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

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