Dakota: Advanced Exploration of Simulations
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Reliability Engineering and System Safety
Sensitivity analysis is comprised of techniques to quantify the effects of the input variables on a set of outputs. In particular, sensitivity indices can be used to infer which input parameters most significantly affect the results of a computational model. With continually increasing computing power, sensitivity analysis has become an important technique by which to understand the behavior of large-scale computer simulations. Many sensitivity analysis methods rely on sampling from distributions of the inputs. Such sampling-based methods can be computationally expensive, requiring many evaluations of the simulation; in this case, the Sobol method provides an easy and accurate way to compute variance-based measures, provided a sufficient number of model evaluations are available. As an alternative, meta-modeling approaches have been devised to approximate the response surface and estimate various measures of sensitivity. In this work, we consider a variety of sensitivity analysis methods, including different sampling strategies, different meta-models, and different ways of evaluating variance-based sensitivity indices. The problem we consider is the 1-D Riemann problem. By a careful choice of inputs, discontinuous solutions are obtained, leading to discontinuous response surfaces; such surfaces can be particularly problematic for meta-modeling approaches. The goal of this study is to compare the estimated sensitivity indices with exact values and to evaluate the convergence of these estimates with increasing samples sizes and under an increasing number of meta-model evaluations. © 2011 Elsevier Ltd. All rights reserved.
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The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the DAKOTA software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of DAKOTA-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of DAKOTA's iterative analysis capabilities.
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Design and operation of the electric power grid (EPG) relies heavily on computational models. High-fidelity, full-order models are used to study transient phenomena on only a small part of the network. Reduced-order dynamic and power flow models are used when analysis involving thousands of nodes are required due to the computational demands when simulating large numbers of nodes. The level of complexity of the future EPG will dramatically increase due to large-scale deployment of variable renewable generation, active load and distributed generation resources, adaptive protection and control systems, and price-responsive demand. High-fidelity modeling of this future grid will require significant advances in coupled, multi-scale tools and their use on high performance computing (HPC) platforms. This LDRD report demonstrates SNL's capability to apply HPC resources to these 3 tasks: (1) High-fidelity, large-scale modeling of power system dynamics; (2) Statistical assessment of grid security via Monte-Carlo simulations of cyber attacks; and (3) Development of models to predict variability of solar resources at locations where little or no ground-based measurements are available.
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Surfpack is a library of multidimensional function approximation methods useful for efficient surrogate-based sensitivity/uncertainty analysis or calibration/optimization. I will survey current Surfpack meta-modeling capabilities for continuous variables and describe recent progress generalizing to both continuous and categorical factors, including relevant test problems and analysis comparisons.
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The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the DAKOTA software and provides capability overviews and procedures for software execution, as well as a variety of example studies.
The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a reference manual for the commands specification for the DAKOTA software, providing input overviews, option descriptions, and example specifications.
The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a developers manual for the DAKOTA software and describes the DAKOTA class hierarchies and their interrelationships. It derives directly from annotation of the actual source code and provides detailed class documentation, including all member functions and attributes.
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Terrorist attacks using an aerosolized pathogen preparation have gained credibility as a national security concern since the anthrax attacks of 2001. The ability to characterize the parameters of such attacks, i.e., to estimate the number of people infected, the time of infection, the average dose received, and the rate of disease spread in contemporary American society (for contagious diseases), is important when planning a medical response. For non-contagious diseases, we address the characterization problem by formulating a Bayesian inverse problem predicated on a short time-series of diagnosed patients exhibiting symptoms. To keep the approach relevant for response planning, we limit ourselves to 3.5 days of data. In computational tests performed for anthrax, we usually find these observation windows sufficient, especially if the outbreak model employed in the inverse problem is accurate. For contagious diseases, we formulated a Bayesian inversion technique to infer both pathogenic transmissibility and the social network from outbreak observations, ensuring that the two determinants of spreading are identified separately. We tested this technique on data collected from a 1967 smallpox epidemic in Abakaliki, Nigeria. We inferred, probabilistically, different transmissibilities in the structured Abakaliki population, the social network, and the chain of transmission. Finally, we developed an individual-based epidemic model to realistically simulate the spread of a rare (or eradicated) disease in a modern society. This model incorporates the mixing patterns observed in an (American) urban setting and accepts, as model input, pathogenic transmissibilities estimated from historical outbreaks that may have occurred in socio-economic environments with little resemblance to contemporary society. Techniques were also developed to simulate disease spread on static and sampled network reductions of the dynamic social networks originally in the individual-based model, yielding faster, though approximate, network-based epidemic models. These reduced-order models are useful in scenario analysis for medical response planning, as well as in computationally intensive inverse problems.
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The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a developers manual for the DAKOTA software and describes the DAKOTA class hierarchies and their interrelationships. It derives directly from annotation of the actual source code and provides detailed class documentation, including all member functions and attributes.
This report documents the results for an FY06 ASC Algorithms Level 2 milestone combining error estimation and adaptivity, uncertainty quantification, and probabilistic design capabilities applied to the analysis and design of bistable MEMS. Through the use of error estimation and adaptive mesh refinement, solution verification can be performed in an automated and parameter-adaptive manner. The resulting uncertainty analysis and probabilistic design studies are shown to be more accurate, efficient, reliable, and convenient.