MyJournals Home  

RSS FeedsEnergies, Vol. 14, Pages 6715: High-Order Deterministic Sensitivity Analysis and Uncertainty Quantification: Review and New Developments (Energies)

 
 

15 october 2021 15:39:54

 
Energies, Vol. 14, Pages 6715: High-Order Deterministic Sensitivity Analysis and Uncertainty Quantification: Review and New Developments (Energies)
 


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.


 
153 viewsCategory: Biophysics, Biotechnology, Physics
 
Energies, Vol. 14, Pages 6712: Demand Side Management Based Power-to-Heat and Power-to-Gas Optimization Strategies for PV and Wind Self-Consumption in a Residential Building Cluster (Energies)
Energies, Vol. 14, Pages 6714: Calculating the Inrush Current of Superconducting Transformers (Energies)
 
 
blog comments powered by Disqus


MyJournals.org
The latest issues of all your favorite science journals on one page

Username:
Password:

Register | Retrieve

Search:

Physics


Copyright © 2008 - 2024 Indigonet Services B.V.. Contact: Tim Hulsen. Read here our privacy notice.
Other websites of Indigonet Services B.V.: Nieuws Vacatures News Tweets Nachrichten