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Title: A Control Variate Method for Probabilistic Performance Assessment. Improved Estimates for Mean Performance Quantities of Interest

We present a method of control variates for calculating improved estimates for mean performance quantities of interest, E(PQI) , computed from Monte Carlo probabilistic simulations. An example of a PQI is the concentration of a contaminant at a particular location in a problem domain computed from simulations of transport in porous media. To simplify the presentation, the method is described in the setting of a one- dimensional elliptical model problem involving a single uncertain parameter represented by a probability distribution. The approach can be easily implemented for more complex problems involving multiple uncertain parameters and in particular for application to probabilistic performance assessment of deep geologic nuclear waste repository systems. Numerical results indicate the method can produce estimates of E(PQI)having superior accuracy on coarser meshes and reduce the required number of simulations needed to achieve an acceptable estimate.
Authors:
 [1] ;  [1]
  1. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
Publication Date:
OSTI Identifier:
1254272
Report Number(s):
SAND2016-4679
640344
DOE Contract Number:
AC04-94AL85000
Resource Type:
Technical Report
Research Org:
Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
Sponsoring Org:
USDOE Office of Nuclear Energy (NE), Fuel Cycle Technologies (NE-5)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING