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At least 19 records

Democratizing uncertainty quantification

Uncertainty Quantification (UQ) is vital to safety-critical model-based analyses, but the widespread adoption of sophisticated UQ methods is limited by technical complexity. In this paper, we introduce UM-Bridge (the UQ and Modeling Bridge), a high-level abstraction and software protocol that facilitates universal interoperability of UQ software with simulation codes. It breaks down the technical complexity of advanced UQ applications and enables separation of concerns between experts. UM-Bridge democratizes UQ by allowing effective interdisciplinary collaboration, accelerating the development of advanced UQ methods, and making it easy to perform UQ analyses from prototype to High Performance Computing (HPC) scale. In addition, we present a library of ready-to-run UQ benchmark problems, all easily accessible through UM-Bridge. These benchmarks support UQ methodology research, enabling reproducible performance comparisons. We demonstrate UM-Bridge with several scientific applications, harnessing HPC resources even using UQ codes not designed with HPC support.

Benchmarks↗

Beyond pinball loss: Quantile methods for calibrated uncertainty quantification

Amongthemanywaysofquantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles for each input, at all quantile levels, presents a correct and efficient representation of the underlying uncertainty. To achieve this, many current quantile-based methods focus on optimizing the pinball loss. However, this loss restricts the scope of applicable regression models, limits the ability to target many desirable properties (e.g. calibration, sharpness, centered intervals), and may produce poor conditional quantiles. In this work, we develop new quantile methods that address these shortcomings. In particular, we propose methods that can apply to any class of regression model, select an explicit balance between calibration and sharpness, optimize for calibration of centered intervals, and produce more accurate conditional quantiles. We provide a thorough experimental evaluation of our methods, which includes a high dimensional uncertainty quantification task in nuclear fusion.

97 MATHEMATICS AND COMPUTING↗

Uncertainty Quantification of Metal Additive Manufacturing Processing Conditions Through the use of Exascale Computing

Metal additive manufacturing (AM) is a disruptive manufacturing technology that opens the design space for parts outside those possible from traditional manufacturing methods. In order to accelerate industry and R&D needs to certify AM parts, the Exascale Additive Manufacturing project (ExaAM) has developed a suite of exascale-ready computational tools to model the process-to-structure-to-properties (PSP) relationship for additively manufactured metal components. One such tool is an uncertainty quantification (UQ) pipeline to quantify the effect that uncertainty in processing conditions has on local mechanical responses. We present an overview of this pipeline and its required simulation and workflow codes. Using the Oak Ridge National Laboratory’s (ORNL) exascale computer, Frontier, we utilize this pipeline to cross multiple length and time scales to predict the local mechanical response of a location within a complex AM bridge part, AMB2018-01 produced by the National Institute of Standards and Technology (NIST) as part of their 2018 AM-Bench test series. Our results are then compared to experimental mechanical tests of parts from the NIST build to quantify the error in the ExaAM UQ workflow.

Carson, Robert↗

Uncertainty Quantification of CFD Data Generated for a Model Scramjet Isolator Flowfield

Computational fluid dynamics is now considered to be an indispensable tool for the design and development of scramjet engine components. Unfortunately, the quantification of uncertainties is rarely addressed with anything other than sensitivity studies, so the degree of confidence associated with the numerical results remains exclusively with the subject matter expert that generated them. This practice must be replaced with a formal uncertainty quantification process for computational fluid dynamics to play an expanded role in the system design, development, and flight certification process. Given the limitations of current hypersonic ground test facilities, this expanded role is believed to be a requirement by some in the hypersonics community if scramjet engines are to be given serious consideration as a viable propulsion system. The present effort describes a simple, relatively low cost, nonintrusive approach to uncertainty quantification that includes the basic ingredients required to handle both aleatoric (random) and epistemic (lack of knowledge) sources of uncertainty. The nonintrusive nature of the approach allows the computational fluid dynamicist to perform the uncertainty quantification with the flow solver treated as a "black box". Moreover, a large fraction of the process can be automated, allowing the uncertainty assessment to be readily adapted into the engineering design and development workflow. In the present work, the approach is applied to a model scramjet isolator problem where the desire is to validate turbulence closure models in the presence of uncertainty. In this context, the relevant uncertainty sources are determined and accounted for to allow the analyst to delineate turbulence model-form errors from other sources of uncertainty associated with the simulation of the facility flow.

Baurle, R. A.↗

Temperature profiling at the American WAKE ExperimeNt (AWAKEN): methodology and uncertainty quantification

We quantify the accuracy of the temperature profiling from ground-based spectral infrared radiance observations at the American WAKE ExperimeNt (AWAKEN). Results from pre-campaign tests and comparisons with in-situ ground-based and airborne sensors at AWAKEN indicate that temperature profiles agree satisfactorily with traditional instruments for wind energy applications. The bias is within a fraction of a degree and appears to be related to atmospheric stability. Root-mean-square differences from the reference instruments are always smaller than a degree and are often well described by the online uncertainty estimation product. Height-to-height and site-to-site temperature differences are in excellent agreement with in-situ observations, which justifies the use of temperature profilers to characterize static stability and spatial gradients of temperature.

17 WIND ENERGY↗

Uncertainty quantification in elastic constants of SiC f /SiC m tubular composites using global sensitivity analysis

Silicon carbide fiber and silicon carbide matrix (SiC f /SiC m ) tubes produced through the chemical vapor infiltration process have become a candidate cladding material in nuclear applications. The performance of this composite is influenced by many variables such as braiding angle, porosity, material properties, etc., which vary over a range of values due to the inherent fluctuations in the manufacturing process. In this study, the variability in elastic constants of SiC f /SiC m composite has been quantified through multiscale finite element (FE) simulations, variable screening, and high-fidelity surrogate modeling. The key variables dominantly affecting the elastic constants of SiC f /SiC m tubes were identified using global sensitivity analysis. A surrogate to the high-fidelity FE-based model was used in Monte Carlo simulations to generate a hundred thousand samples from which the uncertainty in elastic constants was assessed. It turned out that the coefficient of variation was less than 10%.

Materials Science↗

Data Fusion With Uncertainty Quantification for Sub-City-Scale Air Quality Assessment and Forecasting

Many information sources can support air quality assessment and forecasting, including atmospheric chemistry model outputs, satellite retrievals of column chemical and aerosol constituents, and surface-based air quality monitoring data from both regulatory and low-cost instruments. Systematic integration of these data sources provides a major opportunity to improve understanding and management of air quality, but also presents technical barriers, especially in resource- and data-constrained settings in the Global South. This presentation describes a data fusion system, currently under development using the Google Earth Engine platform, which aims to integrate the information sources listed above to support comprehensive sub-city-scale assessment and management of air quality. Furthermore, the data fusion framework includes provisions for the quantification of uncertainties in the resulting fused estimates based on the variability of and among the input data sources. These capabilities will allow air quality managers to better understand their local air quality situation, including relative confidence in the fused estimates for different constituents, locations, and times, leading to better informed air quality management decisions. This presentation covers the underlying methodology of the data fusion and uncertainty quantification approaches, provides an update on the status of its implementation, and presents early qualitative and quantitative results.

Carl Malings↗

Experimental uncertainty quantification using templates of expected measurement uncertainties for fast neutron-induced total, capture, and scattering cross sections

Careful experimental uncertainty quantification (UQ) is key for developing trustworthy evaluated nuclear data. Templates to account for missing or under-reported experimental uncertainties were recently developed by the covariance committee of Cross Section Evaluation Working Group (CSEWG). In this work, we illustrate the practical application and limitations of these templates for selected neutron-induced reactions, including (n, tot), (n, γ), and (n, xn) in the fast energy range, to illustrate their use in data analyses for nuclear data evaluations. We show that while the templates provide consistent framework, proper implementation still requires detailed knowledge of experimental conditions and careful treatment of nonlinear effects in cross section derivation. Case studies highlight how template-assisted UQ improves consistency with previous evaluations such as ENDF/B and reveals open challenges in propagating uncertainties across different energy regimes. The main contribution of this paper is to connect formal template recommendations with their use in practical evaluation workflows, clarifying both their benefits and current limitations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

SLS Integrated Modal Test Uncertainty Quantification using the Hybrid Parametric Variation Method

Uncertainty in structural loading during launch is a significant concern in the development of spacecraft and launch vehicles. Small variations in launch vehicle and payload mode shapes and their interaction can result in significant variation in system loads. In many cases involving large aerospace systems it is difficult, not economical, or impossible to perform a system modal test. However, it is still vital to obtain test results that can be compared with analytical predictions to validate models. Instead, the “Building Block Approach” is used in which system components are tested individually. Component models are correlated and updated to agree as best they can with test results. The Space Launch System consists of a number of components that are assembled into a launch vehicle. Finite element models of the components are developed, reduced to Hurty/Craig-Bampton models and assembled to represent different phases of flight. The only opportunity to obtain modal test data from an assembled Space Launch System will be during the Integrated Modal Test. There is always uncertainty in every model, which flows into uncertainty in predicted system results. Uncertainty Quantification is used to determine statistical bounds on prediction accuracy based on model uncertainty. For the Space Launch System, model uncertainty is at the Hurty/Craig-Bampton component level. Uncertainty in the Hurty/Craig-Bampton components is quantified using the hybrid parametric variation approach that combines parametric and nonparametric uncertainty. Uncertainty in model form is one of the biggest contributors to uncertainty in complex built-up structures. This type of uncertainty cannot be represented by variations infinite element model input parameters and thus cannot be included in a parametric approach. However, model-form uncertainty can be modeled using a nonparametric approach based on random matrix theory. The hybrid parametric variation method requires the selection of dispersion values for the Hurty/Craig-Bampton fixed-interface eigenvalues, and the Hurty/Craig-Bampton stiffness matrices. Component test/analysis frequency error is used to identify the fixed-interface eigenvalue dispersions, while test/analysis cross-orthogonality is used to identify stiffness dispersion values. The hybrid parametric variation uncertainty quantification approach is applied to the Space Launch System Integrated Modal Test configuration. Monte Carlo analysis is performed, and statistics are determined for modal correlation metrics, frequency response from Integrated Modal Test shakers to selected accelerometers, as well as other metrics for determining how well target modes are excited and identified. If the predicted uncertainty envelopes future Integrated Modal Test results, then there will be increased confidence in the utility of the component-based hybrid parametric variation uncertainty quantification approach.

Uncertainty Quantification↗

Uncertainty Quantification of a Rotorcraft Conceptual Sizing Toolsuite

A computational framework to support the quantification of system uncertainties and sensitivities for rotorcraft applications is presented using the NASA Design and Analysis of Rotorcraft (NDARC) conceptual sizing tool. A 90 passenger conceptual tiltrotor configuration was used for case demonstration in the modeling of uncertainties in NDARCs emission module. A non-intrusive forward propagation uncertainty quantification approach was applied to ensemble simulations using a Monte Carlo methodology with stratified Latin hypercube sampling. An off-the-shelf software, DAKOTA, which supports trade studies and design space exploration, including optimization, surrogate modeling and uncertainty analysis was used to address the research goals. A toolsuite was further developed incorporating DAKOTA with automated design processes and methods using function wrappers to execute program routines including support for data post-processing. Uncertainties in rotorcraft emissions modeling using the Average Temperature Response metric for a set mission profile were studied. It was shown that for the current study, using the base-line best estimate modeling parameters for the Average Temperature Response metric, NDARC under-estimates the effects of emissions when compared with results from Monte Carlo simulations. A global sensitivity analysis was further undertaken to quantify the contribution of the various emission species on output sensitivity, hence uncertainty. The work demonstrates that the developed toolsuite is robust and will support the quantification of system uncertainties and sensitivities in future rotorcraft design efforts.

Rotorcraft↗

Bayesian uncertainty quantification of tristructural isotropic particle fuel silver release: Decomposing model inadequacy plus experimental noise and parametric uncertainties

Tristructural isotropic (TRISO) particle fuel is one of the most promising fuel concepts enabling high temperature and high burnup reactor operation. One dominant source of radioactivity released from the TRISO particles is silver (Ag), which is subject to a high release fraction and long decay life compared to other fission products. Previous modeling efforts using the fuel performance code BISON indicated nonnegligible uncertainties in modeling the diffusion process of fission products in TRISO compared to the Advanced Gas Reactor experiments. The overall uncertainties observed when modeling the fission product diffusion can result from uncertainties in model parameters, noisy experimental measurements, and deficiencies in the developed models. The three types of underlying uncertainties have not yet been properly quantified in open literature. Here, this paper presents the Bayesian uncertainty quantification (UQ) using massively parallelizable Markov chain Monte Carlo samplers. The uncertainties due to model parameters, model inadequacy, and experimental measurement noise are quantified, with the σ term used to represent the sum of the model inadequacy and measurement noise uncertainties. It is worth noting that this is the first time the σ term is inferred for nuclear fuel experiments, as compared to using prescribed values for uncertainty quantification in previous work. The parallelizable Markov chain Monte Carlo samplers efficiently infer the model parameters and the σ term, giving insight into physical parameters like diffusion coefficients and the combined model discrepancy and measurement noise. A subsequent forward uncertainty quantification (UQ) is also performed based on the calibration results to generate more accurate predictions of the Ag release. The model inadequacy plus experimental noise is the most dominant source of uncertainty compared to the parametric uncertainty. All the UQ analyses presented in this work are based on the second series of the irradiation experiments in the Advanced Gas Reactor program.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

End-To-End Uncertainty Quantification with Analytical Derivatives for Design Under Uncertainty

Uncertainty quantification (UQ) is a rapidly growing and evolving discipline, especially within the aerospace community. Performing analysis with UQ can provide decision makers with a wealth of information about a candidate design. However, the value of UQ is fully realized when the information gained during UQ analysis is leveraged in a feedback loop of a design optimization process, often referred to as design under uncertainty. Although design under uncertainty can be a powerful risk mitigation technique, there are a number of roadblocks that prevent its implementation. Two primary factors are computational costs and added complexity of the analysis. High fidelity simulations on the order tens of uncertain variables quickly become computationally infeasible. Also, implementing UQ into an existing multidisciplinary design and optimization (MDO) process often requires extensive knowledge of the UQ methods and careful treatment of the problem formulation. The objective of this work is to address these two primary roadblocks and enable practitioners to efficiently perform design under uncertainty with limited knowledge of the UQ discipline. Methods outlined in this paper demonstrate MDO incorporating UQ into the design process, leveraging an analytic derivative tool chain through the entire optimization. The proposed approach leverages machine learning techniques to generate a differentiable confidence interval output from polynomial chaos models. This technique, coupled with the incorporation of analytical derivatives through the Polynomial Chaos Expansion (PCE) process, eliminates the need to estimate derivatives which are usually obtained from finite difference, complex step, or similar methods. Developing a differentiable confidence interval allows mixed uncertainty problems (both epistemic and aleatory) to be modeled. Without such modeling, these problems cannot accurately predict objective functions containing statistical quantities such as mean and variance. The addition of analytic derivatives to a polynomial chaos-based UQ method decreases the computational costs of performing design under uncertainty by orders of magnitude in comparison with methods such as complex step. The method and codes developed are modular in nature and are a drop-in solution for design under uncertainty within existing MDO problems. A low-fidelity analytical multidisciplinary optimization under uncertainty for a wing design in OpenMDAO is detailed in this paper. This demonstration case will include both objective functions and constraints which are influenced by uncertain parameters.

Ben D Phillips↗

End-To-End Uncertainty Quantification with Analytical Derivatives for Design Under Uncertainty

Uncertainty quantification (UQ) is a rapidly growing and evolving discipline, especially within the aerospace community. Performing analysis with UQ can provide decision makers with a wealth of information about a candidate design. However, the value of UQ is fully realized when the information gained during UQ analysis is leveraged in a feedback loop of a design optimization process, often referred to as design under uncertainty. Although design under uncertainty can be a powerful risk mitigation technique, there are a number of roadblocks that prevent its implementation. Two primary factors are computational costs and added complexity of the analysis. High fidelity simulations on the order tens of uncertain variables quickly become computationally infeasible. Also, implementing UQ into an existing multidisciplinary design and optimization (MDO) process often requires extensive knowledge of the UQ methods and careful treatment of the problem formulation. The objective of this work is to address these two primary roadblocks and enable practitioners to efficiently perform design under uncertainty with limited knowledge of the UQ discipline. Methods outlined in this paper demonstrate MDO incorporating UQ into the design process, leveraging an analytic derivative tool chain through the entire optimization. The proposed approach leverages machine learning techniques to generate a differentiable confidence interval output from polynomial chaos models. This technique, coupled with the incorporation of analytical derivatives through the Polynomial Chaos Expansion (PCE) process, eliminates the need to estimate derivatives which are usually obtained from finite difference, complex step, or similar methods. Developing a differentiable confidence interval allows mixed uncertainty problems (both epistemic and aleatory) to be modeled. Without such modeling, these problems cannot accurately predict objective functions containing statistical quantities such as mean and variance. The addition of analytic derivatives to a polynomial chaos-based UQ method decreases the computational costs of performing design under uncertainty by orders of magnitude in comparison with methods such as complex step. The method and codes developed are modular in nature and are a drop-in solution for design under uncertainty within existing MDO problems. A low-fidelity analytical multidisciplinary optimization under uncertainty for a wing design in OpenMDAO is detailed in this paper. This demonstration case will include both objective functions and constraints which are influenced by uncertain parameters.

Ben Phillips↗

Deep neural network uncertainty quantification for LArTPC reconstruction

We evaluate uncertainty quantification (UQ) methods for deep learning applied to liquid argon time projection chamber (LArTPC) physics analysis tasks. As deep learning applications enter widespread usage among physics data analysis, neural networks with reliable estimates of prediction uncertainty and robust performance against overconfidence and out-of-distribution (OOD) samples are critical for their full deployment in analyzing experimental data. While numerous UQ methods have been tested on simple datasets, performance evaluations for more complex tasks and datasets are scarce. Here we assess the application of selected deep learning UQ methods on the task of particle classification using the PiLArNet monte carlo 3D LArTPC point cloud dataset. We observe that UQ methods not only allow for better rejection of prediction mistakes and OOD detection, but also generally achieve higher overall accuracy across different task settings. We assess the precision of uncertainty quantification using different evaluation metrics, such as distributional separation of prediction entropy across correctly and incorrectly identified samples, receiver operating characteristic curves (ROCs), and expected calibration error from observed empirical accuracy. We conclude that ensembling methods can obtain well calibrated classification probabilities and generally perform better than other existing methods in deep learning UQ literature.

47 OTHER INSTRUMENTATION↗

Bi-fidelity variational auto-encoder for uncertainty quantification

Quantifying the uncertainty of quantities of interest (QoIs) from physical systems is a primary objective in model validation. However, achieving this goal entails balancing the need for computational efficiency with the requirement for numerical accuracy. To address this trade-off, we propose a novel bi-fidelity formulation of variational auto-encoders (BF-VAE) designed to estimate the uncertainty associated with a QoI from low-fidelity (LF) and high-fidelity (HF) samples of the QoI. Here, this model allows for the approximation of the statistics of the HF QoI by leveraging information derived from its LF counterpart. Specifically, we design a bi-fidelity auto-regressive model in the latent space which is integrated within the VAE’s probabilistic encoder–decoder structure. An effective algorithm is proposed to maximize the variational lower bound of the HF log-likelihood in the presence of limited HF data, resulting in the synthesis of HF realizations with a reduced computational cost. Additionally, we introduce the concept of the bi-fidelity information bottleneck (BF-IB) to provide an information-theoretic interpretation of the proposed BF-VAE model. Our numerical results demonstrate that the BF-VAE leads to considerably improved accuracy, as compared to a VAE trained using only HF data, when limited HF data is available.

42 ENGINEERING↗

Uncertainty Quantification for Neutron Shield Using Convolutional Neural Networks

Uncertainty quantification from radiation transport calculations was conducted using a Bayesian inference approach. A surrogate model, using a convolutional neural network, was employed to emulate the neutron fluence, which was simulated with a Monte Carlo radiation transport model. This allowed for a computationally cheap approach to evaluate input parameters and to sample their corresponding posterior probability distributions. Experimental data from the literature were employed to perform uncertainty quantification studies for concrete shields. As a result, the method is a nonintrusive approach that enables studies with multiple input parameters and can be applied to any radiation transport model.

Bayesian inference↗

Uncertainty Reduction using Bayesian Inference and Sensitivity Analysis: A Sequential Approach to the NASA Langley Uncertainty Quantification Challenge

This paper presents a computational framework for uncertainty characterization and propagation, and sensitivity analysis under the presence of aleatory and epistemic un- certainty, and develops a rigorous methodology for efficient refinement of epistemic un- certainty by identifying important epistemic variables that significantly affect the overall performance of an engineering system. The proposed methodology is illustrated using the NASA Langley Uncertainty Quantification Challenge (NASA-LUQC) problem that deals with uncertainty analysis of a generic transport model (GTM). First, Bayesian inference is used to infer subsystem-level epistemic quantities using the subsystem-level model and corresponding data. Second, tools of variance-based global sensitivity analysis are used to identify four important epistemic variables (this limitation specified in the NASA-LUQC is reflective of practical engineering situations where not all epistemic variables can be refined due to time/budget constraints) that significantly affect system-level performance. The most significant contribution of this paper is the development of the sequential refine- ment methodology, where epistemic variables for refinement are not identified all-at-once. Instead, only one variable is first identified, and then, Bayesian inference and global sensi- tivity calculations are repeated to identify the next important variable. This procedure is continued until all 4 variables are identified and the refinement in the system-level perfor- mance is computed. The advantages of the proposed sequential refinement methodology over the all-at-once uncertainty refinement approach are explained, and then applied to the NASA Langley Uncertainty Quantification Challenge problem.

Uncertainty↗