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Results for “uncertainty quantification and propagation”

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.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a sampling-based approach that has widely used for quantification and propagation of uncertainties. However, the standard MC method is often time-consuming if the simulation-based model is computationally intensive. This article gives an overview of modern MC methods to address the existing challenges of the standard MC in the context of UQ. Specifically, multilevel Monte Carlo (MLMC) extending the concept of control variates achieves a significant reduction of the computational cost by performing most evaluations with low accuracy and corresponding low cost, and relatively few evaluations at high accuracy and corresponding high cost. Multifidelity Monte Carlo (MFMC) accelerates the convergence of standard Monte Carlo by generalizing the control variates with different models having varying fidelities and varying computational costs. Multimodel Monte Carlo method (MMMC), having a different setting of MLMC and MFMC, aims to address the issue of UQ and propagation when data for characterizing probability distributions are limited. Multimodel inference combined with importance sampling is proposed for quantifying and efficiently propagating the uncertainties resulting from small data sets. All of these three modern MC methods achieve a significant improvement of computational efficiency for probabilistic UQ, particularly uncertainty propagation. Finally, an algorithm summary and the corresponding code implementation are provided for each of the modern MC methods. The extension and application of these methods are discussed in detail.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Pragmatic Uncertainty Quantification and Propagation in Inverse Estimation of Structural Dynamics Parameters given Material Property Uncertainties and Limited Sensor Data

In this report we demonstrate some relatively simple and inexpensive methods to effectively account for various sources of epistemic lack-of-knowledge type uncertainty in inverse problems. The demonstration problem involves inverse estimation of six parameters of a bolted joint that attaches a kettlebell shaped object to a thick plate. The parameters are efficiently inverted in a modal-based model calibration using gradient-based optimization. Two material properties of the kettlebell are treated as uncertain to within given epistemic uncertainty bounds. We apply and test interval and sparse-sample probabilistic approaches to account for uncertainty in the estimated parameters (and various scalar functionals of the parameters as generic quantities of interest, QOIs) due to uncertainties in the material properties. We also investigate the error effects of limited numbers of vibration sensors (accelerometers) on the kettlebell and plate, and therefore abbreviated excitation/response information in the parameter inversions. We propose and demonstrate a Leave-K-Sensors-Out “cross-prediction” UQ approach to estimate related uncertainties on the parameters and QOI functionals. We indicate how uncertainties from material properties and limited sensors are treated in a combined manner. The economical combined UQ approach involves just three to five samples (i.e. three to five inverse simulations), with no added complication or error/uncertainty from use of surrogate models for affordability. Finally, we describe a related economical UQ approach for handling potential parameter solution non-uniqueness and numerical optimization related precision uncertainties in the estimated parameter values. Indicated further research is identified.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Development and application of two-step uncertainty propagation and sensitivity analysis methodology for fast reactor safety analysis

Uncertainty quantification (UQ) in nuclear reactors for transients is directly linked with safety assessment through the cross-sections uncertainties, provided as a covariance matrix, which are propagated through the reactor system to output of interest pertaining to reactor safety, such as peak temperatures in fuel/clad/coolant. Using a two-step approach, uncertainties are first quantified and propagated from basic input variables (such as reaction cross-sections) to intermediate quantities (such as reactivity feedback coefficients) through lattice level calculations. Uncertainties of intermediate quantities (from the first step) are then propagated through the system transient calculations, in the second step, to obtain uncertainties on reactor safety output parameters of interest. The scope of this work consists of Uncertainty Quantification & Propagation of nuclear data uncertainties that are highly correlated through unprotected transient overpower and unprotected loss of flow to assess their impact on core safety parameters. This two-step approach in the presence of covariance renders the sensitivity analysis very challenging. In fact, usually the sensitivity analysis is restricted to each step, which limits its application since the sensitivities between the system output quantities and the basic input variables are difficult to obtain. Here, in this work, we address this issue by proposing a simple, general methodology to combine the sensitivity indices obtained in each step by assuming the model behavior being linear. For the first step Generalized Perturbation theory based indices are used while in the second step the recently studied Johnson indices. The uncertainty quantification and sensitivity methodologies discussed here are demonstrated on a generic LFR design which is based on the 500 MWth demonstration Lead-cooled fast reactor (DLFR) using oxide fuel, developed by Westinghouse Electric Company (WEC).

42 - ENGINEERING↗
DOE OSTI2024

Uncertainty quantification and propagation in lithium-ion battery electrodes using bayesian convolutional neural networks

The complex nature of manufacturing processes stipulates electrodes to possess high variability with increased heterogeneity during production. X-ray computed tomography imaging has proved to be critical in visualizing the complicated stochastic particle distribution of as-manufactured electrodes in lithium-ion batteries. However, accurate prediction of their electrochemical performance necessitates precise evaluation of kinetic and transport properties from real electrodes. Image segmentation that characterizes voxels to particle/pore phase is often meticulous and fraught with subjectivity owing to a myriad of unconstrained choices and filter algorithms. Here we utilize a Bayesian convolutional neural network to tackle segmentation subjectivity and quantify its pertinent uncertainties. Otsu inter-variance and Blind/Referenceless Imaging Spatial Quality Evaluator are used to assess the relative image quality of grayscale tomograms, thus evaluating the uncertainty in the derived microstructural attributes. We analyze how image uncertainty is correlated with the uncertainties and magnitude of kinetic and transport properties of an electrode, further identifying pathways of uncertainty propagation within microstructural attributes. The coupled effect of spatial heterogeneity and microstructural anisotropy on the uncertainty quantification of transport parameters is also understood. This work demonstrates a novel methodology to extract microstructural descriptors from real electrode images through quantification of associated uncertainties and discerning the relative strength of their propagation, thus facilitating feedback to manufacturing processes from accurate image based electrochemical simulations.

25 ENERGY STORAGE↗
DOE OSTI2021

Uncertainty Quantification and Error Propagation in the Enthalpy and Entropy of Surface Reactions Arising from a Single DFT Functional

Accounting for parametric uncertainty in models is essential for quantifying the models’ predictive ability. Recently, approaches have been introduced to estimate parametric uncertainty in kinetic models while accounting for correlations among energy parameters. However, correlations have been estimated indirectly and correlations in entropies have not been accounted for. For surface-catalyzed microkinetic models of >C2 (more than two carbon-containing) molecules, which consist of thousands of reaction steps and intermediate surface species, first-principles density functional theory (DFT) is costly, and thus, estimation of thermochemistry and reaction barriers requires surrogate methods of DFT, such as group additivity and Brønsted–Evans–Polanyi relationships, respectively. For such parametrization, model uncertainty is unclear. This work develops a framework to overcome these gaps using group additivity and a single DFT functional. We estimate correlations in parameters of kinetic models and quantify uncertainty for thermochemistry, reaction barriers, reaction paths, and ultimately reaction rates, accounting also for the contribution of entropic uncertainty. Furthermore, the approach is illustrated on propane combustion and ethane oxidative dehydrogenation reactions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2023

Combined Data and Deep Learning Model Uncertainties: An Application to the Measurement of Solid Fuel Regression Rate

In complex physical process characterization, such as the measurement of the regression rate for solid hybrid rocket fuels, where both the observation data and the model used have uncertainties originating from multiple sources, combining these in a systematic way for quantities of interest (QoI) remains a challenge. In this paper, we present a forward propagation uncertainty quantification (UQ) process to produce a probabilistic distribution for the observed regression rate r. We characterized two input data uncertainty sources from the experiment (the distortion from the camera U c and the non-zero-angle fuel placement U Y ), the prediction and model form uncertainty from the deep neural network (U m ), as well as the variability from the manually segmented images used for training it (U s ). Here, we conducted seven case studies on combinations of these uncertainty sources with the model form uncertainty. The main contribution of this paper is the investigation and inclusion of the experimental image data uncertainties involved, and how to include them in a workflow when the QoI is the result of multiple sequential processes.

42 ENGINEERING↗
DOE OSTI2020

Nuclear data uncertainty propagation and modeling uncertainty impact evaluation in neutronics core simulation

Uncertainty analysis is a critical requirement in reactor simulation as it is used to quantify the reliability of best-estimate calculation. A comprehensive uncertainty analysis should characterize all sources of uncertainties in a computationally-feasible and scientifically-defendable manner. Here we employ a well-established reduced order modeling (ROM) based uncertainty quantification methodology to propagate uncertainties throughout neutronic calculations. ROM relies on recent advances in randomized data mining techniques applied to large data streams. In our proposed implementation, the nuclear data uncertainties are first propagated from multi-group level through lattice physics calculation to generate few-group parameter uncertainties, described using a vector of mean values and a covariance matrix. Employing an ROM-based compression of the covariance matrix, the few-group uncertainties are then propagated through downstream core simulation in a computationally efficient manner. This straightforward approach, albeit efficient as compared to brute force forward and/or adjoint-based methods, often employs a number of assumptions that have been unquestioned in the literature of neutronic uncertainty analysis. This manuscript argues that these assumptions could introduce another source of uncertainty referred to as modeling uncertainties, whose magnitude needs to be quantified in tandem with nuclear data uncertainties. Thus, our primary goal is to explore the interactions between these two uncertainty sources in order to assess whether modeling uncertainties have an impact on parameter uncertainties. To explore this endeavor, the impact of a number of modeling assumptions on core attributes uncertainties is quantified. The study employs a CANDU reactor model, with Serpent and NEWT as lattice physics solvers and NESTLE-C as core simulator. The modeling assumptions investigated include those related with the uncertainty propagation method employed, e.g., deterministic vs. stochastic, the few-group energy structure employed to represent the cross-sections, the resonance treatment in lattice physics calculation, the reference values for the cross-section, and the number of samples employed to render ROM compression. Results indicate that some of the modeling assumptions could have a non-negligible impact on the core responses propagated uncertainties, highlighting the need for a more comprehensive approach to combine parameter and modeling uncertainties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2024

Uncertainty Quantification via Stable Distribution Propagation

We propose a new approach for propagating stable probability distributions through neural networks. Our method is based on local linearization, which we show to be an optimal approximation in terms of total variation distance for the ReLU non-linearity. This allows propagating Gaussian and Cauchy input uncertainties through neural networks to quantify their output uncertainties. To demonstrate the utility of propagating distributions, we apply the proposed method to predicting calibrated confidence intervals and selective prediction on out-of-distribution data. The results demonstrate a broad applicability of propagating distributions and show the advantages of our method over other approaches such as moment matching.

Artificial Intelligence (cs.AI)↗
DOE OSTI2020

Stochastic nonlinear analysis of unidirectional fiber composites using image-based microstructural uncertainty quantification

Here, we present a data-driven nonlinear uncertainty quantification and propagation framework to study the microstructure-induced stochastic performance of unidirectional (UD) carbon fiber reinforced polymer (CFRP) composites. The proposed approach integrates (1) microscopic image characterization, (2) stochastic microstructure reconstruction, and (3) efficient multiscale finite element simulations enabled by self-consistent clustering (SCA) analysis. To model the complex microstructural variability, the proposed UQ methods take the non-Gaussian uncertainty sources into account through a distribution-free sampling approach leveraging nonparametric and asymptotic statistical tools. A hierarchical conditional sampling strategy enables the simultaneous sampling of multiple sources of uncertainties. Our approach provides insights into the impact of microstructural variabilities, which are shown to have an increasing impact on the nonlinear responses of UD CFRP parts under progressive compression loading and ultimately on the failure rate over time. We discover that before CFRP parts start to fail, a characteristic time period emerges with distinctive uncertainty distributions specific to the microstructure variability and the probability of failure. Identifying the failure time period is crucial to the reliability prediction, which is an essential component of CFRP design.

36 MATERIALS SCIENCE↗
DOE OSTI2021

Making sense of uncertain nuclear data

At its core, and in an imperfect world, the scientific method relies heavily on the concept of uncertain knowledge. Understanding the nature and magnitude of our lack of knowledge on nuclear data has important ramifications on a wide range of nuclear technologies that encompass defense, energy, medicine, astrophysics, among others. Over the span of a long and fruitful carrier, Dr. Massimo Salvatores has made significant contributions to the fields of nuclear reactor physics, nuclear data, and uncertainty quantification and propagation. Advances in machine learning techniques and computational capabilities are enabling a new level of confidence in our ability to predict key nuclear metrics as well as their associated uncertainties across many applications. Here this short article reviews some of those concepts with an eye towards developing a new paradigm to provide nuclear data libraries of benefit to various applications.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2020

GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models

In a previous work, embedded ensemble propagation was proposed to improve the efficiency of sampling-based uncertainty quantification methods of computational models on emerging computational architectures. It consists of simultaneously evaluating the model for a subset of samples together, instead of evaluating them individually. A first approach introduced to solve parametric linear systems with ensemble propagation is ensemble reduction. In Krylov methods for example, this reduction consists in coupling the samples together using an inner product that sums the sample contributions. Ensemble reduction has the advantages of being able to use optimized implementations of BLAS functions and having a stopping criterion which involves only one scalar. However, the reduction potentially decreases the rate of convergence due to the gathering of the spectra of the samples. In this paper, we investigate a second approach: ensemble propagation without ensemble reduction in the case of GMRES. This second approach solves each sample simultaneously but independently to improve the convergence compared to ensemble reduction. This raises two new issues which are solved in this paper: the fact that optimized implementations of BLAS functions cannot be used anymore and that ensemble divergence, whereby individual samples within an ensemble must follow different code execution paths, can occur. We tackle those issues by implementing a high-performing ensemble GEMV and by using masks. The proposed ensemble GEMV leads to a similar cost per GMRES iteration for both approaches, i.e. with and without reduction. For illustration, we study the performances of the new linear solver in the context of a mesh tying problem. Furthermore, this example demonstrates improved ensemble propagation speed-up without reduction.

BLAS↗
DOE OSTI2023

Towards inverse microstructure-centered materials design using generative phase-field modeling and deep variational autoencoders

The field of Integrated Computational Materials Engineering (ICME) combines a broad range of methods to study materials’ responses over a spectrum of length scales. A relatively unexplored aspect of microstructure-sensitive materials design is uncertainty propagation and quantification (UP/UQ) of materials’ microstructure, as well as establishing process-structure–property (PSP) relationships for inverse material design. In this study, an efficient UP technique built on the idea of changing probability measures and a deep generative unsupervised representative machine learning method for microstructure-based design of thermal conductivity of materials is proposed. Probability measures are used to represent microstructure space, and Wasserstein metrics are used to test the efficiency of the UP method. By using deep Variational AutoEncoder (VAE), we identify the correlations between the material/process parameters and the thermal conductivity of heterogeneous dual-phase microstructures. Through high-throughput screening, UP, and the deep-generative VAE method, PSP relationships that are too complex can be revealed by exploiting the materials’ design space with an emphasis on microstructures. As a last point, we demonstrate generative machine learning serves as a useful tool for inverse microstructure-centered materials design, and we demonstrate this by examining the inverse design of thermal conductivity in nano-structured materials. Here, the results reveal the effects of morphology, volume fraction, characteristic length scale, and the individual thermal diffusivity of phases on the thermal conductivity of dual-phase alloys. Our findings emphasize the advantages of high-throughput phase-field modeling and generative deep learning for linking PSP and inverse microstructure-centered materials design.

36 MATERIALS SCIENCE↗
DOE OSTI2022

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

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

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2022

Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗
DOE OSTI2022

Method of Distributions for Two‐Phase Flow in Heterogeneous Porous Media

Abstract Multiscale heterogeneity and insufficient characterization data for a specific subsurface formation of interest render predictions of multi‐phase fluid flow in geologic formations highly uncertain. Quantification of the uncertainty propagation from the geomodel to the fluid‐flow response is typically done within a probabilistic framework. This task is computationally demanding due to, for example, the slow convergence of Monte Carlo simulations (MCS), especially when computing the tails of a distribution that are necessary for risk assessment and decision‐making under uncertainty. The frozen streamlines method (FROST) accelerates probabilistic predictions of immiscible two‐phase fluid flow problems; however, FROST relies on MCS to compute the travel‐time distribution, which is then used to perform the transport (phase saturation) computations. To alleviate this computational bottleneck, we replace MCS with a deterministic equation for the cumulative distribution function (CDF) of travel time. The resulting CDF‐FROST approach yields the CDF of the saturation field without resorting to sampling‐based strategies. Our numerical experiments demonstrate the high accuracy of CDF‐FROST in computing the CDFs of both saturation and travel time. For the same accuracy, it is about 5 and 10 times faster than FROST and MCS, respectively.

Yang, Hyung Jun↗
DOE OSTI2024

Hierarchical Bayesian modeling for Inverse Uncertainty Quantification of system thermal-hydraulics code using critical flow experimental data

The best estimate plus uncertainty methodology in nuclear system thermal-hydraulic studies necessitates a comprehensive understanding of uncertainties in system code predictions. The forward uncertainty quantification (UQ) process involves the propagation of input uncertainties through the computational models to obtain uncertainties in the outputs. To this end, achieving an accurate estimation of input uncertainties is important, which is the focus of inverse UQ (IUQ). Traditionally, research in Bayesian IUQ within the nuclear engineering domain has largely relied on single-level Bayesian inference. While being effective for relatively small datasets, this approach encounters limitations for cases with large datasets. The use of a single-level model may prove inefficient, as the resultant posterior distributions can significantly differ when distinct subsets of data are employed. To address this issue, we employ an hierarchical Bayesian model for IUQ. Furthermore, this approach involves organizing observations into different groups based on the test conditions, thereby accommodating varying calibration parameters across these distinct groups. In this study, we developed and implemented a hierarchical Bayesian IUQ method to consider the grouping effect of critical flow measurement data from various geometries. Comparing the outcomes of IUQ under different selections of test data using hierarchical Bayesian IUQ against those obtained from single-level Bayesian IUQ, the forward propagation of hierarchical Bayesian IUQ results demonstrates a notably improved agreement with the experimental data.

42 ENGINEERING↗
DOE OSTI2023

Thermodynamic modeling with uncertainty quantification using the modified quasichemical model in quadruplet approximation: Implementation into PyCalphad and ESPEI

The modified quasichemical model in the quadruplet approximation (MQMQA) considers the first- and the second-nearest-neighbor coordination and interactions, particularly useful in describing short-range ordering (SRO) in complex liquids such as molten salts, slag in metal processing, and electrolytic solutions. Here, the present work implements the MQMQA into the Python based open-source software PyCalphad for thermodynamic calculations. This endeavor facilitates the development of MQMQA-based thermodynamic database with uncertainty quantification (UQ) and propagation (UP) using the open-source software ESPEI. A new database structure based on Extensible Markup Language (XML) is proposed for ESPEI evaluation of MQMQA model parameters. Using the KF-NiF 2 , KCl-NaCl-MgCl 2 , and CaCl 2 -CaF 2 -LiCl-LiF salt systems as examples, we demonstrate the successful implementation of MQMQA in PyCalphad through thermodynamic calculations of Gibbs energy, equilibrium quadruplet fractions, and phase diagram, as well as database development with UQ and UP using ESPEI. Furthermore, as an application of the present implementation, both the LiF–TbF 3 and LiF-HoF 3 systems have been modeled by MQMQA for the first time, which are in good agreement with experiments. The present implementation hence offers an open-source capability for performing CALPHAD modeling for complex liquids with SRO using MQMQA plus a new XML database structure.

36 MATERIALS SCIENCE↗