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Inverse uncertainty quantification of input model parameters for thermal-hydraulics simulations using expectation--maximization under Bayesian framework

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  • Rijan Shrestha
  • Tomasz Kozlowski

Abstract

Quantification of uncertainties in code responses necessitates knowledge of input model parameter uncertainties. However, nuclear thermal-hydraulics code such as RELAP5 and TRACE do not provide any information on input model parameter uncertainties. Moreover, the input model parameters for physical models in these legacy codes were derived under steady-state flow conditions and hence might not be accurate to use in the analysis of transients without accounting for uncertainties. We present a Bayesian framework to estimate the posterior mode of input model parameters' mean and variance by implementing the iterative expectation--maximization algorithm. For this, we introduce the idea of model parameter multiplier. A log-normal transformation is used to transform the model parameter multiplier to pseudo-parameter. Our analysis is based on two main assumptions on pseudo-parameter. First, a first-order linear relationship is assumed between code responses and pseudo-parameters. Second, the pseudo-parameters are assumed to be normally distributed. The problem is formulated to express the scalar random variable, the difference between experimental result and base (nominal) code-calculated value as a linear combination of pseudo-parameters.

Suggested Citation

  • Rijan Shrestha & Tomasz Kozlowski, 2016. "Inverse uncertainty quantification of input model parameters for thermal-hydraulics simulations using expectation--maximization under Bayesian framework," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(6), pages 1011-1026, May.
  • Handle: RePEc:taf:japsta:v:43:y:2016:i:6:p:1011-1026
    DOI: 10.1080/02664763.2015.1089220
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    References listed on IDEAS

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    1. Chris Fraley & Adrian E. Raftery, 2007. "Bayesian Regularization for Normal Mixture Estimation and Model-Based Clustering," Journal of Classification, Springer;The Classification Society, vol. 24(2), pages 155-181, September.
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