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This work presents the “First-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integro-Differential Equations of Fredholm-Type” (1st-FASAM-NIDE-F) and the “Second-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integro-Differential Equations of Fredholm-Type” (2nd-FASAM-NIDE-F). It is shown that the 1st-FASAM-NIDE-F methodology enables the most efficient computation of exactly-determined first-order sensitivities of decoder response with respect to the optimized NIDE-F 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 NIDE-F decoder, hidden layers, and encoder. The 2nd-FASAM-NIDE-F methodology enables the computation, with unparalleled efficiency, of the second-order sensitivities of decoder responses with respect to the optimized/trained weights, requiring only as many large-scale computations for solving the 2nd-Level Adjoint Sensitivity System (2nd-LASS) as there are non-zero feature functions of parameters. The application of both the 1st-FASAM-NIDE-F and the 2nd-FASAM-NIDE-F methodologies is illustrated in an accompanying work (Part II) by considering a paradigm heat transfer model.

This work presents the “First-Order Features Adjoint Sensitivity Analysis Methodology for Fredholm-Type Neural Integral Equations” (1st-FASAM-NIE-Fredholm) and the “Second-Order Features Adjoint Sensitivity Analysis Methodology for Fredholm-Type Neural Integral Equations” (2nd-FASAM-NIE-Fredholm). It is shown that the 1st-FASAM-NIE-Fredholm methodology enables the efficient computation of exactly determined first-order sensitivities of decoder response with respect to the optimized NIE-parameters, requiring a single “large-scale” computation for solving the First-Level Adjoint Sensitivity System (1st-LASS), regardless of the number of weights/parameters underlying the NIE-net. The 2nd-FASAM-NIE-Fredholm 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 NIE’s decoder, hidden layers, and encoder, requiring only as many “large-scale” computations as there are first-order sensitivities with respect to the feature functions. The application of both the 1st-FASAM-NIE-Fredholm and the 2nd-FASAM-NIE-Fredholm methodologies is illustrated by considering a system of nonlinear Fredholm-type NIE that admits analytical solutions, thereby facilitating the verification of the expressions obtained for the first- and second-order sensitivities of NIE-decoder responses with respect to the model parameters (weights) that characterize the respective NIE-net.

This work illustrates the application of the “First-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integro-Differential Equations of Fredholm-Type” (1st-FASAM-NIDE-F) and the “Second-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integro-Differential Equations of Fredholm-Type” (2nd-FASAM-NIDE-F) to a paradigm heat transfer model. This physically based heat transfer model has been deliberately constructed so that it can be represented either by a neural integro-differential equation of a Fredholm type (NIDE-F) or by a conventional second-order “neural ordinary differential equation (NODE)” while admitting exact closed-form solutions/expressions for all quantities of interest, including state functions and first-order and second-order sensitivities. This heat transfer model enables a detailed comparison of the 1st- and 2nd-FASAM-NIDE-F versus the recently developed 1st- and 2nd-FASAM-NODE methodologies, highlighting the considerations underlying the optimal choice for cases where the neural net of interest is amenable to using either of these methodologies for its sensitivity analysis. It is shown that the 1st-FASAM-NIDE-F methodology enables the most efficient computation of exactly determined first-order sensitivities of the decoder response with respect to the optimized NIDE-F 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 NIDE-F decoder, hidden layers, and encoder. The 2nd-FASAM-NIDE-F methodology enables the computation, with unparalleled efficiency, of the second-order sensitivities of decoder responses with respect to the optimized/trained weights.

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 the mathematical framework of the novel “First-Order Features Adjoint Sensitivity Analysis Methodology for Neural Ordinary Differential Equations” (1st-FASAM-NODE). The 1st-FASAM-NODE methodology produces and computes most efficiently the exact expressions of all of the first-order sensitivities of NODE-decoder responses with respect to the parameters underlying the NODE’s decoder, hidden layers, and encoder, after having optimized the NODE-net to represent the physical system under consideration. Building on the 1st-FASAM-NODE, this work subsequently introduces the mathematical framework of the novel “Second-Order Features Adjoint Sensitivity Analysis Methodology for Neural Ordinary Differential Equations (2nd-FASAM-NODE)”. The 2nd-FASAM-NODE methodology efficiently computes the exact expressions of the second-order sensitivities of NODE decoder responses with respect to the NODE parameters. Since the physical system modeled by the NODE-net necessarily comprises imprecisely known parameters that stem from measurements and/or computations subject to uncertainties, the availability of the first- and second-order sensitivities of decoder responses to the parameters underlying the NODE-net is essential for performing sensitivity analysis and quantifying the uncertainties induced in the NODE-decoder responses by uncertainties in the underlying uncertain NODE-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 an illustrative application of the newly developed “Second-Order Features Adjoint Sensitivity Analysis Methodology for Neural Ordinary Differential Equations (2nd-FASAM-NODE)” methodology to determine most efficiently the exact expressions of the first- and second-order sensitivities of NODE decoder responses to the neural net’s underlying parameters (weights and initial conditions). The application of the 2nd-FASAM-NODE methodology will be illustrated using the Nordheim–Fuchs phenomenological model for reactor safety, which describes a short-time self-limiting power transient in a nuclear reactor system having a negative temperature coefficient in which a large amount of reactivity is suddenly inserted. The representative model responses that will be analyzed in this work include the model’s time-dependent total energy released, neutron flux, temperature and thermal conductivity. The 2nd-FASAM-NODE methodology yields the exact expressions of the first-order sensitivities of these decoder responses with respect to the underlying uncertain model parameters and initial conditions, requiring just a single large-scale computation per response. Furthermore, the 2nd-FASAM-NODE methodology yields the exact expressions of the second-order sensitivities of a model response requiring as few large-scale computations as there are features/functions of model parameters, thereby demonstrating its unsurpassed efficiency for performing sensitivity analysis of NODE nets.