On the Need to Determine Accurately the Impact of Higher-Order Sensitivities on Model Sensitivity Analysis, Uncertainty Quantification and Best-Estimate Predictions

Abstract

This work aims at underscoring the need for the accurate quantification of the sensitivities (i.e., functional derivatives) of the results (a.k.a. “responses”) produced by large-scale computational models with respect to the models’ parameters, which are seldom known perfectly in practice. The large impact that can arise from sensitivities of order higher than first has been highlighted by the results of a third-order sensitivity and uncertainty analysis of an OECD/NEA reactor physics benchmark, which will be briefly reviewed in this work to underscore that neglecting the higher-order sensitivities causes substantial errors in predicting the expectation and variance of model responses. The importance of accurately computing the higher-order sensitivities is further highlighted in this work by presenting a text-book analytical example from the field of neutron transport, which impresses the need for the accurate quantification of higher-order response sensitivities by demonstrating that their neglect would lead to substantial errors in predicting the moments (expectation, variance, skewness, kurtosis) of the model response’s distribution in the phase space of model parameters. The incorporation of response sensitivities in methodologies for uncertainty quantification, data adjustment and predictive modeling currently available for nuclear engineering systems is also reviewed. The fundamental conclusion highlighted by this work is that confidence intervals and tolerance limits on results predicted by models that only employ first-order sensitivities are likely to provide a false sense of confidence, unless such models also demonstrate quantitatively that the second- and higher-order sensitivities provide negligibly small contributions to the respective tolerance limits and confidence intervals. The high-order response sensitivities to parameters underlying large-scale models can be computed most accurately and most efficiently by employing the high-order comprehensive adjoint sensitivity analysis methodology, which overcomes the curse of dimensionality that hampers other methods when applied to large-scale models involving many parameters.

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