Adaptive Bayesian Inference for Prediction
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The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.
The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.
SIAM/ASA Journal on Uncertainty Quantification
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One objective of the Climate Science for a Sustainable Energy Future (CSSEF) program is to develop the capability to thoroughly test and understand the uncertainties in the overall climate model and its components as they are being developed. The focus on uncertainties involves sensitivity analysis: the capability to determine which input parameters have a major influence on the output responses of interest. This report presents some initial sensitivity analysis results performed by Lawrence Livermore National Laboratory (LNNL), Sandia National Laboratories (SNL), and Pacific Northwest National Laboratory (PNNL). In the 2011-2012 timeframe, these laboratories worked in collaboration to perform sensitivity analyses of a set of CAM5, 2° runs, where the response metrics of interest were precipitation metrics. The three labs performed their sensitivity analysis (SA) studies separately and then compared results. Overall, the results were quite consistent with each other although the methods used were different. This exercise provided a robustness check of the global sensitivity analysis metrics and identified some strongly influential parameters.
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This report describes work directed towards completion of the Thermal Hydraulics Methods (THM) CFD Level 3 Milestone THM.CFD.P7.05 for the Consortium for Advanced Simulation of Light Water Reactors (CASL) Nuclear Hub effort. The focus of this milestone was to demonstrate the thermal hydraulics and adjoint based error estimation and parameter sensitivity capabilities in the CFD code called Drekar::CFD. This milestone builds upon the capabilities demonstrated in three earlier milestones; THM.CFD.P4.02 [12], completed March, 31, 2012, THM.CFD.P5.01 [15] completed June 30, 2012 and THM.CFD.P5.01 [11] completed on October 31, 2012.
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Proposed for publication in International Journal for Numerical Methods in Engineering.
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