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DOE OSTI2016

Propagating Mixed Uncertainties in Cyber Attacker Payoffs: Exploration of Two-Phase Monte Carlo Sampling and Probability Bounds Analysis

Securing cyber-systems on a continual basis against a multitude of adverse events is a challenging undertaking. Game-theoretic approaches, that model actions of strategic decision-makers, are increasingly being applied to address cybersecurity resource allocation challenges. Such game-based models account for multiple player actions and represent cyber attacker payoffs mostly as point utility estimates. Since a cyber-attacker’s payoff generation mechanism is largely unknown, appropriate representation and propagation of uncertainty is a critical task. In this paper we expand on prior work and focus on operationalizing the probabilistic uncertainty quantification framework, for a notional cyber system, through: 1) representation of uncertain attacker and system-related modeling variables as probability distributions and mathematical intervals, and 2) exploration of uncertainty propagation techniques including two-phase Monte Carlo sampling and probability bounds analysis.

cyber security↗

DOE OSTI2023

The Reduction of Random Uncertainty in Differential Temperature Measurements Using Common Leg Thermocouples

The uncertainty quantification of random error is considered for common leg thermocouples (i.e., where one thermoelement is shared along the length of the TC for all other TC junctions present). The uncertainty is presented for both a common leg and individual, separate leg thermocouples. For Type K thermocouples a reduction in uncertainty by up to 3x is capable when differential temperatures, ?T, are within 150°C, and diminishes to little to no improvement above 150°C.

46 - INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AN↗

DOE OSTI2021

Foundations of Rigorous Cyber Experimentation

This report presents the results of the “Foundations of Rigorous Cyber Experimentation” (FORCE) Laboratory Directed Research and Development (LDRD) project. This project is a companion project to the “Science and Engineering of Cyber security through Uncertainty quantification and Rigorous Experimentation” (SECURE) Grand Challenge LDRD project. This project leverages the offline, controlled nature of cyber experimentation technologies in general, and emulation testbeds in particular, to assess how uncertainties in network conditions affect uncertainties in key metrics. We conduct extensive experimentation using a Firewheel emulation-based cyber testbed model of Invisible Internet Project (I2P) networks to understand a de-anonymization attack formerly presented in the literature. Our goals in this analysis are to see if we can leverage emulation testbeds to produce reliably repeatable experimental networks at scale, identify significant parameters influencing experimental results, replicate the previous results, quantify uncertainty associated with the predictions, and apply multi-fidelity techniques to forecast results to real-world network scales. The I2P networks we study are up to three orders of magnitude larger than the networks studied in SECURE and presented additional challenges to identify significant parameters. The key contributions of this project are the application of SECURE techniques such as UQ to a scenario of interest and scaling the SECURE techniques to larger network sizes. This report describes the experimental methods and results of these studies in more detail. In addition, the process of constructing these large-scale experiments tested the limits of the Firewheel emulation-based technologies. Therefore, another contribution of this work is that it informed the Firewheel developers of scaling limitations, which were subsequently corrected.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Embedded Model Error Representation for Bayesian Model Calibration

Model error estimation remains one of the key challenges in uncertainty quantification and predictive science. For computational models of complex physical systems, model error, also known as structural error or model inadequacy,is often the largest contributor to the overall predictive uncertainty. This work builds on a recently developed framework of embedded, internal model correction, in order to represent and quantify structural errors, together with model parameters, within a Bayesian inference context. We focus specifically on a Polynomial Chaos representation with additive modification of existing model parameters, enabling a non-intrusive procedure for efficient approximate likelihood construction, model error estimation, and disambiguation of model and data errors' contributions to predictive uncertainty. As a result, the framework is demonstrated on several synthetic examples, as well as on a chemical ignition problem

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Verification and validation of residual stresses in composite structures

Process-induced residual stresses occur in composite structures composed of dissimilar materials. As these residual stresses could result in fracture, their consideration when designing composite parts is necessary. However, the experimental determination of residual stresses in prototype parts can be time and cost prohibitive. Alternatively, it is possible for computational tools to predict potential residual stresses. Therefore, the objectives of the presented work are to demonstrate an efficient method for simulating residual stresses in composite parts, as well as the potential value of statistical methods during analyses for which material properties are unknown. Specifically, a simplified residual stress modeling approach is implemented within Sandia National Laboratories’ SIERRA/SolidMechanics code. Concurrent with the model development, bi-material composite structures are designed and manufactured to exhibit significant residual stresses. Then, the presented modeling approach is rigorously verified and validated through simulations of the bi-material composite structures’ manufacturing processes, including a mesh convergence study, sensitivity analysis, and uncertainty quantification. The simulations’ final results show adequate agreement with the experimental measurements, indicating the validity of a simple modeling approach, as well as a necessity for the inclusion of material parameter uncertainty in the final residual stress predictions.

42 ENGINEERING↗

DOE OSTI2016

Bayesian analysis of rare events

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2016

Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier–Stokes simulations: A data-driven, physics-informed Bayesian approach

Despite their well-known limitations, Reynolds-Averaged Navier–Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations. Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach has potential implications in many fields in which the governing equations are well understood but the model uncertainty comes from unresolved physical processes. - Highlights: • Proposed a physics–informed framework to quantify uncertainty in RANS simulations. • Framework incorporates physical prior knowledge and observation data. • Based on a rigorous Bayesian framework yet fully utilizes physical model. • Applicable for many complex physical systems beyond turbulent flows.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2017

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthal resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.

97 MATHEMATICS AND COMPUTING↗

NASA NTRSDate not supplied

Design Under Uncertainty for Conceptual Aircraft Design Leveraging Analytical Gradients

The purpose of this paper is to extend previously demonstrated methodologies for design under uncertainty, leveraging analytical gradients to higher fidelity analysis for use in conceptual aircraft design. Previous work developed methods to generate analytical derivatives through polynomial chaos expansion, eliminating the need to estimate derivatives via complex step or finite difference. In this research, the authors build upon the methods to include physics-based aircraft design codes for aircraft design under uncertainty. This extends the previous work’s case study, which employed analytical aerodynamics and Breguet range estimations for wing design, to a higher fidelity level. In addition, this work extends previous work on interface development between the Uncertainty Quantification with Polynomial Chaos Expansion (UQPCE) software and Model-Based Systems Analysis and Engineering (MBSA&E) frameworks. This paper will discuss the development work necessary to perform multidisciplinary design under uncertainty as well as demonstrate the mechanics of interfacing UQPCE and conceptual aircraft design tools such as NASA’s Aviary code. In a case study, a conceptual aircraft design under uncertainty was conducted and compared against a traditional deterministic design. When given information about the uncertainty space from UQPCE, the optimizer was able to shape the output distribution and produce a more robust design

UQ↗

NASA NTRSDate not supplied

Design Under Uncertainty for Conceptual Aircraft Design Leveraging Analytical Gradients

UQ↗

DOE OSTI2019

Model reduction for fractured porous media: a machine learning approach for identifying main flow pathways

Discrete fracture networks (DFN) are often used to model flow and transport in fractured porous media. The accurate resolution of flow and transport behavior on a large DFN involving thousands of fractures is computationally expensive. This makes uncertainty quantification studies of quantities of interest such as travel time through the network computationally intractable, since hundreds to thousands of runs of the DFN model are required to get bounds on the uncertainty of the predictions. Prior works on the subject demonstrated that the complexity of a DFN could be reduced by considering a sub-network of it (often termed a “backbone” sub-network), one whose flow and transport properties were then shown to be similar to that of the full network. The technique is tantamount to partitioning the complete set of fractures of a network into two disjoint sets, one of which is the backbone sub-network while the other its complement. It is in this context that we present a system-reduction technique for DFNs using supervised machine learning via a Random Forest Classifier that selects a backbone sub-network from the full set of fractures. The in-sample errors (in terms of precision and recall scores) of the trained classifier are found to be very accurate indicators of the out-of-sample errors, thus exhibiting that the classifier generalizes well to test data. Moreover, this system-reduction technique yields sub-networks as small as 12% of the full DFN that still recover transport characteristics of the full network such as the peak dosage and tailing behavior for late times. Most importantly, the sub-networks remain connected, and their size can be controlled by a single dimensionless parameter. Furthermore, measures of KL-divergence and KS-statistic for the breakthrough curves of the sub-networks with respect to the full network show physically realistic trends in that the measures decrease monotonically as the size of the sub-networks increase. In conclusion, the computational efficiency gained by this technique depends on the size of the sub-network, but large reductions in computational time can be expected for small sub-networks, yielding as much as 90% computational savings for sub-networks that are as small as 10-12% of the full network.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Upscaling Uncertainty with Dynamic Discrepancy for a Multi-Scale Carbon Capture System

Uncertainties from model parameters and model discrepancy from small-scale models impact the accuracy and reliability of predictions of large-scale systems. Inadequate representation of these uncertainties may result in inaccurate and overconfident predictions during scale-up to larger systems. Hence, multiscale modeling efforts must accurately quantify the effect of the propagation of uncertainties during upscaling. Using a Bayesian approach, we calibrate a small-scale solid sorbent model to thermogravimetric (TGA) data on a functional profile using chemistry-based priors. Crucial to this effort is the representation of model discrepancy, which uses a Bayesian smoothing splines (BSS-ANOVA) framework. Our uncertainty quantification (UQ) approach could be considered intrusive as it includes the discrepancy function within the chemical rate expressions; resulting in a set of stochastic differential equations. Such an approach allows for easily propagating uncertainty by propagating the joint model parameter and discrepancy posterior into the larger-scale system of rate expressions. In conclusion, the broad UQ framework presented here could be applicable to virtually all areas of science where multiscale modeling is used. Supplementary materials for this article are available online.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2021

Challenging Practices of Algebraic Battery Life Models through Statistical Validation and Model Identification via Machine-Learning

Various modeling techniques are used to predict the capacity fade of Li-ion batteries. Algebraic reduced-order models, which are inherently interpretable and computationally fast, are ideal for use in battery controllers, technoeconomic models, and multi-objective optimizations. For Li-ion batteries with graphite anodes, solid-electrolyte-interphase (SEI) growth on the graphite surface dominates fade. This fade is often modeled using physically informed equations, such as square-root of time for predicting solvent-diffusion limited SEI growth, and Arrhenius and Tafel-like equations predicting the temperature and state-of-charge rate dependencies. In some cases, completely empirical relationships are proposed. However, statistical validation is rarely conducted to evaluate model optimality, and only a handful of possible models are usually investigated. This article demonstrates a novel procedure for automatically identifying reduced-order degradation models from millions of algorithmically generated equations via bi-level optimization and symbolic regression. Identified models are statistically validated using cross-validation, sensitivity analysis, and uncertainty quantification via bootstrapping. On a LiFePO 4 /Graphite cell calendar aging data set, automatically identified models utilizing square-root, power law, stretched exponential, and sigmoidal functions result in greater accuracy and lower uncertainty than models identified by human experts, and demonstrate that previously known physical relationships can be empirically "rediscovered" using machine learning.

25 ENERGY STORAGE↗

DOE OSTI2023

Predictive Capability Maturity Model Demonstration for Cylindrical Cavity Coupling Using Gemma in the Next Generation Workflow

The predictive capability maturity model (PCMM) uses the expert elicitation process to generate credibility evidence for a particular analysis. To ensure Gemma has the capability to efficiently produce this credibility evidence, next generation workflows (NGW) are created for the solution verification, calibration/validation, and input uncertainty quantification portions of the PCMM assessment. These workflows are then used on the Higgins cylinder problem, which is representative of applications involving external-to-internal electromagnetic field coupling through a slot. The uncertainties calculated using these workflows are then used to calculate the validation comparison error and the validation uncertainty for the model following the American Society of Mechanical Engineers (ASME) verification and validation (V&V) 20 standard. These workflows will enable analysts to iterate each element of PCMM more efficiently than if completed without using a NGW workflow. An example of this iterative process is shown in Section 7.2.

42 ENGINEERING↗

NASA NTRS2019

Operational and Technical Updates to the Object Reentry Survival Analysis Tool

The Object Reentry Survival Analysis Tool (ORSAT) has been used in the NASA Orbital Debris Program Office for over 25 years to estimate risk due to uncontrolled reentry of spacecraft and rocket bodies. Development over the last 3 years has included: a major change to the treatment of carbon fiber- and glass fiber-reinforced plastics (CFRP and GFRP, respectively); an updated atmospheric model; a new model for computing casualty area around an impacting debris object; and a newly-implemented scheme to determine the breakup altitude of a reentry object. Software also was written to automatically perform parameter sweeps in ORSAT to allow for uncertainty quantification and sensitivity analysis for components with borderline demisability. These updates have improved the speed and fidelity of the reentry analysis performed using ORSAT, and have allowed for improved engineering understanding by estimating the uncertainty for each component’s survivability. A statistical model for initial conditions captures the latitude bias in population density, a large improvement over the previous inclination-based latitude-averaged models. A sample spacecraft has been analyzed with standard techniques using ORSAT 6.2.1 and again using all the updated models; we will demonstrate the variation in the total debris casualty area and overall expectation of casualty.

Ostrom, C.↗

DOE OSTI2024

Evidential Deep Learning for Probabilistic Modelling of Extreme Storm Events

Uncertainty quantification (UQ) methods play an important role in reducing errors in weather forecasting. Conventional approaches in UQ for weather forecasting rely on generating an ensemble of forecasts from physics-based simulations to estimate the uncertainty. However, it is computationally expensive to generate many forecasts to predict real-time extreme weather events. Evidential Deep Learning (EDL) is an uncertainty-aware deep learning approach designed to provide confidence about its predictions using only one forecast. It treats learning as an evidence acquisition process where more evidence is interpreted as increased predictive confidence. We apply EDL to storm forecasting using real-world weather datasets and compare its performance with traditional methods. Our findings indicate that EDL not only reduces computational overhead but also enhances predictive uncertainty. This method opens up novel opportunities in research areas such as climate risk assessment, where quantifying the uncertainty about future climate is crucial.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Automatic Selection of High-Fidelity Models and Surrogates for Uncertainty Analysis

Surrogate models (SMs) with distinct features developed in the last decade provide an efficient substitute to the high-fidelity physical simulations. However, it is generally challenging to quantify the accuracy of surrogate models in a region of interest and examine reliability in the overall domain without additional system evaluations. This paper introduces a new scheme, automated adaptive model selection, to adaptively construct and quantify a set of surrogate models and automatically switch between the surrogates and a high-fidelity code. Cross-validation approaches, such as KFold, Leave One Out (LOO) and Leave P Out (LPO), are employed to assess the global accuracy of the surrogates. The switching strategy is based on local validation metrics, crowding distance, that are able to provide an assessment on the goodness of the prediction made by the surrogates. This decision metric decides whether the surrogates are good enough for a certain realization or whether the high-fidelity code needs to be executed. This new scheme has been implemented in Risk Analysis in Virtual ENvironment (RAVEN) software, which can be employed to accelerate the Probabilistic Risk Assessment (PRA) and Uncertainty Quantification (UQ) processes.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Transformational challenge reactor analysis to inform preconceptual core design decisions: Sensitivity study of transient analysis in a hydride-moderated microreactor

The Transformational Challenge Reactor (TCR) program aims to demonstrate a revolutionary design approach enabled by advanced manufacturing and data analytics in the design of nuclear reactors. This article discusses scoping analyses of preconceptual designs to inform TCR design decisions and the evaluation of sensitivities and uncertainties on postulated transient scenarios. The applicability of the systems codes TRACE and RELAP5-3D to TCR transient analysis are examined, and RELAP5-3D models are used to examine the transient response of two candidate core designs at multiple power levels. Then, the uncertainty quantification code RAVEN is used to quantify the effect of several design parameters on reactivity-initiated accident (RIA) progression at hot zero power (HZP) and hot full power (HFP) as well as to assess the impact of uncertainties in transient parameters for the pressurized loss of forced cooling (PLOFC).When results were compared, TRACE and RELAP5-3D showed good agreement in their ability to predict system behavior, but RELAP5-3D calculations were closer to analytical predictions for the RIA. Furthermore, models for a PLOFC accident in two designs (a UO2 and TRISO core) at multiple power levels showed greater temperature margins for the TRISO core at all power levels. Using this information, along with other scoping analyses and constraints, the TCR design team selected a power level of 3 MWth and a TRISO-based core design. For this design RAVEN was applied to vary RIA parameters in RELAP5-3D models at HZP and HFP to understand the effect on figures of merit such as peak power, fuel and coolant temperature, and energy deposition. This sensitivity study found that the inserted reactivity worth was the most important parameter controlling all figures of merit, but for insertion up to 1.5$ no failure of TCR fuel is anticipated. For constant reactivity insertions, the magnitude of the fuel temperature coefficient was found to have the greatest effect on all figures of merit under most circumstances. These results not only demonstrate the anticipated robust safety of the proposed TCR fuel form but also provide a reference for future metal-hydride moderated systems to understand RIA behavior. In the PLOFC, the impact of heat transfer enhancement due to wavy flow channel effects dominated the variance in peak temperatures, and variations in heat exchanger elevation provided the greatest control on natural circulation flow rate. Additionally, no fuel particle failure is anticipated in the PLOFC.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗