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  • 1
    UID:
    almahu_9949335229502882
    Format: XII, 362 p. , online resource.
    Edition: 1st ed. 2022.
    ISBN: 9783030963644
    Content: The computational models of physical systems comprise parameters, independent and dependent variables. Since the physical processes themselves are seldom known precisely and since most of the model parameters stem from experimental procedures which are also subject to imprecisions, the results predicted by these models are also imprecise, being affected by the uncertainties underlying the respective model. The functional derivatives (also called "sensitivities") of results (also called "responses") produced by mathematical/computational models are needed for many purposes, including: (i) understanding the model by ranking the importance of the various model parameters; (ii) performing "reduced-order modeling" by eliminating unimportant parameters and/or processes; (iii) quantifying the uncertainties induced in a model response due to model parameter uncertainties; (iv) performing "model validation," by comparing computations to experiments to address the question "does the model represent reality?" (v) prioritizing improvements in the model; (vi) performing data assimilation and model calibration as part of forward "predictive modeling" to obtain best-estimate predicted results with reduced predicted uncertainties; (vii) performing inverse "predictive modeling"; (viii) designing and optimizing the system. This 3-Volume monograph describes a comprehensive adjoint sensitivity analysis methodology, developed by the author, which enables the efficient and exact computation of arbitrarily high-order sensitivities of model responses in large-scale systems comprising many model parameters. The qualifier "comprehensive" is employed to highlight that the model parameters considered within the framework of this methodology also include the system's uncertain boundaries and internal interfaces in phase-space. The model's responses can be either scalar-valued functionals of the model's parameters and state variables (e.g., as customarily encountered in optimization problems) or general function-valued responses. Since linear operators admit bona-fide adjoint operators, responses of models that are linear in the state functions (i.e., dependent variables) can depend simultaneously on both the forward and the adjoint state functions. Hence, the sensitivity analysis of such responses warrants the treatment of linear systems in their own right, rather than treating them as particular cases of nonlinear systems. This is in contradistinction to responses for nonlinear systems, which can depend only on the forward state functions, since nonlinear operators do not admit bona-fide adjoint operators (only a linearized form of a nonlinear operator may admit an adjoint operator). Thus, Volume 1 of this book presents the mathematical framework of the nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Systems (abbreviated as "nth-CASAM-L"), which is conceived for the most efficient computation of exactly obtained mathematical expressions of arbitrarily-high-order (nth-order) sensitivities of a generic system response with respect to all of the parameters underlying the respective forward/adjoint systems. Volume 2 of this book presents the application of the nth-CASAM-L to perform a fourth-order sensitivity and uncertainty analysis of an OECD/NEA reactor physics benchmark which is representative of a large-scale model comprises many (21,976) uncertain parameters, thereby amply illustrating the unique potential of the nth-CASAM-L to enable the exact and efficient computation of chosen high-order response sensitivities to model parameters. Volume 3 of this book presents the "nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems" (abbreviation: nth-CASAM-N) for the practical, efficient, and exact computation of arbitrarily-high order sensitivities of responses to model parameters for systems that are also nonlinear in their underlying state functions. Such computations are not feasible with any other methodology. The application of the nth-CASAM-L and the nth-CASAM-N overcomes the so-called "curse of dimensionality" in sensitivity and uncertainty analysis, thus revolutionizing all of the fields of activities which require accurate computation of response sensitivities. Since this monograph includes many illustrative, fully worked-out, paradigm problems, it can serve as a textbook or as supplementary reading for graduate courses in academic departments in the natural sciences and engineering.
    Note: Chapter 1. Introduction and Motivation: Breaking the Curse of Dimensionality in Sensitivity and Uncertainty Analysis. Part A: Function-Valued Responses -- Chapter 2. Part A: Function-Valued Responses-The First- and Second-Order Comprehensive Adjoint Sensitivity Analysis Methodologies for Linear Systems with Function-Valued Responses -- Chapter 3. The Third-Order Comprehensive Adjoint Sensitivity Analysis Methodology (C-ASAM-3) for Linear Systems with Function-Valued Responses -- Chapter 4. The Fourth-Order Comprehensive Adjoint Sensitivity Analysis Methodology (C-ASAM-4) for Linear Systems with Function-Valued Responses -- Chapter 5. The Nth-Order Adjoint Sensitivity Analysis Methodology (C-ASAM-N) for Linear Systems with Function-Valued Responses -- Chapter 6. Part B: Scalar-Valued Responses-The Fourth-Order Comprehensive Adjoint Sensitivity Analysis Methodology (C-ASAM-4) for Linear Systems with Scalar-Valued Responses -- Chapter 7. The Nth-Order Adjoint Sensitivity Analysis Methodology (C-ASAM-N) for Linear Systems with Scalar-Valued Responses.
    In: Springer Nature eBook
    Additional Edition: Printed edition: ISBN 9783030963637
    Additional Edition: Printed edition: ISBN 9783030963651
    Additional Edition: Printed edition: ISBN 9783030963668
    Language: English
    URL: Volltext  (URL des Erstveröffentlichers)
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    UID:
    gbv_181167741X
    Format: 1 Online-Ressource (xii, 362 Seiten)
    ISBN: 9783030963644
    Content: Chapter 1. Introduction and Motivation: Breaking the Curse of Dimensionality in Sensitivity and Uncertainty Analysis. Part A: Function-Valued Responses -- Chapter 2. Part A: Function-Valued Responses-The First- and Second-Order Comprehensive Adjoint Sensitivity Analysis Methodologies for Linear Systems with Function-Valued Responses -- Chapter 3. The Third-Order Comprehensive Adjoint Sensitivity Analysis Methodology (C-ASAM-3) for Linear Systems with Function-Valued Responses -- Chapter 4. The Fourth-Order Comprehensive Adjoint Sensitivity Analysis Methodology (C-ASAM-4) for Linear Systems with Function-Valued Responses -- Chapter 5. The Nth-Order Adjoint Sensitivity Analysis Methodology (C-ASAM-N) for Linear Systems with Function-Valued Responses -- Chapter 6. Part B: Scalar-Valued Responses-The Fourth-Order Comprehensive Adjoint Sensitivity Analysis Methodology (C-ASAM-4) for Linear Systems with Scalar-Valued Responses -- Chapter 7. The Nth-Order Adjoint Sensitivity Analysis Methodology (C-ASAM-N) for Linear Systems with Scalar-Valued Responses.
    Content: The computational models of physical systems comprise parameters, independent and dependent variables. Since the physical processes themselves are seldom known precisely and since most of the model parameters stem from experimental procedures which are also subject to imprecisions, the results predicted by these models are also imprecise, being affected by the uncertainties underlying the respective model. The functional derivatives (also called “sensitivities”) of results (also called “responses”) produced by mathematical/computational models are needed for many purposes, including: (i) understanding the model by ranking the importance of the various model parameters; (ii) performing “reduced-order modeling” by eliminating unimportant parameters and/or processes; (iii) quantifying the uncertainties induced in a model response due to model parameter uncertainties; (iv) performing “model validation,” by comparing computations to experiments to address the question “does the model represent reality?” (v) prioritizing improvements in the model; (vi) performing data assimilation and model calibration as part of forward “predictive modeling” to obtain best-estimate predicted results with reduced predicted uncertainties; (vii) performing inverse “predictive modeling”; (viii) designing and optimizing the system. This 3-Volume monograph describes a comprehensive adjoint sensitivity analysis methodology, developed by the author, which enables the efficient and exact computation of arbitrarily high-order sensitivities of model responses in large-scale systems comprising many model parameters. The qualifier “comprehensive” is employed to highlight that the model parameters considered within the framework of this methodology also include the system’s uncertain boundaries and internal interfaces in phase-space. The model’s responses can be either scalar-valued functionals of the model’s parameters and state variables (e.g., as customarily encountered in optimization problems) or general function-valued responses. Since linear operators admit bona-fide adjoint operators, responses of models that are linear in the state functions (i.e., dependent variables) can depend simultaneously on both the forward and the adjoint state functions. Hence, the sensitivity analysis of such responses warrants the treatment of linear systems in their own right, rather than treating them as particular cases of nonlinear systems. This is in contradistinction to responses for nonlinear systems, which can depend only on the forward state functions, since nonlinear operators do not admit bona-fide adjoint operators (only a linearized form of a nonlinear operator may admit an adjoint operator). Thus, Volume 1 of this book presents the mathematical framework of the nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Systems (abbreviated as “nth-CASAM-L”), which is conceived for the most efficient computation of exactly obtained mathematical expressions of arbitrarily-high-order (nth-order) sensitivities of a generic system response with respect to all of the parameters underlying the respective forward/adjoint systems. Volume 2 of this book presents the application of the nth-CASAM-L to perform a fourth-order sensitivity and uncertainty analysis of an OECD/NEA reactor physics benchmark which is representative of a large-scale model comprises many (21,976) uncertain parameters, thereby amply illustrating the unique potential of the nth-CASAM-L to enable the exact and efficient computation of chosen high-order response sensitivities to model parameters. Volume 3 of this book presents the “nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (abbreviation: nth-CASAM-N) for the practical, efficient, and exact computation of arbitrarily-high order sensitivities of responses to model parameters for systems that are also nonlinear in their underlying state functions. Such computations are not feasible with any other methodology. The application of the nth-CASAM-L and the nth-CASAM-N overcomes the so-called “curse of dimensionality” in sensitivity and uncertainty analysis, thus revolutionizing all of the fields of activities which require accurate computation of response sensitivities. Since this monograph includes many illustrative, fully worked-out, paradigm problems, it can serve as a textbook or as supplementary reading for graduate courses in academic departments in the natural sciences and engineering.
    Additional Edition: ISBN 9783030963637
    Additional Edition: ISBN 9783030963668
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9783030963637
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9783030963651
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9783030963668
    Additional Edition: Erscheint auch als Druck-Ausgabe Cacuci, Dan G., 1948 - The nth-order comprehensive adjoint sensitivity analysis methodology ; Volume 1: Linear systems Cham : Springer, 2022 ISBN 9783030963637
    Language: English
    Keywords: Neutronentransport ; Lineares System
    Library Location Call Number Volume/Issue/Year Availability
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  • 3
    UID:
    almafu_9960809497802883
    Format: 1 online resource (373 pages)
    ISBN: 9783030963644
    Note: Intro -- Preface -- Contents -- Chapter 1: Motivation: Overcoming the Curse of Dimensionality in Sensitivity Analysis, Uncertainty Quantification, and Predict... -- 1.1 Introduction -- 1.2 Need for Computation of High-Order Response Sensitivities: An Illustrative Example -- 1.2.1 Sensitivity Analysis -- 1.2.2 Uncertainty Quantification: Moments of the Response Distribution -- 1.3 The Curse of Dimensionality in Sensitivity Analysis: Computation of High-Order Response Sensitivities to Model Parameters -- 1.4 The Curse of Dimensionality in Uncertainty Quantification: Moments of the Response Distribution in Parameter Phase-Space -- 1.4.1 Expectation Value of a Response -- 1.4.2 Response-Parameter Covariances -- 1.4.3 Covariance of Two Responses -- 1.4.4 Triple Correlations Among Responses and Parameters -- 1.4.5 Quadruple Correlations Among Responses and Parameters -- 1.5 Chapter Summary -- Chapter 2: The nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Sy... -- 2.1 Introduction -- 2.2 Mathematical Modeling of Response-Coupled Linear Forward and Adjoint Systems -- 2.3 The First-Order Comprehensive Sensitivity Analysis Methodology for Response-Coupled Linear Forward and Adjoint Systems (1s... -- 2.4 The Second-Order Comprehensive Sensitivity Analysis Methodology for Response-Coupled Linear Forward and Adjoint Systems (2... -- 2.5 The Third-Order Comprehensive Sensitivity Analysis Methodology for Response-Coupled Linear Forward and Adjoint Systems (3r... -- 2.6 The Fourth-Order Comprehensive Sensitivity Analysis Methodology for Response-Coupled Linear Forward and Adjoint Systems (4... -- 2.7 The nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Systems (... -- 2.7.1 The Pattern Underlying the nth-CASAM-L for n = 1, 2, 3, 4. , 2.7.2 The Pattern Underlying the nth-CASAM-L: Arbitrarily High-Order n -- 2.7.3 Proving That the Framework for the nth-CASAM-L also Holds for the (n + 1)th-CASAM-L -- 2.8 The Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Coupled Forward/Adjoint Linear Systems (5th-CAS... -- 2.9 Chapter Summary -- Chapter 3: Illustrative Applications of the nth-CASAM-L to Paradigm Physical Systems with Imprecisely Known Properties, Intern... -- 3.1 Introduction -- 3.2 Transmission of Particles Through Media -- 3.2.1 Point-Detector Response -- 3.2.2 Particle Leakage Response -- 3.2.3 Reaction Rate Response -- 3.2.4 Contribution-Response Flux -- 3.3 Application of the 1st-CASAM-L to Compute First-Order Response Sensitivities to Imprecisely Known Parameters -- 3.3.1 Point-Detector Response -- 3.3.2 Particle Leakage Response -- 3.3.3 Reaction Rate Response -- 3.3.4 Contribution-Response -- 3.4 Application of the 2nd-CASAM-L to Compute Second-Order Response Sensitivities to Imprecisely Known Parameters -- 3.4.1 Determination of the Second-Order Sensitivities of the Form 2ρ(φ,ψ -- α)/αiμ(α), i = 1, , TP -- 3.4.2 Determination of the Second-Order Sensitivities of the Form 2ρ(φ,ψ -- α)/αib2, i = 1, , TP -- 3.4.3 Summary of Main Features Underlying the Computation of the Second-Order Sensitivities 2ρ(φ,ψ -- α)/αiαj, i, j = 1, , TP -- 3.5 Application of the 3rd-CASAM-L to Compute Third-Order Response Sensitivities to Imprecisely Known Parameters -- 3.5.1 Determination of the Third-Order Sensitivities of the Form 3ρ(φ,ψ -- α)/αiμ(α)μ(α), i = 1, , TP -- 3.5.2 Determination of the Third-Order Sensitivities of the Form 3ρ(φ,ψ -- α)/αib1b2, i = 1, , TP -- 3.6 Illustrative Application of the 4th-CASAM-L to a Paradigm Time-Evolution Model. , 3.6.1 Applying the 1st-CASAM-L to Compute the first-Order Sensitivities to Model Parameters, Including Imprecisely Known Initi... -- 3.6.2 Applying the 2nd-CASAM-L to Compute the Second-Order Response Sensitivities to Model Parameters, Including Imprecisely K... -- 3.6.2.1 Second-Order Sensitivities Corresponding to R1(ρ -- α)/σi, i = 1, , N -- 3.6.2.2 Second-Order Sensitivities Corresponding to R1(ρ -- α)/ni, i = 1, , N -- 3.6.2.3 Second-Order Sensitivities Corresponding to R1(ρ -- α)/ρin -- 3.6.2.4 Second-Order Sensitivities Corresponding to R1(ρ -- α)/td -- 3.6.2.5 Second-Order Sensitivities Corresponding to R1(ρ -- α)/β -- 3.6.2.6 Independent Mutual Verification of Adjoint Sensitivity Functions -- 3.6.2.7 Aggregating Model Parameters to Reduce the Number of Large-Scale Adjoint Computations for Determining the Second-Order... -- 3.6.2.8 Illustrative Computation of Third- and Fourth-Order Sensitivities Using Aggregated Model Parameters -- 3.6.3 Applying the nth-CASAM-L to Compute Sensitivities of the Average Concentration Response to Model Parameters, Including I... -- 3.6.3.1 First-Order Sensitivities -- 3.6.3.2 Second-Order Sensitivities -- 3.7 Chapter Summary -- Chapter 4: Sensitivity Analysis of Neutron Transport Modeled by the Forward and Adjoint Linear Boltzmann Equations -- 4.1 Introduction -- 4.2 Paradigm Physical System: Neutron Transport in a Multiplying Medium with Source -- 4.3 Application of the 1st-CASAM-L to Determine the First-Order Sensitivities of R(φ,φ+ -- α) -- 4.4 Application of the 2nd-CASAM-L to Determine the Second-Order Sensitivities of R(φ,φ+ -- α) -- 4.4.1 Determination of the Second-Order Sensitivities of the Form -- 4.4.2 Determination of the Second-Order Sensitivities of the Form -- 4.4.3 Determination of the Second-Order Sensitivities of the Form -- 4.4.4 Determination of the Second-Order Sensitivities of the Form. , 4.4.5 Determination of the Second-Order Sensitivities of the Form -- 4.4.6 Determination of the Second-Order Sensitivities of the Form -- 4.4.7 Determination of the Second-Order Sensitivities of the Form -- 4.5 Second-Order Sensitivity Analysis of the Schwinger and Roussopoulos Functionals -- 4.5.1 Application of the 1st-CASAM-L to Determine the First-Order Sensitivities of the Roussopoulos and Schwinger Functionals ... -- 4.5.2 Application of the 2nd-CASAM-L to Determine the Second-Order Sensitivities of the Schwinger and Roussopoulos Functionals... -- 4.5.2.1 Determination of the Second-Order Sensitivities of the Form -- 4.5.2.2 Determination of the Second-Order Sensitivities of the Form -- 4.5.2.3 Determination of the Second-Order Sensitivities of the Form -- 4.5.2.4 Determination of the Second-Order Sensitivities of the Form -- 4.5.2.5 Determination of the Second-Order Sensitivities of the Form -- 4.5.2.6 Determination of the Second-Order Sensitivities of the Form -- 4.6 Chapter Summary -- Chapter 5: Concluding Remarks -- References -- Index.
    Additional Edition: Print version: Cacuci, Dan Gabriel The Nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology, Volume I Cham : Springer International Publishing AG,c2022 ISBN 9783030963637
    Language: English
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