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At least 145 records · Page 8

Risk-Informed Applications and Science – Past, Present, & Future

This is a presentation to be made at the University of Tokyo. The Idaho National Laboratory is creating the next-generation reliability- and risk-assessment methods and tools that support risk-informed decision-making by combining physics-based models with probabilistic quantification approaches. Integrating these two worlds of physics and probability using a simulation framework leads us to predictions based upon an approach called “computational risk assessment” which will serve as the technical basis for the future of reliability and risk approaches. The driving factors for this new approach includes: temporal (timing issues), spatial (location issues), mechanistic (physics issues), and topological (complexity issues). By combining phenomenology directly with stochastic quantification, we are able to perform advanced uncertainty analysis directly on both parameters and models. In addition, new tools allow for the creation of reduced order models that mimic high-fidelity engineering models while still permitting the realization of thousands of simulation iterations in short run-times on current workstation-class computers. While these advanced methods and tools can provide increased realism in our engineering safety and risk approaches, their greater benefit is to provide a risk-informed engineering framework for design and operation. This talk will briefly review the history of risk assessment and risk-informed applications, describe some of the current research and development found at the Idaho National Laboratory, and discuss potential future applications and approaches for advanced methods and tools.

97 MATHEMATICS AND COMPUTING↗

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. In conclusion, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.

33 ADVANCED PROPULSION SYSTEMS↗

Adaptive approximation of higher order posterior statistics

Filtering is an approach for incorporating observed data into time-evolving systems. Instead of a family of Dirac delta masses that is widely used in Monte Carlo methods, we here use the Wiener chaos expansion for the parametrization of the conditioned probability distribution to solve the nonlinear filtering problem. The Wiener chaos expansion is not the best method for uncertainty propagation without observations. Nevertheless, the projection of the system variables in a fixed polynomial basis spanning the probability space might be a competitive representation in the presence of relatively frequent observations because the Wiener chaos approach not only leads to an accurate and efficient prediction for short time uncertainty quantification, but it also allows to apply several data assimilation methods that can be used to yield a better approximate filtering solution. The aim of the present paper is to investigate this hypothesis. We answer in the affirmative for the (stochastic) Lorenz-63 system based on numerical simulations in which the uncertainty quantification method and the data assimilation method are adaptively selected by whether the dynamics is driven by Brownian motion and the near-Gaussianity of the measure to be updated, respectively.

97 MATHEMATICS AND COMPUTING↗

Sensitivity Analysis of Irradiated Fueled Experiments using the MOOSE Framework [Slides]

Modeling and simulation (M&S) methods are able to predict uncertainties in experimental parameters (e.g., power and fission density) during irradiation. A shortfall exists in predicting how sensitive some of the parameters will behave during the experimental process. Sensitivity and Uncertainty Quantification (SUQ) is critical in support of qualification and licensing reactor fuels. The application of a method to quantify the uncertainty in these experiments is critical to the prediction of their performance. In this work, we propose the use of a polynomial chaos expansion (PCE) method to quantify the sensitive parameters in these simulations and, in an extension, their experimental surrogates. We propose to perform M&S using PCE uncertainty quantification on a previously irradiated fueled experiment in order to provide a validation case for Griffin and expand its use as a verification and validation (V&V) tool for experiments with a neutronics component. Griffin is an advanced, deterministic neutronics analysis code built using the MOOSE (multiphysics object-oriented simulation environment) framework which can provide state-of-the-art neutronic analysis on M&S of experiments. We will use the stochastic tools module (STM) in MOOSE to provide PCE uncertainty quantification on the proposed experimental setup. Idaho National Laboratory (INL) does not yet have an in-house developed code with V&V approval for experiments performed on-site; this work would provide a necessary addition of support for experiments performed at INL. The Nuclear Regulatory Commission (NRC) has explicitly requested uncertainties in calculated values such as fuel power and burnup, and the development of this capability would benefit the relationship between INL and the NRC.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗

Uncertainty Quantification for Capacity Expansion Planning

This report quantifies the uncertainty in output decisions from a Capacity Expansion Planning (CEP) model. The need to understand how uncertainties within CEP models and modeling assumptions affect Quantities of Interest (QoIs) such as expansion and operating costs, as well as expansion decisions remains an ongoing challenge in scientific research and industrial operations. This area of research is particularly important for models which seek to capture how large networks will evolve and operate under increased sources of variable generation, i.e., higher penetration of renewable technologies such as solar and wind generators. Uncertainty quantification (UQ) of CEP models which estimate expansion costs and decisions, and production cost models which estimate operating costs and dispatch decisions, is a key focus of research at NREL. The Regional Energy Deployment System (ReEDS) represents a state-of-the-art CEP model and considers a range of possible grid evolutions in an attempt to identify key drivers, ramifications, and decisions which contribute to better informed investment and policy decisions. However, research to quantify how uncertainties and model assumptions, such as unit commitment (UC), within ReEDS may be affecting its outputs remains challenging due to to size and complexity of the model

24 POWER TRANSMISSION AND DISTRIBUTION↗

Stochastic multiscale flux basis for Stokes-Darcy flows

Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic variable, with its log represented as a sum of local Karhunen-Loève (KL) expansions. The problem is approximated by stochastic collocation on either tensor-product or sparse grids, coupled with a multiscale mortar mixed finite element method for the spatial discretization. A non-overlapping domain decomposition algorithm reduces the global problem to a coarse scale mortar interface problem, which is solved by an iterative solver, for each stochastic realization. In the traditional domain decomposition implementation, each subdomain solves a local Dirichlet or Neumann problem in every interface iteration. To reduce this cost, two additional algorithms based on deterministic or stochastic multiscale flux basis are introduced. The basis consists of the local flux (or velocity trace) responses from each mortar degree of freedom. It is computed for each subdomain independently before the interface iteration begins. The use of the multiscale flux basis avoids the need for subdomain solves on each iteration. The deterministic basis is computed at each stochastic collocation and used only at this realization. The stochastic basis is formed by further looping over all local realizations of a subdomain's KL region before the stochastic collocation begins. It is used over multiple realizations. Numerical tests are presented to illustrate the performance of the three algorithms, with the stochastic multiscale flux basis showing significant savings in computational cost compared to the other two algorithms.

97 MATHEMATICS AND COMPUTING↗

Propagating Parameter Uncertainty in Power System Nonlinear Dynamic Simulations Using a Koopman Operator-Based Surrogate Model

In this work, we propose a Koopman operator-based surrogate model for propagating parameter uncertainties in power system nonlinear dynamic simulations. First, we augment a priori known state-space model by reformulating parameters deemed uncertain as pseudo-state variables. Then, we apply the Koopman operator theory to the resulting state-space model and obtain a linear dynamical system model. This transformation allows us to analyze the evolution of the system dynamics through its Koopman eigenfunctions, eigenvalues, and modes. Of particular importance for this letter, the obtained linear dynamical system is a surrogate that enables the evaluation of parameter uncertainties by simply perturbing the initial conditions of the Koopman eigenfunctions associated with the pseudo-state variables. Simulations carried out on the New England test system reveal the excellent performance of the proposed method in terms of accuracy and computational efficiency.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Surrogate Modeling For Efficiently Accurately and Conservatively Estimating Measures of Risk

We present a surrogate modeling framework for conservatively estimating measures of risk from limited realizations of an expensive physical experiment or computational simulation. We adopt a probabilistic description of risk that assigns probabilities to consequences associated with an event and use risk measures, which combine objective evidence with the subjective values of decision makers, to quantify anticipated outcomes. Given a set of samples, we construct a surrogate model that produces estimates of risk measures that are always greater than their empirical estimates obtained from the training data. These surrogate models not only limit over-confidence in reliability and safety assessments, but produce estimates of risk measures that converge much faster to the true value than purely sample-based estimates. We first detail the construction of conservative surrogate models that can be tailored to the specific risk preferences of the stakeholder and then present an approach, based upon stochastic orders, for constructing surrogate models that are conservative with respect to families of risk measures. The surrogate models introduce a bias that allows them to conservatively estimate the target risk measures. We provide theoretical results that show that this bias decays at the same rate as the L 2 error in the surrogate model. Our numerical examples confirm that risk-aware surrogate models do indeed over-estimate the target risk measures while converging at the expected rate.

97 MATHEMATICS AND COMPUTING↗

Exploring Heterogeneous Multicore Architectures for Advanced Embedded Uncertainty Quantification

We explore rearrangements of classical uncertainty quantification methods with the aim of achieving higher aggregate performance for uncertainty quantification calculations on emerging multicore and many core architectures. We show a rearrangement of the stochastic Galerkin method leads to improved performance and scalability on several computational architectures whereby uncertainty information is propagated at the lowest levels of the simulation code improving memory access patterns, exposing new dimensions of fine grained parallelism, and reducing communication. We also develop a general framework for implementing such rearrangements for a diverse set of uncertainty quantification algorithms as well as computational simulation codes to which they are applied.

97 MATHEMATICS AND COMPUTING↗

Model Validation and Uncertainty Quantification on the KRUSTY Microreactor Design Using GRIFFIN Neutron Transport Code [Poster]

Argonne National Laboratory (ANL) and INL have developed a GRIFFIN steady state neutronics model for the multiphysics simulations of the Kilopower Reactor Using Sterling TechnologY (KRUSTY) microreactor in the Multiphysics Object Oriented Simulation Environment (MOOSE). The reliability of such deterministic neutronics models can be validated by comparing with computations from Monte Carlo codes (e.g. MCNP, SERPENT, OpenMC, Shift, etc). Furthermore, potential modeling/design improvements can be identified by incorporating uncertainty quantification (UQ), which can be performed by MOOSE’s Stochastic Tools Module (STM). KRUSTY is a prototype for a 5-kW thermal nuclear-powered space reactor. Its primary components consist of nuclear fuel, heat pipes, a control rod, a reflector, and the shielding. The fuel consists of 3 stacked U-7.65Mo cylinders with a hole in the center for the control rod. 8 liquid sodium heat pipes transfer fission energy from the solid fuel block to the Sterling power conversion system where the energy is extracted, and the cooled sodium flows back to the core via capillary action . The movable Boron Carbide control rod regulates the neutron population during startup or when a reactor temperature boost is needed . The beryllium oxide reflector is in 3 places in the reactor; it surrounds the core axially, it lies beneath the core on a platen, and it is present in the shim. The axial and lower reflectors rest on an adjustable stainless-steel platen that moves upward to cover the fuel and help the reactor reach criticality. Lastly, radial stainless steel surrounds the core offering protection from radiation exposure .

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Solving Stochastic Inverse Problems for Property–Structure Linkages Using Data-Consistent Inversion and Machine Learning

Determining process–structure–property linkages is one of the key objectives in material science, and uncertainty quantification plays a critical role in understanding both process–structure and structure–property linkages. In this work, we seek to learn a distribution of microstructure parameters that are consistent in the sense that the forward propagation of this distribution through a crystal plasticity finite element model matches a target distribution on materials properties. This stochastic inversion formulation infers a distribution of acceptable/consistent microstructures, as opposed to a deterministic solution, which expands the range of feasible designs in a probabilistic manner. Furthermore, to solve this stochastic inverse problem, we employ a recently developed uncertainty quantification framework based on push-forward probability measures, which combines techniques from measure theory and Bayes’ rule to define a unique and numerically stable solution. This approach requires making an initial prediction using an initial guess for the distribution on model inputs and solving a stochastic forward problem. To reduce the computational burden in solving both stochastic forward and stochastic inverse problems, we combine this approach with a machine learning Bayesian regression model based on Gaussian processes and demonstrate the proposed methodology on two representative case studies in structure–property linkages.

36 MATERIALS SCIENCE↗

Data-Consistent Solutions to Stochastic Inverse Problems Using a Probabilistic Multi-Fidelity Method Based on Conditional Densities

In this work, we build upon a recently developed approach for solving stochastic inverse problems based on a combination of measure-theoretic principles and Bayes' rule. We propose a multi-fidelity method to reduce the computational burden of performing uncertainty quantification using high-fidelity models. This approach is based on a Monte Carlo framework for uncertainty quantification that combines information from solvers of various fidelities to obtain statistics on the quantities of interest of the problem. In particular, our goal is to generate samples from a high-fidelity push-forward density at a fraction of the costs of standard Monte Carlo methods, while maintaining flexibility in the number of random model input parameters. Key to this methodology is the construction of a regression model to represent the stochastic mapping between the low- and high-fidelity models, such that most of the computations can be leveraged to the low-fidelity model. To that end, we employ Gaussian process regression and present extensions to multi-level-type hierarchies as well as to the case of multiple quantities of interest. Finally, we demonstrate the feasibility of the framework in several numerical examples.

97 MATHEMATICS AND COMPUTING↗

Resilient Observer Design for Cyber-Physical Systems with Data-Driven Measurement Pruning

Resilient observer design for Cyber-Physical Systems (CPS) in the presence of adversarial false data injection attacks (FDIA) is an active area of research. The existing state-of-the-art algorithms tend to break down as more and more knowledge of the system is built into the attack model; also as the percentage of attacked nodes increases. From the view of optimization theory, the problem is often cast as a classical error correction problem for which a theoretical limit of has been established as the maximum percentage attacked nodes for which state recovery is guaranteed. Beyond this limit, the performance of -minimization based schemes, for instance, deteriorates rapidly. Similar performance degradation occurs for other types of resilient observers beyond certain percentages of attacked nodes. In order to increase the corresponding percentage of attacked nodes for which state recoveries can be guaranteed, researchers have begun to incorporate prior information into the underlying resilient observer design framework. For the most pragmatic cases, this prior information is often obtained through a data-driven machine learning process. Existing results have shown a strong positive correlation between the maximum attacked percentages that can be tolerated and the accuracy of the data-driven model. Motivated by these results, this chapter examines the case for pruning algorithms designed to improve the Positive Prediction Value (PPV) of the resulting prior information, given stochastic uncertainty characteristics of the underlying machine learning model. Theoretical quantification of the achievable improvement is given. Simulation results show that the pruning algorithm significantly increases the maximum correctable percentage of attacked nodes, even for machine learning model whose prediction power is comparable to the random flip of a coin.

Resilient Observer, Cyber-physical Systems, Data-D↗

Adaptive multi-index collocation for uncertainty quantification and sensitivity analysis

In this paper, we present an adaptive algorithm to construct response surface approximations of high-fidelity models using a hierarchy of lower fidelity models. Our algorithm is based on multiindex stochastic collocation and automatically balances physical discretization error and response surface error to construct an approximation of model outputs. This surrogate can be used for uncertainty quantification (UQ) and sensitivity analysis (SA) at a fraction of the cost of a purely high-fidelity approach. We demonstrate the effectiveness of our algorithm on a canonical test problem from the UQ literature and a complex multi-physics model that simulates the performance of an integrated nozzle for an unmanned aerospace vehicle. We find that when the input-output response is sufficiently smooth our algorithm produces approximations that can be up to orders of magnitude more accurate than single fidelity approximations for a fixed computational budget.

97 MATHEMATICS AND COMPUTING↗

MATHEMATICAL FRAMEWORK FOR THE ANALYSIS OF DYNAMC STOCHASTIC SYSTEMS WITH THE RAVEN CODE

RAVEN (Reactor Analysis and Virtual control Environment) is a software code under development at Idaho National Laboratory aimed at performing probabilistic risk assessment and uncertainty quantification using RELAP-7, for which it acts also as a simulation controller. In this paper we will present the equations characterizing a dynamic stochastic system and we will then discuss the behavior of each stochastic term and how it is accounted for in the RAVEN software design. Moreover we will present preliminary results of the implementation.

97 MATHEMATICS AND COMPUTING↗