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.
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.
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.
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.
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?