scholarly journals First-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Critical Points in Coupled Nonlinear Systems. I: Mathematical Framework

Fluids ◽  
2021 ◽  
Vol 6 (1) ◽  
pp. 33
Author(s):  
Dan Gabriel Cacuci

This work presents the novel first-order comprehensive adjoint sensitivity analysis methodology for critical points (1st-CASAM-CP), which enables the exact and efficient computation of the first-order sensitivities of responses defined at critical points (maxima, minima, saddle points) of coupled nonlinear models of physical systems characterized by imprecisely known parameters underlying the models, boundaries, and interfaces between the coupled systems. Responses defined at critical points are important in many applications, including system optimization, safety analyses and licensing. For the design and licensing of nuclear reactors, such essentially important responses include the maximum temperatures of the fuel and cladding in hot channels. The 1st-CASAM-CP presented in this work makes it possible to determine, using a single large-scale “adjoint” computation, the first-order sensitivities of the magnitude of a response defined at a critical point of a function in the phase-space of the systems’ independent variables. In addition, the 1st-CASAM-CP enables the computation of the sensitivities of the location in phase-space of the critical point at which the respective response is located: one “adjoint” computation is required for each component of the respective critical point in the phase-space of independent variables. By enabling the exact and efficient computation of the sensitivities of responses and of their critical locations to imprecisely known model parameters, boundaries, and interfaces, the 1st-CASAM-CP significantly extends the practicality of analyzing crucially important responses for large-scale systems involving many uncertain parameters, interfaces, and boundaries.

Fluids ◽  
2021 ◽  
Vol 6 (1) ◽  
pp. 34
Author(s):  
Dan Gabriel Cacuci

Responses defined at critical points are particularly important for reactor safety analyses and licensing (e.g., the maximum fuel and/or clad temperature). The novel mathematical framework of the first-order comprehensive adjoint sensitivity analysis methodology for critical points (1st-CASAM-CP) is applied in this work to develop a reactor safety thermal-hydraulics benchmark model which admits exact closed-form expressions for the adjoint functions and for the first-order sensitivities of responses defined at critical points (maxima, minima, saddle points) in physical systems characterized by imprecisely known parameters, external and internal boundaries. This benchmark model is designed for verifying the capabilities and accuracies of computational tools for modeling numerically thermal-hydraulics systems. The unique and extensive capabilities of the 1st-CASAM-CP methodology are demonstrated in this work by considering two responses of paramount importance in reactor safety, namely, (i) the maximum rod surface temperature, which occurs at the imprecisely known interface between the subsystem that models the heat conduction inside the heated rod and the subsystem modeling the heat convection process surrounding the rod; and (ii) the maximum temperature inside the heated rod, which has a critical point with two components, one located at a precisely known boundary of the subsystem that models the heat conduction inside the heated rod, while the other component depends on an imprecisely known boundary (i.e., the rod length). The exact analytical expressions developed in this work for the sensitivities of the maximum internal rod temperature and maximum rod surface temperature, as well as for the sensitivities of the locations where these respective maxima occur, provide exact benchmarks for verifying the accuracy of thermal-hydraulics computational tools. The sensitivities of such responses and of their critical points with respect to model parameters enable the quantification of uncertainties induced by uncertainties stemming from the system’s parameters and boundaries in the respective responses and their underlying critical points.


Energies ◽  
2021 ◽  
Vol 14 (24) ◽  
pp. 8314
Author(s):  
Dan Gabriel Cacuci

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.


Energies ◽  
2019 ◽  
Vol 12 (21) ◽  
pp. 4114 ◽  
Author(s):  
Fang ◽  
Cacuci

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.


Energies ◽  
2020 ◽  
Vol 13 (7) ◽  
pp. 1674 ◽  
Author(s):  
Dan G. Cacuci ◽  
Ruixian Fang ◽  
Jeffrey A. Favorite

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”.


Author(s):  
Amin Salehi

Scalar–tensor theories of gravity can be formulated in the Einstein frame or in the Jordan frame (JF) which are related with each other by conformal transformations. Although the two frames describe the same physics and are equivalent, the stability of the field equations in the two frames is not the same. Here, we implement dynamical system and phase space approach as a robustness tool to investigate this issue. We concentrate on the Brans–Dicke theory in a Friedmann–Lemaitre–Robertson–Walker universe, but the results can easily be generalized. Our analysis shows that while there is a one-to-one correspondence between critical points in two frames and each critical point in one frame is mapped to its corresponds in another frame, however, stability of a critical point in one frame does not guarantee the stability in another frame. Hence, an unstable point in one frame may be mapped to a stable point in another frame. All trajectories between two critical points in phase space in one frame are different from their corresponding in other ones. This indicates that the dynamical behavior of variables and cosmological parameters is different in two frames. Hence, for those features of the study, which focus on observational measurements, we must use the JF where experimental data have their usual interpretation.


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