Credible Simulation Emphasizing Sensitivity Uncertainty and Calibration
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The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation 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 exible 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 quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.
The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation 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 exible 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.
Sandia's Dakota software (available at http://dakota.sandia.gov) supports science and engineering transformation through advanced exploration of simulations. Specifically it manages and analyzes ensembles of simulations to provide broader and deeper perspective for analysts and decision makers. This enables them to enhance understanding of risk, improve products, and assess simulation credibility. This manual offers Consortium for Advanced Simulation of Light Water Reactors (LWRs) (CASL) partners a guide to conducting Dakota-based VUQ studies for CASL problems. It motivates various classes of Dakota methods and includes examples of their use on representative application problems. On reading, a CASL analyst should understand why and how to apply Dakota to a simulation problem. This SAND report constitutes the product of CASL milestone L3:VUQ.V&V.P8.01 and is also being released as a CASL unlimited release report with number CASL-U-2014-0038-000.
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JAGUAR (JAva GUi for Applied Research) is a Java software tool providing an advanced text editor and graphical user interface (GUI) to manipulate DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) input specifications. This document focuses on the features necessary to use JAGUAR.
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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.
The CASL Level 1 Milestone CASL.P4.01, successfully completed in December 2011, aimed to 'conduct, using methodologies integrated into VERA, a detailed sensitivity analysis and uncertainty quantification of a crud-relevant problem with baseline VERA capabilities (ANC/VIPRE-W/BOA).' The VUQ focus area led this effort, in partnership with AMA, and with support from VRI. DAKOTA was coupled to existing VIPRE-W thermal-hydraulics and BOA crud/boron deposit simulations representing a pressurized water reactor (PWR) that previously experienced crud-induced power shift (CIPS). This work supports understanding of CIPS by exploring the sensitivity and uncertainty in BOA outputs with respect to uncertain operating and model parameters. This report summarizes work coupling the software tools, characterizing uncertainties, and analyzing the results of iterative sensitivity and uncertainty studies. These studies focused on sensitivity and uncertainty of CIPS indicators calculated by the current version of the BOA code used in the industry. Challenges with this kind of analysis are identified to inform follow-on research goals and VERA development targeting crud-related challenge problems.
JAGUAR (JAva GUi for Applied Research) is a Java software tool providing an advanced text editor and graphical user interface (GUI) to manipulate DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) input specifications. This document focuses on the features necessary for a user to use JAGUAR.
The CASL Level 2 Milestone VUQ.Y1.03, 'Enable statistical sensitivity and UQ demonstrations for VERA,' was successfully completed in March 2011. The VUQ focus area led this effort, in close partnership with AMA, and with support from VRI. DAKOTA was coupled to VIPRE-W thermal-hydraulics simulations representing reactors of interest to address crud-related challenge problems in order to understand the sensitivity and uncertainty in simulation outputs with respect to uncertain operating and model form parameters. This report summarizes work coupling the software tools, characterizing uncertainties, selecting sensitivity and uncertainty quantification algorithms, and analyzing the results of iterative studies. These demonstration studies focused on sensitivity and uncertainty of mass evaporation rate calculated by VIPRE-W, a key predictor for crud-induced power shift (CIPS).
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