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A derivative-based Uncertainty Quantification (UQ) method called HYPAD-UQ that utilizes sensitivities from a computational model was developed to approximate the statistical moments and Sobol' indices of the model output. HYPercomplex Automatic Differentiation (HYPAD) was used as a means to obtain accurate high-order partial derivatives from computational models such as finite element analyses. These sensitivities are used to construct a surrogate model of the output using a Taylor series expansion and subsequently used to estimate statistical moments (mean, variance, skewness, and kurtosis) and Sobol' indices using algebraic expansions. The uncertainty in a transient linear heat transfer analysis was quantified with HYPAD-UQ using first-order through seventh-order partial derivatives with respect to seven random variables encompassing material properties, geometry, and boundary conditions. Random sampling of the analytical solution and the regression-based stochastic perturbation finite element method were also conducted to compare accuracy and computational cost. The results indicate that HYPAD-UQ has superior accuracy for the same computational effort compared to the regression-based stochastic perturbation finite element method. Sensitivities calculated with HYPAD can allow higher-order Taylor series expansions to be an effective and practical UQ method.

The multidual differentiation method has been implemented in a ray-tracing transport simulation for the purpose of calculating arbitrary-order sensitivities of the uncollided particle leakage. This method extends dual number differentiation by perturbing variables along multiple nonreal axes to calculate arbitrary-order derivatives. Numerical results of first-through third-order multidual sensitivities of the uncollided particle leakage with respect to isotope densities, microscopic cross sections, source emission rates, and material interface locations (including the outer boundary) are shown for a two-region sphere. The relative error of first and second partial derivatives with respect to isotopic parameters and first partial derivatives of the leakage with respect to interface locations are within 9.8E−10% of existing adjoint-based sensitivities. Higher-order multidual-based derivatives that are not available with the adjoint method are in excellent agreement with central difference approximations.

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