Improved metamodel-based importance sampling for the performance assessment of radioactive waste repositories

In the context of a probabilistic performance assessment of a radioactive waste repository, the estimation of the probability of exceeding the dose threshold set by a regulatory body is a fundamental task. This may become difficult when the probabilities involved are very small, since the classically used sampling-based Monte Carlo methods may become computationally impractical. This issue is further complicated by the fact that the computer codes typically adopted in this context requires large computational efforts, both in terms of time and memory. This work proposes an original use of a Monte Carlo-based algorithm for (small) failure probability estimation in the context of the performance assessment of a near surface radioactive waste repository. The algorithm, developed within the context of structural reliability, makes use of an estimated optimal importance density and a surrogate, kriging-based metamodel approximating the system response. On the basis of an accurate analytic analysis of the algorithm, a modification is proposed which allows further reducing the computational efforts by a more effective training of the metamodel.

[1]  Jon C. Helton,et al.  Uncertainty and Sensitivity Analysis: From Regulatory Requirements to Conceptual Structure and Computational Implementation , 2011, WoCoUQ.

[2]  Enrico Zio,et al.  An Improvement of a Metamodel-Based Importance Sampling Algorithm for Estimating Small Failure Probabilities , 2014 .

[3]  Carl E. Rasmussen,et al.  Gaussian processes for machine learning , 2005, Adaptive computation and machine learning.

[4]  Jorge E. Hurtado,et al.  Neural-network-based reliability analysis: a comparative study , 2001 .

[5]  M. Eldred,et al.  Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions , 2008 .

[6]  R. N. Nair,et al.  Probabilistic safety assesment model for near surface radiocative waste disposal facilities , 1999, Environ. Model. Softw..

[7]  Irfan Kaymaz,et al.  Application Of Kriging Method To Structural Reliability Problems , 2005 .

[8]  R. Ghanem,et al.  Stochastic Finite Elements: A Spectral Approach , 1990 .

[9]  Enrico Zio,et al.  An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability , 2014, Reliab. Eng. Syst. Saf..

[10]  J. MacQueen Some methods for classification and analysis of multivariate observations , 1967 .

[11]  Jon C. Helton,et al.  Stochastic and Subjective Uncertainty in the Assessment of Radiation Exposure at the Waste Isolation Pilot Plant , 1998 .

[12]  J. Beck,et al.  Estimation of Small Failure Probabilities in High Dimensions by Subset Simulation , 2001 .

[13]  C. Bucher,et al.  A fast and efficient response surface approach for structural reliability problems , 1990 .

[14]  Manolis Papadrakakis,et al.  Reliability-based structural optimization using neural networks and Monte Carlo simulation , 2002 .

[15]  V. Picheny Improving accuracy and compensating for uncertainty in surrogate modeling , 2009 .

[16]  Armen Der Kiureghian,et al.  Comparison of finite element reliability methods , 2002 .

[17]  Jon C. Helton,et al.  Conceptual structure and computational organization of the 2008 performance assessment for the proposed high-level radioactive waste repository at Yucca Mountain, Nevada , 2014, Reliab. Eng. Syst. Saf..

[18]  J. Bear Hydraulics of Groundwater , 1979 .

[19]  Jon C. Helton,et al.  Expected dose for the igneous scenario classes in the 2008 performance assessment for the proposed high-level radioactive waste repository at Yucca Mountain, Nevada , 2014, Reliab. Eng. Syst. Saf..

[20]  Dirk P. Kroese,et al.  Simulation and the Monte Carlo method , 1981, Wiley series in probability and mathematical statistics.

[21]  Nicolas Gayton,et al.  A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models , 2013, Reliab. Eng. Syst. Saf..

[22]  B. Sudret,et al.  Metamodel-based importance sampling for structural reliability analysis , 2011, 1105.0562.

[23]  P. Das,et al.  Cumulative formation of response surface and its use in reliability analysis , 2000 .

[24]  Søren Nymand Lophaven,et al.  DACE - A Matlab Kriging Toolbox , 2002 .

[25]  Maurice Lemaire,et al.  Assessing small failure probabilities by combined subset simulation and Support Vector Machines , 2011 .

[26]  Sang Hyo Kim,et al.  Response surface method using vector projected sampling points , 1997 .

[27]  J. Hurtado Structural Reliability: Statistical Learning Perspectives , 2004 .

[28]  Jon C. Helton,et al.  Conceptual basis for the definition and calculation of expected dose in performance assessments for the proposed high-level radioactive waste repository at Yucca Mountain, Nevada , 2009, Reliab. Eng. Syst. Saf..

[29]  Enrico Zio,et al.  Subset Simulation of a reliability model for radioactive waste repository performance assessment , 2012, Reliab. Eng. Syst. Saf..

[30]  Nicolas Gayton,et al.  AK-SYS: An adaptation of the AK-MCS method for system reliability , 2014, Reliab. Eng. Syst. Saf..