scholarly journals TOWARDS OVERCOMING THE CURSE OF DIMENSIONALITY IN PREDICTIVE MODELLING AND UNCERTAINTY QUANTIFICATION

2021 ◽  
Vol 247 ◽  
pp. 00002
Author(s):  
Dan G. Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Uncertainty Quantification ◽  
Predictive Modeling ◽  
Curse Of Dimensionality ◽  
Current Data ◽  
Model Parameters ◽  
Mathematical Framework ◽  
Response Distribution ◽  
Parameter Uncertainties ◽  
Adjoint Sensitivity

This invited presentation summarizes new methodologies developed by the author for performing high-order sensitivity analysis, uncertainty quantification and predictive modeling. The presentation commences by summarizing the newly developed 3rd-Order Adjoint Sensitivity Analysis Methodology (3rd-ASAM) for linear systems, which overcomes the “curse of dimensionality” for sensitivity analysis and uncertainty quantification of a large variety of model responses of interest in reactor physics systems. The use of the exact expressions of the 2nd-, and 3rd-order sensitivities computed using the 3rd-ASAM is subsequently illustrated by presenting 3rd-order formulas for the first three cumulants of the response distribution, for quantifying response uncertainties (covariance, skewness) stemming from model parameter uncertainties. The use of the 1st-, 2nd-, and 3rd-order sensitivities together with the formulas for the first three cumulants of the response distribution are subsequently used in the newly developed 2nd/3rd-BERRU-PM (“Second/Third-Order Best-Estimated Results with Reduced Uncertainties Predictive Modeling”), which aims at overcoming the curse of dimensionality in predictive modeling. The 2nd/3rd-BERRU-PM uses the maximum entropy principle to eliminate the need for introducing a subjective user-defined “cost functional quantifying the discrepancies between measurements and computations.” By utilizing the 1st-, 2nd- and 3rd-order response sensitivities to combine experimental and computational information in the joint phase-space of responses and model parameters, the 2nd/3rd-BERRU-PM generalizes the current data adjustment/assimilation methodologies. Even though all of the 2nd- and 3rd-order are comprised in the mathematical framework of the 2nd/3rd-BERRU-PM formalism, the computations underlying the 2nd/3rd-BERRU-PM require the inversion of a single matrix of dimensions equal to the number of considered responses, thus overcoming the curse of dimensionality which would affect the inversion of hessian and higher-order matrices in the parameter space.

scholarly journals TOWARDS OVERCOMING THE CURSE OF DIMENSIONALITY IN PREDICTIVE MODELLING AND UNCERTAINTY QUANTIFICATION

2021 ◽  
Vol 247 ◽  
pp. 20005
Author(s):  
Dan G. Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Uncertainty Quantification ◽  
Predictive Modeling ◽  
Curse Of Dimensionality ◽  
Current Data ◽  
Model Parameters ◽  
Mathematical Framework ◽  
Response Distribution ◽  
Parameter Uncertainties ◽  
Adjoint Sensitivity

This invited presentation summarizes new methodologies developed by the author for performing high-order sensitivity analysis, uncertainty quantification and predictive modeling. The presentation commences by summarizing the newly developed 3rd-Order Adjoint Sensitivity Analysis Methodology (3rd-ASAM) for linear systems, which overcomes the “curse of dimensionality” for sensitivity analysis and uncertainty quantification of a large variety of model responses of interest in reactor physics systems. The use of the exact expressions of the 2nd-, and 3rd-order sensitivities computed using the 3rd-ASAM is subsequently illustrated by presenting 3rd-order formulas for the first three cumulants of the response distribution, for quantifying response uncertainties (covariance, skewness) stemming from model parameter uncertainties. The use of the 1st-, 2nd-, and 3rd-order sensitivities together with the formulas for the first three cumulants of the response distribution are subsequently used in the newly developed 2nd/3rd-BERRU-PM (“Second/Third-Order Best-Estimated Results with Reduced Uncertainties Predictive Modeling”), which aims at overcoming the curse of dimensionality in predictive modeling. The 2nd/3rd-BERRU-PM uses the maximum entropy principle to eliminate the need for introducing a subjective user-defined “cost functional quantifying the discrepancies between measurements and computations.” By utilizing the 1st-, 2nd- and 3rd-order response sensitivities to combine experimental and computational information in the joint phase-space of responses and model parameters, the 2nd/3rd-BERRU-PM generalizes the current data adjustment/assimilation methodologies. Even though all of the 2nd- and 3rd-order are comprised in the mathematical framework of the 2nd/3rd-BERRU-PM formalism, the computations underlying the 2nd/3rd-BERRU-PM require the inversion of a single matrix of dimensions equal to the number of considered responses, thus overcoming the curse of dimensionality which would affect the inversion of hessian and higher-order matrices in the parameter space.

scholarly journals 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 Quantification and Predictive Modeling

Energies ◽  
2019 ◽  
Vol 12 (21) ◽  
pp. 4216 ◽  
Author(s):  
Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Phase Space ◽  
Uncertainty Quantification ◽  
Predictive Modeling ◽  
Curse Of Dimensionality ◽  
System Response ◽  
Model Parameters ◽  
Third Order ◽  
Adjoint Systems ◽  
The Third

This work presents the Third-Order Adjoint Sensitivity Analysis Methodology (3rd-ASAM) for response-coupled forward and adjoint linear systems. The 3rd-ASAM enables the efficient computation of the exact expressions of the 3rd-order functional derivatives (“sensitivities”) of a general system response, which depends on both the forward and adjoint state functions, with respect to all of the parameters underlying the respective forward and adjoint systems. Such responses are often encountered when representing mathematically detector responses and reaction rates in reactor physics problems. The 3rd-ASAM extends the 2nd-ASAM in the quest to overcome the “curse of dimensionality” in sensitivity analysis, uncertainty quantification and predictive modeling. This work also presents new formulas that incorporate the contributions of the 3rd-order sensitivities into the expressions of the first four cumulants of the response distribution in the phase-space of model parameters. Using these newly developed formulas, this work also presents a new mathematical formalism, called the 2nd/3rd-BERRU-PM “Second/Third-Order Best-Estimated Results with Reduced Uncertainties Predictive Modeling”) formalism, which combines experimental and computational information in the joint phase-space of responses and model parameters, including not only the 1st-order response sensitivities, but also the complete hessian matrix of 2nd-order second-sensitivities and also the 3rd-order sensitivities, all computed using the 3rd-ASAM. The 2nd/3rd-BERRU-PM uses the maximum entropy principle to eliminate the need for introducing and “minimizing” a user-chosen “cost functional quantifying the discrepancies between measurements and computations,” thus yielding results that are free of subjective user-interferences while generalizing and significantly extending the 4D-VAR data assimilation procedures. Incorporating correlations, including those between the imprecisely known model parameters and computed model responses, the 2nd/3rd-BERRU-PM also provides a quantitative metric, constructed from sensitivity and covariance matrices, for determining the degree of agreement among the various computational and experimental data while eliminating discrepant information. The mathematical framework of the 2nd/3rd-BERRU-PM formalism requires the inversion of a single matrix of size Nr Nr, where Nr denotes the number of considered responses. In the overwhelming majority of practical situations, the number of responses is much less than the number of model parameters. Thus, the 2nd-BERRU-PM methodology overcomes the curse of dimensionality which affects the inversion of hessian matrices in the parameter space.

A Sensitivity Analysis Based Method for Robot Calibration

1992 ◽  
Author(s):  
S. Kaizerman ◽  
B. Benhabib ◽  
R. G. Fenton ◽  
G. Zak
Keyword(s):  
Sensitivity Analysis ◽  
Kinematic Model ◽  
Calibration Procedure ◽  
Inverse Kinematic ◽  
Model Parameters ◽  
Robot Calibration ◽  
Adjoint Sensitivity ◽  
Analysis Methods ◽  
The Matrix ◽  
Direct Sensitivity

Abstract A new robot kinematic calibration procedure is presented. The parameters of the kinematic model are estimated through a relationship established between the deviations in the joint variables and the deviations in the model parameters. Thus, the new method can be classified as an inverse calibration procedure. Using suitable sensitivity analysis methods, the matrix of the partial derivatives of joint variables with respect to robot parameters is calculated without having explicit expressions of joint variables as a function of task space coordinates (closed inverse kinematic solution). This matrix provides the relationship between the changes in the joint variables and the changes in the parameter values required for the calibration. Two deterministic sensitivity analysis methods are applied, namely the Direct Sensitivity Approach and the Adjoint Sensitivity Method. The new calibration procedure was successfully tested by the simulated calibrations of a two degree of freedom revolute-joint planar manipulator.

scholarly journals Linking biogeochemistry to hydro-geometrical variability in tidal estuaries: a generic modeling approach

2015 ◽  
Vol 12 (7) ◽  
pp. 6351-6435
Author(s):  
C. Volta ◽  
G. G. Laruelle ◽  
S. Arndt ◽  
P. Regnier
Keyword(s):  
Sensitivity Analysis ◽  
World Ocean ◽  
Reaction Network ◽  
Co2 Exchange ◽  
Model Parameters ◽  
Parameter Uncertainties ◽  
Tidal Estuaries ◽  
Biogeochemical Indicators ◽  
C And N ◽  
Co2 Sink

Abstract. This study applies the Carbon-Generic Estuary Model (C-GEM) modeling platform to simulate the estuarine biogeochemical dynamics – in particular the air-water CO2 exchange – in three idealized end-member systems covering the main features of tidal alluvial estuaries. C-GEM uses a generic biogeochemical reaction network and a unique set of model parameters extracted from a comprehensive literature survey to perform steady-state simulations representing average conditions for temperate estuaries worldwide. Climate and boundary conditions are extracted from published global databases (e.g. World Ocean Atlas, GLORICH) and catchment model outputs (GlobalNEWS2). The whole-system biogeochemical indicators Net Ecosystem Metabolism (NEM), C and N filtering capacities (FCTC and FCTN, respectively) and CO2 gas exchanges (FCO2) are calculated across the three end-member systems and are related to their main hydrodynamic and transport characteristics. A sensitivity analysis, which propagates the parameter uncertainties, is also carried out, followed by projections of changes in the biogeochemical indicators for the year 2050. Results show that the average C filtering capacities for baseline conditions are 40, 30 and 22% for the marine, mixed and riverine estuary, respectively. This translates into a first-order, global CO2 outgassing flux for tidal estuaries between 0.04 and 0.07 Pg C yr−1. N filtering capacities, calculated in similar fashion, range from 22% for the marine estuary to 18 and 15% for the mixed and the riverine estuary, respectively. Sensitivity analysis performed by varying the rate constants for aerobic degradation, denitrification and nitrification over the range of values reported in the literature significantly widens these ranges for both C and N. Simulations for the year 2050 indicate that all end-member estuaries will remain net heterotrophic and while the riverine and mixed systems will only marginally be affected by river load changes and increase in atmospheric pCO2, the marine estuary is likely to become a significant CO2 sink in its downstream section. In the decades to come, such change of behavior might strengthen the overall CO2 sink of the estuary-coastal ocean continuum.

Nonintrusive Global Sensitivity Analysis for Linear Systems With Process Noise

2019 ◽  
Vol 14 (2) ◽  
Author(s):  
Souransu Nandi ◽  
Tarunraj Singh
Keyword(s):  
Sensitivity Analysis ◽  
Linear Systems ◽  
Global Sensitivity Analysis ◽  
Benchmark Problems ◽  
Model Parameters ◽  
Parameter Uncertainties ◽  
Sobol Indices ◽  
Global Sensitivity ◽  
Time Invariant ◽  
The Impact

The focus of this paper is on the global sensitivity analysis (GSA) of linear systems with time-invariant model parameter uncertainties and driven by stochastic inputs. The Sobol' indices of the evolving mean and variance estimates of states are used to assess the impact of the time-invariant uncertain model parameters and the statistics of the stochastic input on the uncertainty of the output. Numerical results on two benchmark problems help illustrate that it is conceivable that parameters, which are not so significant in contributing to the uncertainty of the mean, can be extremely significant in contributing to the uncertainty of the variances. The paper uses a polynomial chaos (PC) approach to synthesize a surrogate probabilistic model of the stochastic system after using Lagrange interpolation polynomials (LIPs) as PC bases. The Sobol' indices are then directly evaluated from the PC coefficients. Although this concept is not new, a novel interpretation of stochastic collocation-based PC and intrusive PC is presented where they are shown to represent identical probabilistic models when the system under consideration is linear. This result now permits treating linear models as black boxes to develop intrusive PC surrogates.

scholarly journals Methods for the Calculation of Thermoacoustic Stability Boundaries and Monte Carlo-Free Uncertainty Quantification

2018 ◽  
Vol 140 (6) ◽  
Author(s):  
Georg A. Mensah ◽  
Luca Magri ◽  
Jonas P. Moeck
Keyword(s):  
Monte Carlo ◽  
Uncertainty Quantification ◽  
Gas Turbines ◽  
Network Models ◽  
System Stability ◽  
Model Parameters ◽  
Geometrical Parameters ◽  
Parameter Uncertainties ◽  
Flame Response ◽  
Mode Stability

Thermoacoustic instabilities are a major threat for modern gas turbines. Frequency-domain-based stability methods, such as network models and Helmholtz solvers, are common design tools because they are fast compared to compressible flow computations. They result in an eigenvalue problem, which is nonlinear with respect to the eigenvalue. Thus, the influence of the relevant parameters on mode stability is only given implicitly. Small changes in some model parameters, may have a great impact on stability. The assessment of how parameter uncertainties propagate to system stability is therefore crucial for safe gas turbine operation. This question is addressed by uncertainty quantification. A common strategy for uncertainty quantification in thermoacoustics is risk factor analysis. One general challenge regarding uncertainty quantification is the sheer number of uncertain parameter combinations to be quantified. For instance, uncertain parameters in an annular combustor might be the equivalence ratio, convection times, geometrical parameters, boundary impedances, flame response model parameters, etc. A new and fast way to obtain algebraic parameter models in order to tackle the implicit nature of the problem is using adjoint perturbation theory. This paper aims to further utilize adjoint methods for the quantification of uncertainties. This analytical method avoids the usual random Monte Carlo (MC) simulations, making it particularly attractive for industrial purposes. Using network models and the open-source Helmholtz solver PyHoltz, it is also discussed how to apply the method with standard modeling techniques. The theory is exemplified based on a simple ducted flame and a combustor of EM2C laboratory for which experimental data are available.

SPUX - a Scalable Package for Bayesian Uncertainty Quantification

2020 ◽  
Author(s):  
Jonas Sukys ◽  
Marco Bacci
Keyword(s):  
Bayesian Inference ◽  
Uncertainty Quantification ◽  
High Performance ◽  
Performance Metrics ◽  
Expert Knowledge ◽  
Simple Random Walk ◽  
Scientific Workflow ◽  
Model Parameters ◽  
Parameter Uncertainties ◽  
Computational Performance

<div> <div>SPUX (Scalable Package for Uncertainty Quantification in "X") is a modular framework for Bayesian inference and uncertainty quantification. The SPUX framework aims at harnessing high performance scientific computing to tackle complex aquatic dynamical systems rich in intrinsic uncertainties,</div> <div>such as ecological ecosystems, hydrological catchments, lake dynamics, subsurface flows, urban floods, etc. The challenging task of quantifying input, output and/or parameter uncertainties in such stochastic models is tackled using Bayesian inference techniques, where numerical sampling and filtering algorithms assimilate prior expert knowledge and available experimental data. The SPUX framework greatly simplifies uncertainty quantification for realistic computationally costly models and provides an accessible, modular, portable, scalable, interpretable and reproducible scientific workflow. To achieve this, SPUX can be coupled to any serial or parallel model written in any programming language (e.g. Python, R, C/C++, Fortran, Java), can be installed either on a laptop or on a parallel cluster, and has built-in support for automatic reports, including algorithmic and computational performance metrics. I will present key SPUX concepts using a simple random walk example, and showcase recent realistic applications for catchment and lake models. In particular, uncertainties in model parameters, meteorological inputs, and data observation processes are inferred by assimilating available in-situ and remotely sensed datasets.</div> </div>

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.

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