scholarly journals Second-Order Adjoint Sensitivity Analysis Methodology for Computing Exactly Response Sensitivities to Uncertain Parameters and Boundaries of Linear Systems: Mathematical Framework

2020 ◽  
Vol 10 (03) ◽  
pp. 329-354
Author(s):  
Dan Gabriel Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Linear Systems ◽  
Second Order ◽  
Mathematical Framework ◽  
Uncertain Parameters ◽  
Adjoint Sensitivity Analysis ◽  
Adjoint Sensitivity ◽  
Analysis Methodology

scholarly journals The nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Systems (nth-CASAM-L): I. Mathematical Framework

Energies ◽  
2021 ◽  
Vol 14 (24) ◽  
pp. 8314
Author(s):  
Dan Gabriel Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Nonlinear Systems ◽  
Linear Systems ◽  
Large Scale ◽  
Mathematical Framework ◽  
Adjoint Sensitivity Analysis ◽  
Adjoint Sensitivity ◽  
Adjoint Systems ◽  
Analysis Methodology ◽  
Higher Dimensional

This work presents the mathematical framework of the nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Systems (abbreviated as “nth-CASAM-L”), which is conceived for obtaining the exact expressions of arbitrarily-high-order (nth-order) sensitivities of a generic system response with respect to all of the parameters (including boundary and initial conditions) underlying the respective forward/adjoint systems. Since many of the most important responses for linear systems involve the solutions of both the forward and the adjoint linear models that correspond to the respective physical system, the sensitivity analysis of such responses makes it necessary to treat linear systems in their own right, rather than treating them as particular cases of nonlinear systems. This is in contradistinction to responses for nonlinear systems, which can depend only on the forward functions, since nonlinear operators do not admit bona-fide adjoint operators (only a linearized form of a nonlinear operator admits an adjoint operator). The nth-CASAM-L determines the exact expression of arbitrarily-high order sensitivities of responses to the parameters underlying both the forward and adjoint models of a nonlinear system, thus enable the most efficient and accurate computation of such sensitivities. The mathematical framework underlying the nth-CASAM is developed in linearly increasing higher-dimensional Hilbert spaces, as opposed to the exponentially increasing “parameter-dimensional” spaces in which response sensitivities are computed by other methods, thus providing the basis for overcoming the “curse of dimensionality” in sensitivity analysis and all other fields (uncertainty quantification, predictive modeling, etc.) which need such sensitivities. In particular, for a scalar-valued valued response associated with a nonlinear model comprising TP parameters, the 1st-−CASAM-L requires 1 additional large-scale adjoint computation (as opposed to TP large-scale computations, as required by other methods) for computing exactly all of the 1st-−order response sensitivities. All of the (mixed) 2nd-order sensitivities are computed exactly by the 2nd-CASAM-L in at most TP computations, as opposed to TP(TP + 1)/2 computations required by all other methods, and so on. For every lower-order sensitivity of interest, the nth-CASAM-L computes the “TP next-higher-order” sensitivities in one adjoint computation performed in a linearly increasing higher-dimensional Hilbert space. Very importantly, the nth-CASAM-L computes the higher-level adjoint functions using the same forward and adjoint solvers (i.e., computer codes) as used for solving the original forward and adjoint systems, thus requiring relatively minor additional software development for computing the various-order sensitivities.

scholarly journals The nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Systems (nth-CASAM-L): II. Illustrative Application

Energies ◽  
2021 ◽  
Vol 14 (24) ◽  
pp. 8315
Author(s):  
Dan Gabriel Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Closed Form ◽  
Linear Systems ◽  
Predictive Modeling ◽  
Adjoint Sensitivity Analysis ◽  
Adjoint Sensitivity ◽  
Third Order ◽  
Analysis Methodology ◽  
Illustrative Application

This work illustrates the application of the nth-order comprehensive adjoint sensitivity analysis methodology for response-coupled forward/adjoint linear systems (abbreviated as “nth-CASAM-L”) to a paradigm model that describes the transmission of particles (neutrons and/or photons) through homogenized materials, as encountered in radiation protection and shielding. The first-, second-, and third-order sensitivities of responses that depend on both the forward and adjoint particle fluxes are obtained exactly, in closed-form, underscoring the principles and methodology underlying the nth-CASAM-L. The results presented in this work underscore the fundamentally important role of the nth-CASAM-L in the quest to overcome the “curse of dimensionality” in sensitivity analysis, uncertainty quantification and predictive modeling.

scholarly journals Comprehensive Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) Applied to a Subcritical Experimental Reactor Physics Benchmark: V. Computation of Mixed 2nd-Order Sensitivities Involving Isotopic Number Densities

Energies ◽  
2020 ◽  
Vol 13 (10) ◽  
pp. 2580 ◽  
Author(s):  
Ruixian Fang ◽  
Dan G. Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Cross Section ◽  
Cross Sections ◽  
Second Order ◽  
Adjoint Sensitivity Analysis ◽  
Number Density ◽  
Reactor Physics ◽  
Adjoint Sensitivity ◽  
Energy Group ◽  
Analysis Methodology

This work applies the Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) to compute the mixed 2nd-order sensitivities of a polyethylene-reflected plutonium (PERP) benchmark’s leakage response with respect to the benchmark’s imprecisely known isotopic number densities and the other benchmark imprecisely known parameters, including: (i) the 6 × 180 mixed 2nd-order sensitivities involving the total microscopic cross sections; (ii) the 6 × 21,600 mixed 2nd-order sensitivities involving the scattering microscopic cross sections; (iii) the 6 × 60 mixed 2nd-order sensitivities involving the fission microscopic cross sections; and (iv) the 6 × 60 mixed 2nd-order sensitivities involving the average number of neutrons produced per fission. It is shown that many of these mixed 2nd-order sensitivities involving the isotopic number densities have very large values. Most of the large sensitivities involve the isotopic number density of 239Pu, and the microscopic total, scattering or fission cross sections for the 12th or 30th energy groups of 239Pu or 1H, respectively. The 2nd-order mixed sensitivity of the PERP leakage response with respect to the isotopic number density of 239Pu and the microscopic total cross section for the 30th energy group of 1H is the largest of the above mentioned sensitivities, attaining the value −94.91.

scholarly journals 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 ◽  
2020 ◽  
Vol 13 (6) ◽  
pp. 1431 ◽  
Author(s):  
Ruixian Fang ◽  
Dan Gabriel Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Cross Sections ◽  
Source Parameters ◽  
Second Order ◽  
Adjoint Sensitivity Analysis ◽  
Response Distribution ◽  
Adjoint Sensitivity ◽  
Scattering Cross ◽  
Analysis Methodology ◽  
Scattering Cross Sections

By applying the Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) to the polyethylene-reflected plutonium (PERP) benchmark, this work presents results for the first- and second-order sensitivities of this benchmark’s leakage response with respect to the spontaneous fission source parameters. The numerical results obtained for these sensitivities indicate that the 1st-order relative sensitivity of the leakage response to the source parameters for the two fissionable isotopes in the benchmark are all positive, signifying that an increase in the source parameters will cause an increase in the total neutron leakage from the PERP sphere. The 1st- and 2nd-order relative sensitivities with respect to the source parameters for 239Pu are very small (10−4 or less). In contradistinction, the 1st-order and several 2nd-order relative sensitivities of the leakage response with respect to the source parameters of 240Pu are large. Large values (e.g., greater than 1.0) are also displayed by several mixed 2nd-order relative sensitivities of the leakage response with respect to parameters involving the source and: (i) the total cross sections; (ii) the average neutrons per fission; and (iii) the isotopic number densities. On the other hand, the values of the mixed 2nd-order relative sensitivities with respect to parameters involving the source and: (iv) the scattering cross sections; and (v) and the fission cross sections are smaller than 1.0. It is also shown that the effects of the 1st- and 2nd-order sensitivities of the PERP benchmark’s leakage response with respect to the benchmark’s source parameters on the moments (expected value, variance and skewness) of the PERP benchmark’s leakage response distribution are negligibly smaller than the corresponding effects (on the response distribution) stemming from uncertainties in the total, fission and scattering cross sections.

scholarly journals Comprehensive Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) Applied to a Subcritical Experimental Reactor Physics Benchmark: II. Effects of Imprecisely Known Microscopic Scattering Cross Sections

Energies ◽  
2019 ◽  
Vol 12 (21) ◽  
pp. 4114 ◽  
Author(s):  
Fang ◽  
Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Cross Sections ◽  
Second Order ◽  
The Other ◽  
Adjoint Sensitivity Analysis ◽  
Adjoint Sensitivity ◽  
First Order ◽  
Scattering Cross ◽  
Analysis Methodology ◽  
Scattering Cross Sections

This work continues the presentation commenced in Part I of the second-order sensitivity analysis of nuclear data of a polyethylene-reflected plutonium (PERP) benchmark using the Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM). This work reports the results of the computations of the first- and second-order sensitivities of this benchmark’s computed leakage response with respect to the benchmark’s 21600 parameters underlying the computed group-averaged isotopic scattering cross sections. The numerical results obtained for the 21600 first-order relative sensitivities indicate that the majority of these were small, the largest having relative values of O (10−2). Furthermore, the vast majority of the (21600)2 second-order sensitivities with respect to the scattering cross sections were much smaller than the corresponding first-order ones. Consequently, this work shows that the effects of variances in the scattering cross sections on the expected value, variance, and skewness of the response distribution were negligible in comparison to the corresponding effects stemming from uncertainties in the total cross sections, which were presented in Part I. On the other hand, it was found that 52 of the mixed second-order sensitivities of the leakage response with respect to the scattering and total microscopic cross sections had values that were significantly larger than the unmixed second-order sensitivities of the leakage response with respect to the group-averaged scattering microscopic cross sections. The first- and second-order mixed sensitivities of the PERP benchmark’s leakage response with respect to the scattering cross sections and the other benchmark parameters (fission cross sections, average number of neutrons per fission, fission spectrum, isotopic atomic number densities, and source parameters) have also been computed and will be reported in subsequent works.

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