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Generalized hybrid approach to adjoint code derivation for efficient uncertainty and reliability studies

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Abstract

We investigate a generalized hybrid adjoint procedure for deriving the adjoint code for efficient sensitivity analysis and uncertainty propagation. The hybrid approach is a combination of generalized adjoint equations at higher level and automatic differentiation at subroutine level. The procedure developed is studied for implementation issues for the problem of uncertainty propagation in natural convection heat transport system temperature evolution. The results obtained by this method is validated by finite difference computation. The results demonstrate that for this application reasonably accurate results can be obtained efficiently by the proposed methodology compared to direct Monte-Carlo with response surface methodology.

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Acknowledgments

The author thanks Dr. P. Chellapandi, director RDG, for his encouragement and support during the course of this work.

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Authors and Affiliations

  1. Indira Gandhi Centre for Atomic Research, Kalpakkam, India

    A. John Arul

  2. Indian Institute of Technology, Bombay, Mumbai, India

    Kannan Iyer & A. K. Verma

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  1. A. John Arul
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  2. Kannan Iyer
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  3. A. K. Verma
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Correspondence to A. John Arul.

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Arul, A.J., Iyer, K. & Verma, A.K. Generalized hybrid approach to adjoint code derivation for efficient uncertainty and reliability studies. Int J Syst Assur Eng Manag 6, 172–182 (2015). https://doi.org/10.1007/s13198-014-0265-y

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  • DOI: https://doi.org/10.1007/s13198-014-0265-y

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