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At least 307 records · Page 17

A review of modern approaches to fatigue reliability analysis and design

Metal fatigue is a principal mode of failure in components of mechanical systems. But fatigue design factors (e.g., stress, fatigue strength) are subject to considerable uncertainty. Therefore, relative to fatigue, reliability methods are appropriate for purposes of safety checking of designs, risk assessment, failure analysis, and development of code statements. Described herein are four methods which can be effectively employed for fatigue reliability analysis, (1) Monte Carlo methods, (2) the lognormal format, (3) the Weibull format, (4) the Rackwitz-Fiessler algorithm. Examples of the application of each are presented. In summary, no general reliability method can be recommended for all situations involving fatigue. The approach has to be tailored to the problem.

Wirsching, P. H.↗

Rotational and vibrational nonequilibrium effects in rarefied, hypersonic flow

Results are reported for an investigation into the methods by which energy transfer is calculated in the Direct Simulation Monte Carlo method. Description is made of a recently developed energy exchange model that deals with the translational and rotational modes. A new model for simulating the transfer of energy between the translational and vibrational modes is also explained. This model allows the vibrational relaxation time to follow the temperature dependence predicted by the Landau-Teller theory at moderate temperatures. For temperatures in excess of about 8000K the vibrational model is extended to include an empirical result for the relaxation time. The effect of introducing these temperature dependent collision numbers into the DSMC technique is assessed by making calculations representative of the stagnation streamline of a hypersonic space vehicle. Both thermal and chemical nonequilibrium effects are included while the flow conditions have been chosen such that ionization and radiation may be neglected. The introduction of these new models is found to significantly affect the degree of thermal nonequilibrium observed in the flowfield. Larger, and more widely ranging, differences in the results obtained with the different energy exchange probabilities are found when a significant amount of internal energy is included in the calculation of chemical nonequilibrium.

Boyd, Iain D.↗

Composite load spectra for select space propulsion structural components

The work performed to develop composite load spectra (CLS) for the Space Shuttle Main Engine (SSME) using probabilistic methods. The three methods were implemented to be the engine system influence model. RASCAL was chosen to be the principal method as most component load models were implemented with the method. Validation of RASCAL was performed. High accuracy comparable to the Monte Carlo method can be obtained if a large enough bin size is used. Generic probabilistic models were developed and implemented for load calculations using the probabilistic methods discussed above. Each engine mission, either a real fighter or a test, has three mission phases: the engine start transient phase, the steady state phase, and the engine cut off transient phase. Power level and engine operating inlet conditions change during a mission. The load calculation module provides the steady-state and quasi-steady state calculation procedures with duty-cycle-data option. The quasi-steady state procedure is for engine transient phase calculations. In addition, a few generic probabilistic load models were also developed for specific conditions. These include the fixed transient spike model, the poison arrival transient spike model, and the rare event model. These generic probabilistic load models provide sufficient latitude for simulating loads with specific conditions. For SSME components, turbine blades, transfer ducts, LOX post, and the high pressure oxidizer turbopump (HPOTP) discharge duct were selected for application of the CLS program. They include static pressure loads and dynamic pressure loads for all four components, centrifugal force for the turbine blade, temperatures of thermal loads for all four components, and structural vibration loads for the ducts and LOX posts.

Newell, J. F.↗

An overview of engineering concepts and current design algorithms for probabilistic structural analysis

The article begins by examining the fundamentals of traditional deterministic design philosophy. The initial section outlines the concepts of failure criteria and limit state functions two traditional notions that are embedded in deterministic design philosophy. This is followed by a discussion regarding safety factors (a possible limit state function) and the common utilization of statistical concepts in deterministic engineering design approaches. Next the fundamental aspects of a probabilistic failure analysis are explored and it is shown that deterministic design concepts mentioned in the initial portion of the article are embedded in probabilistic design methods. For components fabricated from ceramic materials (and other similarly brittle materials) the probabilistic design approach yields the widely used Weibull analysis after suitable assumptions are incorporated. The authors point out that Weibull analysis provides the rare instance where closed form solutions are available for a probabilistic failure analysis. Since numerical methods are usually required to evaluate component reliabilities, a section on Monte Carlo methods is included to introduce the concept. The article concludes with a presentation of the technical aspects that support the numerical method known as fast probability integration (FPI). This includes a discussion of the Hasofer-Lind and Rackwitz-Fiessler approximations.

Duffy, S. F.↗

Uncertainty Reduction With Multi-Model Monte Carlo for Crystal Plasticity Simulations of Additively Manufactured Metals

In this work, multi-model Monte Carlo estimators are developed to reduce uncertainty in quantities of interest (QoIs) extracted from crystal plasticity simulations of additively manufactured (AM) metals. A significant concern in AM parts is uncertainty in mechanical properties caused in part by complex microstructures that arise from the AM process. Quantifying uncertainty in microstructure-sensitive behavior using experiments alone is costly, especially when mechanical allowables must be established. Quantitative relationships among microstructure, micromechanical metrics like slip accumulation, crack initiation, and failure are also difficult to capture with limited experiments. Crystal plasticity material models instead enable computational prediction of micromechanical stress and strain fields given a discretized microstructure. However, high-fidelity finely discretized crystal plasticity simulations are computationally expensive, while lower-fidelity models are less accurate and generally biased, making uncertainty quantification and reduction computationally difficult as well. Multi-model Monte Carlo methods leverage correlations between high- and low-fidelity models to produce unbiased estimators for QoIs with reduced uncertainty relative to standard Monte Carlo. Crystal plasticity QoIs considered in this work include yield strength and the mean and extreme values of micromechanical fields that are relevant to crack initiation. Multi-model Monte Carlo estimators are developed for each individual QoI and several groups of QoIs. The results of this work establish relationships among model correlations, sample allocation, and uncertainty reduction for different combinations of QoIs and demonstrate a trend of less uncertainty reduction as QoIs become more sensitive to local microstructure. Limitations from using pilot samples to estimate model covariances and train low-fidelity models are also addressed. The uncertainty reduction achieved by multi-model Monte Carlo is an important step toward using computational mechanics models to predict microstructure-sensitive crack initiation and failure in AM parts.

uncertainty quantification↗

Study of multi-dimensional radiative energy transfer in molecular gases

The Monte Carlo method (MCM) is applied to analyze radiative heat transfer in nongray gases. The nongray model employed is based on the statistical arrow band model with an exponential-tailed inverse intensity distribution. Consideration of spectral correlation results in some distinguishing features of the Monte Carlo formulations. Validation of the Monte Carlo formulations has been conducted by comparing results of this method with other solutions. Extension of a one-dimensional problem to a multi-dimensional problem requires some special treatments in the Monte Carlo analysis. Use of different assumptions results in different sets of Monte Carlo formulations. The nongray narrow band formulations provide the most accurate results.

Liu, Jiwen↗

CASM Monte Carlo: Calculations of the thermodynamic and kinetic properties of complex multicomponent crystals

Monte Carlo techniques play a central role in statistical mechanics approaches that connect macroscopic thermodynamic and kinetic properties to the electronic structure of a material. This paper describes the implementation of Monte Carlo techniques for the study of multicomponent crystalline materials within the Clusters Approach to Statistical Mechanics (CASM) software suite, and demonstrates their use in model systems to calculate free energies and kinetic coefficients, study phase transitions, and construct phase diagrams from first principles. Many crystal structures are complex, with multiple sublattices occupied by differing sets of chemical species, along with the presence of vacancies or interstitial species. This imposes constraints on concentration variables, the form of thermodynamic potentials, and the values of kinetic transport coefficients. The framework used by CASM to formulate thermodynamic potentials and kinetic transport coefficients accounting for arbitrarily complex crystal structures is presented and demonstrated with examples of increasing complexity. Additionally, an overview of the capabilities of the CASM software specific to Monte Carlo methods is given, and a new CASM software package is introduced, casm-flow, which helps automate the setup, submission, management, and analysis of Monte Carlo simulations.

Cluster expansion↗

A modified Monte Carlo model for the ionospheric heating rates.

A Monte Carlo method is adopted as a basis for the derivation of the photoelectron-heat input into the ionospheric plasma. Since a great number of Monte Carlo runs are required normally for the computation of the heating rates, this approach is modified in an attempt to minimize the computation time. The heat-input distributions are computed for arbitrarily small source elements that are spaced apart at distances corresponding to the photoelectron dissipation range. By means of a nonlinear interpolation procedure their individual heating-rate distributions are utilized to produce synthetic ones that fill the gaps between the Monte Carlo generated distributions. By varying these gaps and the corresponding number of Monte Carlo runs the accuracy of the results is tested to verify the validity of this procedure. It is concluded that this model can reduce the computation time by as much as an order of magnitude, thus improving the feasibility of including Monte Carlo calculations in self-consistent ionosphere models.

Mayr, H. G.↗

Perception of numerical methods in rarefied gasdynamics

The relationships between various numerical methods applied to problems in rarefied gasdynamics are discussed, with emphasis on conflicting viewpoints and computational requirements associated with physical simulation versus the numerical solution of the Boltzmann equation. The basic differences between the molecular dynamics and direct simulation methods are shown to affect their applicability to dense and rarefied flows. Methods for the probabilistic selection of representative collision in the direct simulation Monte Carlo method are reviewed. A method combining the most desirable features of the earlier methods is presented.

Bird, G. A.↗

Convergence acceleration of Monte Carlo many-body perturbation methods by direct sampling

In the Monte Carlo many-body perturbation (MC-MP) method, the conventional correlation-correction formula, which is a long sum of products of low-dimensional integrals, is first recast into a short sum of high-dimensional integrals over electron-pair and imaginary-time coordinates. These high-dimensional integrals are then evaluated by the Monte Carlo method with random coordinates generated by the Metropolis–Hasting algorithm according to a suitable distribution. The latter algorithm, while advantageous in its ability to sample nearly any distribution, introduces autocorrelation in sampled coordinates, which in turn increases the statistical uncertainty of the integrals and thus the computational cost. It also involves wasteful rejected moves and an initial “burn-in” step as well as displays hysteresis. Here, an algorithm is proposed that directly produces a random sequence of electron-pair coordinates for the same distribution used in the MC-MP method, which is free from autocorrelation, rejected moves, a burn-in step, or hysteresis. Furthermore, this direct-sampling algorithm is shown to accelerate second- (MC-MP2) and third-order Monte Carlo many-body perturbation (MC-MP3) calculations by up to 222% and 38%, respectively.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification

Non-invasive simulations of coronary hemodynamics have improved clinical risk stratification and treatment outcomes for coronary artery disease, compared to relying on anatomical imaging alone. However, simulations typically use empirical approaches to distribute total coronary flow amongst the arteries in the coronary tree, which ignores patient variability, the presence of disease, and other clinical factors. Further, uncertainty in the clinical data often remains unaccounted for in the modeling pipeline. We present an end-to-end uncertainty-aware pipeline to (1) personalize coronary flow simulations by incorporating vessel-specific coronary flows as well as cardiac function; and (2) predict clinical and biomechanical quantities of interest with improved precision, while accounting for uncertainty in the clinical data. We assimilate patient-specific measurements of myocardial blood flow from clinical CT myocardial perfusion imaging to estimate branch-specific coronary artery flows. Simulated noise in the clinical data is used to estimate the joint posterior distributions of the model parameters using adaptive Markov Chain Monte Carlo sampling. Additionally, the posterior predictive distribution for the relevant quantities of interest is determined using a new approach combining multi-fidelity Monte Carlo estimation with non-linear, data-driven dimensionality reduction. This leads to improved correlations between high- and low-fidelity model outputs. Our framework accurately recapitulates clinically measured cardiac function as well as branch-specific coronary flows under measurement noise uncertainty. We observe substantial reductions in confidence intervals for estimated quantities of interest compared to single-fidelity Monte Carlo estimation and state-of-the-art multi-fidelity Monte Carlo methods. This holds especially true for quantities of interest that showed limited correlation between the low- and high-fidelity model predictions. In addition, the proposed multi-fidelity Monte Carlo estimators are significantly cheaper to compute than traditional estimators, under a specified confidence level or variance. The proposed pipeline for personalized and uncertainty-aware predictions of coronary hemodynamics is based on routine clinical measurements and recently developed techniques for CT myocardial perfusion imaging. The proposed pipeline offers significant improvements in precision and reduction in computational cost.

Bayesian parameter estimation↗

An improved method for uranium separation from urine for rapid bioassay by inductively coupled plasma mass spectrometry

Bioassay monitoring is an important capability for any facility that works with significant amounts of radioactive material. The speed at which these analyses can be made is critical in the event of a potential exposure. Here, we present a new method that facilitates the rapid separation of uranium from a urine matrix for assay and isotopic determination by inductively coupled plasma mass spectrometry. This method is validated with archived urine samples that were previously analyzed using established, more time consuming methods. The sources of uncertainty for uranium assay and isotopic measurements are modelled using the Monte Carlo method to better understand the precision and accuracy of this method at the limit of quantification.

38 RADIATION CHEMISTRY, RADIOCHEMISTRY, AND NUCLEA↗

Radiative interactions in chemically reacting compressible nozzle flows using Monte Carlo simulations

The two-dimensional spatially elliptic Navier-Stokes equations have been used to investigate the radiative interactions in chemically reacting compressible flows of premixed hydrogen and air in an expanding nozzle. The radiative heat transfer term in the energy equation is simulated using the Monte Carlo method (MCM). The nongray model employed is based on the statistical narrow band model with an exponential-tailed inverse intensity distribution. The spectral correlation has been considered in the Monte Carlo formulations. Results obtained demonstrate that the effect of radiation on the flow field is minimal but its effect on the wall heat transfer is significant. Extensive parametric studies are conducted to investigate the effects of equivalence ratio, wall temperature, inlet flow temperature, and the nozzle size on the radiative and conductive wall fluxes.

Liu, J.↗

Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

42 ENGINEERING↗

Assessing the difficulty of capturing the distribution function of neutrinos in neutron star merger simulations

The collision of two neutron stars is a rich source of information about nuclear physics. In particular, the kilonova signal following a merger can help us elucidate the role of neutron stars in nucleosynthesis, and informs us about the properties of matter above nuclear saturation. Approximate modeling of neutrinos remains an important limitation to our ability to make predictions for these observables. Part of the problem is the fermionic nature of neutrinos. By the exclusion principle, the expected value 𝑓 𝜈 for the number of neutrinos in a quantum state is at most 1. Any process producing neutrinos is suppressed by a blocking factor (1 −𝑓 𝜈 ). Recent simulations focused on neutrino physics mostly use a gray two-moment scheme to evolve neutrinos. This evolves integrals of 𝑓 𝜈 over momentum space, preventing direct calculations of blocking factors. Monte Carlo methods may be an attractive alternative, providing access to the full distribution of neutrinos. Their current implementation is, however, inadequate to estimate 𝑓 𝜈 : in our most recent simulations, a single Monte Carlo packet causes, in the worst cases, estimates of 𝑓 𝜈 to jump from 𝑓 𝜈 =0 to 𝑓 𝜈 ∼10 5 . While this is concerning, this brazen violation of the fermionic nature of neutrinos has been largely inconsequential, as the interactions used in simulations avoid direct calculations of 𝑓 𝜈 . We are, however, reaching a level of modeling at which this problem can no longer be ignored. Here, we discuss the relatively simple origin of this issue. We then show that very rough estimates of 𝑓 𝜈 can in theory be obtained in merger simulations, but that they will require a combination of unintuitive weighting schemes for Monte Carlo packets and smoothing of the neutrino distribution at coarser resolution than what the merger simulation uses.

79 ASTRONOMY AND ASTROPHYSICS↗

Power Grid Reliability Estimation via Adaptive Importance Sampling

Electricity production currently generates approximately 25% of greenhouse gas emissions in the USA. Thus, increasing the amount of renewable energy is a key step to carbon neutrality. However, integrating a large amount of fluctuating renewable generation is a significant challenge for power grid operating and planning. Grid reliability, i.e., an ability to meet operational constraints under power fluctuations, is probably the most important of them. In this letter, we propose computationally efficient and accurate methods to estimate the probability of line overflow, i.e., reliability constraints violation, under a known distribution of renewable energy generation. To this end, we investigate an importance sampling approach, a flexible extension of Monte-Carlo methods, which adaptively changes the sampling distribution to generate more samples near the reliability boundary. The approach allows to estimate overload probability in real-time based only on a few dozens of random samples, compared to thousands required by the plain Monte-Carlo. Our study focuses on high voltage direct current power transmission grids with linear reliability constraints on power injections and line currents. Herein, we propose a novel theoretically justified physics-informed adaptive importance sampling algorithm and compare its performance to state-of-the-art methods on multiple IEEE power grid test cases.

power system faults↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗