The First-Order Comprehensive Sensitivity Analysis Methodology (1st-CASAM) for Scalar-Valued Responses: I. Theory

This work presents the first-order comprehensive adjoint sensitivity analysis methodology (1st-CASAM) for computing efficiently, exactly, and exhaustively, the first-order sensitivities of scalar-valued responses (results of interest) of coupled nonlinear physical systems characterized by imprecisely known model parameters, boundaries and interfaces between the coupled systems. The 1st-CASAM highlights the conclusion that response sensitivities to the imprecisely known domain boundaries and interfaces can arise both from the definition of the system’s response as well as from the equations, interfaces and boundary conditions defining the model and its imprecisely known domain. By enabling, in premiere, the exact computations of sensitivities to interface and boundary parameters and conditions, the 1st-CASAM enables the quantification of the effects of manufacturing tolerances on the responses of physical and engineering systems. Ongoing research will generalize the methodology presented in this work, aiming at computing exactly and efficiently higher-order response sensitivities for coupled systems involving imprecisely known interfaces, parameters, and boundaries.

Third Order Adjoint Sensitivity and Uncertainty Analysis of an OECD/NEA Reactor Physics Benchmark: II. Computed Sensitivities

This work presents the results of the exact computation of (180)3 = 5,832,000 third-order mixed sensitivities of the leakage response of a polyethylene-reflected plutonium (PERP) experimental benchmark with respect to the benchmark’s 180 microscopic total cross sections. This computation was made possible by applying the Third-Order Adjoint Sensitivity Analysis Methodology developed by Cacuci. The numerical results obtained in this work revealed that many of the 3rd-order sensitivities are significantly larger than their corresponding 1st- and 2nd-order ones, which is contrary to the widely held belief that higher-order sensitivities are all much smaller and hence less important than the first-order ones, for reactor physics systems. In particular, the largest 3rd-order relative sensitivity is the mixed sensitivity of the PERP leakage response with respect to the lowest energy-group (30) total cross sections of 1H (“isotope 6”) and 239Pu (“isotope 1”). These two isotopes are shown in this work to be the two most important parameters affecting the PERP benchmark’s leakage response. By comparison, the largest 1st-order sensitivity is that of the PERP leakage response with respect to the lowest energy-group total cross section of isotope 1H, having the value , while the largest 2nd-order sensitivity is . The 3rd-order sensitivity analysis presented in this work is the first ever such analysis in the field of reactor physics. The consequences of the results presented in this work on the uncertainty analysis of the PERP benchmark’s leakage response will be presented in a subsequent work.

Second-Order Adjoint Sensitivity Analysis Methodology for Computing Exactly Response Sensitivities to Uncertain Parameters and Boundaries of Linear Systems: Mathematical Framework

This work presents the “Second-Order Comprehensive Adjoint Sensitivity Analysis Methodology (2nd-CASAM)” for the efficient and exact computation of 1st- and 2nd-order response sensitivities to uncertain parameters and domain boundaries of linear systems. The model’s response (i.e., model result of interest) is a generic nonlinear function of the model’s forward and adjoint state functions, and also depends on the imprecisely known boundaries and model parameters. In the practically important particular case when the response is a scalar-valued functional of the forward and adjoint state functions characterizing a model comprising N parameters, the 2nd-CASAM requires a single large-scale computation using the First-Level Adjoint Sensitivity System (1st-LASS) for obtaining all of the first-order response sensitivities, and at most N large-scale computations using the Second-Level Adjoint Sensitivity System (2nd-LASS) for obtaining exactly all of the second-order response sensitivities. In contradistinction, forward other methods would require (N2/2 + 3 N/2) large-scale computations for obtaining all of the first- and second-order sensitivities. This work also shows that constructing and solving the 2nd-LASS requires very little additional effort beyond the construction of the 1st-LASS needed for computing the first-order sensitivities. Solving the equations underlying the 1st-LASS and 2nd-LASS requires the same computational solvers as needed for solving (i.e., “inverting”) either the forward or the adjoint linear operators underlying the initial model. Therefore, the same computer software and “solvers” used for solving the original system of equations can also be used for solving the 1st-LASS and the 2nd-LASS. Since neither the 1st-LASS nor the 2nd-LASS involves any differentials of the operators underlying the original system, the 1st-LASS is designated as a “first-level” (as opposed to a “first-order”) adjoint sensitivity system, while the 2nd-LASS is designated as a “second-level” (rather than a “second-order”) adjoint sensitivity system. Mixed second-order response sensitivities involving boundary parameters may arise from all source terms of the 2nd-LASS that involve the imprecisely known boundary parameters. Notably, the 2nd-LASS encompasses an automatic, inherent, and independent “solution verification” mechanism of the correctness and accuracy of the 2nd-level adjoint functions needed for the efficient and exact computation of the second-order sensitivities.

Third-Order Adjoint Sensitivity Analysis of an OECD/NEA Reactor Physics Benchmark: I. Mathematical Framework

This work extends to third-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a polyethylene-reflected plutonium (acronym: PERP) OECD/NEA reactor physics benchmark. The PERP benchmark comprises 21,976 imprecisely known (uncertain) model parameters. Previous works have used the adjoint sensitivity analysis methodology to compute exactly and efficiently all of the 21,976 first-order and (21,976)2 second-order sensitivities of the PERP benchmark’s leakage response to all of the benchmark’s uncertain parameters, showing that the largest and most consequential 1st- and 2nd-order response sensitivities are with respect to the total microscopic cross sections. These results have motivated extending the previous adjoint-based derivations to third-order, leading to the derivation, in this work, of the exact mathematical expressions of the (180)3 third-order sensitivities of the PERP leakage response with respect to these total microscopic cross sections. The formulas derived in this work are valid not only for the PERP benchmark but can also be used for computing the 3rd-order sensitivities of the leakage response of any nuclear system involving fissionable material and internal or external neutron sources. Subsequent works will use the adjoint-based mathematical expressions obtained in this work to compute exactly and efficiently the numerical values of these (180)3 third-order sensitivities (which turned out to be very large and consequential) and use them for a third-order uncertainty analysis of the PERP benchmark’s leakage response.

The First-Order Comprehensive Sensitivity Analysis Methodology (1^st-CASAM) for Scalar-Valued Responses: II. Illustrative Application to a Heat Transport Benchmark Model

This work illustrates the application of the 1st-CASAM to a paradigm heat transport model which admits exact closed-form solutions. The closed-form expressions obtained in this work for the sensitivities of the temperature distributions within the model to the model’s parameters, internal interfaces and external boundaries can be used to benchmark commercial and production software packages for simulating heat transport. The 1st-CASAM highlights the novel finding that response sensitivities to the imprecisely known domain boundaries and interfaces can arise both from the definition of the system’s response as well as from the equations, interfaces and boundary conditions that characterize the model and its imprecisely known domain. By enabling, in premiere, the exact computations of sensitivities to interface and boundary parameters and conditions, the 1st-CASAM enables the quantification of the effects of manufacturing tolerances on the responses of physical and engineering systems.

Fourth-Order Adjoint Sensitivity Analysis of an OECD/NEA Reactor Physics Benchmark: I. Mathematical Expressions and CPU-Time Comparisons for Computing 1^st-, 2^nd- and 3^rd-Order Sensitivities

This work extends to fourth-order previously published work on developing the adjoint sensitivity and uncertainty analysis of the numerical model of a polyethylene-reflected plutonium (acronym: PERP) OECD/NEA reactor physics benchmark. The PERP benchmark comprises 7477 imprecisely known (uncertain) model parameters which have nonzero values. These parameters are as follows: 180 microscopic total cross sections;7101 microscopic scattering sections;60 microscopic fission cross sections;60 parameters that characterize the average number of neutrons per fission;60 parameters that characterize the fission spectrum;10 parameters that characterize the fission source;and 6 parameters that characterize the isotope number densities. Previous works have used the adjoint sensitivity analysis methodology to compute exactly and efficiently all of the 7477 first-order and 27,956,503 second-order sensitivities of the PERP benchmark’s leakage response to all of the benchmark’s uncertain parameters. These works showed that largest response sensitivities involve the total microscopic cross sections, which motivated the recent computation of all of the (180)3 third-order sensitivities of the PERP leakage response with respect to these total microscopic cross sections. It turned out that some of these 3rd-order cross sections were far larger than the corresponding 2nd-order ones, thereby having the largest impact on the uncertainties induced in the PERP benchmark’s response. This finding has motivated the development of the original 4th-order formulas presented in this work, which are valid not only for the PERP benchmark but can also be used for computing the 4th-order sensitivities of response of any nuclear system involving fissionable material and internal or external neutron sources. Subsequent works will use the adjoint-based mathematical expressions obtained in this work to compute exactly and efficiently the numerical values of the largest fourth-order sensitivities of the PERP benchmark’s response to the total microscopic cross section and use them for a pioneering fourth-order uncertainty analysis of the PERP benchmark’s response.