| Preface |
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ix | |
| Acknowledgments |
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xvii | |
| Author |
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xix | |
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1 Motivation for Computing First- and Second-Order Sensitivities of System Responses to the System's Parameters |
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1 | (26) |
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1.1 The Fundamental Role of Response Sensitivities for Uncertainty Quantification |
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6 | (6) |
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1.2 The Fundamental Role of Response Sensitivities for Predictive Modeling |
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12 | (11) |
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1.3 Advantages and Disadvantages of Statistical and Deterministic Methods for Computing Response Sensitivities |
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23 | (4) |
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2 Illustrative Application of the 2nd-ASAM to a Linear Evolution Problem |
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27 | (32) |
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2.1 Exact Computation of the First-Order Response Sensitivities |
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29 | (4) |
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2.2 Exact Computation of the Second-Order Response Sensitivities |
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33 | (26) |
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2.2.1 Computing the Second-Order Response Sensitivities Corresponding to the First-Order Sensitivities ∂ρ(t1)/∂βi |
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33 | (7) |
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2.2.2 Computing the Second-Order Response Sensitivities Corresponding to the First-Order Sensitivities ∂ρ(t1)/∂wi |
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40 | (4) |
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2.2.3 Computing the Second-Order Response Sensitivities Corresponding to the First-Order Sensitivities ∂ρ(t1)/∂q |
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44 | (3) |
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2.2.4 Computing the Second-Order Response Sensitivities Corresponding to the First-Order Sensitivities ∂ρ(t1)/∂ρin |
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47 | (3) |
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2.2.5 Discussion of the Essential Features of the 2nd-ASAM |
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50 | (2) |
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2.2.6 Illustrative Use of Response Sensitivities for Predictive Modeling |
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52 | (7) |
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3 The 2nd-ASAM for Linear Systems |
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59 | (22) |
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3.1 Mathematical Modeling of a General Linear System |
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60 | (2) |
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3.2 The 1st-LASS for Computing Exactly and Efficiently First-Order Sensitivities of Scalar-Valued Responses for Linear Systems |
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62 | (7) |
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3.3 The 2nd-LASS for Computing Exactly and Efficiently First-Order Sensitivities of Scalar-Valued Responses for Linear Systems |
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69 | (11) |
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80 | (1) |
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4 Application of the 2nd-ASAM to a Linear Heat Conduction and Convection Benchmark Problem |
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81 | (62) |
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4.1 Heat Transport Benchmark Problem: Mathematical Modeling |
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84 | (4) |
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4.2 Computation of First-Order Sensitivities |
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88 | (24) |
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4.2.1 Computation of First-Order Sensitivities of the Heated Rod Temperature, T(r, z), at an Arbitrary Location (r0, z0) |
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94 | (5) |
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4.2.2 Computation of First-Order Sensitivities of the Heated Rod Temperature, Tmax(zmax), at the Location zmax |
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99 | (3) |
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4.2.3 Computation of First-Order Sensitivities of the Heated Rod Temperature, Ts(z1), at an Arbitrary Location z1 |
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102 | (5) |
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4.2.4 Computation of First-Order Sensitivities of the Coolant Temperature |
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107 | (4) |
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4.2.5 Verification of the ANSYS/FLUENT Adjoint Solver |
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111 | (1) |
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4.3 Applying the 2nd-ASAM to Compute the Second-Order Sensitivities and Uncertainties for the Heat Transport Benchmark Problem |
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112 | (29) |
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4.3.1 Computation of the Second-Order Sensitivities and Uncertainties of the Heated Rod Temperature, T(r, z), at an Arbitrary Location (r0, z0) |
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113 | (1) |
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4.3.1.1 Computation of the Second-Order Response Sensitivities ∂2T(r0, z0)/(∂α1 ∂αj), α1 ≡ q, and j = 1, ..., Nα = 6 |
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114 | (3) |
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4.3.1.2 Computation of the Second-Order Response Sensitivities 9∂2T(r0, z0)/(∂α2 ∂αj), α2 ≡ k, and j = 1, ..., Nα = 6 |
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117 | (1) |
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4.3.1.3 Computation of the Second-Order Response Sensitivities ∂2T(r0, z0)/(∂α3 ∂αj), α3 ≡ h, and j = 1, ..., Nα = 6 |
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118 | (2) |
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4.3.1.4 Computation of the Second-Order Response Sensitivities ∂2T(r0, z0)/(∂α4 ∂αj), α4 ≡ W, and j = 1, ..., Nα = 6 |
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120 | (1) |
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4.3.1.5 Computation of Second-Order Response Sensitivities ∂2T(r0, z0)/(∂α5 ∂αj), α5 ≡ cp, and j = 1, ..., Nα = 6 |
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121 | (1) |
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4.3.1.6 Computation of Second-Order Response Sensitivities ∂2T(r0, z0)/(∂α6 ∂αj), α6 ≡ Tinlet, and j = 1, ..., Nα = 6 |
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122 | (1) |
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4.3.1.7 Quantitative Comparison of Second-Order Sensitivities of the Rod Temperature Distribution to G4M Reactor Model Parameters |
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122 | (5) |
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4.3.1.8 Quantitative Contributions of Second-Order Sensitivities to the Uncertainty in the Rod Temperature Distribution for G4M Reactor Model Parameters |
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127 | (10) |
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4.3.2 Computation of Second-Order Sensitivities of the Coolant Temperature, Tfi(z) |
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137 | (4) |
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141 | (2) |
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5 Application of the 2nd-ASAM to a Linear Particle Diffusion Problem |
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143 | (50) |
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144 | (1) |
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5.2 Applying the 2nd-ASAM to Compute the First-Order Response Sensitivities to Model Parameters |
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145 | (8) |
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5.3 Applying the 2nd-ASAM to Compute the Second-Order Response Sensitivities to Model Parameters |
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153 | (14) |
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5.3.1 Applying the 2nd-ASAM to Compute the Second-Order Response Sensitivities S4i Δ ∂2R/(∂Σd∂αi) |
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154 | (2) |
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5.3.2 Applying the 2nd-ASAM to Compute the Second-Order Response Sensitivities S3i Δ ∂2R/(∂Q∂αi) |
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156 | (2) |
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5.3.3 Applying the 2nd-ASAM to Compute the Second-Order Response Sensitivities S1i Δ ∂2R/(∂Σa∂αi) |
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158 | (4) |
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5.3.4 Applying the 2nd-ASAM to Compute the Second-Order Response Sensitivities S2i Δ ∂2R/(∂D∂αi) |
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162 | (5) |
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5.4 Role of Second-Order Response Sensitivities for Quantifying Non-Gaussian Features of the Response Uncertainty Distribution |
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167 | (5) |
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5.5 Illustrative Application of First-Order Response Sensitivities for Predictive Modeling |
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172 | (21) |
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5.5.1 Assimilating an Imprecise but Consistent Measurement |
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173 | (4) |
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5.5.2 Assimilating a Precise and Consistent Measurement |
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177 | (4) |
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5.5.3 Assimilating Two Consistent Measurements |
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181 | (5) |
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5.5.4 Assimilating Four Consistent Measurements |
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186 | (7) |
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6 Application of the 2nd-ASAM for Computing Sensitivities of Detector Responses to Uncollided Radiation Transport |
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193 | (22) |
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6.1 The Ray-Tracing Form of the Forward and Adjoint Boltzmann Transport Equations |
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193 | (2) |
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6.2 Application of the 2nd-ASAM to Compute the First-Order Response Sensitivities to Variations in Model Parameters |
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195 | (6) |
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6.3 Application of the 2nd-ASAM to Compute the Second-Order Response Sensitivities to Variations in Model Parameters |
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201 | (12) |
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6.3.1 Computation of the Second-Order Sensitivities S(2)i,j Δ ∂S(1)i∂Ni ∂αj, i = 1, ..., Nm, j = 1, ..., Nα |
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206 | (2) |
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6.3.2 Computation of the Second-Order Sensitivities S(2)i+3Nm,j Δ ∂S(1)i∂μi ∂αj, i = 1, ..., Nm, j = 1, ..., Nα |
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208 | (2) |
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6.3.3 Computation of the Second-Order Sensitivities S(2)i+2Nm,j Δ ∂S(1)∂σi ∂αj, i = 1, ..., Nm, j = 1, ..., Nα |
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210 | (1) |
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6.3.4 Computation of the Second-Order Sensitivities S(2)i+2Nm,j Δ ∂S(1)∂qi ∂αj, i = 1, ..., Nd, j = 1, ..., Nα |
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211 | (2) |
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213 | (2) |
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7 The 2nd-ASAM for Nonlinear Systems |
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215 | (22) |
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7.1 Mathematical Modeling of a General Nonlinear System |
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215 | (1) |
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7.2 The 1st-LASS for Computing Exactly and Efficiently the First-Order Sensitivities |
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216 | (8) |
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7.3 The 2nd-LASS for Computing Exactly and Efficiently the Second-Order Sensitivities of Scalar-Valued Responses for Nonlinear Systems |
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224 | (11) |
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235 | (2) |
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8 Application of the 2nd-ASAM to a Nonlinear Heat Conduction Problem |
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237 | (58) |
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8.1 Mathematical Modeling of Heated Cylindrical Test Section |
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237 | (2) |
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8.2 Application of the 2nd-ASAM for Computing the First-Order Sensitivities |
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239 | (7) |
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8.3 Application of the 2nd-ASAM to Compute the Second-Order Sensitivities |
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246 | (46) |
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8.3.1 Computation of the Second-Order Sensitivities R(2)1i Δ ∂2T(zr)/(∂Q∂αi) |
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247 | (8) |
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8.3.2 Computation of the Second-Order Sensitivities R(2)2i(α0) Δ ∂2T(zr)/(∂q ∂αi) |
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255 | (6) |
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8.3.3 Computation of the Second-Order Sensitivities R(2)3i(alpha;0) Δ ∂2T(zr)/(∂Ta ∂αi) |
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261 | (5) |
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8.3.4 Computation of the Second-Order Sensitivities R(2)4i(alpha;0) Δ ∂2T(zr)/(∂k0 ∂αi) |
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266 | (4) |
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8.3.5 Computation of the Second-Order Sensitivities R(2)5i(α0) Δ ∂2T(zr)/(∂c ∂αi) |
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270 | (4) |
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8.3.6 Computation of Standard Deviation and Skewness of the Temperature Distribution |
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274 | (18) |
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292 | (3) |
| References |
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295 | (4) |
| Index |
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299 | |