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.
This document summarizes the results from a level 3 milestone study within the CASL VUQ effort. It demonstrates the application of 'advanced UQ,' in particular dimension-adaptive p-refinement for polynomial chaos and stochastic collocation. The study calculates statistics for several quantities of interest that are indicators for the formation of CRUD (Chalk River unidentified deposit), which can lead to CIPS (CRUD induced power shift). Stochastic expansion methods are attractive methods for uncertainty quantification due to their fast convergence properties. For smooth functions (i.e., analytic, infinitely-differentiable) in L{sup 2} (i.e., possessing finite variance), exponential convergence rates can be obtained under order refinement for integrated statistical quantities of interest such as mean, variance, and probability. Two stochastic expansion methods are of interest: nonintrusive polynomial chaos expansion (PCE), which computes coefficients for a known basis of multivariate orthogonal polynomials, and stochastic collocation (SC), which forms multivariate interpolation polynomials for known coefficients. Within the DAKOTA project, recent research in stochastic expansion methods has focused on automated polynomial order refinement ('p-refinement') of expansions to support scalability to higher dimensional random input spaces [4, 3]. By preferentially refining only in the most important dimensions of the input space, the applicability of these methods can be extended from O(10{sup 0})-O(10{sup 1}) random variables to O(10{sup 2}) and beyond, depending on the degree of anisotropy (i.e., the extent to which randominput variables have differing degrees of influence on the statistical quantities of interest (QOIs)). Thus, the purpose of this study is to investigate the application of these adaptive stochastic expansion methods to the analysis of CRUD using the VIPRE simulation tools for two different plant models of differing random dimension, anisotropy, and smoothness.