate models to be used for forward and inverse propagation or optimization under uncertainty. Prior work has shown active subspaces are an effective tool for identifying important directions in the space of stochastic inputs; however, they have only been applied to single-fidelity wind plant models. In this study, we investigate the efficacy of a multi-fidelity active subspace method for analyzing the uncertainty in wind plant power output. The multi-fidelity active subspace estimator offers the promise of increased accuracy in identifying active subspaces as compared to a single-fidelity estimator for the same computational cost, or a reduction in cost for the same accuracy. This makes the study of uncertainty in larger wind plants and with higher fidelity physics tractable. The multi-fidelity active subspace method is applied to gridded and existing wind plant layouts with single and multiple inflow conditions and its performance for surrogate modeling and uncertainty propagation is compared against a single-fidelity active subspace method. This multi-fidelity approach yields substantial computational speedups of 2x - 3.4x across the test cases along with acceptable accuracy in surrogate modeling and computing statistical moments.

active subspace↗
DOE OSTI2025

Uncertainty quantification and optimization of precipitating hydrometeor parameters for winter precipitation in a cloud microphysics scheme

The precipitating hydrometeor parameters used in cloud microphysics schemes carry inherent uncertainties. The quantification of these uncertainties, together with parameter optimization, can significantly improve precipitation forecasts. This study investigates the effects of 13 parameters in the Weather Research and Forecasting (WRF) Double-Moment 6-class (WDM6) microphysics scheme, which define the hydrometeor characteristics such as fall velocity–diameter and mass–diameter relationships, as well as the shape parameter of the drop size distribution for precipitating particles such as rain, snow, and graupel on simulated winter precipitation. A comparison between the model's pre-defined parameters and observations from the International Collaborative Experiments for the PyeongChang 2018 Olympic and Paralympic winter games (ICE-POP 2018) field campaign reveals that the fall velocity–diameter relationship for rain, the mass–diameter relationships for snow and graupel, and the shape parameters for all precipitating particles in the WDM6 scheme deviate from the median values observed by the two-dimensional video disdrometer (2DVD). To quantify parameter sensitivities, a perturbed parameter ensemble (PPE) of 256 simulations was conducted within parameter ranges constrained by 2DVD observations for three winter precipitation cases. Bayesian optimization was then applied to identify parameter sets that minimized the root mean square error (RMSE) for each case, achieving reductions of up to 30.2 %. These results demonstrate that ensemble-based uncertainty quantification and parameter optimization can help identify key parameters and provide a pathway to improving precipitation simulation performance. In addition, measurement sites can be strategically selected based on regions that show high sensitivity to variations in hydrometeor characteristic parameters.

Bayesian optimization↗
DOE OSTI2020

Multiscale-Informed Modeling of High Temperature Component Response with Uncertainty Quantification

This report summarizes a joint effort between Argonne National Laboratory, Idaho National Laboratory, and Los Alamos National Laboratory to develop and deploy constitutive models targeted at predicting the life of Grade 91 alloy components subjected to high temperature environments typical of those that structural components in advanced nuclear reactors would experience. Two distinct, but complementary constitutive modeling approaches have been taken here. The first employs a phenomenological viscoplastic model for which parameters have been calibrated based on experimental data for a wide range of Grade 91 alloy that has undergone a variety of processing. A Bayesian approach was used to derive distributions of uncertain parameters for this model based on this data set. The second approach is a reduced order model suitable for engineering-scale analysis that is based on the results of a large set of mesoscale simulations. Mesoscale models allow for the microstructure and composition of a particular alloy to be directly taken into account in the computation of the viscoplastic response, but are computationally expensive, which makes it impractical to directly call those models for the material constitutive response in an engineering-scale simulation. The reduced-order representation of the response of the underlying model used here allows for an engineering-scale model to take into account the characteristics of the underlying microstructure, while only incurring a reasonable computational expense. Both of these approaches have different strengths, and are applicable for different parts of the design/analysis process. The phenomenological models can be readily parameterized based on a set of experimental data for a given class of materials and used for scoping calculations. Once a specific material is chosen and adequately characterized, the reduced order models can accurately predict the response of that specific alloy, and because the models are based on predictive models of the underlying microstructure, they can be used to more confidently predict the response under conditions in regions where there is limited experimental data. Both of these models have been integrated in the Grizzly code, which is used here to perform proof-of-concept uncertainty quantification analyses of a simple component under prototypical conditions. The built- in stochastic analysis capabilities in the MOOSE framework that Grizzly is built on are used here to run large sets of simulations for this uncertainty quantification analysis. As would be expected, because the reduced order models are developed for a much more tightly defined alloy, they predict tighter distributions of the time to failure than the phenomenological models, which are calibrated to a broader set of data. Also important is that these simulations demonstrate that a reduced order modeling approach can be successfully deployed to propagate uncertainties from the material scale to practical engineering-scale component simulations.

42 ENGINEERING↗
DOE OSTI2020

GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models

In a previous work, embedded ensemble propagation was proposed to improve the efficiency of sampling-based uncertainty quantification methods of computational models on emerging computational architectures. It consists of simultaneously evaluating the model for a subset of samples together, instead of evaluating them individually. A first approach introduced to solve parametric linear systems with ensemble propagation is ensemble reduction. In Krylov methods for example, this reduction consists in coupling the samples together using an inner product that sums the sample contributions. Ensemble reduction has the advantages of being able to use optimized implementations of BLAS functions and having a stopping criterion which involves only one scalar. However, the reduction potentially decreases the rate of convergence due to the gathering of the spectra of the samples. In this paper, we investigate a second approach: ensemble propagation without ensemble reduction in the case of GMRES. This second approach solves each sample simultaneously but independently to improve the convergence compared to ensemble reduction. This raises two new issues which are solved in this paper: the fact that optimized implementations of BLAS functions cannot be used anymore and that ensemble divergence, whereby individual samples within an ensemble must follow different code execution paths, can occur. We tackle those issues by implementing a high-performing ensemble GEMV and by using masks. The proposed ensemble GEMV leads to a similar cost per GMRES iteration for both approaches, i.e. with and without reduction. For illustration, we study the performances of the new linear solver in the context of a mesh tying problem. Furthermore, this example demonstrates improved ensemble propagation speed-up without reduction.

BLAS↗
DOE OSTI2025

CONCURRENT, CONDENSED STEIN VARIATIONAL GRADIENT DESCENT FOR UNCERTAINTY QUANTIFICATION OF NEURAL NETWORKS

In this work, we propose a Stein variational gradient descent (SVGD) method to concurrently sparsify, train, and provide uncertainty quantification (UQ) of a complexly parameterized model, such as a neural network (NN). It employs a graph reconciliation and condensation process to reduce complexity and increase similarity in the Stein ensemble of parameterizations. Therefore, the proposed concurrent, condensed SVGD (ccSVGD) method can provide UQ on parameters, not just outputs. Furthermore, the parameter reduction speeds up the convergence of the Stein gradient descent as it reduces the combinatorial complexity by aligning and differentiating the sensitivity to parameters. These properties are demonstrated with an illustrative example and an application to a mechanical response representation problem in solid mechanics.

42 ENGINEERING↗
DOE OSTI2026

Gradient-informed Hamiltonian Monte Carlo for multicomponent CALPHAD model optimization and uncertainty quantification

CALPHAD model parameter optimization is inherently challenging due to non-smooth objective functions, high-dimensional parameter spaces, and the need for uncertainty quantification (UQ). Traditional weighted nonlinear least squares approaches are computationally efficient but local, whereas black-box global optimizers and ensemble Markov Chain Monte Carlo (MCMC) methods provide broader exploration at substantial computational cost. The objective of this work is to combine the global exploration capability of gradient-informed Hamiltonian Monte Carlo – specifically the No-U-Turn Sampler (NUTS) – with local deterministic refinement using BFGS to efficiently optimize multicomponent CALPHAD models with minimal manual intervention. Analytic gradients are computed via the Jansson derivative framework. The methodology is demonstrated on the Cr—Fe binary system and extended to the Cr—Fe—Ni ternary system with 32 degrees of freedom. For Cr—Fe, NUTS achieves comparable or superior optimality relative to ensemble MCMC while requiring over an order-of-magnitude fewer likelihood evaluations. Parameter uncertainties are quantified through NUTS sampling and propagated to thermodynamic observables using local expansion, demonstrating a novel modular approach that combines binary and ternary parameter subsets without requiring global relaxation. These results establish gradient-informed exploration as a scalable strategy for multicomponent CALPHAD optimization and provide a practical route towards efficient higher-order database development with quantified uncertainty.

36 MATERIALS SCIENCE↗