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This work presents the general mathematical frameworks of the “First and Second-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integral Equations of Volterra Type” designated as the 1st-FASAM-NIE-V and the 2nd-FASAM-NIE-V methodologies, respectively. Using a single large-scale (adjoint) computation, the 1st-FASAM-NIE-V enables the most efficient computation of the exact expressions of all first-order sensitivities of the decoder response to the feature functions and also with respect to the optimal values of the NIE-net’s parameters/weights after the respective NIE-Volterra-net was optimized to represent the underlying physical system. The computation of all second-order sensitivities with respect to the feature functions using the 2nd-FASAM-NIE-V requires as many large-scale computations as there are first-order sensitivities of the decoder response with respect to the feature functions. Subsequently, the second-order sensitivities of the decoder response with respect to the primary model parameters are obtained trivially by applying the “chain-rule of differentiation” to the second-order sensitivities with respect to the feature functions. The application of the 1st-FASAM-NIE-V and the 2nd-FASAM-NIE-V methodologies is illustrated by using a well-known model for neutron slowing down in a homogeneous hydrogenous medium, which yields tractable closed-form exact explicit expressions for all quantities of interest, including the various adjoint sensitivity functions and first- and second-order sensitivities of the decoder response with respect to all feature functions and also primary model parameters.

This work presents the mathematical frameworks of the “First-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integro-Differential Equations of Volterra-Type” (1st-FASAM-NIDE-V) and the “Second-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integro-Differential Equations of Volterra-Type” (2nd-FASAM-NIDE-V). It is shown that the 1st-FASAM-NIDE-V methodology enables the efficient computation of exactly-determined first-order sensitivities of the decoder response with respect to the optimized NIDE-V parameters, requiring a single “large-scale” computation for solving the 1st-Level Adjoint Sensitivity System (1st-LASS), regardless of the number of weights/parameters underlying the NIE-net. The 2nd-FASAM-NIDE-V methodology enables the computation, with unparalleled efficiency, of the second-order sensitivities of decoder responses with respect to the optimized/trained weights involved in the NIDE-V’s decoder, hidden layers, and encoder, requiring only as many “large-scale” computations as there are non-zero first-order sensitivities with respect to the feature functions. These characteristics of the 1st-FASAM-NIDE-V and 2nd-FASAM-NIDE-V are illustrated by considering a nonlinear heat conduction model that admits analytical solutions, enabling the exact verification of the expressions obtained for the first- and second-order sensitivities of NIDE-V decoder responses with respect to the model’s functions of parameters (weights) that characterize the heat conduction model.

This work introduces a new methodology, which generalizes the extant second-order adjoint sensitivity analysis methodology for computing sensitivities of model responses to primary model parameters. This new methodology enables the computation, with unparalleled efficiency, of second-order sensitivities of responses to functions of uncertain model parameters, including uncertain boundaries and internal interfaces, for linear and/or nonlinear models. Such functions of primary model parameters customarily describe characteristic “features” of the system under consideration, including correlations modeling material properties, flow regimes, etc. The number of such “feature” functions is considerably smaller than the total number of primary model parameters. By enabling the computations of exact expressions of second-order sensitivities of model responses to model “features”, the number of required large-scale adjoint computations is greatly reduced. As shown in this work, obtaining the first- and second-order sensitivities to the primary model parameters from the corresponding response sensitivities to the feature functions can be performed analytically, thereby involving just the respective function/feature of parameters rather than the entire model. By replacing large-scale computations involving the model with relatively trivial computations involving just the feature functions, this new second-order adjoint sensitivity analysis methodology reaches unsurpassed efficiency. The applicability and unparalleled efficiency of this “2nd-Order Function/Feature Adjoint Sensitivity Analysis Methodology” (2nd-FASAM) is illustrated using a paradigm particle transport model that involves feature functions of many parameters, while admitting closed-form analytic solutions. Ongoing work will generalize the mathematical framework of the 2nd-FASAM to enable the computation of arbitrarily high-order sensitivities of model responses to functions/features of model parameters.

The Second-Order Features Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Systems (abbreviated as “2nd-FASAM-L”), presented in this work, enables the most efficient computation of exactly obtained mathematical expressions of first- and second-order sensitivities of a generic system response with respect to the functions (“features”) of model parameters. Subsequently, the first- and second-order sensitivities with respect to the model’s uncertain parameters, boundaries, and internal interfaces are obtained analytically and exactly, without needing large-scale computations. Within the 2nd-FASAM-L methodology, the number of large-scale computations is proportional to the number of model features (defined as functions of model parameters), as opposed to being proportional to the number of model parameters. This characteristic enables the 2nd-FASAM-L methodology to maximize the efficiency and accuracy of any other method for computing exact expressions of first- and second-order response sensitivities with respect to the model’s features and/or primary uncertain parameters. The application of the 2nd-FASAM-L methodology is illustrated using a simplified energy-dependent neutron transport model of fundamental significance in nuclear reactor physics.

This work 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 obtaining the exact expressions of arbitrarily-high-order (nth-order) sensitivities of a generic system response with respect to all of the parameters (including boundary and initial conditions) underlying the respective forward/adjoint systems. Since many of the most important responses for linear systems involve the solutions of both the forward and the adjoint linear models that correspond to the respective physical system, the sensitivity analysis of such responses makes it necessary to treat 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 functions, since nonlinear operators do not admit bona-fide adjoint operators (only a linearized form of a nonlinear operator admits an adjoint operator). The nth-CASAM-L determines the exact expression of arbitrarily-high order sensitivities of responses to the parameters underlying both the forward and adjoint models of a nonlinear system, thus enable the most efficient and accurate computation of such sensitivities. The mathematical framework underlying the nth-CASAM is developed in linearly increasing higher-dimensional Hilbert spaces, as opposed to the exponentially increasing “parameter-dimensional” spaces in which response sensitivities are computed by other methods, thus providing the basis for overcoming the “curse of dimensionality” in sensitivity analysis and all other fields (uncertainty quantification, predictive modeling, etc.) which need such sensitivities. In particular, for a scalar-valued valued response associated with a nonlinear model comprising TP parameters, the 1st-−CASAM-L requires 1 additional large-scale adjoint computation (as opposed to TP large-scale computations, as required by other methods) for computing exactly all of the 1st-−order response sensitivities. All of the (mixed) 2nd-order sensitivities are computed exactly by the 2nd-CASAM-L in at most TP computations, as opposed to TP(TP + 1)/2 computations required by all other methods, and so on. For every lower-order sensitivity of interest, the nth-CASAM-L computes the “TP next-higher-order” sensitivities in one adjoint computation performed in a linearly increasing higher-dimensional Hilbert space. Very importantly, the nth-CASAM-L computes the higher-level adjoint functions using the same forward and adjoint solvers (i.e., computer codes) as used for solving the original forward and adjoint systems, thus requiring relatively minor additional software development for computing the various-order sensitivities.

The mathematical/computational model of a physical system comprises parameters and independent and dependent variables. Since the physical system is seldom known precisely and since the model’s parameters stem from experimental procedures that are also subject to uncertainties, the results predicted by a computational model are imperfect. Quantifying the reliability and accuracy of results produced by a model (called “model responses”) requires the availability of sensitivities (i.e., functional partial derivatives) of model responses with respect to model parameters. This work reviews the basic motivations for computing high-order sensitivities and illustrates their importance by means of an OECD/NEA reactor physics benchmark, which is representative of a “large-scale system” involving many (21,976) uncertain parameters. The computation of higher-order sensitivities by conventional methods (finite differences and/or statistical procedures) is subject to the “curse of dimensionality”. Furthermore, as will be illustrated in this work, the accuracy of high-order sensitivities computed using such conventional methods cannot be a priori guaranteed. High-order sensitivities can be computed accurately and efficiently solely by applying the high-order adjoint sensitivity analysis methodology. The principles underlying this adjoint methodology are also reviewed in preparation for introducing, in the accompanying Part II, the “High-Order Function/Feature Adjoint Sensitivity Analysis Methodology” (nth-FASAM), which aims at most efficiently computing exact expressions of high-order sensitivities of model responses to functions (“features”) of model parameters.

The most general quantities of interest (called “responses”) produced by the computational model of a linear physical system can depend on both the forward and adjoint state functions that describe the respective system. This work presents the Fourth-Order Comprehensive Adjoint Sensitivity Analysis Methodology (4th-CASAM) for linear systems, which enables the efficient computation of the exact expressions of the 1st-, 2nd-, 3rd- and 4th-order sensitivities of a generic system response, which can depend on both the forward and adjoint state functions, with respect to all of the parameters underlying the respective forward/adjoint systems. Among the best known such system responses are various Lagrangians, including the Schwinger and Roussopoulos functionals, for analyzing ratios of reaction rates, the Rayleigh quotient for analyzing eigenvalues and/or separation constants, etc., which require the simultaneous consideration of both the forward and adjoint systems when computing them and/or their sensitivities (i.e., functional derivatives) with respect to the model parameters. Evidently, such responses encompass, as particular cases, responses that may depend just on the forward or just on the adjoint state functions pertaining to the linear system under consideration. This work also compares the CPU-times needed by the 4th-CASAM versus other deterministic methods (e.g., finite-difference schemes) for computing response sensitivities These comparisons underscore the fact that the 4th-CASAM is the only practically implementable methodology for obtaining and subsequently computing the exact expressions (i.e., free of methodologically-introduced approximations) of the 1st-, 2nd, 3rd- and 4th-order sensitivities (i.e., functional derivatives) of responses to system parameters, for coupled forward/adjoint linear systems. By enabling the practical computation of any and all of the 1st-, 2nd, 3rd- and 4th-order response sensitivities to model parameters, the 4th-CASAM makes it possible to compare the relative values of the sensitivities of various order, in order to assess which sensitivities are important and which may actually be neglected, thus enabling future investigations of the convergence of the (multivariate) Taylor series expansion of the response in terms of parameter variations, as well as investigating the range of validity of other important quantities (e.g., response variances/covariance, skewness, kurtosis, etc.) that are derived from Taylor-expansion of the response as a function of the model’s parameters. The 4th-CASAM presented in this work provides the basis for significant future advances towards overcoming the “curse of dimensionality” in sensitivity analysis, uncertainty quantification and predictive modeling.

The Special Issue “Sensitivity Analysis, Uncertainty Quantification and Predictive Modeling of Nuclear Energy Systems” comprises nine articles that present important applications of concepts for performing sensitivity analyses and uncertainty quantifications of models of nuclear energy systems [...]

This work presents a perspective on deterministic predictive modeling methodologies, which aim at extracting best-estimate values for model responses and parameters along with reduced predicted uncertainties for these best-estimate values. The two oldest such methodologies are the data-adjustment method, which stems from the nuclear energy field, and the data-assimilation method, which is implemented in the geophysical sciences. Both of these methodologies attempt to minimize, in the least-square sense, a user-defined functional that represents the discrepancies between computed and measured model responses. These two methodologies were briefly reviewed and shown to be inconsistent even to first-order in the sensitivities of the response to the model parameters. In contrast to these methodologies, it was shown that the “maximum entropy”-based predictive modeling methodology (called BERRU-PM) that was developed by the author not only dispenses with the subjective “user-chosen functional to be minimized” but is also inherently amenable to high-order formulations. This inherent potential was illustrated by presenting a novel, higher-order, MaxEnt-based predictive modeling methodology, labelled BERRU-PM-2+, which is complete and exact to second-order sensitivities and moments of both the a priori and posterior distributions of responses and parameters, while explicitly including third- and fourth-order sensitivities and correlations, thus indicating the mechanism for incorporating information of orders higher than second in predictive modeling. The presentation of this new predictive modeling methodology also aims at motivating a widespread application of predictive modeling principles and methodologies in the energy sciences for obtaining best-estimate results with reduced uncertainties.

This work presents the Third-Order Adjoint Sensitivity Analysis Methodology (3rd-ASAM) for response-coupled forward and adjoint linear systems. The 3rd-ASAM enables the efficient computation of the exact expressions of the 3rd-order functional derivatives (“sensitivities”) of a general system response, which depends on both the forward and adjoint state functions, with respect to all of the parameters underlying the respective forward and adjoint systems. Such responses are often encountered when representing mathematically detector responses and reaction rates in reactor physics problems. The 3rd-ASAM extends the 2nd-ASAM in the quest to overcome the “curse of dimensionality” in sensitivity analysis, uncertainty quantification and predictive modeling. This work also presents new formulas that incorporate the contributions of the 3rd-order sensitivities into the expressions of the first four cumulants of the response distribution in the phase-space of model parameters. Using these newly developed formulas, this work also presents a new mathematical formalism, called the 2nd/3rd-BERRU-PM “Second/Third-Order Best-Estimated Results with Reduced Uncertainties Predictive Modeling”) formalism, which combines experimental and computational information in the joint phase-space of responses and model parameters, including not only the 1st-order response sensitivities, but also the complete hessian matrix of 2nd-order second-sensitivities and also the 3rd-order sensitivities, all computed using the 3rd-ASAM. The 2nd/3rd-BERRU-PM uses the maximum entropy principle to eliminate the need for introducing and “minimizing” a user-chosen “cost functional quantifying the discrepancies between measurements and computations,” thus yielding results that are free of subjective user-interferences while generalizing and significantly extending the 4D-VAR data assimilation procedures. Incorporating correlations, including those between the imprecisely known model parameters and computed model responses, the 2nd/3rd-BERRU-PM also provides a quantitative metric, constructed from sensitivity and covariance matrices, for determining the degree of agreement among the various computational and experimental data while eliminating discrepant information. The mathematical framework of the 2nd/3rd-BERRU-PM formalism requires the inversion of a single matrix of size Nr Nr, where Nr denotes the number of considered responses. In the overwhelming majority of practical situations, the number of responses is much less than the number of model parameters. Thus, the 2nd-BERRU-PM methodology overcomes the curse of dimensionality which affects the inversion of hessian matrices in the parameter space.