Tuesday, February 9, 2021

UQSay #24

The twenty-fourth UQSay seminar on UQ, DACE and related topics, organized by L2S, MSSMAT, LMT and EDF R&D, will take place online on Thursday afternoon, February 18, 2021.

2–3 PM — Amandine Marrel (CEA & IMT) — [slides]


ICSCREAM methodology for the Identification of penalizing Configurations using SCREening And Metamodel — Application to high-dimensional thermal-hydraulic numerical experiments

In the framework of risk assessment in nuclear accident analysis, best-estimate computer codes are used to estimate safety margins. Several inputs of the code can be uncertain, due to a lack of knowledge but also to the particular choice of accidental scenario being considered. The objective of this work is to identify the most penalizing (or critical) configurations of several input parameters (called “scenario inputs”), independently of the uncertainty of the other inputs. Critical configurations of the scenario inputs correspond to high values of the code output Y, defined here by exceeding the 90%-quantile.

However, thermal-hydraulic codes are too CPU-time expensive to be directly used to propagate the input uncertainties and solve the inversion problem. The adopted solution consists in fitting the code output by a metamodel, built from a reduced number of code simulations. When the number of input parameters is very large (e.g., around a hundred here), the metamodel building remains a challenge. To overcome this, we have developed a methodology, called ICSCREAM for Identification of penalizing Configurations using SCREening And Metamodel.

Applied from a Monte Carlo sample of code simulations, the ICSCREAM methodology judiciously combines a step of SA to identify and rank the main influential inputs and to reduce the dimension, before building a Gaussian process (GP) metamodel. SA relies on new statistical independence tests that aggregate information of global and target Hilbert-Schmidt independence criteria. The GP is then efficiently built with a sequential process, where the inputs are taken into account in a more or less fine way, according to their supposed influence. Finally, the GP metamodel is intensively used to estimate the conditional probabilities of Y exceeding the critical value, according to each inputs to be penalized. Accurate uncertainty propagation, not feasible with the computational costly model, become therefore accessible with the ICSREAM methodology.

Joint work with Bertrand Iooss (EDF R&D & IMT) and Vincent Chabridon (EDF R&D).

Ref: hal-02535146.

Organizing committee: Julien Bect (L2S), Emmanuel Vazquez (L2S), Didier Clouteau (MSSMAT), Filippo Gatti (MSSMAT), Fernando Lopez Caballero (MSSMAT), Amélie Fau (LMT), Bertrand Iooss (EDF R&D).

Practical details: the seminar will be held online using Microsoft Teams.

If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay group on Teams, simply send an email and you will be invited. Please specify which email address the invitation must be sent to (this has to be the address associated with your Teams account).

You will find the link to the seminar on the "General" UQSay channel on Teams, approximately 15 minutes before the beginning.

The technical side of things: you can use Teams either directly from you web browser or using the "fat client", which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.