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In this work, statistical techniques were employed to study the modeling of a hypersonic shock with the Direct Simulation Monte Carlo (DSMC) method, and to gain insight into how the model interacts with a set of physical parameters. Direct Simulation Monte Carlo (DSMC) is a particle based method which is useful for simulating gas dynamics in rarefied and/or highly non-equilibrium flowfields. A DSMC code was written and optimized for use in this research. The code was developed with shock tube simulations in mind, and it includes a number of improvements which allow for the efficient simulation of 1D, hypersonic shocks. Most importantly, a moving sampling region is used to obtain an accurate steady shock profile from an unsteady, moving shock wave. The code is MPI parallel and an adaptive load balancing scheme ensures that the workload is distributed properly between processors over the course of a simulation. Global, Monte Carlo based sensitivity analyses were performed in order to determine which of the parameters examined in this work most strongly affect the simulation results for two scenarios: a 0D relaxation from an initial high temperature state and a hypersonic shock. The 0D relaxation scenario was included in order to examine whether, with appropriate initial conditions, it can be viewed in some regards as a substitute for the 1D shock in a statistical sensitivity analysis. In both analyses sensitivities were calculated based on both the square of the Pearson correlation coefficient and the mutual information. The quantity of interest (QoI) chosen for these analyses was the NO density profile. This vector QoI was broken into a set of scalar QoIs, each representing the density of NO at a specific point in time (for the relaxation) or a specific streamwise location (for the shock), and sensitivities were calculated for each scalar QoI based on both measures of sensitivity. The sensitivities were then integrated over the set of scalar QoIs to determine an overall sensitivity for each parameter. A weighting function was used in the integration in order to emphasize sensitivities in the region of greatest thermal and chemical non-equilibrium. The six parameters which most strongly affect the NO density profile were found to be the same for both scenarios, which provides justification for the claim that a 0D relaxation can in some situations be used as a substitute model for a hypersonic shock. These six parameters are the pre-exponential constants in the Arrhenius rate equations for the N2 dissociation reaction N2 + N ⇄ 3N, the O2 dissociation reaction O2 + O ⇄ 3O, the NO dissociation reactions NO + N ⇄ 2N + O and NO + O ⇄ N + 2O, and the exchange reactions N2 + O ⇄ NO + N and NO + O ⇄ O2 + N. After identification of the most sensitive parameters, a synthetic data calibration was performed to demonstrate that the statistical inverse problem could be solved for the 0D relaxation scenario. The calibration was performed using the QUESO code, developed at the PECOS center at UT Austin, which employs the Delayed Rejection Adaptive Metropolis (DRAM) algorithm. The six parameters identified by the sensitivity analysis were calibrated successfully with respect to a group of synthetic datasets. / text

This research presents new physics-based methods to estimate predictive uncertainty stemming from uncertainty in the material opacities in radiative transfer computations of key quantities of interest (QOIs). New methods are needed because it is infeasible to apply standard uncertainty-propagation techniques to the O(105) uncertain opacities in a realistic simulation. The new approach toward uncertainty quantification applies the uncertainty analysis to the physical parameters in the underlying model used to calculate the opacities. This set of uncertain parameters is much smaller (O(102)) than the number of opacities. To further reduce the dimension of the set of parameters to be rigorously explored, we use additional screening applied at two different levels of the calculational hierarchy: first, physics-based screening eliminates the physical parameters that are unimportant from underlying physics models a priori; then, sensitivity analysis in simplified versions of the complex problem of interest screens out parameters that are not important to the QOIs. We employ a Bayesian Multivariate Adaptive Regression Spline (BMARS) emulator for this sensitivity analysis. The high dimension of the input space and large number of samples test the efficacy of these methods on larger problems. Ultimately, we want to perform uncertainty quantification on the large, complex problem with the reduced set of parameters. Results of this research demonstrate that the QOIs for target problems agree at for different parameter screening criteria and varying sample sizes. Since the QOIs agree, we have gained confidence in our results using the multiple screening criteria and sample sizes.

In this study, we numerically explore methods of coupling sensitivity analysis to the reduced model in order to increase the accuracy of a proper orthogonal decomposition (POD) basis across a wider range of parameters. Various techniques based on polynomial interpolation and basis alteration are compared. These techniques are performed on a 1-dimensional reaction-diffusion equation and 2-dimensional incompressible Navier-Stokes equations solved using the finite element method (FEM) as the full scale model. The expanded model formed by expanding the POD basis with the orthonormalized basis sensitivity vectors achieves the best mixture of accuracy and computational efficiency among the methods compared. / Master of Science

Many important engineering phenomena such as turbulent flow, fluid-structure interactions, and climate diagnostics are chaotic and sensitivity analysis of such systems is a challenging problem. Computational methods have been proposed to accurately and efficiently estimate the sensitivity analysis of these systems which is of great scientific and engineering interest. In this thesis, a new approach is applied to compute the direct and adjoint sensitivities of time-averaged quantities defined from the chaotic response of the Lorenz system and the double pendulum system. A stabilized time-integrator with adaptive time-step control is used to maintain stability of the sensitivity calculations. A study of convergence of a quantity of interest and its square is presented. Results show that the approach computes accurate sensitivity values with a computational cost that is multiple orders-of-magnitude lower than competing approaches based on least-squares-shadowing approach.

In this paper we study sensitivity analysis of the uncapacitated single level economic lot-sizing problem, which was introduced by Wagner and Whitin about thirty years ago. In particular we are concerned with the computation of the maximal ranges in which the numerical problem parameters may vary individually, such that a solution already obtained remains optimal. Only recently it was discovered that faster algorithms than the Wagner-Whitin algorithm exist to solve the economic lot-sizing problem. Moreover, these algorithms reveal that the problem has more structure than was recognized so far. When performing the sensitivity analysis we exploit these newly obtained insights.

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Sensitivity analysis is essential for the hydrologic models to help gain insight into model’s behavior, and assess the model structure and conceptualization. Parameter estimation in the distributed hydrologic models is difficult due to the high-dimensional parameter spaces. Sensitivity analysis identified the influential and non-influential parameters in the modeling process, thus it will benefit the calibration process. This study identified, applied and evaluated two sensitivity analysis methods for the APEX model. The screening methods, the Morris method, and LH-OAT method, were implemented in the experimental site in North Carolina for modeling runoff, sediment loss, TP and DP losses. At the beginning of the application, the run number evaluation was conducted for the Morris method. The result suggested that 2760 runs were sufficient for 45 input parameters to get reliable sensitivity result. Sensitivity result for the five management scenarios in the study site indicated that the Morris method and LH-OAT method provided similar results on the sensitivity of the input parameters, except the difference on the importance of PARM2, PARM8, PARM12, PARM15, PARM20, PARM49, PARM76, PARM81, PARM84, and PARM85. The results for the five management scenarios indicated the very influential parameters were consistent in most cases, such as PARM23, PARM34, and PARM84. The “sensitive” parameters had good overlaps between different scenarios. In addition, little variation was observed in the importance of the sensitive parameters in the different scenarios, such as PARM26. The optimization process with the most influential parameters from sensitivity analysis showed great improvement on the APEX modeling performance in all scenarios by the objective functions, PI1, NSE, and GLUE.

With an ever-increasing population both in Canada and globally, an improved quality of life will depend on having access to energy. The non-renewable, carbon-based, sources of energy that presently provide a major amount of the world's energy supply are depleting and therefore will be expensive in the future. Nuclear technology is a relatively new technology which can fulfill future energy needs but requires highly specialized skills and knowledge to continue to make it safer, cleaner, more reliable, and more affordable. Thus the nuclear industry puts lots of efforts to develop and improve the next generation of nuclear power plants. The Supercritical Water Reactors (SCWRs) are one of the Generation IV nuclear-reactor systems. The SCWRs, to a large extent, are very similar to light water reactors, but with a simpler design. The main advantage of SCWRs is their higher thermal efficiency. The Canadian SCWR has adopted an innovative fuel concept which is a mixture of plutonium and thorium oxides (Th, Pu) O2. The role of nuclear data in fuel development and reactor-physics analysis is quite significant. With the development of nuclear data files over the years, nuclear cross sections and other parameters are widely available, but their accuracy is still a concern. Also the accuracy of nuclear data is more reliable for uranium-based fuels than for thorium-based fuels. It is not known how the uncertainties in the nuclear data will impact the fuel depletion in a SCWR. Thus a sensitivity analysis tool has been developed to evaluate the impact of uncertainties in the neutron cross-sections of the actinides present in SCWR fuel. This document provides the details on the theory and methodology used to develop this tool (FICST). The objective of this work is to develop a code, not any specific calculation done with it. / Thesis / Master of Applied Science (MASc)