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New developments around dependence measures for sensitivity analysis: application to severe accident studies for generation IV reactors (English version)

Abstract : As part of safety studies for nuclear reactors, numerical simulators are essential for understanding, modelling and predicting physical phenomena. However, the information on some of the input variables of the simulator is often limited or uncertain. In this framework, Global Sensitivity Analysis (GSA) aims at determining how the variability of the input parameters affects the value of the output or the quantity of interest. The work carried out in this thesis aims at proposing new statistical methods based on dependence measures for GSA of numerical simulators. We are particularly interested in HSIC-type dependence measures (Hilbert-Schmidt Independence Criterion). After Chapter 1 introducing the general context and motivations of the thesis, Chapter 2 first presents a general review of HSIC measures, in a theoretical and methodological framework. Subsequently, new developments around the estimation of HSIC measures from an alternative sample and inspired by importance sampling techniques are proposed. As a result of these theoretical developments, an efficient methodology for GSA in the presence of uncertainties of input probability distributions is developed in Chapter 3. The relevance of the proposed methodology is first demonstrated on an analytical case before being applied to the MACARENa simulator modeling a ULOF (Unprotected Loss Of Flow) accidental scenario on a sodium-cooled fast neutron reactor. Finally, Chapter 4 deals with the development of an independence test aggregating several parametrizations of HSIC kernels and allowing to capture a wider spectrum of dependencies between the inputs and the output. The optimality of this methodology is first demonstrated from a theoretical point of view. Then, its performance and practical interest are illustrated on several analytical examples as well as on the test case of the MACARENa simulator.
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https://hal-cea.archives-ouvertes.fr/tel-02928187
Contributor : Anouar Meynaoui <>
Submitted on : Wednesday, September 2, 2020 - 12:21:17 PM
Last modification on : Thursday, September 3, 2020 - 4:20:54 AM

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  • HAL Id : tel-02928187, version 1

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Anouar Meynaoui. New developments around dependence measures for sensitivity analysis: application to severe accident studies for generation IV reactors (English version). Statistics [math.ST]. INSA Toulouse, 2019. English. ⟨tel-02928187⟩

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