Sobol’ sensitivity analysis of a 1D stochastic elasto-plastic seismic wave propagation
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Wang, Hexiang (ORCID:0000000332036086)↗
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Computation of Sobol' indices using Embedded Variance Deconvolution.
Abstract not provided.
Petticrew, James↗
A sampling-based approach to solve Sobol' Indices using variance deconvolution for arbitrary uncertainty distributions.
Abstract not provided.
Olson, Aaron↗
Use of Sobol’ Variance-Based Global Sensitivity Analysis and Multidimensional Legendre Polynomial Fitting for Reduced Order Modeling
Sandia National Laboratories (SNL) has developed a novel reduced order modeling approach. Prioritization of inputs is accomplished using Sobo' indices obtained through a more efficient variance-based global sensitivity analysis. To determine the Sobo' functions, simulated input values are aligned to collocation points to permit the use of Gauss-Lobatto integration, thereby reducing the number of simulation trials needed by more than an order of magnitude compared to standard Monte Carlo approaches. Furthermore, by leveraging the orthogonality of Legendre polynomials in conjunction with those same simulations at the collocation nodes, an efficient fitting method is developed to represent the Sobo' functions from which a reduced order model (ROM) is constructed. The developed method is both more efficient computationally, and the resulting ROM is more accurate. The efficacy of this technique is demonstrated on a nonlinear polynomial test function as well as the nonlinear Ishigami and Sobo' g functions.
97 MATHEMATICS AND COMPUTING↗
Computing Sobol main effects indices with unstructured samples for discrete random variables and streaming data
Explore the source record for details and available documents.
Portone, Teresa [Sandia National Laboratories (SNL↗
A sampling-based approach to solve Sobol' Indices using variance deconvolution for arbitrary uncertainty distributions.
Abstract not provided.
Olson, Aaron↗
Imprecise global sensitivity analysis using bayesian multimodel inference and importance sampling
Global Sensitivity Analysis (GSA) aims to understand the relative importance of uncertain input variables to model response. Conventional GSA involves calculating sensitivity (Sobol’) indices for a model with known model parameter distributions. However, model parameters are affected by aleatory and epistemic uncertainty, with the latter often caused by lack of data. In this paper, we propose a new framework to quantify uncertainty in probability model-form and model parameters resulting from small datasets and integrate these uncertainties into Sobol’ index estimates. First, the process establishes, through Bayesian multimodel inference, a set of candidate probability models and their associated probabilities. Imprecise Sobol’ indices are calculated from these probability models using an importance sampling reweighting approach. This results in probabilistic Sobol’ indices, whose distribution characterizes uncertainty in the sensitivity resulting from small dataset size. The imprecise Sobol’ indices thus provide a measure of confidence in the sensitivity estimate and, moreover, can be used to inform data collection efforts targeted to minimize the impact of uncertainties. Through an example studying the parameters of a Timoshenko beam, we show that these probabilistic Sobol’ indices converge to the true/deterministic Sobol’ indices as the dataset size increases and hence, distribution-form uncertainty reduces. The approach is then applied to assess the sensitivity of the out-of-plane properties of an E-glass fiber composite material to its constituent properties. This second example illustrates the approach for an important class of materials with wide-ranging applications when data may be lacking for some input parameters.
42 ENGINEERING↗
Sensitivity Analysis of Drivers Water Shortage in the Los Angeles Region During Drought
The code and detailed step-by-step instructions for generating the model output data, processing results, and analysis and plotting are provided at https://github.com/IMMM-SFA/Ferencz_et_al_2026_ER_Water. The PyArtes model is a python adaptation of the Artes model. PyArtes uses many of the same input data and optimization model architecture as Artes. Documentation for the PyArtes model is provided in the Supplement to the paper. The primary data product are simulated monthly water shortages for indoor and outdoor demand under a large ensemble of drought scenarios (>13,000). The droughts are hypothetical and are not based on historical time series data of supply sources - though historical data did help inform ranges explored for supply parameters. Demands are informed by recent 2017-2021 water supply data. Demands used for the model can be accessed at https://github.com/IMMM-SFA/Ferencz_et_al_2026_ER_Water. Simulations resolve demand for over 90 water providers in the study region. The results report 36 months of water shortage data for each indoor and outdoor demand node. The study also developed a multilayer perceptron (MLP) neural network trained on a subset of the simulated shortage ensemble to emulate worst annual water shortage for a given set of parameter multipliers -- provided the parameter values fall within the ranges sampled in the ensemble. Emulated water shortages for synthetic ensembles are in the MLP-generated shortages folder. The MLP model was used to generate larger ensembles to support Sobol analysis that would have been extremely computationally expensive to simulate. Datasets provided in this repository*: Simulated shortages. These results are used for the analysis for Figures 5, 8, and 9 in the paper, and also to train the MLP emulator. .zip file containing outputs for the 13,312 scenario ensemble. Separate .csv files for indoor and outdoor shortage for each scenario. Rows = demand ids (~100), Columns = months (36) Units = acre-feet/month of shortage (shortage = monthly demand - supply). 1 acft = 1233.48 m^3 .csv files of aggregated shortages derived from the 13,312 ensemble Rows = scenarios (13,312), Columns = demand ids (~100) Units = acre-feet/year (either worst annual shortage or total shortage over the 3-year drought) .csv file of the parameter multipliers scenarios for the ensemble .csv file of the parameter ranges and baseline values the multipliers were applied to MLP-generated shortages. These results are used for Figures 4, 6, and 7 in the paper. mwd higher folder: scenario ensembles, emulated worst year total shortages (acft), and Sobol results Emulated shortages. Rows = scenarios, columns = demand ids, units acft Sobol results. Rows = demand ids, columns Sobol (S1, ST, or 95% confidence interval) value for each parameter mwd lower folder: scenario ensembles, emulated worst year total shortages (acft), and Sobol results same organization as mwd higher MLP performance: performance metrics (R^2, RMSE, BIAS, MAPE) for the testing subset (20% or 2,662 scenarios) and simulated vs emulated worst year shortage (acre-feet/year) for every demand node, MWD wholesale regions, and the entire study region (LAC). Supporting data for figures. Figure plotting scripts in the associated GitHub repo. These files support analysis and visualization. Geospatial Data used for plotting simulated water shortages and Sobol results. Dictionary of full names for demand nodes in the model and estimates of water supply by source type informed by Artes input files and California Urban Water Management Planning data: https://water.ca.gov/Programs/Water-Use-And-Efficiency/Urban-Water-Use-Efficiency/Urban-Water-Management-Plans *Readme files provided for each folder.
drought↗
Quantifying model prediction sensitivity to model-form uncertainty
Computational and mathematical models are essential to understanding complex systems and phenomena. However, when developing such models, limited knowledge and/or resources necessitates the use of simplifying assumptions. It is therefore crucial to quantify the impact of such simplifying assumptions on the reliability and accuracy of resulting model predictions. This work develops a first-of-its-kind approach to quantify the impact of physics modeling assumptions on predictions. Here, we leverage the emerging field of model-form uncertainty (MFU) representations, which are parameterized modifications to modeling assumptions, in combination with grouped Sobol’ indices to quantitatively measure an assumption’s importance. Specifically, we compute the grouped Sobol’ index for the MFU representation’s parameters as a single importance measure of the assumption for which the MFU representation characterizes uncertainty. To ensure this approach is robust to the subjective choice of how to parameterize a MFU representation, we establish bounds for the difference between sensitivity results for two different MFU representations based on differences in model prediction statistics. The capabilities associated with this approach are demonstrated on three exemplar problems: an upscaled subsurface contaminant transport problem, ablation modeling for hypersonic flight, and nuclear waste repository modeling. We found that our grouped approach is able to assess the impact of modeling assumptions on predictions and offers computational advantages over classical Sobol’ index computation while providing more interpretable results.
97 MATHEMATICS AND COMPUTING↗
Sensitivity analysis of in-pile critical heat flux experiments in TREAT for characterization of RIA power-transient effects
A reactivity-initiated accident (RIA) is one type of postulated design basis accident (DBA) that can cause a departure from nucleate boiling (DNB) event in pressurized-water reactors (PWRs). A DNB occurrence and its consequences depend on the thermophysical properties of the fuel components and coolant, characteristics of the transient energy insertion into the fuel rod, and the onset of the critical heat flux (CHF) phenomenon. To leverage the restart of the Transient Reactor Test (TREAT) Facility, an effort is currently underway to better understand the cladding-to-coolant heat transfer mechanisms and the CHF phenomenon under fast-transient irradiation conditions. This paper characterizes the impact of power transients on the thermal-hydraulic behavior of a TREAT Facility reactor heater rodlet CHF experiment to provide the priority of parameters that need to be investigated for an improved CHF model. Sobol sensitivity analysis methods and the Reactor Excursion and Leak Analysis Program (RELAP5-3D) code were used to identify key input parameters on the uncertainty in the prediction of peak outer- and inner-surface temperatures of the heater tube, as well as the time of the DNB event. A series of sensitivity analyses revealed the total energy deposition on the tube and the transient effects of power pulse had large impacts on the maximum temperatures. The CHF multiplier had the largest impact on the time occurrence of CHF. The overall results show the energy deposition rate in the tube is the most influencing factor to the manifestation of CHF and the resulting thermal-hydraulic behaviors of the tube. The multiplier for the CHF, which is interpreted as the predicted CHF value, has the largest Sobol indices for the time of the CHF in all cases, since it directly determines the occurrence of CHF. It is inferred that the uncertainties in the thermal-hydraulic behaviors of fuels increase with respect to the key parameters as the power pulse becomes broader, and an accurate estimation of the energy deposition rate is required to reduce the uncertainty in the evaluation of the integrity of fuel if the CHF is expected to occur near the peak power. Therefore, the outputs are expected to provide rigorous interpretation of ongoing in-pile CHF experiments in the TREAT Facility reactor regarding thermal-hydraulic behavior of the fuel system aiming for a new transient in-pile CHF model.
22 GENERAL STUDIES OF NUCLEAR REACTORS↗
A Data-Driven Global Sensitivity Analysis Framework for Three-Phase Distribution System with PVs
Global sensitivity analysis (GSA) of distribution systems with respect to stochastic PV and load variations plays an important role in designing optimal voltage control schemes. This paper proposes a data-driven framework for GSA of distribution systems. In particular, two representative surrogate modeling-based approaches are developed, including the traditional Gaussian process-based and the analysis of variance (ANOVA) kernel ones. The key idea is to develop a surrogate model that captures the hidden global relationship between voltage and real and reactive power injections from the historical data. With the surrogate model, the Sobol indices can be conveniently calculated through either the sampling-based method or the analytical method to assess the global sensitivity of voltage to variations of PV and load power injections. The sampling-based method approximates the Sobol indices using Monte Carlo simulations while the analytical method calculates them by resorting to the ANOVA expansion framework. Comparison results with other model-based GSA methods on the unbalanced three-phase IEEE 37-bus and 123-bus distribution systems show that the proposed framework can achieve much higher computational efficiency with negligible loss of accuracy. The results on a real 240-node distribution system using actual smart meter data further validate the feasibility and scalability of the proposed framework.
14 SOLAR ENERGY↗
Uncertainty Quantification Framework for Predicting Material Response with Large Number of Parameters: Application to Creep Prediction in Ferritic-Martensitic Steels Using Combined Crystal Plasticity and Grain Boundary Models
This paper presents an uncertainty quantification (UQ) framework for the physics-based model prediction of material response with a large number of parameters. The application problem presented in this work is that of predicting creep in Grade 91 steel at 600°C. The material response is defined with a physically based microstructural model with constitutive equations emulating several observed phenomena in Grade 91 and embodied into an explicit geometry mesoscale finite element model for prior austenite grains and grain boundaries. Creep within the grains and in grain boundaries are represented by crystal plasticity for dislocation motion and a physics-based model for cavity growth and nucleation, respectively. The creep behavior of this material is influenced by several parameters, some of which have a wide range of variation based on experimental data. UQ combined with microstructural modeling can discover the core microstructural causes of experimental variability, leading to improved materials with lower variability in critical long-term material properties. In this study, we investigate the model's uncertainty to identify material properties that may be modified during production to increase creep life and analyze different components of the crystal plasticity model for improvements. For this purpose, a quantity of interest is defined as time to minimum creep rate, which correlates well to the creep failure of the material. A deep neural network model was trained and validated to be used as a surrogate for the finite element model. Then, a variance-based sensitivity analysis is performed on the surrogate model to find the Sobol indices of the input parameters in respect to the output quantity of interest. The Sobol indices are used to reduce the dimensionality of the model. Generalized polynomial chaos expansion is used on the reduced basis models to propagate the uncertainty from the input parameters to the quantity of interest using the deep neural network surrogate model. These results are benchmarked against uncertainty propagation using Monte Carlo simulations. In conclusion, the UQ performed through the reduced basis model captures almost all the uncertainty in the model with significantly fewer simulations, making it possible to perform the UQ directly via simulations with the finite element model rather than surrogate machine-learned models.
36 MATERIALS SCIENCE↗
Sensitivity Analysis of an Electrospray Dehumidification System
Electrically enhanced condensation achieved by an electrospray system can enhance dehumidification in HVAC applications if successfully scaled up. The first step towards scale-up is identifying critical design and operating parameters that significantly impact dehumidification for the electrospray system. Sensitivity analysis is one approach for identifying critical parameters. This paper presents a methodology that can efficiently perform quantitative sensitivity analysis on a computationally expensive high fidelity simulation model, which is a computational fluid dynamics (CFD) model of the electrospray system. The methodology employs surrogate modeling and Sobol sensitivity analysis. We estimate the main and total effect Sobol sensitivity indices of four operating parameters of the electrospray system. The results reveal that the most important parameter is the size of the sprayed droplets, followed by the volumetric flow rate of the bulk air and injected water in the system. The water injection velocity of the spray was found to have little to no impact on dehumidification.
Young, David↗
Process Interactions Can Change Process Ranking in a Coupled Complex System Under Process Model and Parametric Uncertainty
For a complex hydrologic system with multiple processes and process interactions, global sensitivity analysis is often used to identify important or influential parameters for model development and improvement. The identification is complicated by process model uncertainty, when a system process can be represented by multiple process models. This study develops a new total-effect process sensitivity index to identify influential processes under model uncertainty. This is done by extending Sobol's total-effect parameter sensitivity index for one system model to total-effect process sensitivity index for multiple system models to account for uncertainty in process models and model parameters. The total-effect process sensitivity index includes not only the first-order process sensitivity index for measuring the importance of individual processes but also higher-order indices that account for process interactions. The total-effect process sensitivity index can identify an influential process that itself and its interactions with other processes influence a model output. Here, the total-effect process sensitivity index is applied to two numerical examples: (a) Sobol's G*-functions with analytical solutions of first-order and total-effect process sensitivity indices, and (b) groundwater flow models with interactions between recharge, geology, and snowmelt processes. The second evaluation shows that, due to second-order and higher-order process interactions, the first-order and total-effect process sensitivity indices give different process ranking. It is thus necessary to estimate both first-order and total-effect process sensitivity indices to appreciate the difference between the first-order impact of a process alone and the overall total-effect impact of the process itself and its interactions with other processes on a model output.
54 ENVIRONMENTAL SCIENCES↗
Analysis of multipacting threshold sensitivity to the random distributions of the secondary electron yield parameters
The way multipacting develops, depends strongly on the secondary emission property of the surface material. The knowledge of secondary electron yield is crucial for accurate prediction of the multipacting threshold. Variations in secondary electron yield parameters from experimental measurements create uncertainty, stemming from handling and surface preparation, and these uncertainties significantly affect multipacting threshold predictions. Despite their significance, the previous studies on the multipacting phenomenon did not adequately address the effect of an assumed random distribution of the secondary emission parameters on the multipacting threshold. Therefore, this paper aims to provide a comprehensive statistical study on how the different random distributions of the secondary emission parameters and, as a result, the uncertainty in the secondary electron yield affect multipacting thresholds. We focus on three commonly used distributions, namely uniform, normal, and truncated normal distributions, to define the uncertainty of random inputs. We use the chaos polynomial expansion method to determine how much each of the random parameters contributes to the multipacting threshold uncertainty. Additionally, we calculate Sobol sensitivity indices to evaluate the impact of the individual parameters or groups of parameters on the model outputs and study how different random distributions of these parameters affected the Sobol index results.
physics↗
Data and scripts associated with the manuscript "Using Mutual Information for Global Sensitivity Analysis on Watershed Modeling"
This package contains the data and scripts used in "Using Mutual Information for Global Sensitivity Analysis on Watershed Modeling" (Jiang et al., 2022). The ARW_SWAT.zip file contains the SWAT simulation and the sensitivity analysis result in the American River Watershed. The Portage_SWAT.zip file contains the SWAT simulation and the sensitivity analysis result in the Portage River Watershed. The src folder contains the source code of sensitivity analysis and plotting functions. The notebooks folder contains the Jupyter notebooks for performing sensitivity analysis and other post analyses.Global Sensitivity Analysis (GSA) often is applied to assess the sensitivity of model outputs to their inputs using ensemble simulations. However, increasing model complexity and the associated computational cost have limited the use of most GSA approaches for process-based watershed models. We propose to use Mutual Information (MI) as a computationally efficient GSA method for watershed modeling. Such MI computed from several hundred realizations usually can capture nonlinear relationships between inputs and outputs of interest. We perform MI-based watershed sensitivity analyses in studies of the Portage River Watershed in Ohio and the American River Watershed in Washington. In these studies, MI is used to evaluate the sensitivity of river discharges simulated by the Soil and Water Assessment Tool to no less than 20 parameters for each watershed. Our MI-based sensitivity analyses achieved convergence with about 300~500 realizations, a small fraction of the ensemble size (i.e., several thousand) required by the Sobol method. Nevertheless, MI yields similar sensitivity ranking compared to the Sobol method, especially for sensitive parameters. Our study thus sheds new light on the use of MI as an affordable GSA method for computationally intensive models such as the hyper-resolution, watershed hydrobiogeochemical models.
54 ENVIRONMENTAL SCIENCES↗