Introducing the nth-Order Features Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (nth-FASAM-N): II. Illustrative Example

This work highlights the unparalleled efficiency of the “nth-Order Function/ Feature Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (nth-FASAM-N) by considering the well-known Nordheim-Fuchs reactor dynamics/safety model. This model describes a short-time self-limiting power excursion in a nuclear reactor system having a negative temperature coefficient in which a large amount of reactivity is suddenly inserted, either intentionally or by accident. This nonlinear paradigm model is sufficiently complex to model realistically self-limiting power excursions for short times yet admits closed-form exact expressions for the time-dependent neutron flux, temperature distribution and energy released during the transient power burst. The nth-FASAM-N methodology is compared to the extant “nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (nth-CASAM-N) showing that: (i) the 1st-FASAM-N and the 1st-CASAM-N methodologies are equally efficient for computing the first-order sensitivities;each methodology requires a single large-scale computation for solving the “First-Level Adjoint Sensitivity System” (1st-LASS);(ii) the 2nd-FASAM-N methodology is considerably more efficient than the 2nd-CASAM-N methodology for computing the second-order sensitivities since the number of feature-functions is much smaller than the number of primary parameters;specifically for the Nordheim-Fuchs model, the 2nd-FASAM-N methodology requires 2 large-scale computations to obtain all of the exact expressions of the 28 distinct second-order response sensitivities with respect to the model parameters while the 2nd-CASAM-N methodology requires 7 large-scale computations for obtaining these 28 second-order sensitivities;(iii) the 3rd-FASAM-N methodology is even more efficient than the 3rd-CASAM-N methodology: only 2 large-scale computations are needed to obtain the exact expressions of the 84 distinct third-order response sensitivities with respect to the Nordheim-Fuchs model’s parameters when applying the 3rd-FASAM-N methodology, while the application of the 3rd-CASAM-N methodology requires at least 22 large-scale computations for computing the same 84 distinct third-order sensitivities. Together, the nth-FASAM-N and the nth-CASAM-N methodologies are the most practical methodologies for computing response sensitivities of any order comprehensively and accurately, overcoming the curse of dimensionality in sensitivity analysis.

Introducing the nth-Order Features Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (nth-FASAM-N): I. Mathematical Framework

This work presents the “nth-Order Feature Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (abbreviated as “nth-FASAM-N”), which will be shown to be the most efficient methodology for computing exact expressions of sensitivities, of any order, of model responses with respect to features of model parameters and, subsequently, with respect to the model’s uncertain parameters, boundaries, and internal interfaces. The unparalleled efficiency and accuracy of the nth-FASAM-N methodology stems from the maximal reduction of the number of adjoint computations (which are considered to be “large-scale” computations) for computing high-order sensitivities. When applying the nth-FASAM-N methodology to compute the second- and higher-order sensitivities, the number of large-scale computations is proportional to the number of “model features” as opposed to being proportional to the number of model parameters (which are considerably more than the number of features).When a model has no “feature” functions of parameters, but only comprises primary parameters, the nth-FASAM-N methodology becomes identical to the extant nth CASAM-N (“nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems”) methodology. Both the nth-FASAM-N and the nth-CASAM-N methodologies are formulated in linearly increasing higher-dimensional Hilbert spaces as opposed to exponentially increasing parameter-dimensional spaces thus overcoming the curse of dimensionality in sensitivity analysis of nonlinear systems. Both the nth-FASAM-N and the nth-CASAM-N are incomparably more efficient and more accurate than any other methods (statistical, finite differences, etc.) for computing exact expressions of response sensitivities of any order with respect to the model’s features and/or primary uncertain parameters, boundaries, and internal interfaces.