scholarly journals Fourth-Order Comprehensive Adjoint Sensitivity Analysis (4th-CASAM) of Response-Coupled Linear Forward/Adjoint Systems: I. Theoretical Framework

Energies ◽  
2021 ◽  
Vol 14 (11) ◽  
pp. 3335
Author(s):  
Dan Gabriel Cacuci
Keyword(s):  
Sensitivity Analysis ◽  
Linear Systems ◽  
Fourth Order ◽  
Model Parameters ◽  
Adjoint Sensitivity Analysis ◽  
Adjoint Sensitivity ◽  
Adjoint Systems ◽  
Functional Derivatives ◽  
Adjoint State ◽  
State Functions

The most general quantities of interest (called “responses”) produced by the computational model of a linear physical system can depend on both the forward and adjoint state functions that describe the respective system. This work presents the Fourth-Order Comprehensive Adjoint Sensitivity Analysis Methodology (4th-CASAM) for linear systems, which enables the efficient computation of the exact expressions of the 1st-, 2nd-, 3rd- and 4th-order sensitivities of a generic system response, which can depend on both the forward and adjoint state functions, with respect to all of the parameters underlying the respective forward/adjoint systems. Among the best known such system responses are various Lagrangians, including the Schwinger and Roussopoulos functionals, for analyzing ratios of reaction rates, the Rayleigh quotient for analyzing eigenvalues and/or separation constants, etc., which require the simultaneous consideration of both the forward and adjoint systems when computing them and/or their sensitivities (i.e., functional derivatives) with respect to the model parameters. Evidently, such responses encompass, as particular cases, responses that may depend just on the forward or just on the adjoint state functions pertaining to the linear system under consideration. This work also compares the CPU-times needed by the 4th-CASAM versus other deterministic methods (e.g., finite-difference schemes) for computing response sensitivities These comparisons underscore the fact that the 4th-CASAM is the only practically implementable methodology for obtaining and subsequently computing the exact expressions (i.e., free of methodologically-introduced approximations) of the 1st-, 2nd, 3rd- and 4th-order sensitivities (i.e., functional derivatives) of responses to system parameters, for coupled forward/adjoint linear systems. By enabling the practical computation of any and all of the 1st-, 2nd, 3rd- and 4th-order response sensitivities to model parameters, the 4th-CASAM makes it possible to compare the relative values of the sensitivities of various order, in order to assess which sensitivities are important and which may actually be neglected, thus enabling future investigations of the convergence of the (multivariate) Taylor series expansion of the response in terms of parameter variations, as well as investigating the range of validity of other important quantities (e.g., response variances/covariance, skewness, kurtosis, etc.) that are derived from Taylor-expansion of the response as a function of the model’s parameters. The 4th-CASAM presented in this work provides the basis for significant future advances towards overcoming the “curse of dimensionality” in sensitivity analysis, uncertainty quantification and predictive modeling.

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. VI: Overall Impact of 1st- and 2nd-Order Sensitivities on Response Uncertainties

Energies ◽  
2020 ◽  
Vol 13 (7) ◽  
pp. 1674 ◽  
Author(s):  
Dan G. Cacuci ◽  
Ruixian Fang ◽  
Jeffrey A. Favorite
Keyword(s):  
Sensitivity Analysis ◽  
Cross Sections ◽  
Relative Sensitivity ◽  
Second Order ◽  
Model Parameters ◽  
Adjoint Sensitivity Analysis ◽  
Reactor Physics ◽  
Adjoint Sensitivity ◽  
First Order ◽  
Analysis Methodology

This work applies the Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) to compute the 1st-order and unmixed 2nd-order sensitivities of a polyethylene-reflected plutonium (PERP) benchmark’s leakage response with respect to the benchmark’s imprecisely known isotopic number densities. The numerical results obtained for these sensitivities indicate that the 1st-order relative sensitivity to the isotopic number densities for the two fissionable isotopes have large values, which are comparable to, or larger than, the corresponding sensitivities for the total cross sections. Furthermore, several 2nd-order unmixed sensitivities for the isotopic number densities are significantly larger than the corresponding 1st-order ones. This work also presents results for the first-order sensitivities of the PERP benchmark’s leakage response with respect to the fission spectrum parameters of the two fissionable isotopes, which have very small values. Finally, this work presents the overall summary and conclusions stemming from the research findings for the total of 21,976 first-order sensitivities and 482,944,576 second-order sensitivities with respect to all model parameters of the PERP benchmark, as presented in the sequence of publications in the Special Issue of Energies dedicated to “Sensitivity Analysis, Uncertainty Quantification and Predictive Modeling of Nuclear Energy Systems”.

Sign in / Sign up

Export Citation Format

Share Document