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According to this webpage:
https://community.intel.com/t5/Intel-Fortran-Compiler/IEEE-UNDERFLOW-is-signaling/m-p/768271

"The message simply means that at some point in your calculation you generated a result abs(x) < TINY(x) (which would result in x == 0. with typical options). "

So I think it's an inconsequential error coming from a UDM.