Search NASA⌕ Search

SEARCH · Search NASA

Results for “propagation of uncertainty”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Thermodynamically informed priors for uncertainty propagation in first-principles statistical mechanics

Here, this work demonstrates how first-principles statistical mechanics approaches within a Bayesian framework can quantify and propagate uncertainties to downstream thermodynamic calculations. To address the issue of Bayesian prior selection, knowledge of 0 K ground states in the material system of interest is incorporated into the prior. The effectiveness of this framework is shown by creating a phase diagram for the fcc zirconium nitride system, including confidence intervals on order-disorder transition temperatures.

Bayesian methods↗
DOE OSTI2025

AutoUncertainties: A Python Package for Uncertainty Propagation

Propagation of uncertainties is of great utility in the experimental sciences. While the rules of (linear) uncertainty propagation are straightforward, managing many variables with uncertainty information can quickly become complicated in large scientific software stacks. Often, this requires programmers to keep track of many variables and implement custom error propagation rules for each mathematical operator and function. The Python package AutoUncertainties, described here, provides a solution to this problem.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2002

Probabilistic Methods for Uncertainty Propagation Applied to Aircraft Design

Three methods of probabilistic uncertainty propagation and quantification (the method of moments, Monte Carlo simulation, and a nongradient simulation search method) are applied to an aircraft analysis and conceptual design program to demonstrate design under uncertainty. The chosen example problems appear to have discontinuous design spaces and thus these examples pose difficulties for many popular methods of uncertainty propagation and quantification. However, specific implementation features of the first and third methods chosen for use in this study enable successful propagation of small uncertainties through the program. Input uncertainties in two configuration design variables are considered. Uncertainties in aircraft weight are computed. The effects of specifying required levels of constraint satisfaction with specified levels of input uncertainty are also demonstrated. The results show, as expected, that the designs under uncertainty are typically heavier and more conservative than those in which no input uncertainties exist.

Green, Lawrence L.↗
DOE OSTI2025

Mechanistic Multiscale Uncertainty Propagation in Support of Accelerated Fuel Qualification

Taking a nuclear fuel concept through the research, development, and qualification stages has historically taken on the order of 20 to 25 years because of extensive irradiation tests required for a variety of conditions. The concept of accelerated fuel qualification (AFQ) has been proposed to increase the innovation pace for nuclear fuels. The goal of AFQ is not to replace the traditional qualification approach but rather to reduce the total number of experiments required to ensure approval from the regulatory authority. Of the many AFQ approaches being explored, advanced modeling—and, in particular, mechanistic modeling—is in a uniquely cross-cutting position to reduce the number of required integral tests through the inclusion of separate-effects testing, while helping to extrapolate reactor performance during rare events. We make the case that propagation of uncertainty through various computational length scales helps contextualize mechanistic modeling. We will utilize UO 2 fission gas diffusion predictions from the atomistically informed cluster dynamics code Centipede to inform fuel performance rodlet simulations using the BISON finite element code as the metric for showing how multiscale mechanistic uncertainty quantification can help reduce uncertainty in fuel performance. In conclusion, by quantifying uncertainty and its reduction through multiscale modeling, the qualification process may be accelerated through the reduction of costly irradiation experiments.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
NASA NTRS2003

Uncertainty Propagation for Turbulent, Compressible Flow in a Quasi-1D Nozzle Using Stochastic Methods

This paper describes a fully spectral, Polynomial Chaos method for the propagation of uncertainty in numerical simulations of compressible, turbulent flow, as well as a novel stochastic collocation algorithm for the same application. The stochastic collocation method is key to the efficient use of stochastic methods on problems with complex nonlinearities, such as those associated with the turbulence model equations in compressible flow and for CFD schemes requiring solution of a Riemann problem. Both methods are applied to compressible flow in a quasi-one-dimensional nozzle. The stochastic collocation method is roughly an order of magnitude faster than the fully Galerkin Polynomial Chaos method on the inviscid problem.

Zang, Thomas A.↗
NASA NTRS1977

Monte Carlo analysis of uncertainty propagation in a stratospheric model. 2: Uncertainties due to reaction rates

A concise stratospheric model was used in a Monte-Carlo analysis of the propagation of reaction rate uncertainties through the calculation of an ozone perturbation due to the addition of chlorine. Two thousand Monte-Carlo cases were run with 55 reaction rates being varied. Excellent convergence was obtained in the output distributions because the model is sensitive to the uncertainties in only about 10 reactions. For a 1 ppby chlorine perturbation added to a 1.5 ppby chlorine background, the resultant 1 sigma uncertainty on the ozone perturbation is a factor of 1.69 on the high side and 1.80 on the low side. The corresponding 2 sigma factors are 2.86 and 3.23. Results are also given for the uncertainties, due to reaction rates, in the ambient concentrations of stratospheric species.

Stolarski, R. S.↗
DOE OSTI2025

Sigma: Uncertainty Propagation for C++

Sigma is a header-only C++-17 library for uncertainty propagation, inspired by uncertainties for Python and Measurements.jl for Julia. The library tracks the functional correlation between dependent and independent variables, ensuring that the uncertainty of the independent variables is properly considered in the calculation of the dependent variables’ uncertainties. It is intended as a near drop-in replacement for the standard floating point types (aside from uncertainty specification), and aims to be easily interoperable with the existing standard types.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2013

Remaining Useful Life Estimation in Prognosis: An Uncertainty Propagation Problem

The estimation of remaining useful life is significant in the context of prognostics and health monitoring, and the prediction of remaining useful life is essential for online operations and decision-making. However, it is challenging to accurately predict the remaining useful life in practical aerospace applications due to the presence of various uncertainties that affect prognostic calculations, and in turn, render the remaining useful life prediction uncertain. It is challenging to identify and characterize the various sources of uncertainty in prognosis, understand how each of these sources of uncertainty affect the uncertainty in the remaining useful life prediction, and thereby compute the overall uncertainty in the remaining useful life prediction. In order to achieve these goals, this paper proposes that the task of estimating the remaining useful life must be approached as an uncertainty propagation problem. In this context, uncertainty propagation methods which are available in the literature are reviewed, and their applicability to prognostics and health monitoring are discussed.

Uncertainty Quantification↗
NASA NTRS2018

Quantification of Dynamic Model Validation Metrics Using Uncertainty Propagation from Requirements

The Space Launch System, NASA's new large launch vehicle for long range space exploration, is presently in the final design and construction phases, with the first launch scheduled for 2019. A dynamic model of the system has been created and is critical for calculation of interface loads and natural frequencies and mode shapes for guidance, navigation, and control (GNC). Because of the program and schedule constraints, a single modal test of the SLS will be performed while bolted down to the Mobile Launch Pad just before the first launch. A Monte Carlo and optimization scheme will be performed to create thousands of possible models based on given dispersions in model properties and to determine which model best fits the natural frequencies and mode shapes from modal test. However, the question still remains as to whether this model is acceptable for the loads and GNC requirements. An uncertainty propagation and quantification (UP and UQ) technique to develop a quantitative set of validation metrics that is based on the flight requirements has therefore been developed and is discussed in this paper. There has been considerable research on UQ and UP and validation in the literature, but very little on propagating the uncertainties from requirements, so most validation metrics are "rules-of-thumb;" this research seeks to come up with more reason-based metrics. One of the main assumptions used to achieve this task is that the uncertainty in the modeling of the fixed boundary condition is accurate, so therefore that same uncertainty can be used in propagating the fixed-test configuration to the free-free actual configuration. The second main technique applied here is the usage of the limit-state formulation to quantify the final probabilistic parameters and to compare them with the requirements. These techniques are explored with a simple lumped spring-mass system and a simplified SLS model. When completed, it is anticipated that this requirements-based validation metric will provide a quantified confidence and probability of success for the final SLS dynamics model, which will be critical for a successful launch program, and can be applied in the many other industries where an accurate dynamic model is required.

Brown, Andrew M.↗
DOE OSTI2024

(U) A Code System for Cross-Section Uncertainty Propagation for PARTISN

A rudimentary code system has been developed for propagating neutron cross-section uncertainties to response uncertainties using the PARTISN multigroup discrete-ordinates neutron transport code. The code system uses the first-order sandwich rule with sensitivities computed using SENSMG and covariances computed using NJOY. Databases of reaction cross sections and covariances using ENDF/B-VIII.0 data in the LANL standard 30-group structure have been precalculated. The final uncertainty in a k eff example problem compares well with the result from TOFFEE, a similar code that propagates neutron cross-section uncertainties to response uncertainties using the MCNP6 Monte Carlo neutron transport code. Presently, neither code system propagates uncertainties in $\overline{v}$, $\overline{μ}$, or χ, and neither code system propagates nuclide-nuclide covariances

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Uncertainty propagation in feed-forward neural network models

We develop new uncertainty propagation methods for feed-forward neural network architectures with leaky ReLU activation functions subject to random perturbations in the input vectors. In particular, we derive analytical expressions for the probability density function (PDF) of the neural network output and its statistical moments as a function of the input uncertainty and the parameters of the network, i.e., weights and biases. A key finding is that an appropriate linearization of the leaky ReLU activation function yields accurate statistical results even for large perturbations in the input vectors. This can be attributed to the way information propagates through the network. We also propose new analytically tractable Gaussian copula surrogate models to approximate the full joint PDF of the neural network output. To validate our theoretical results, we conduct Monte Carlo simulations and a thorough error analysis on a multi-layer neural network representing a nonlinear integro-differential operator between two polynomial function spaces. Our findings demonstrate excellent agreement between the theoretical predictions and Monte Carlo simulations.

MLP networks↗
DOE OSTI2025

Uncertainty propagation and sensitivity analysis for constrained optimization of nuclear waste vitrification

Abstract The vitrification of high‐level waste (HLW) by heating a mixture of glass‐forming chemicals (GFCs) with the waste can be improved using a constrained optimization problem. This study explores how different uncertainty propagation (UP) methods implemented with the optimization process can affect the glass formulation of nuclear waste glasses. UP is the effort of propagating uncertain inputs through a system to understand and quantify output distributions. Uncertainty intervals are crafted from output distributions to inform the optimization algorithm. UP is often implemented with Monte Carlo (MC) sampling for large nonlinear systems, which can be difficult to implement within a constrained optimization algorithm that requires derivative information. Other UP methods often used for optimization under uncertainty (OUU) can be designed to work within an established constrained optimization framework. Methods of UP are evaluated in this study including iterative sampling approaches, first‐order approximations, and surrogate modeling with machine learning (ML). A method of dimensional reduction based on global sensitivity analysis is introduced to support the UP methods for the large dimensionality of the problem. Analytical UP methods able to achieve similar optimums 10 times faster than the baseline MC approach, and produce 93.9% similar output distributions are reported.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
NASA NTRS2022

NESC Peer Review of Exploration Systems Development (ESD) Integrated Vehicle Modal Test, Model Correlation, Development Flight Instrumentation (DFI) and Flight Loads Readiness; Uncertainty Propagation for Model Validation Sub-task

This report details a sub-task (regarding Uncertainty Propagation for Model Validation) from a NASA Engineering and Safety Center assessment that is a multi-year activity spanning the complete development of the Space Launch System integrated vehicle structural dynamic models, and the development of the certification of flight readiness for the Artemis 1 and Artemis 2 vehicles and their variants.

Exploration Systems Development; Development Fligh↗
NASA NTRS2002

Approach for Input Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, these moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗
NASA NTRS2014

GCR Environmental Models III: GCR Model Validation and Propagated Uncertainties in Effective Dose

This is the last of three papers focused on quantifying the uncertainty associated with galactic cosmic rays (GCR) models used for space radiation shielding applications. In the first paper, it was found that GCR ions with Z>2 and boundary energy below 500 MeV/nucleon induce less than 5% of the total effective dose behind shielding. This is an important finding since GCR model development and validation have been heavily biased toward Advanced Composition Explorer/Cosmic Ray Isotope Spectrometer measurements below 500 MeV/nucleon. Weights were also developed that quantify the relative contribution of defined GCR energy and charge groups to effective dose behind shielding. In the second paper, it was shown that these weights could be used to efficiently propagate GCR model uncertainties into effective dose behind shielding. In this work, uncertainties are quantified for a few commonly used GCR models. A validation metric is developed that accounts for measurements uncertainty, and the metric is coupled to the fast uncertainty propagation method. For this work, the Badhwar-O'Neill (BON) 2010 and 2011 and the Matthia GCR models are compared to an extensive measurement database. It is shown that BON2011 systematically overestimates heavy ion fluxes in the range 0.5-4 GeV/nucleon. The BON2010 and BON2011 also show moderate and large errors in reproducing past solar activity near the 2000 solar maximum and 2010 solar minimum. It is found that all three models induce relative errors in effective dose in the interval [-20%, 20%] at a 68% confidence level. The BON2010 and Matthia models are found to have similar overall uncertainty estimates and are preferred for space radiation shielding applications.

Slaba, Tony C.↗
NASA NTRS2004

Employing Sensitivity Derivatives to Estimate Uncertainty Propagation in CFD

Two methods that exploit the availability of sensitivity derivatives are successfully employed to predict uncertainty propagation through Computational Fluid Dynamics (CFD) code for an inviscid airfoil problem. An approximate statistical second-moment method and a Sensitivity Derivative Enhanced Monte Carlo (SDEMC) method are successfully demonstrated on a two-dimensional problem. First- and second-order sensitivity derivatives of code output with respect to code input are obtained through an efficient incremental iterative approach. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables); these sensitivity derivatives enable one to formulate first- and second-order Taylor Series approximations for the mean and variance of CFD output quantities. Additionally, incorporation of the first-order sensitivity derivatives into the data reduction phase of a conventional Monte Carlo (MC) simulation allows for improved accuracy in determining the first moment of the CFD output. Both methods are compared to results generated using a conventional MC method. The methods that exploit the availability of sensitivity derivatives are found to be valid when considering small deviations from input mean values.

Putko, Michele M.↗
NASA NTRS2001

Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗
DOE OSTI2025

Conditional Pseudo-Reversible Normalizing Flow for Surrogate Modeling in Quantifying Uncertainty Propagation

We introduce a conditional pseudo-reversible normalizing flow (PR-NF) that directly learns conditional probability distributions from noisy physical models to efficiently quantify both forward and inverse uncertainty propagation. Traditional surrogate modeling approaches approximate only the deterministic component of physical models, requiring separate noise characterization and computationally expensive sampling methods for inverse problems. Here, in this work, we develop the conditional PR-NF model to directly learn and efficiently generate samples from the conditional probability density functions (PDFs). The training process utilizes dataset consisting of input-output pairs without requiring prior knowledge about the noise and the function. Once trained, our model efficiently generates samples from conditional PDFs for any input within the training domain. Moreover, the pseudo-reversibility feature allows for the use of fully connected neural network architectures, which simplifies the implementation and enables theoretical analysis. We provide a rigorous convergence analysis of the conditional PR-NF model, showing its ability to converge to the target conditional PDF using the Kullback−Leibler divergence. To demonstrate the effectiveness of our method, we apply it to several benchmark tests and a real-world geologic carbon storage problem.

97 MATHEMATICS AND COMPUTING↗