Publications

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Improved validation for models of complex systems has been a primary focus over the past year for the Resilience in Complex Systems Research Challenge. This document describes a set of research directions that are the result of distilling those ideas into three categories of research -- epistemic uncertainty, strong tests, and value of information. The content of this document can be used to transmit valuable information to future research activities, update the Resilience in Complex Systems Research Challenge's roadmap, inform the upcoming FY18 Laboratory Directed Research and Development (LDRD) call and research proposals, and facilitate collaborations between Sandia and external organizations. The recommended research directions can provide topics for collaborative research, development of proposals, workshops, and other opportunities.

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The purpose of this document is to compare and contrast metrics that may be considered for use in validating computational models. Metrics suitable for use in one application, scenario, and/or quantity of interest may not be acceptable in another; these notes merely provide information that may be used as guidance in selecting a validation metric.

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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.

We introduce a novel technique, POF-Darts, to estimate the Probability Of Failure based on random disk-packing in the uncertain parameter space. POF-Darts uses hyperplane sampling to explore the unexplored part of the uncertain space. We use the function evaluation at a sample point to determine whether it belongs to failure or non-failure regions, and surround it with a protection sphere region to avoid clustering. We decompose the domain into Voronoi cells around the function evaluations as seeds and choose the radius of the protection sphere depending on the local Lipschitz continuity. As sampling proceeds, regions uncovered with spheres will shrink, improving the estimation accuracy. After exhausting the function evaluation budget, we build a surrogate model using the function evaluations associated with the sample points and estimate the probability of failure by exhaustive sampling of that surrogate. In comparison to other similar methods, our algorithm has the advantages of decoupling the sampling step from the surrogate construction one, the ability to reach target POF values with fewer samples, and the capability of estimating the number and locations of disconnected failure regions, not just the POF value. We present various examples to demonstrate the efficiency of our novel approach.

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Parametric sensitivities of dynamic system responses are very useful in a variety of applications, including circuit optimization and uncertainty quantification. Sensitivity calculation methods fall into two related categories: direct and adjoint methods. Effective implementation of such methods in a production circuit simulator poses a number of technical challenges, including instrumentation of device models. This report documents several years of work developing and implementing direct and adjoint sensitivity methods in the Xyce circuit simulator. Much of this work sponsored by the Laboratory Directed Research and Development (LDRD) Program at Sandia National Laboratories, under project LDRD 14-0788.

This report summarizes the methods and algorithms that were developed on the Sandia National Laboratory LDRD project entitled "Advanced Uncertainty Quantification Methods for Circuit Simulation", which was project # 173331 and proposal # 2016-0845. As much of our work has been published in other reports and publications, this report gives an brief summary. Those who are interested in the technical details are encouraged to read the full published results and also contact the report authors for the status of follow-on projects.

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This report contains the written footprint of a Sandia-hosted workshop held in Albuquerque, New Mexico, June 22-23, 2016 on “Complex Systems Models and Their Applications: Towards a New Science of Verification, Validation and Uncertainty Quantification,” as well as of pre-work that fed into the workshop. The workshop’s intent was to explore and begin articulating research opportunities at the intersection between two important Sandia communities: the complex systems (CS) modeling community, and the verification, validation and uncertainty quantification (VVUQ) community The overarching research opportunity (and challenge) that we ultimately hope to address is: how can we quantify the credibility of knowledge gained from complex systems models, knowledge that is often incomplete and interim, but will nonetheless be used, sometimes in real-time, by decision makers?

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Best-estimate fuel performance codes such as BISON currently under development at the Idaho National Laboratory, utilize empirical and mechanistic lower-length-scale informed correlations to predict fuel behavior under normal operating and accident reactor conditions. Traditionally, best-estimate results are presented using the correlations with no quantification of the uncertainty in the output metrics of interest. However, there are associated uncertainties in the input parameters and correlations used to determine the behavior of the fuel and cladding under irradiation. Therefore, it is important to perform uncertainty quantification and include confidence bounds on the output metrics that take into account the uncertainties in the inputs. In addition, sensitivity analyses can be performed to determine which input parameters have the greatest influence on the outputs. In this paper we couple the BISON fuel performance code to the DAKOTA uncertainty analysis software to analyze a representative fuel performance problem. The case studied in this paper is based upon rod 1 from the IFA-432 integral experiment performed at the Halden Reactor in Norway. The rodlet is representative of a BWR fuel rod. The input parameters uncertainties are broken into three separate categories including boundary condition uncertainties (e.g., power, coolant flow rate), manufacturing uncertainties (e.g., pellet diameter, cladding thickness), and model uncertainties (e.g., fuel thermal conductivity, fuel swelling). Utilizing DAKOTA, a variety of statistical analysis techniques are applied to quantify the uncertainty and sensitivity of the output metrics of interest. Specifically, we demonstrate the use of sampling methods, polynomial chaos expansions, surrogate models, and variance-based decomposition. The output metrics investigated in this study are the fuel centerline temperature, cladding surface temperature, fission gas released, and fuel rod diameter. The results highlight the importance of quantifying the uncertainty and sensitivity in fuel performance modeling predictions and the need for additional research into improving the material models that are currently available.

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This SAND report summarizes our work on the Sandia National Laboratory LDRD project titled "Efficient Probability of Failure Calculations for QMU using Computational Geometry" which was project #165617 and proposal #13-0144. This report merely summarizes our work. Those interested in the technical details are encouraged to read the full published results, and contact the report authors for the status of the software and follow-on projects.

This report summarizes a NEAMS (Nuclear Energy Advanced Modeling and Simulation) project focused on sensitivity analysis of a fuels performance benchmark problem. The benchmark problem was defined by the Uncertainty Analysis in Modeling working group of the Nuclear Science Committee, part of the Nuclear Energy Agency of the Organization for Economic Cooperation and Development (OECD ). The benchmark problem involv ed steady - state behavior of a fuel pin in a Pressurized Water Reactor (PWR). The problem was created in the BISON Fuels Performance code. Dakota was used to generate and analyze 300 samples of 17 input parameters defining core boundary conditions, manuf acturing tolerances , and fuel properties. There were 24 responses of interest, including fuel centerline temperatures at a variety of locations and burnup levels, fission gas released, axial elongation of the fuel pin, etc. Pearson and Spearman correlatio n coefficients and Sobol' variance - based indices were used to perform the sensitivity analysis. This report summarizes the process and presents results from this study.

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Predictive simulations of magnetic confinement fusion and burning plasmas will require the quantification of all uncertainties and errors relating to the simulation capabilities. These include: discretization error (temporal and spatial); incomplete convergence error (nonlinear, linear, etc.); uncertainties in input data (initial conditions, boundary conditions, coefficients, thermo-physical properties, source terms, etc.); and uncertainties in the component models (the specific form and parameter values).13 Typically, there is a focus on model parameter uncertainties but uncertainties about which model to use and about the bias or discrepancy of a particular model (sometimes called model form error) often dominate parameter uncertainty. This whitepaper addresses the challenges of performing uncertainty quantification (UQ) for expensive computational models.

We present a new interatomic potential for solids and liquids called Spectral Neighbor Analysis Potential (SNAP). The SNAP potential has a very general form and uses machine-learning techniques to reproduce the energies, forces, and stress tensors of a large set of small configurations of atoms, which are obtained using high-accuracy quantum electronic structure (QM) calculations. The local environment of each atom is characterized by a set of bispectrum components of the local neighbor density projected onto a basis of hyperspherical harmonics in four dimensions. The bispectrum components are the same bond-orientational order parameters employed by the GAP potential [1]. The SNAP potential, unlike GAP, assumes a linear relationship between atom energy and bispectrum components. The linear SNAP coefficients are determined using weighted least-squares linear regression against the full QM training set. This allows the SNAP potential to be fit in a robust, automated manner to large QM data sets using many bispectrum components. The calculation of the bispectrum components and the SNAP potential are implemented in the LAMMPS parallel molecular dynamics code. We demonstrate that a previously unnoticed symmetry property can be exploited to reduce the computational cost of the force calculations by more than one order of magnitude. We present results for a SNAP potential for tantalum, showing that it accurately reproduces a range of commonly calculated properties of both the crystalline solid and the liquid phases. In addition, unlike simpler existing potentials, SNAP correctly predicts the energy barrier for screw dislocation migration in BCC tantalum.

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This study began with a challenge from program area managers at Sandia National Laboratories to technical staff in the energy, climate, and infrastructure security areas: apply a systems-level perspective to existing science and technology program areas in order to determine technology gaps, identify new technical capabilities at Sandia that could be applied to these areas, and identify opportunities for innovation. The Arctic was selected as one of these areas for systems level analyses, and this report documents the results. In this study, an emphasis was placed on the arctic atmosphere since Sandia has been active in atmospheric research in the Arctic since 1997. This study begins with a discussion of the challenges and benefits of analyzing the Arctic as a system. It goes on to discuss current and future needs of the defense, scientific, energy, and intelligence communities for more comprehensive data products related to the Arctic; assess the current state of atmospheric measurement resources available for the Arctic; and explain how the capabilities at Sandia National Laboratories can be used to address the identified technological, data, and modeling needs of the defense, scientific, energy, and intelligence communities for Arctic support.

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In this paper, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory-epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.

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