This work presents the “n<sup>th</sup>-Order Feature Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (abbreviated as “n<sup>th</sup>-FASAM-N”), which will be shown to be the...This work presents the “n<sup>th</sup>-Order Feature Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (abbreviated as “n<sup>th</sup>-FASAM-N”), which will be shown to be the most efficient methodology for computing exact expressions of sensitivities, of any order, of model responses with respect to features of model parameters and, subsequently, with respect to the model’s uncertain parameters, boundaries, and internal interfaces. The unparalleled efficiency and accuracy of the n<sup>th</sup>-FASAM-N methodology stems from the maximal reduction of the number of adjoint computations (which are considered to be “large-scale” computations) for computing high-order sensitivities. When applying the n<sup>th</sup>-FASAM-N methodology to compute the second- and higher-order sensitivities, the number of large-scale computations is proportional to the number of “model features” as opposed to being proportional to the number of model parameters (which are considerably more than the number of features).When a model has no “feature” functions of parameters, but only comprises primary parameters, the n<sup>th</sup>-FASAM-N methodology becomes identical to the extant n<sup>th</sup> CASAM-N (“n<sup>th</sup>-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems”) methodology. Both the n<sup>th</sup>-FASAM-N and the n<sup>th</sup>-CASAM-N methodologies are formulated in linearly increasing higher-dimensional Hilbert spaces as opposed to exponentially increasing parameter-dimensional spaces thus overcoming the curse of dimensionality in sensitivity analysis of nonlinear systems. Both the n<sup>th</sup>-FASAM-N and the n<sup>th</sup>-CASAM-N are incomparably more efficient and more accurate than any other methods (statistical, finite differences, etc.) for computing exact expressions of response sensitivities of any order with respect to the model’s features and/or primary uncertain parameters, boundaries, and internal interfaces.展开更多
This work highlights the unparalleled efficiency of the “n<sup>th</sup>-Order Function/ Feature Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (n<sup>th</sup>-FASAM-N) by con...This work highlights the unparalleled efficiency of the “n<sup>th</sup>-Order Function/ Feature Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (n<sup>th</sup>-FASAM-N) by considering the well-known Nordheim-Fuchs reactor dynamics/safety model. This model describes a short-time self-limiting power excursion in a nuclear reactor system having a negative temperature coefficient in which a large amount of reactivity is suddenly inserted, either intentionally or by accident. This nonlinear paradigm model is sufficiently complex to model realistically self-limiting power excursions for short times yet admits closed-form exact expressions for the time-dependent neutron flux, temperature distribution and energy released during the transient power burst. The n<sup>th</sup>-FASAM-N methodology is compared to the extant “n<sup>th</sup>-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (n<sup>th</sup>-CASAM-N) showing that: (i) the 1<sup>st</sup>-FASAM-N and the 1<sup>st</sup>-CASAM-N methodologies are equally efficient for computing the first-order sensitivities;each methodology requires a single large-scale computation for solving the “First-Level Adjoint Sensitivity System” (1<sup>st</sup>-LASS);(ii) the 2<sup>nd</sup>-FASAM-N methodology is considerably more efficient than the 2<sup>nd</sup>-CASAM-N methodology for computing the second-order sensitivities since the number of feature-functions is much smaller than the number of primary parameters;specifically for the Nordheim-Fuchs model, the 2<sup>nd</sup>-FASAM-N methodology requires 2 large-scale computations to obtain all of the exact expressions of the 28 distinct second-order response sensitivities with respect to the model parameters while the 2<sup>nd</sup>-CASAM-N methodology requires 7 large-scale computations for obtaining these 28 second-order sensitivities;(iii) the 3<sup>rd</sup>-FASAM-N methodology is even more efficient than the 3<sup>rd</sup>-CASAM-N methodology: only 2 large-scale computations are needed to obtain the exact expressions of the 84 distinct third-order response sensitivities with respect to the Nordheim-Fuchs model’s parameters when applying the 3<sup>rd</sup>-FASAM-N methodology, while the application of the 3<sup>rd</sup>-CASAM-N methodology requires at least 22 large-scale computations for computing the same 84 distinct third-order sensitivities. Together, the n<sup>th</sup>-FASAM-N and the n<sup>th</sup>-CASAM-N methodologies are the most practical methodologies for computing response sensitivities of any order comprehensively and accurately, overcoming the curse of dimensionality in sensitivity analysis.展开更多
This work (in two parts) will present a novel predictive modeling methodology aimed at obtaining “best-estimate results with reduced uncertainties” for the first four moments (mean values, covariance, skewness and k...This work (in two parts) will present a novel predictive modeling methodology aimed at obtaining “best-estimate results with reduced uncertainties” for the first four moments (mean values, covariance, skewness and kurtosis) of the optimally predicted distribution of model results and calibrated model parameters, by combining fourth-order experimental and computational information, including fourth (and higher) order sensitivities of computed model responses to model parameters. Underlying the construction of this fourth-order predictive modeling methodology is the “maximum entropy principle” which is initially used to obtain a novel closed-form expression of the (moments-constrained) fourth-order Maximum Entropy (MaxEnt) probability distribution constructed from the first four moments (means, covariances, skewness, kurtosis), which are assumed to be known, of an otherwise unknown distribution of a high-dimensional multivariate uncertain quantity of interest. This fourth-order MaxEnt distribution provides optimal compatibility of the available information while simultaneously ensuring minimal spurious information content, yielding an estimate of a probability density with the highest uncertainty among all densities satisfying the known moment constraints. Since this novel generic fourth-order MaxEnt distribution is of interest in its own right for applications in addition to predictive modeling, its construction is presented separately, in this first part of a two-part work. The fourth-order predictive modeling methodology that will be constructed by particularizing this generic fourth-order MaxEnt distribution will be presented in the accompanying work (Part-2).展开更多
This work illustrates the innovative results obtained by applying the recently developed the 2<sup>nd</sup>-order predictive modeling methodology called “2<sup>nd</sup>- BERRU-PM”, where the ...This work illustrates the innovative results obtained by applying the recently developed the 2<sup>nd</sup>-order predictive modeling methodology called “2<sup>nd</sup>- BERRU-PM”, where the acronym BERRU denotes “best-estimate results with reduced uncertainties” and “PM” denotes “predictive modeling.” The physical system selected for this illustrative application is a polyethylene-reflected plutonium (acronym: PERP) OECD/NEA reactor physics benchmark. This benchmark is modeled using the neutron transport Boltzmann equation (involving 21,976 uncertain parameters), the solution of which is representative of “large-scale computations.” The results obtained in this work confirm the fact that the 2<sup>nd</sup>-BERRU-PM methodology predicts best-estimate results that fall in between the corresponding computed and measured values, while reducing the predicted standard deviations of the predicted results to values smaller than either the experimentally measured or the computed values of the respective standard deviations. The obtained results also indicate that 2<sup>nd</sup>-order response sensitivities must always be included to quantify the need for including (or not) the 3<sup>rd</sup>- and/or 4<sup>th</sup>-order sensitivities. When the parameters are known with high precision, the contributions of the higher-order sensitivities diminish with increasing order, so that the inclusion of the 1<sup>st</sup>- and 2<sup>nd</sup>-order sensitivities may suffice for obtaining accurate predicted best- estimate response values and best-estimate standard deviations. On the other hand, when the parameters’ standard deviations are sufficiently large to approach (or be outside of) the radius of convergence of the multivariate Taylor-series which represents the response in the phase-space of model parameters, the contributions stemming from the 3<sup>rd</sup>- and even 4<sup>th</sup>-order sensitivities are necessary to ensure consistency between the computed and measured response. In such cases, the use of only the 1<sup>st</sup>-order sensitivities erroneously indicates that the computed results are inconsistent with the respective measured response. Ongoing research aims at extending the 2<sup>nd</sup>-BERRU-PM methodology to fourth-order, thus enabling the computation of third-order response correlations (skewness) and fourth-order response correlations (kurtosis).展开更多
This work presents a comprehensive second-order predictive modeling (PM) methodology designated by the acronym 2<sup>nd</sup>-BERRU-PMD. The attribute “2<sup>nd</sup>” indicates that this met...This work presents a comprehensive second-order predictive modeling (PM) methodology designated by the acronym 2<sup>nd</sup>-BERRU-PMD. The attribute “2<sup>nd</sup>” indicates that this methodology incorporates second-order uncertainties (means and covariances) and second-order sensitivities of computed model responses to model parameters. The acronym BERRU stands for “Best- Estimate Results with Reduced Uncertainties” and the last letter (“D”) in the acronym indicates “deterministic,” referring to the deterministic inclusion of the computational model responses. The 2<sup>nd</sup>-BERRU-PMD methodology is fundamentally based on the maximum entropy (MaxEnt) principle. This principle is in contradistinction to the fundamental principle that underlies the extant data assimilation and/or adjustment procedures which minimize in a least-square sense a subjective user-defined functional which is meant to represent the discrepancies between measured and computed model responses. It is shown that the 2<sup>nd</sup>-BERRU-PMD methodology generalizes and extends current data assimilation and/or data adjustment procedures while overcoming the fundamental limitations of these procedures. In the accompanying work (Part II), the alternative framework for developing the “second- order MaxEnt predictive modelling methodology” is presented by incorporating probabilistically (as opposed to “deterministically”) the computed model responses.展开更多
This work presents a comprehensive second-order predictive modeling (PM) methodology based on the maximum entropy (MaxEnt) principle for obtaining best-estimate mean values and correlations for model responses and par...This work presents a comprehensive second-order predictive modeling (PM) methodology based on the maximum entropy (MaxEnt) principle for obtaining best-estimate mean values and correlations for model responses and parameters. This methodology is designated by the acronym 2<sup>nd</sup>-BERRU-PMP, where the attribute “2<sup>nd</sup>” indicates that this methodology incorporates second- order uncertainties (means and covariances) and second (and higher) order sensitivities of computed model responses to model parameters. The acronym BERRU stands for “Best-Estimate Results with Reduced Uncertainties” and the last letter (“P”) in the acronym indicates “probabilistic,” referring to the MaxEnt probabilistic inclusion of the computational model responses. This is in contradistinction to the 2<sup>nd</sup>-BERRU-PMD methodology, which deterministically combines the computed model responses with the experimental information, as presented in the accompanying work (Part I). Although both the 2<sup>nd</sup>-BERRU-PMP and the 2<sup>nd</sup>-BERRU-PMD methodologies yield expressions that include second (and higher) order sensitivities of responses to model parameters, the respective expressions for the predicted responses, for the calibrated predicted parameters and for their predicted uncertainties (covariances), are not identical to each other. Nevertheless, the results predicted by both the 2<sup>nd</sup>-BERRU-PMP and the 2<sup>nd</sup>-BERRU-PMD methodologies encompass, as particular cases, the results produced by the extant data assimilation and data adjustment procedures, which rely on the minimization, in a least-square sense, of a user-defined functional meant to represent the discrepancies between measured and computed model responses.展开更多
This work presents a comprehensive fourth-order predictive modeling (PM) methodology that uses the MaxEnt principle to incorporate fourth-order moments (means, covariances, skewness, kurtosis) of model parameters, com...This work presents a comprehensive fourth-order predictive modeling (PM) methodology that uses the MaxEnt principle to incorporate fourth-order moments (means, covariances, skewness, kurtosis) of model parameters, computed and measured model responses, as well as fourth (and higher) order sensitivities of computed model responses to model parameters. This new methodology is designated by the acronym 4<sup>th</sup>-BERRU-PM, which stands for “fourth-order best-estimate results with reduced uncertainties.” The results predicted by the 4<sup>th</sup>-BERRU-PM incorporates, as particular cases, the results previously predicted by the second-order predictive modeling methodology 2<sup>nd</sup>-BERRU-PM, and vastly generalizes the results produced by extant data assimilation and data adjustment procedures.展开更多
This work extends to third-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</u...This work extends to third-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</u>eflected <u>p</u>lutonium (acronym: PERP) OECD/NEA reactor physics benchmark. The PERP benchmark comprises 21,976 imprecisely known (uncertain) model parameters. Previous works have used the adjoint sensitivity analysis methodology to compute exactly and efficiently all of the 21,976 first-order and (21,976)<sup>2</sup> second-order sensitivities of the PERP benchmark’s leakage response to all of the benchmark’s uncertain parameters, showing that the largest and most consequential 1<sup>st</sup>- and 2<sup>nd</sup>-order response sensitivities are with respect to the total microscopic cross sections. These results have motivated extending the previous adjoint-based derivations to third-order, leading to the derivation, in this work, of the exact mathematical expressions of the (180)<sup>3</sup> third-order sensitivities of the PERP leakage response with respect to these total microscopic cross sections. The formulas derived in this work are valid not only for the PERP benchmark but can also be used for computing the 3<sup>rd</sup>-order sensitivities of the leakage response of any nuclear system involving fissionable material and internal or external neutron sources. Subsequent works will use the adjoint-based mathematical expressions obtained in this work to compute exactly and efficiently the numerical values of these (180)<sup>3</sup> third-order sensitivities (which turned out to be very large and consequential) and use them for a third-order uncertainty analysis of the PERP benchmark’s leakage response.展开更多
This work extends to fourth-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</...This work extends to fourth-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</u>eflected <u>p</u>lutonium (acronym: PERP) OECD/NEA reactor physics benchmark. Previous works showed that the third-order sensitivities of the PERP leakage response with respect to these total microscopic cross sections are far larger than the corresponding 1<sup>st</sup>-order and 2<sup>nd</sup>-order ones, thereby having the largest impact on the uncertainties induced in the PERP benchmark’s response. This finding has motivated the development of the original 4<sup>th</sup>-order formulas presented in this work, which are valid not only for the PERP benchmark but can also be used for computing the 4<sup>th</sup>-order sensitivities of response of any nuclear system involving fissionable material and internal or external neutron sources. Subsequent works will use the adjoint-based mathematical expressions obtained in this work to compute exactly and efficiently the numerical values of the largest fourth-order sensitivities of the PERP benchmark’s response to the total microscopic cross sections, and use them for a pioneering fourth-order uncertainty analysis of the PERP benchmark’s response.展开更多
This work extends to fourth-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</...This work extends to fourth-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</u>eflected <u>p</u>lutonium (acronym: PERP) OECD/NEA reactor physics benchmark. The PERP benchmark comprises 7477 imprecisely known (uncertain) model parameters which have nonzero values. These parameters are as follows: 180 microscopic total cross sections;7101 microscopic scattering sections;60 microscopic fission cross sections;60 parameters that characterize the average number of neutrons per fission;60 parameters that characterize the fission spectrum;10 parameters that characterize the fission source;and 6 parameters that characterize the isotope number densities. Previous works have used the adjoint sensitivity analysis methodology to compute exactly and efficiently all of the 7477 first-order and 27,956,503 second-order sensitivities of the PERP benchmark’s leakage response to all of the benchmark’s uncertain parameters. These works showed that largest response sensitivities involve the total microscopic cross sections, which motivated the recent computation of all of the (180)<sup>3</sup> third-order sensitivities of the PERP leakage response with respect to these total microscopic cross sections. It turned out that some of these 3<sup>rd</sup>-order cross sections were far larger than the corresponding 2<sup>nd</sup>-order ones, thereby having the largest impact on the uncertainties induced in the PERP benchmark’s response. This finding has motivated the development of the original 4<sup>th</sup>-order formulas presented in this work, which are valid not only for the PERP benchmark but can also be used for computing the 4<sup>th</sup>-order sensitivities of response of any nuclear system involving fissionable material and internal or external neutron sources. Subsequent works will use the adjoint-based mathematical expressions obtained in this work to compute exactly and efficiently the numerical values of the largest fourth-order sensitivities of the PERP benchmark’s response to the total microscopic cross section and use them for a pioneering fourth-order uncertainty analysis of the PERP benchmark’s response.展开更多
This work presents the “Second-Order Comprehensive Adjoint Sensitivity Analysis Methodology (2<sup>nd</sup>-CASAM)” for the efficient and exact computation of 1<sup>st</sup>- and 2<sup>...This work presents the “Second-Order Comprehensive Adjoint Sensitivity Analysis Methodology (2<sup>nd</sup>-CASAM)” for the efficient and exact computation of 1<sup>st</sup>- and 2<sup>nd</sup>-order response sensitivities to uncertain parameters and domain boundaries of linear systems. The model’s response (<em>i.e.</em>, model result of interest) is a generic nonlinear function of the model’s forward and adjoint state functions, and also depends on the imprecisely known boundaries and model parameters. In the practically important particular case when the response is a scalar-valued functional of the forward and adjoint state functions characterizing a model comprising N parameters, the 2<sup>nd</sup>-CASAM requires a single large-scale computation using the First-Level Adjoint Sensitivity System (1<sup>st</sup>-LASS) for obtaining all of the first-order response sensitivities, and at most N large-scale computations using the Second-Level Adjoint Sensitivity System (2<sup>nd</sup>-LASS) for obtaining exactly all of the second-order response sensitivities. In contradistinction, forward other methods would require (<em>N</em>2/2 + 3 <em>N</em>/2) large-scale computations for obtaining all of the first- and second-order sensitivities. This work also shows that constructing and solving the 2<sup>nd</sup>-LASS requires very little additional effort beyond the construction of the 1<sup>st</sup>-LASS needed for computing the first-order sensitivities. Solving the equations underlying the 1<sup>st</sup>-LASS and 2<sup>nd</sup>-LASS requires the same computational solvers as needed for solving (<em>i.e.</em>, “inverting”) either the forward or the adjoint linear operators underlying the initial model. Therefore, the same computer software and “solvers” used for solving the original system of equations can also be used for solving the 1<sup>st</sup>-LASS and the 2<sup>nd</sup>-LASS. Since neither the 1<sup>st</sup>-LASS nor the 2<sup>nd</sup>-LASS involves any differentials of the operators underlying the original system, the 1<sup>st</sup>-LASS is designated as a “<u>first-level</u>” (as opposed to a “first-order”) adjoint sensitivity system, while the 2<sup>nd</sup>-LASS is designated as a “<u>second-level</u>” (rather than a “second-order”) adjoint sensitivity system. Mixed second-order response sensitivities involving boundary parameters may arise from all source terms of the 2<sup>nd</sup>-LASS that involve the imprecisely known boundary parameters. Notably, the 2<sup>nd</sup>-LASS encompasses an automatic, inherent, and independent “solution verification” mechanism of the correctness and accuracy of the 2nd-level adjoint functions needed for the efficient and exact computation of the second-order sensitivities.展开更多
This work illustrates the application of the “Second Order Comprehensive Adjoint Sensitivity Analysis Methodology” (2<sup>nd</sup>-CASAM) to a mathematical model that can simulate the evolution and/or tr...This work illustrates the application of the “Second Order Comprehensive Adjoint Sensitivity Analysis Methodology” (2<sup>nd</sup>-CASAM) to a mathematical model that can simulate the evolution and/or transmission of particles in a heterogeneous medium. The model response is the value of the model’s state function (particle concentration or particle flux) at a point in phase-space, which would simulate a pointwise measurement of the respective state function. This paradigm model admits exact closed-form expressions for all of the 1<sup>st</sup>- and 2<sup>nd</sup>-order response sensitivities to the model’s uncertain parameters and domain boundaries. These closed-form expressions can be used to verify the numerical results of production and/or commercial software, e.g., particle transport codes. Furthermore, this paradigm model comprises many uncertain parameters which have relative sensitivities of identical magnitudes. Therefore, this paradigm model could serve as a stringent benchmark for inter-comparing the performances of all deterministic and statistical sensitivity analysis methods, including the 2<sup>nd</sup>-CASAM.展开更多
This work continues the illustrative application of the “Second Order Comprehensive Adjoint Sensitivity Analysis Methodology” (2<sup>nd</sup>-CASAM) to a benchmark mathematical model that can simulate th...This work continues the illustrative application of the “Second Order Comprehensive Adjoint Sensitivity Analysis Methodology” (2<sup>nd</sup>-CASAM) to a benchmark mathematical model that can simulate the evolution and/or transmission of particles in a heterogeneous medium. The model response considered in this work is a reaction-rate detector response, which provides the average interactions of particles with the respective detector or, alternatively, the time-average of the concentration of a mixture of substances in a medium. The definition of this model response includes both uncertain boundary points of the benchmark, thereby providing both direct and indirect contributions to the response sensitivities stemming from the boundaries. The exact expressions for the 1<sup>st</sup>- and 2<sup>nd</sup>-order response sensitivities to the boundary and model parameters obtained in this work can serve as stringent benchmarks for inter-comparing the performances of all (deterministic and statistical) sensitivity analysis methods.展开更多
The (180)<sup>3</sup> third-order mixed sensitivities of the leakage response of a polyethylene-reflected plutonium (PERP) experimental benchmark with respect to the benchmark’s 180 microscopic total cros...The (180)<sup>3</sup> third-order mixed sensitivities of the leakage response of a polyethylene-reflected plutonium (PERP) experimental benchmark with respect to the benchmark’s 180 microscopic total cross sections have been computed in accompanying works [1] [2]. This work quantifies the contributions of these (180)<sup>3</sup> third-order mixed sensitivities to the PERP benchmark’s leakage response distribution moments (expected value, variance and skewness) and compares these contributions to those stemming from the corresponding first- and second-order sensitivities of the PERP benchmark’s leakage response with respect to the total cross sections. The numerical results obtained in this work reveal that the importance of the 3<sup>rd</sup>-order sensitivities can surpass the importance of the 1<sup>st</sup>- and 2<sup>nd</sup>-order sensitivities when the parameters’ uncertainties increase. In particular, for a uniform standard deviation of 10% of the microscopic total cross sections, the 3<sup>rd</sup>-order sensitivities contribute 80% to the response variance, whereas the contribution stemming from the 1st- and 2nd-order sensitivities amount only to 2% and 18%, respectively. Consequently, neglecting the 3<sup>rd</sup>-order sensitivities could cause a very large non-conservative error by under-reporting the response variance by a factor of 506%. The results obtained in this work also indicate that the effects of the 3<sup>rd</sup>-order sensitivities are to reduce the response’s skewness in parameter space, rendering the distribution of the leakage response more symmetric about its expected value. The results obtained in this work are the first such results ever published in reactor physics. Since correlations among the group-averaged microscopic total cross sections are not available, only the effects of typical standard deviations for these cross sections could be considered. Due to this lack of correlations among the cross sections, the effects of the <em>mixed</em> 3<sup>rd</sup>-order sensitivities could not be quantified exactly at this time. These effects could be quantified only when correlations among the group-averaged microscopic total cross sections would be obtained experimentally by the nuclear physics community.展开更多
This work presents the results of the exact computation of (180)<sup>3</sup> = 5,832,000 third-order mixed sensitivities of the leakage response of a polyethylene-reflected plutonium (PERP) experimental be...This work presents the results of the exact computation of (180)<sup>3</sup> = 5,832,000 third-order mixed sensitivities of the leakage response of a polyethylene-reflected plutonium (PERP) experimental benchmark with respect to the benchmark’s 180 microscopic total cross sections. This computation was made possible by applying the Third-Order Adjoint Sensitivity Analysis Methodology developed by Cacuci. The numerical results obtained in this work revealed that many of the 3<sup>rd</sup>-order sensitivities are significantly larger than their corresponding 1<sup>st</sup>- and 2<sup>nd</sup>-order ones, which is contrary to the widely held belief that higher-order sensitivities are all much smaller and hence less important than the first-order ones, for reactor physics systems. In particular, the largest 3<sup>rd</sup>-order relative sensitivity is the mixed sensitivity <img src="Edit_754b8437-dfdf-487d-af68-c78c637e6d4e.png" width="180" height="24" alt="" />of the PERP leakage response with respect to the lowest energy-group (30) total cross sections of <sup>1</sup>H (“isotope 6”) and <sup>239</sup>Pu (“isotope 1”). These two isotopes are shown in this work to be the two most important parameters affecting the PERP benchmark’s leakage response. By comparison, the largest 1<sup>st</sup>-order sensitivity is that of the PERP leakage response with respect to the lowest energy-group total cross section of isotope <sup>1</sup>H, having the value <img src="Edit_a5cfcc11-6a99-41ee-b844-a5ee84b454b3.png" width="100" height="24" alt="" />, while the largest 2<sup>nd</sup>-order sensitivity is <img src="Edit_05166a2b-97f7-43f1-98ff-b21368c00228.png" width="120" height="22" alt="" />. The 3<sup>rd</sup>-order sensitivity analysis presented in this work is the first ever such analysis in the field of reactor physics. The consequences of the results presented in this work on the uncertainty analysis of the PERP benchmark’s leakage response will be presented in a subsequent work.展开更多
This work presents the first-order comprehensive adjoint sensitivity analysis methodology (1st-CASAM) for computing efficiently, exactly, and exhaustively, the first-order sensitivities of scalar-valued responses (res...This work presents the first-order comprehensive adjoint sensitivity analysis methodology (1st-CASAM) for computing efficiently, exactly, and exhaustively, the first-order sensitivities of scalar-valued responses (results of interest) of coupled nonlinear physical systems characterized by imprecisely known model parameters, boundaries and interfaces between the coupled systems. The 1st-CASAM highlights the conclusion that response sensitivities to the imprecisely known domain boundaries and interfaces can arise both from the definition of the system’s response as well as from the equations, interfaces and boundary conditions defining the model and its imprecisely known domain. By enabling, in premiere, the exact computations of sensitivities to interface and boundary parameters and conditions, the 1st-CASAM enables the quantification of the effects of manufacturing tolerances on the responses of physical and engineering systems. Ongoing research will generalize the methodology presented in this work, aiming at computing exactly and efficiently higher-order response sensitivities for coupled systems involving imprecisely known interfaces, parameters, and boundaries.展开更多
This work presents the mathematical framework of the “Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5<sup>th</sup>-CASAM-N),” which generalizes and extends all...This work presents the mathematical framework of the “Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5<sup>th</sup>-CASAM-N),” which generalizes and extends all of the previous works performed to date on this subject. The 5<sup>th</sup>-CASAM-N enables the exact and efficient computation of all sensitivities, up to and including fifth-order, of model responses to uncertain model parameters and uncertain boundaries of the system’s domain of definition, thus enabling, inter alia, the quantification of uncertainties stemming from manufacturing tolerances. The 5<sup>th</sup>-CASAM-N provides a fundamental step towards overcoming the curse of dimensionality in sensitivity and uncertainty analysis.展开更多
This work presents the application of the recently developed “Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5<sup>th</sup>-CASAM-N)” to a simplified Bernoulli ...This work presents the application of the recently developed “Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5<sup>th</sup>-CASAM-N)” to a simplified Bernoulli model. The 5<sup>th</sup>-CASAM-N builds upon and incorporates all of the lower-order (i.e., the first-, second-, third-, and fourth-order) adjoint sensitivities analysis methodologies. The Bernoulli model comprises a nonlinear model response, uncertain model parameters, uncertain model domain boundaries and uncertain model boundary conditions, admitting closed-form explicit expressions for the response sensitivities of all orders. Illustrating the specific mechanisms and advantages of applying the 5<sup>th</sup>-CASAM-N for the computation of the response sensitivities with respect to the uncertain parameters and boundaries reveals that the 5<sup>th</sup>-CASAM-N provides a fundamental step towards overcoming the curse of dimensionality in sensitivity and uncertainty analysis.展开更多
This work illustrates the application of the 1<sup>st</sup>-CASAM to a paradigm heat transport model which admits exact closed-form solutions. The closed-form expressions obtained in this work for the sens...This work illustrates the application of the 1<sup>st</sup>-CASAM to a paradigm heat transport model which admits exact closed-form solutions. The closed-form expressions obtained in this work for the sensitivities of the temperature distributions within the model to the model’s parameters, internal interfaces and external boundaries can be used to benchmark commercial and production software packages for simulating heat transport. The 1<sup>st</sup>-CASAM highlights the novel finding that response sensitivities to the imprecisely known domain boundaries and interfaces can arise both from the definition of the system’s response as well as from the equations, interfaces and boundary conditions that characterize the model and its imprecisely known domain. By enabling, in premiere, the exact computations of sensitivities to interface and boundary parameters and conditions, the 1<sup>st</sup>-CASAM enables the quantification of the effects of manufacturing tolerances on the responses of physical and engineering systems.展开更多
文摘This work presents the “n<sup>th</sup>-Order Feature Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (abbreviated as “n<sup>th</sup>-FASAM-N”), which will be shown to be the most efficient methodology for computing exact expressions of sensitivities, of any order, of model responses with respect to features of model parameters and, subsequently, with respect to the model’s uncertain parameters, boundaries, and internal interfaces. The unparalleled efficiency and accuracy of the n<sup>th</sup>-FASAM-N methodology stems from the maximal reduction of the number of adjoint computations (which are considered to be “large-scale” computations) for computing high-order sensitivities. When applying the n<sup>th</sup>-FASAM-N methodology to compute the second- and higher-order sensitivities, the number of large-scale computations is proportional to the number of “model features” as opposed to being proportional to the number of model parameters (which are considerably more than the number of features).When a model has no “feature” functions of parameters, but only comprises primary parameters, the n<sup>th</sup>-FASAM-N methodology becomes identical to the extant n<sup>th</sup> CASAM-N (“n<sup>th</sup>-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems”) methodology. Both the n<sup>th</sup>-FASAM-N and the n<sup>th</sup>-CASAM-N methodologies are formulated in linearly increasing higher-dimensional Hilbert spaces as opposed to exponentially increasing parameter-dimensional spaces thus overcoming the curse of dimensionality in sensitivity analysis of nonlinear systems. Both the n<sup>th</sup>-FASAM-N and the n<sup>th</sup>-CASAM-N are incomparably more efficient and more accurate than any other methods (statistical, finite differences, etc.) for computing exact expressions of response sensitivities of any order with respect to the model’s features and/or primary uncertain parameters, boundaries, and internal interfaces.
文摘This work highlights the unparalleled efficiency of the “n<sup>th</sup>-Order Function/ Feature Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (n<sup>th</sup>-FASAM-N) by considering the well-known Nordheim-Fuchs reactor dynamics/safety model. This model describes a short-time self-limiting power excursion in a nuclear reactor system having a negative temperature coefficient in which a large amount of reactivity is suddenly inserted, either intentionally or by accident. This nonlinear paradigm model is sufficiently complex to model realistically self-limiting power excursions for short times yet admits closed-form exact expressions for the time-dependent neutron flux, temperature distribution and energy released during the transient power burst. The n<sup>th</sup>-FASAM-N methodology is compared to the extant “n<sup>th</sup>-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (n<sup>th</sup>-CASAM-N) showing that: (i) the 1<sup>st</sup>-FASAM-N and the 1<sup>st</sup>-CASAM-N methodologies are equally efficient for computing the first-order sensitivities;each methodology requires a single large-scale computation for solving the “First-Level Adjoint Sensitivity System” (1<sup>st</sup>-LASS);(ii) the 2<sup>nd</sup>-FASAM-N methodology is considerably more efficient than the 2<sup>nd</sup>-CASAM-N methodology for computing the second-order sensitivities since the number of feature-functions is much smaller than the number of primary parameters;specifically for the Nordheim-Fuchs model, the 2<sup>nd</sup>-FASAM-N methodology requires 2 large-scale computations to obtain all of the exact expressions of the 28 distinct second-order response sensitivities with respect to the model parameters while the 2<sup>nd</sup>-CASAM-N methodology requires 7 large-scale computations for obtaining these 28 second-order sensitivities;(iii) the 3<sup>rd</sup>-FASAM-N methodology is even more efficient than the 3<sup>rd</sup>-CASAM-N methodology: only 2 large-scale computations are needed to obtain the exact expressions of the 84 distinct third-order response sensitivities with respect to the Nordheim-Fuchs model’s parameters when applying the 3<sup>rd</sup>-FASAM-N methodology, while the application of the 3<sup>rd</sup>-CASAM-N methodology requires at least 22 large-scale computations for computing the same 84 distinct third-order sensitivities. Together, the n<sup>th</sup>-FASAM-N and the n<sup>th</sup>-CASAM-N methodologies are the most practical methodologies for computing response sensitivities of any order comprehensively and accurately, overcoming the curse of dimensionality in sensitivity analysis.
文摘This work (in two parts) will present a novel predictive modeling methodology aimed at obtaining “best-estimate results with reduced uncertainties” for the first four moments (mean values, covariance, skewness and kurtosis) of the optimally predicted distribution of model results and calibrated model parameters, by combining fourth-order experimental and computational information, including fourth (and higher) order sensitivities of computed model responses to model parameters. Underlying the construction of this fourth-order predictive modeling methodology is the “maximum entropy principle” which is initially used to obtain a novel closed-form expression of the (moments-constrained) fourth-order Maximum Entropy (MaxEnt) probability distribution constructed from the first four moments (means, covariances, skewness, kurtosis), which are assumed to be known, of an otherwise unknown distribution of a high-dimensional multivariate uncertain quantity of interest. This fourth-order MaxEnt distribution provides optimal compatibility of the available information while simultaneously ensuring minimal spurious information content, yielding an estimate of a probability density with the highest uncertainty among all densities satisfying the known moment constraints. Since this novel generic fourth-order MaxEnt distribution is of interest in its own right for applications in addition to predictive modeling, its construction is presented separately, in this first part of a two-part work. The fourth-order predictive modeling methodology that will be constructed by particularizing this generic fourth-order MaxEnt distribution will be presented in the accompanying work (Part-2).
文摘This work illustrates the innovative results obtained by applying the recently developed the 2<sup>nd</sup>-order predictive modeling methodology called “2<sup>nd</sup>- BERRU-PM”, where the acronym BERRU denotes “best-estimate results with reduced uncertainties” and “PM” denotes “predictive modeling.” The physical system selected for this illustrative application is a polyethylene-reflected plutonium (acronym: PERP) OECD/NEA reactor physics benchmark. This benchmark is modeled using the neutron transport Boltzmann equation (involving 21,976 uncertain parameters), the solution of which is representative of “large-scale computations.” The results obtained in this work confirm the fact that the 2<sup>nd</sup>-BERRU-PM methodology predicts best-estimate results that fall in between the corresponding computed and measured values, while reducing the predicted standard deviations of the predicted results to values smaller than either the experimentally measured or the computed values of the respective standard deviations. The obtained results also indicate that 2<sup>nd</sup>-order response sensitivities must always be included to quantify the need for including (or not) the 3<sup>rd</sup>- and/or 4<sup>th</sup>-order sensitivities. When the parameters are known with high precision, the contributions of the higher-order sensitivities diminish with increasing order, so that the inclusion of the 1<sup>st</sup>- and 2<sup>nd</sup>-order sensitivities may suffice for obtaining accurate predicted best- estimate response values and best-estimate standard deviations. On the other hand, when the parameters’ standard deviations are sufficiently large to approach (or be outside of) the radius of convergence of the multivariate Taylor-series which represents the response in the phase-space of model parameters, the contributions stemming from the 3<sup>rd</sup>- and even 4<sup>th</sup>-order sensitivities are necessary to ensure consistency between the computed and measured response. In such cases, the use of only the 1<sup>st</sup>-order sensitivities erroneously indicates that the computed results are inconsistent with the respective measured response. Ongoing research aims at extending the 2<sup>nd</sup>-BERRU-PM methodology to fourth-order, thus enabling the computation of third-order response correlations (skewness) and fourth-order response correlations (kurtosis).
文摘This work presents a comprehensive second-order predictive modeling (PM) methodology designated by the acronym 2<sup>nd</sup>-BERRU-PMD. The attribute “2<sup>nd</sup>” indicates that this methodology incorporates second-order uncertainties (means and covariances) and second-order sensitivities of computed model responses to model parameters. The acronym BERRU stands for “Best- Estimate Results with Reduced Uncertainties” and the last letter (“D”) in the acronym indicates “deterministic,” referring to the deterministic inclusion of the computational model responses. The 2<sup>nd</sup>-BERRU-PMD methodology is fundamentally based on the maximum entropy (MaxEnt) principle. This principle is in contradistinction to the fundamental principle that underlies the extant data assimilation and/or adjustment procedures which minimize in a least-square sense a subjective user-defined functional which is meant to represent the discrepancies between measured and computed model responses. It is shown that the 2<sup>nd</sup>-BERRU-PMD methodology generalizes and extends current data assimilation and/or data adjustment procedures while overcoming the fundamental limitations of these procedures. In the accompanying work (Part II), the alternative framework for developing the “second- order MaxEnt predictive modelling methodology” is presented by incorporating probabilistically (as opposed to “deterministically”) the computed model responses.
文摘This work presents a comprehensive second-order predictive modeling (PM) methodology based on the maximum entropy (MaxEnt) principle for obtaining best-estimate mean values and correlations for model responses and parameters. This methodology is designated by the acronym 2<sup>nd</sup>-BERRU-PMP, where the attribute “2<sup>nd</sup>” indicates that this methodology incorporates second- order uncertainties (means and covariances) and second (and higher) order sensitivities of computed model responses to model parameters. The acronym BERRU stands for “Best-Estimate Results with Reduced Uncertainties” and the last letter (“P”) in the acronym indicates “probabilistic,” referring to the MaxEnt probabilistic inclusion of the computational model responses. This is in contradistinction to the 2<sup>nd</sup>-BERRU-PMD methodology, which deterministically combines the computed model responses with the experimental information, as presented in the accompanying work (Part I). Although both the 2<sup>nd</sup>-BERRU-PMP and the 2<sup>nd</sup>-BERRU-PMD methodologies yield expressions that include second (and higher) order sensitivities of responses to model parameters, the respective expressions for the predicted responses, for the calibrated predicted parameters and for their predicted uncertainties (covariances), are not identical to each other. Nevertheless, the results predicted by both the 2<sup>nd</sup>-BERRU-PMP and the 2<sup>nd</sup>-BERRU-PMD methodologies encompass, as particular cases, the results produced by the extant data assimilation and data adjustment procedures, which rely on the minimization, in a least-square sense, of a user-defined functional meant to represent the discrepancies between measured and computed model responses.
文摘This work presents a comprehensive fourth-order predictive modeling (PM) methodology that uses the MaxEnt principle to incorporate fourth-order moments (means, covariances, skewness, kurtosis) of model parameters, computed and measured model responses, as well as fourth (and higher) order sensitivities of computed model responses to model parameters. This new methodology is designated by the acronym 4<sup>th</sup>-BERRU-PM, which stands for “fourth-order best-estimate results with reduced uncertainties.” The results predicted by the 4<sup>th</sup>-BERRU-PM incorporates, as particular cases, the results previously predicted by the second-order predictive modeling methodology 2<sup>nd</sup>-BERRU-PM, and vastly generalizes the results produced by extant data assimilation and data adjustment procedures.
文摘This work extends to third-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</u>eflected <u>p</u>lutonium (acronym: PERP) OECD/NEA reactor physics benchmark. The PERP benchmark comprises 21,976 imprecisely known (uncertain) model parameters. Previous works have used the adjoint sensitivity analysis methodology to compute exactly and efficiently all of the 21,976 first-order and (21,976)<sup>2</sup> second-order sensitivities of the PERP benchmark’s leakage response to all of the benchmark’s uncertain parameters, showing that the largest and most consequential 1<sup>st</sup>- and 2<sup>nd</sup>-order response sensitivities are with respect to the total microscopic cross sections. These results have motivated extending the previous adjoint-based derivations to third-order, leading to the derivation, in this work, of the exact mathematical expressions of the (180)<sup>3</sup> third-order sensitivities of the PERP leakage response with respect to these total microscopic cross sections. The formulas derived in this work are valid not only for the PERP benchmark but can also be used for computing the 3<sup>rd</sup>-order sensitivities of the leakage response of any nuclear system involving fissionable material and internal or external neutron sources. Subsequent works will use the adjoint-based mathematical expressions obtained in this work to compute exactly and efficiently the numerical values of these (180)<sup>3</sup> third-order sensitivities (which turned out to be very large and consequential) and use them for a third-order uncertainty analysis of the PERP benchmark’s leakage response.
文摘This work extends to fourth-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</u>eflected <u>p</u>lutonium (acronym: PERP) OECD/NEA reactor physics benchmark. Previous works showed that the third-order sensitivities of the PERP leakage response with respect to these total microscopic cross sections are far larger than the corresponding 1<sup>st</sup>-order and 2<sup>nd</sup>-order ones, thereby having the largest impact on the uncertainties induced in the PERP benchmark’s response. This finding has motivated the development of the original 4<sup>th</sup>-order formulas presented in this work, which are valid not only for the PERP benchmark but can also be used for computing the 4<sup>th</sup>-order sensitivities of response of any nuclear system involving fissionable material and internal or external neutron sources. Subsequent works will use the adjoint-based mathematical expressions obtained in this work to compute exactly and efficiently the numerical values of the largest fourth-order sensitivities of the PERP benchmark’s response to the total microscopic cross sections, and use them for a pioneering fourth-order uncertainty analysis of the PERP benchmark’s response.
文摘This work extends to fourth-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a <u>p</u>oly<u>e</u>thylene-<u>r</u>eflected <u>p</u>lutonium (acronym: PERP) OECD/NEA reactor physics benchmark. The PERP benchmark comprises 7477 imprecisely known (uncertain) model parameters which have nonzero values. These parameters are as follows: 180 microscopic total cross sections;7101 microscopic scattering sections;60 microscopic fission cross sections;60 parameters that characterize the average number of neutrons per fission;60 parameters that characterize the fission spectrum;10 parameters that characterize the fission source;and 6 parameters that characterize the isotope number densities. Previous works have used the adjoint sensitivity analysis methodology to compute exactly and efficiently all of the 7477 first-order and 27,956,503 second-order sensitivities of the PERP benchmark’s leakage response to all of the benchmark’s uncertain parameters. These works showed that largest response sensitivities involve the total microscopic cross sections, which motivated the recent computation of all of the (180)<sup>3</sup> third-order sensitivities of the PERP leakage response with respect to these total microscopic cross sections. It turned out that some of these 3<sup>rd</sup>-order cross sections were far larger than the corresponding 2<sup>nd</sup>-order ones, thereby having the largest impact on the uncertainties induced in the PERP benchmark’s response. This finding has motivated the development of the original 4<sup>th</sup>-order formulas presented in this work, which are valid not only for the PERP benchmark but can also be used for computing the 4<sup>th</sup>-order sensitivities of response of any nuclear system involving fissionable material and internal or external neutron sources. Subsequent works will use the adjoint-based mathematical expressions obtained in this work to compute exactly and efficiently the numerical values of the largest fourth-order sensitivities of the PERP benchmark’s response to the total microscopic cross section and use them for a pioneering fourth-order uncertainty analysis of the PERP benchmark’s response.
文摘This work presents the “Second-Order Comprehensive Adjoint Sensitivity Analysis Methodology (2<sup>nd</sup>-CASAM)” for the efficient and exact computation of 1<sup>st</sup>- and 2<sup>nd</sup>-order response sensitivities to uncertain parameters and domain boundaries of linear systems. The model’s response (<em>i.e.</em>, model result of interest) is a generic nonlinear function of the model’s forward and adjoint state functions, and also depends on the imprecisely known boundaries and model parameters. In the practically important particular case when the response is a scalar-valued functional of the forward and adjoint state functions characterizing a model comprising N parameters, the 2<sup>nd</sup>-CASAM requires a single large-scale computation using the First-Level Adjoint Sensitivity System (1<sup>st</sup>-LASS) for obtaining all of the first-order response sensitivities, and at most N large-scale computations using the Second-Level Adjoint Sensitivity System (2<sup>nd</sup>-LASS) for obtaining exactly all of the second-order response sensitivities. In contradistinction, forward other methods would require (<em>N</em>2/2 + 3 <em>N</em>/2) large-scale computations for obtaining all of the first- and second-order sensitivities. This work also shows that constructing and solving the 2<sup>nd</sup>-LASS requires very little additional effort beyond the construction of the 1<sup>st</sup>-LASS needed for computing the first-order sensitivities. Solving the equations underlying the 1<sup>st</sup>-LASS and 2<sup>nd</sup>-LASS requires the same computational solvers as needed for solving (<em>i.e.</em>, “inverting”) either the forward or the adjoint linear operators underlying the initial model. Therefore, the same computer software and “solvers” used for solving the original system of equations can also be used for solving the 1<sup>st</sup>-LASS and the 2<sup>nd</sup>-LASS. Since neither the 1<sup>st</sup>-LASS nor the 2<sup>nd</sup>-LASS involves any differentials of the operators underlying the original system, the 1<sup>st</sup>-LASS is designated as a “<u>first-level</u>” (as opposed to a “first-order”) adjoint sensitivity system, while the 2<sup>nd</sup>-LASS is designated as a “<u>second-level</u>” (rather than a “second-order”) adjoint sensitivity system. Mixed second-order response sensitivities involving boundary parameters may arise from all source terms of the 2<sup>nd</sup>-LASS that involve the imprecisely known boundary parameters. Notably, the 2<sup>nd</sup>-LASS encompasses an automatic, inherent, and independent “solution verification” mechanism of the correctness and accuracy of the 2nd-level adjoint functions needed for the efficient and exact computation of the second-order sensitivities.
文摘This work illustrates the application of the “Second Order Comprehensive Adjoint Sensitivity Analysis Methodology” (2<sup>nd</sup>-CASAM) to a mathematical model that can simulate the evolution and/or transmission of particles in a heterogeneous medium. The model response is the value of the model’s state function (particle concentration or particle flux) at a point in phase-space, which would simulate a pointwise measurement of the respective state function. This paradigm model admits exact closed-form expressions for all of the 1<sup>st</sup>- and 2<sup>nd</sup>-order response sensitivities to the model’s uncertain parameters and domain boundaries. These closed-form expressions can be used to verify the numerical results of production and/or commercial software, e.g., particle transport codes. Furthermore, this paradigm model comprises many uncertain parameters which have relative sensitivities of identical magnitudes. Therefore, this paradigm model could serve as a stringent benchmark for inter-comparing the performances of all deterministic and statistical sensitivity analysis methods, including the 2<sup>nd</sup>-CASAM.
文摘This work continues the illustrative application of the “Second Order Comprehensive Adjoint Sensitivity Analysis Methodology” (2<sup>nd</sup>-CASAM) to a benchmark mathematical model that can simulate the evolution and/or transmission of particles in a heterogeneous medium. The model response considered in this work is a reaction-rate detector response, which provides the average interactions of particles with the respective detector or, alternatively, the time-average of the concentration of a mixture of substances in a medium. The definition of this model response includes both uncertain boundary points of the benchmark, thereby providing both direct and indirect contributions to the response sensitivities stemming from the boundaries. The exact expressions for the 1<sup>st</sup>- and 2<sup>nd</sup>-order response sensitivities to the boundary and model parameters obtained in this work can serve as stringent benchmarks for inter-comparing the performances of all (deterministic and statistical) sensitivity analysis methods.
文摘The (180)<sup>3</sup> third-order mixed sensitivities of the leakage response of a polyethylene-reflected plutonium (PERP) experimental benchmark with respect to the benchmark’s 180 microscopic total cross sections have been computed in accompanying works [1] [2]. This work quantifies the contributions of these (180)<sup>3</sup> third-order mixed sensitivities to the PERP benchmark’s leakage response distribution moments (expected value, variance and skewness) and compares these contributions to those stemming from the corresponding first- and second-order sensitivities of the PERP benchmark’s leakage response with respect to the total cross sections. The numerical results obtained in this work reveal that the importance of the 3<sup>rd</sup>-order sensitivities can surpass the importance of the 1<sup>st</sup>- and 2<sup>nd</sup>-order sensitivities when the parameters’ uncertainties increase. In particular, for a uniform standard deviation of 10% of the microscopic total cross sections, the 3<sup>rd</sup>-order sensitivities contribute 80% to the response variance, whereas the contribution stemming from the 1st- and 2nd-order sensitivities amount only to 2% and 18%, respectively. Consequently, neglecting the 3<sup>rd</sup>-order sensitivities could cause a very large non-conservative error by under-reporting the response variance by a factor of 506%. The results obtained in this work also indicate that the effects of the 3<sup>rd</sup>-order sensitivities are to reduce the response’s skewness in parameter space, rendering the distribution of the leakage response more symmetric about its expected value. The results obtained in this work are the first such results ever published in reactor physics. Since correlations among the group-averaged microscopic total cross sections are not available, only the effects of typical standard deviations for these cross sections could be considered. Due to this lack of correlations among the cross sections, the effects of the <em>mixed</em> 3<sup>rd</sup>-order sensitivities could not be quantified exactly at this time. These effects could be quantified only when correlations among the group-averaged microscopic total cross sections would be obtained experimentally by the nuclear physics community.
文摘This work presents the results of the exact computation of (180)<sup>3</sup> = 5,832,000 third-order mixed sensitivities of the leakage response of a polyethylene-reflected plutonium (PERP) experimental benchmark with respect to the benchmark’s 180 microscopic total cross sections. This computation was made possible by applying the Third-Order Adjoint Sensitivity Analysis Methodology developed by Cacuci. The numerical results obtained in this work revealed that many of the 3<sup>rd</sup>-order sensitivities are significantly larger than their corresponding 1<sup>st</sup>- and 2<sup>nd</sup>-order ones, which is contrary to the widely held belief that higher-order sensitivities are all much smaller and hence less important than the first-order ones, for reactor physics systems. In particular, the largest 3<sup>rd</sup>-order relative sensitivity is the mixed sensitivity <img src="Edit_754b8437-dfdf-487d-af68-c78c637e6d4e.png" width="180" height="24" alt="" />of the PERP leakage response with respect to the lowest energy-group (30) total cross sections of <sup>1</sup>H (“isotope 6”) and <sup>239</sup>Pu (“isotope 1”). These two isotopes are shown in this work to be the two most important parameters affecting the PERP benchmark’s leakage response. By comparison, the largest 1<sup>st</sup>-order sensitivity is that of the PERP leakage response with respect to the lowest energy-group total cross section of isotope <sup>1</sup>H, having the value <img src="Edit_a5cfcc11-6a99-41ee-b844-a5ee84b454b3.png" width="100" height="24" alt="" />, while the largest 2<sup>nd</sup>-order sensitivity is <img src="Edit_05166a2b-97f7-43f1-98ff-b21368c00228.png" width="120" height="22" alt="" />. The 3<sup>rd</sup>-order sensitivity analysis presented in this work is the first ever such analysis in the field of reactor physics. The consequences of the results presented in this work on the uncertainty analysis of the PERP benchmark’s leakage response will be presented in a subsequent work.
文摘This work presents the first-order comprehensive adjoint sensitivity analysis methodology (1st-CASAM) for computing efficiently, exactly, and exhaustively, the first-order sensitivities of scalar-valued responses (results of interest) of coupled nonlinear physical systems characterized by imprecisely known model parameters, boundaries and interfaces between the coupled systems. The 1st-CASAM highlights the conclusion that response sensitivities to the imprecisely known domain boundaries and interfaces can arise both from the definition of the system’s response as well as from the equations, interfaces and boundary conditions defining the model and its imprecisely known domain. By enabling, in premiere, the exact computations of sensitivities to interface and boundary parameters and conditions, the 1st-CASAM enables the quantification of the effects of manufacturing tolerances on the responses of physical and engineering systems. Ongoing research will generalize the methodology presented in this work, aiming at computing exactly and efficiently higher-order response sensitivities for coupled systems involving imprecisely known interfaces, parameters, and boundaries.
文摘This work presents the mathematical framework of the “Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5<sup>th</sup>-CASAM-N),” which generalizes and extends all of the previous works performed to date on this subject. The 5<sup>th</sup>-CASAM-N enables the exact and efficient computation of all sensitivities, up to and including fifth-order, of model responses to uncertain model parameters and uncertain boundaries of the system’s domain of definition, thus enabling, inter alia, the quantification of uncertainties stemming from manufacturing tolerances. The 5<sup>th</sup>-CASAM-N provides a fundamental step towards overcoming the curse of dimensionality in sensitivity and uncertainty analysis.
文摘This work presents the application of the recently developed “Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5<sup>th</sup>-CASAM-N)” to a simplified Bernoulli model. The 5<sup>th</sup>-CASAM-N builds upon and incorporates all of the lower-order (i.e., the first-, second-, third-, and fourth-order) adjoint sensitivities analysis methodologies. The Bernoulli model comprises a nonlinear model response, uncertain model parameters, uncertain model domain boundaries and uncertain model boundary conditions, admitting closed-form explicit expressions for the response sensitivities of all orders. Illustrating the specific mechanisms and advantages of applying the 5<sup>th</sup>-CASAM-N for the computation of the response sensitivities with respect to the uncertain parameters and boundaries reveals that the 5<sup>th</sup>-CASAM-N provides a fundamental step towards overcoming the curse of dimensionality in sensitivity and uncertainty analysis.
文摘This work illustrates the application of the 1<sup>st</sup>-CASAM to a paradigm heat transport model which admits exact closed-form solutions. The closed-form expressions obtained in this work for the sensitivities of the temperature distributions within the model to the model’s parameters, internal interfaces and external boundaries can be used to benchmark commercial and production software packages for simulating heat transport. The 1<sup>st</sup>-CASAM highlights the novel finding that response sensitivities to the imprecisely known domain boundaries and interfaces can arise both from the definition of the system’s response as well as from the equations, interfaces and boundary conditions that characterize the model and its imprecisely known domain. By enabling, in premiere, the exact computations of sensitivities to interface and boundary parameters and conditions, the 1<sup>st</sup>-CASAM enables the quantification of the effects of manufacturing tolerances on the responses of physical and engineering systems.
