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High-Order Deterministic Sensitivity Analysis and Uncertainty Quantification: Review and New Developments

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  • Dan Gabriel Cacuci

    (Center for Nuclear Science and Energy, Department of Mechanical Engineering, University of South Carolina, Columbia, SC 29208, USA)

Abstract

This work reviews the state-of-the-art methodologies for the deterministic sensitivity analysis of nonlinear systems and deterministic quantification of uncertainties induced in model responses by uncertainties in the model parameters. The need for computing high-order sensitivities is underscored by presenting an analytically solvable model of neutron scattering in a hydrogenous medium, for which all of the response’s relative sensitivities have the same absolute value of unity. It is shown that the wider the distribution of model parameters, the higher the order of sensitivities needed to achieve a desired level of accuracy in representing the response and in computing the response’s expectation, variance, skewness and kurtosis. This work also presents new mathematical expressions that extend to the sixth-order of the current state-of-the-art fourth-order formulas for computing fourth-order correlations among computed model response and model parameters. Another novelty presented in this work is the mathematical framework of the 3rd-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (3rd-CASAM-N), which enables the most efficient computation of the exact expressions of the 1st-, 2nd- and 3rd-order functional derivatives (“sensitivities”) of a model’s response to the underlying model parameters, including imprecisely known initial, boundary and/or interface conditions. The 2nd- and 3rd-level adjoint functions are computed using the same forward and adjoint computer solvers as used for solving the original forward and adjoint systems. Comparisons between the CPU times are also presented for an OECD/NEA reactor physics benchmark, highlighting the fact that finite-difference schemes would not only provide approximate values for the respective sensitivities (in contradistinction to the 3rd-CASAM-N, which provides exact expressions for the sensitivities) but would simply be unfeasible for computing sensitivities of an order higher than first-order. Ongoing work will generalize the 3rd-CASAM-N to a higher order while aiming to overcome the curse of dimensionality.

Suggested Citation

  • Dan Gabriel Cacuci, 2021. "High-Order Deterministic Sensitivity Analysis and Uncertainty Quantification: Review and New Developments," Energies, MDPI, vol. 14(20), pages 1-53, October.
    • Handle: RePEc:gam:jeners:v:14:y:2021:i:20:p:6715-:d:657541
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    References listed on IDEAS

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    1. Dan G. Cacuci & Ruixian Fang & Jeffrey A. Favorite, 2020. "Comprehensive Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) Applied to a Subcritical Experimental Reactor Physics Benchmark. VI: Overall Impact of 1st- and 2nd-Order Sensitivities o," Energies, MDPI, vol. 13(7), pages 1-37, April.
    2. Dan Gabriel Cacuci, 2019. "Towards Overcoming the Curse of Dimensionality: The Third-Order Adjoint Method for Sensitivity Analysis of Response-Coupled Linear Forward/Adjoint Systems, with Applications to Uncertainty Quantificat," Energies, MDPI, vol. 12(21), pages 1-34, November.
    3. Ruixian Fang & Dan Gabriel Cacuci, 2020. "Comprehensive Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) Applied to a Subcritical Experimental Reactor Physics Benchmark: IV. Effects of Imprecisely Known Source Parameters," Energies, MDPI, vol. 13(6), pages 1-49, March.
    4. Ruixian Fang & Dan G. Cacuci, 2020. "Comprehensive Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) Applied to a Subcritical Experimental Reactor Physics Benchmark: V. Computation of Mixed 2nd-Order Sensitivities Involvin," Energies, MDPI, vol. 13(10), pages 1-50, May.
    5. Dan Gabriel Cacuci, 2021. "Fourth-Order Comprehensive Adjoint Sensitivity Analysis (4th-CASAM) of Response-Coupled Linear Forward/Adjoint Systems: I. Theoretical Framework," Energies, MDPI, vol. 14(11), pages 1-45, June.
    6. D. G. Cacuci & R. Fang & J. A. Favorite & M. C. Badea & F. Di Rocco, 2019. "Comprehensive Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) Applied to a Subcritical Experimental Reactor Physics Benchmark: III. Effects of Imprecisely Known Microscopic Fission Cr," Energies, MDPI, vol. 12(21), pages 1-67, October.
    7. Dan G. Cacuci & Ruixian Fang & Jeffrey A. Favorite, 2019. "Comprehensive Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) Applied to a Subcritical Experimental Reactor Physics Benchmark: I. Effects of Imprecisely Known Microscopic Total and Ca," Energies, MDPI, vol. 12(21), pages 1-43, November.
    8. Ruixian Fang & Dan Gabriel Cacuci, 2019. "Comprehensive Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) Applied to a Subcritical Experimental Reactor Physics Benchmark: II. Effects of Imprecisely Known Microscopic Scattering ," Energies, MDPI, vol. 12(21), pages 1-33, October.
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    Cited by:

    1. Przemysław Stanisz & Mikołaj Oettingen & Jerzy Cetnar, 2022. "Development of a Trajectory Period Folding Method for Burnup Calculations," Energies, MDPI, vol. 15(6), pages 1-15, March.
    2. Dan Gabriel Cacuci, 2022. "Overview of Arbitrarily High-Order Adjoint Sensitivity and Uncertainty Quantification Methodology for Large-Scale Systems," Energies, MDPI, vol. 15(18), pages 1-44, September.

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