Overview of Arbitrarily High-Order Adjoint Sensitivity and Uncertainty Quantification Methodology for Large-Scale Systems

Abstract

This work reviews from a unified viewpoint the concepts underlying the “nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Response-Coupled Forward/Adjoint Linear Systems” (nth-CASAM-L) and the “nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems” (nth-CASAM-N) methodologies. The practical application of the nth-CASAM-L methodology is illustrated for an OECD/NEA reactor physics benchmark, while the practical application of the nth-CASAM-N methodology is illustrated for a nonlinear model of reactor dynamics that exhibits periodic and chaotic oscillations. As illustrated both by the general theory and by the examples reviewed in this work, both the nth-CASAM-L and nth-CASAM-N methodologies overcome the curse of dimensionality in sensitivity analysis. The availability of efficiently and exactly computed sensitivities of arbitrarily high order can lead to major advances in all areas that need such high-order sensitivities, including data assimilation, model calibration, uncertainty reduction, and predictive modeling.