Application of the MOCADATA Monte Carlo package to ...package to Uncertainty Analysis for...
Transcript of Application of the MOCADATA Monte Carlo package to ...package to Uncertainty Analysis for...
Application of the MOCADATA Monte Carlo package to Uncertainty Analysis for Criticality Safety Assessment
Axel Hoefer, Oliver Buss, Jens Christian NeuberAREVA GmbH, PEPA-G (Offenbach, Germany)
Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, April 24-25, 2013
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Manufacturing Tolerances (materials, dimensions)
Nuclear data uncertainties
Uncertainties in Criticality Calculations
Isotopic Uncertaintyof spent fuel
Algorithmic uncertainty of criticality and depletion codesUncertainty
of calculated keff value
Validation of criticality code:criticality safety benchmarks
Validation of depletion code:post irradiation experiment
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.3
All rights are reserved, see liability notice.Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.4
MC Sampling Procedure
kpxkk
tolisoTT
tolTiso xpxpxpx,xx
Tolerances and isotopic uncertainties → distribution of random vector
Neutron multiplication factor becomes random number
Distribution only accessible via Monte Carlo
Monte Carlo Procedure Repeatedly draw random samples from For each calculate with criticality code Order Statistic of Monte Carlo data → upper 95%/95% tolerance limit
MCx
MCxk
MCx
95/95k
95.0:fkP 9595/95
95-th percentile of p(k)Upper 95%/95% tolerance limit
itlim
?
95/95 kk
Maximum allowable keff
xp
All rights are reserved, see liability notice.Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.5
x1
x2
x3
Method for Monte Carlo (MC) sampling on the parameter region
Sets of MC sampled parameter values (xs)i = (xs1, xs2, xs3, …)i, i =1,…,κ
keff values (keff)i, i =1,…,κ, distribution of keff
Performing κ criticality calculations
MC Sampling Procedure
All rights are reserved, see liability notice.Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.6
1. Monte Carlo Sampling of parameters x1 ... xn from basic distribution models- Uniform distribution- piecewise uniform distribution- normal distribution- asymmetric normal distribution- triangular distribution- left/right saw tooth distribution- Bernoulli distribution- Gamma distribution- Beta distribution
2. Functions of parameters x1 ... xn : z = f1(f2(f3 ...(x1,...,xn)...))
k
1i
i_ei )x(ifunc_cterm
fi = (sum of all numerator terms)/(sum of all denominator terms)
func_i=”abs”, ”exp”, ”log”, ”sin”, ”cos”, ”id” (=identity)
MC sampling of manufacturing tolerances
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BWR FA: Wall thickness of FA channels in different zones: corners, top, down, center (piecewise) uniform distributions; 1000 random draws
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.7
MC sampling of manufacturing tolerances
All rights are reserved, see liability notice.Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.8
BWR FA: Center-to-Center Distance of Storage Positions: Saw-Tooth Distribution Saw-Tooth Distribution: 1000 random draws
MC sampling of manufacturing tolerances
All rights are reserved, see liability notice.Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.9
inicalc
iniexp
xxxx
CEf
Measured isotopic concentration (PIE)
Calculated isotopic concentration
Initial isotopic concentration
Isotopic correction factor
calcinicorr xfxf1x
Corrected isotopic concentration
Benchmarks
Application Case
Isotopic Uncertainties
All rights are reserved, see liability notice.Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.10
-0.3
-0.25
-0.2
-0.15
-0.1
-0.05
0
0.05
0.1
0.15
0.2
0.25
0.3
U-235 Pu-240 Sm-149
ICF-
1
missing data
Isotopes Measurem
ent No.
Isotopic Uncertainties
Missing Data Problem
All rights are reserved, see liability notice.Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.11
Draw with the aid of the Data Augmentation algorithm
From Depletion Code Validation: Matrix of Isotopic Correction Factors (ICFs)isotopes
benchmarks
misobs FFF ,:
Gaps: Missing Data Problem
obsF|fpf MC
Corrected isotopic concentrations for application case:
i,calcMCii,ini
MCi
MCi,corr xfxf1x MC
corrMCtol x,xk
for each considered isotope i
Isotopic Uncertainties: Data Augmentation
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Each line vector of matrix is assumed to be a random observation from a log-normal distribution:
Unknown Model ParametersInformation on defined by observed data posterior distribution
if
F
Σ,FlogNflog i
Unknown vector of “true” ICFs
Unknown Covariance Matrix of(logarithmized) observed ICFs
ΣΘ ,Flog:
Θ obsFΘ |p
Isotopic Uncertainties: Data Augmentation
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.12
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obsFΘ |p
p( | Fobs ) =∫p( | Fobs, Fmis ) p( Fmis | Fobs, ) p( | Fobs ) d dFmis
Complete Data Posterior
Prediction Observed Data
Posterior
Observed Data
Posterior
~ ~~Iterative Solution of Fixed Point Equation: Data Augmentation
(Tanner and Wong, The Calculation of Posterior Distributions by Data AugmentationJournal of the American Statistical Association, Vol. 82, No. 398. (Jun., 1987), pp. 528-540.)
► Due to missingness no analytic solution for
Isotopic Uncertainties: Data Augmentation
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.13
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I-Step : p( Fmis | Fobs, (t-1) ) Fmis(t)
P-Step: p( | Fobs, Fmis(t) ) (t)
Convergence in distribution after sufficient number of Burn-in interations
Fmis,MC ~ p( Fmis | Fobs ) , MC ~ p( | Fobs )
Iterative Monte Carlo Sampling of missing data and model paramaters
TMC2
MC1MC ,...f,fF
Application to calculated number densities of application case
Isotopic Uncertainties: Data Augmentation
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.14
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0102030405060708090
0.90 0.91 0.92 0.93 0.94 0.95E/C
Freq
uenc
y
Pu-240
0
10
20
30
40
50
60
70
80
0.90 0.92 0.94 0.96E/C
Freq
uenc
y
Pu-239
0
2
4
6
8
10
12
0.70 0.90 1.10E/C
Freq
uenc
y
U-238depletion
0
20
40
60
80
100
120
0.99 1.00 1.01 1.02 1.03E/C
Freq
uenc
y
U-235 depletion
0
10
20
30
40
50
60
70
0.98 1.00 1.02 1.04E/C
Freq
uenc
y
Pu-241
Isotopic Uncertainties: Data Augmentation
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.15
All rights are reserved, see liability notice.
Isotopic Uncertainties: Data Augmentation
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.16
All rights are reserved, see liability notice.
Bayesian combination of uncertaintiescovariance matrix
Σααα ,ˆNpMC
i
i,MCMCn
ˆ kk 1 Ti,MCi
i,MCMC
kˆˆ
nˆ kkkkΣ
1
1
Prior distribution of keff uncertainty: kpriorˆ,ˆN)(p Σkαkk
mean vector
1. MC sampling of nuclear data (NUDUNA):
2. keff calculations:
TMCMCMCAMCn,BMC,BMCMC ))(,(k,)(k,),(k:)(:B
αxααααkk 1
Crit. Benchmarks Appl. Case
MC draws of system parameters
3. Calculation of mean and covariance estimates:
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.17
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Bayesian combination of uncertainties4. Evaluation of likelihood function of criticality benchmark measurements:
MMM ),(N)(|p Σαkαkkk
5. Bayesian updating of keff uncertainty
*M
*Mposterior ,N)(p)(|p Σkαkαkkk
Updated model parameters
keff of application case
prior posterior Impact of benchmark informationon application case keff predictiondetermined by similarity between benchmark and application case
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.18
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Conclusions
Application of the MOCADATA Monte Carlo package - Meeting on uncertainty propagations in the nuclear fuel cycle, Uppsala University, Sweden, 25/04/2013 - Axel Hoefer - AREVA GmbH Proprietary © AREVA - p.19
Areva has the methods and tools to treat all uncertainties that appear in a criticality analysis System parameter uncertainties (materials + geometry) Isotopic uncertainties (depletion calculations) Nuclear data uncertainties (criticality + depletion) Algorithmic uncertainties (criticality + depletion)
The same mathematical framework and Monte Carlo methods can be applied to related applications, e.g. power distribution uncertainty analysis for reactor core designs