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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
NASA NTRS1972

Variance reduction in Monte Carlo analysis of rarefied gas diffusion

The present analysis uses the Monte Carlo method to solve the problem of rarefied diffusion between parallel walls. The diffusing molecules are evaporated or emitted from one of two parallel walls and diffused through another molecular species. The analysis treats the diffusing molecule as undergoing a Markov random walk and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs the expected Markov walk payoff is retained but its variance is reduced so that the M. C. result has a much smaller error.

Perlmutter, M.↗
NASA NTRS1972

Variance reduction in Monte Carlo analysis of rarefied gas diffusion.

The problem of rarefied diffusion between parallel walls is solved using the Monte Carlo method. The diffusing molecules are evaporated or emitted from one of the two parallel walls and diffuse through another molecular species. The Monte Carlo analysis treats the diffusing molecule as undergoing a Markov random walk, and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs, the expected Markov walk payoff is retained but its variance is reduced so that the Monte Carlo result has a much smaller error.

Perlmutter, M.↗
NASA NTRS1991

Reliability analysis of ceramic matrix composite laminates

At a macroscopic level, a composite lamina may be considered as a homogeneous orthotropic solid whose directional strengths are random variables. Incorporation of these random variable strengths into failure models, either interactive or non-interactive, allows for the evaluation of the lamina reliability under a given stress state. Using a non-interactive criterion for demonstration purposes, laminate reliabilities are calculated assuming previously established load sharing rules for the redistribution of load as the failure of laminae occur. The matrix cracking predicted by ACK theory is modeled to allow a loss of stiffness in the fiber direction. The subsequent failure in the fiber direction is controlled by a modified bundle theory. Results using this modified bundle model are compared with previous models which did not permit separate consideration of matrix cracking, as well as to results obtained from experimental data.

Thomas, David J.↗
NASA NTRS1992

Load redistribution considerations in the fracture of ceramic matrix composites

Using a macroscopic viewpoint, composite laminae are homogeneous orthotropic solids whose directional strengths are random variables. Incorporation of these random variable strengths into failure models, either interactive or noninteractive, allows for the evaluation of the lamina reliability under a given stress state. Using a noninteractive criterion for demonstration purposes, laminate reliabilities are calculated assuming previously established load sharing rules for the redistribution of load as the failure of laminae occur. The matrix cracking predicted by ACK theory is modeled to allow a loss of stiffness in the fiber direction. The subsequent failure in the fiber direction is controlled by a modified bundle theory. Results are compared with previous models which did not permit separate consideration of matrix cracking, as well as to results obtained from experimental data. The effects of variations from the ideal physical geometry which is normally used to depict the matrix cracking are also studied.

Thomas, David J.↗
NASA NTRS2008

Using an Informative Missing Data Model to Predict the Ability to Assess Recovery of Balance Control after Spaceflight

Astronauts show degraded balance control immediately after spaceflight. To assess this change, astronauts' ability to maintain a fixed stance under several challenging stimuli on a movable platform is quantified by "equilibrium" scores (EQs) on a scale of 0 to 100, where 100 represents perfect control (sway angle of 0) and 0 represents data loss where no sway angle is observed because the subject has to be restrained from falling. By comparing post- to pre-flight EQs for actual astronauts vs. controls, we built a classifier for deciding when an astronaut has recovered. Future diagnostic performance depends both on the sampling distribution of the classifier as well as the distribution of its input data. Taking this into consideration, we constructed a predictive ROC by simulation after modeling P(EQ = 0) in terms of a latent EQ-like beta-distributed random variable with random effects.

Feiveson, Alan H.↗
NASA NTRS1976

A technique for generating correlated X-band weather degradation statistics

It is, known that the X-band noise temperature of DSN receivers can go up from 20 K to over 100 K or more, if the air is heavily laden with water vapor, although that is an uncommon occurrence. It is proposed that the DSN furnish flight projects relying on X-band degradation models, one for each DSN Complex. Such models would be in the form of a random process generator, say in an MBASIC program, that would permit the project to generate X-band degradation data with the right autocorrelations for periods of interest to the Projects. The autocorrelation modeling is especially important because bursts of degradation lasting several days can affect data storage and mission sequence design strategy. One approach which works if the degradation statistics obey a half-gaussian law. That is, the random variables are formed by taking the absolute values of another set of random variables, themselves having a Gaussian distribution. The technique then permits the half-gaussian random variables to have given one and two-step correlation coefficients.

Posner, E. C.↗
NASA NTRS1971

Reward and uncertainty in exploration programs

A set of variables which are crucial to the economic outcome of petroleum exploration are discussed. These are treated as random variables; the values they assume indicate the number of successes that occur in a drilling program and determine, for a particular discovery, the unit production cost and net economic return if that reservoir is developed. In specifying the joint probability law for those variables, extreme and probably unrealistic assumptions are made. In particular, the different random variables are assumed to be independently distributed. Using postulated probability functions and specified parameters, values are generated for selected random variables, such as reservoir size. From this set of values the economic magnitudes of interest, net return and unit production cost are computed. This constitutes a single trial, and the procedure is repeated many times. The resulting histograms approximate the probability density functions of the variables which describe the economic outcomes of an exploratory drilling program.

Kaufman, G. M.↗
NASA NTRS1983

Spline approximation of quantile functions

The study reported here explored the development and utility of a spline representation of the sample quantile function of a continuous probability distribution in providing a functional description of a random sample and a method of generating random variables. With a spline representation, the random samples are generated by transforming a sample of uniform random variables to the interval of interest. This is useful, for example, in simulation studies in which a random sample represents the only known information about the distribution. The spline formulation considered here consists of a linear combination of cubic basis splines (B-splines) fit in a least squares sense to the sample quantile function using equally spaced knots. The following discussion is presented in five parts. The first section highlights major results realized from the study. The second section further details the results obtained. The methodology used is described in the third section, followed by a brief discussion of previous research on quantile functions. Finally, the results of the study are evaluated.

Schiess, J. R.↗
NASA NTRS1988

Probabilistic structural analysis computer code (NESSUS)

Probabilistic structural analysis has been developed to analyze the effects of fluctuating loads, variable material properties, and uncertain analytical models especially for high performance structures such as SSME turbopump blades. The computer code NESSUS (Numerical Evaluation of Stochastic Structure Under Stress) was developed to serve as a primary computation tool for the characterization of the probabilistic structural response due to the stochastic environments by statistical description. The code consists of three major modules NESSUS/PRE, NESSUS/FEM, and NESSUS/FPI. NESSUS/PRE is a preprocessor which decomposes the spatially correlated random variables into a set of uncorrelated random variables using a modal analysis method. NESSUS/FEM is a finite element module which provides structural sensitivities to all the random variables considered. NESSUS/FPI is Fast Probability Integration method by which a cumulative distribution function or a probability density function is calculated.

Shiao, Michael C.↗
NASA NTRS1995

A Probabilistic Design Method Applied to Smart Composite Structures

A probabilistic design method is described and demonstrated using a smart composite wing. Probabilistic structural design incorporates naturally occurring uncertainties including those in constituent (fiber/matrix) material properties, fabrication variables, structure geometry and control-related parameters. Probabilistic sensitivity factors are computed to identify those parameters that have a great influence on a specific structural reliability. Two performance criteria are used to demonstrate this design methodology. The first criterion requires that the actuated angle at the wing tip be bounded by upper and lower limits at a specified reliability. The second criterion requires that the probability of ply damage due to random impact load be smaller than an assigned value. When the relationship between reliability improvement and the sensitivity factors is assessed, the results show that a reduction in the scatter of the random variable with the largest sensitivity factor (absolute value) provides the lowest failure probability. An increase in the mean of the random variable with a negative sensitivity factor will reduce the failure probability. Therefore, the design can be improved by controlling or selecting distribution parameters associated with random variables. This can be implemented during the manufacturing process to obtain maximum benefit with minimum alterations.

Shiao, Michael C.↗
NASA NTRS2004

Probability Distribution Estimated From the Minimum, Maximum, and Most Likely Values: Applied to Turbine Inlet Temperature Uncertainty

Modern engineering design practices are tending more toward the treatment of design parameters as random variables as opposed to fixed, or deterministic, values. The probabilistic design approach attempts to account for the uncertainty in design parameters by representing them as a distribution of values rather than as a single value. The motivations for this effort include preventing excessive overdesign as well as assessing and assuring reliability, both of which are important for aerospace applications. However, the determination of the probability distribution is a fundamental problem in reliability analysis. A random variable is often defined by the parameters of the theoretical distribution function that gives the best fit to experimental data. In many cases the distribution must be assumed from very limited information or data. Often the types of information that are available or reasonably estimated are the minimum, maximum, and most likely values of the design parameter. For these situations the beta distribution model is very convenient because the parameters that define the distribution can be easily determined from these three pieces of information. Widely used in the field of operations research, the beta model is very flexible and is also useful for estimating the mean and standard deviation of a random variable given only the aforementioned three values. However, an assumption is required to determine the four parameters of the beta distribution from only these three pieces of information (some of the more common distributions, like the normal, lognormal, gamma, and Weibull distributions, have two or three parameters). The conventional method assumes that the standard deviation is a certain fraction of the range. The beta parameters are then determined by solving a set of equations simultaneously. A new method developed in-house at the NASA Glenn Research Center assumes a value for one of the beta shape parameters based on an analogy with the normal distribution (ref.1). This new approach allows for a very simple and direct algebraic solution without restricting the standard deviation. The beta parameters obtained by the new method are comparable to the conventional method (and identical when the distribution is symmetrical). However, the proposed method generally produces a less peaked distribution with a slightly larger standard deviation (up to 7 percent) than the conventional method in cases where the distribution is asymmetric or skewed. The beta distribution model has now been implemented into the Fast Probability Integration (FPI) module used in the NESSUS computer code for probabilistic analyses of structures (ref. 2).

Holland, Frederic A., Jr.↗
NASA NTRS2003

Reliability Sensitivity Analysis and Design Optimization of Composite Structures Based on Response Surface Methodology

This report discusses the development and application of two alternative strategies in the form of global and sequential local response surface (RS) techniques for the solution of reliability-based optimization (RBO) problems. The problem of a thin-walled composite circular cylinder under axial buckling instability is used as a demonstrative example. In this case, the global technique uses a single second-order RS model to estimate the axial buckling load over the entire feasible design space (FDS) whereas the local technique uses multiple first-order RS models with each applied to a small subregion of FDS. Alternative methods for the calculation of unknown coefficients in each RS model are explored prior to the solution of the optimization problem. The example RBO problem is formulated as a function of 23 uncorrelated random variables that include material properties, thickness and orientation angle of each ply, cylinder diameter and length, as well as the applied load. The mean values of the 8 ply thicknesses are treated as independent design variables. While the coefficients of variation of all random variables are held fixed, the standard deviations of ply thicknesses can vary during the optimization process as a result of changes in the design variables. The structural reliability analysis is based on the first-order reliability method with reliability index treated as the design constraint. In addition to the probabilistic sensitivity analysis of reliability index, the results of the RBO problem are presented for different combinations of cylinder length and diameter and laminate ply patterns. The two strategies are found to produce similar results in terms of accuracy with the sequential local RS technique having a considerably better computational efficiency.

Rais-Rohani, Masoud↗
DOE OSTI2024

UNDERSTANDING THE SEMI-PROBABILISTIC APPROACHES IN STRUCTURAL RELIABILITY USED TO SET DESIGN RELIABILITY TARGETS FOR GRAPHITE COMPONENTS USING ASME BPVC METHODS

Graphite is a quasi-brittle material, resulting in random variability in tensile strength distributions. To account for the random variability in strength, HHA-3000 of the ASME BPVC provides two semi-probabilistic methods for qualifying nuclear graphite components in the design stage, the simplified and full assessments. The full and simplified assessments apply statistical methods to engineering-based design problems. This is often referred to as reliability-based design. Reliability-based design (RBD) is a method to develop reliable designs by accounting for uncertainties and result in small chances of failure when also considering safety factors. RBDs provide reliability targets using semi-probabilistic approaches. RBD is implemented in ASME BPVC HHA-3000 for nuclear graphite components, but is not specific to that application. There has been much confusion around the methods implemented in ASME BPVC HHA-3000 for qualifying nuclear graphite components. To address the confusion, this paper takes a hierarchical approach. First, the general RBD framework is presented. Then, the semi-probabilistic methods and the underlying assumptions implemented in the assessments are presented. The semi-probabilistic methods are separated from the engineering modifications that have been made to the assessments. After building the framework and underlying assumptions, the specific methods in the full and simplified assessments are explained in three steps: inputs, methods, outputs. The methods are applied to an H-451 reflector block. Tensile strength properties for other graphite grades are provided.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
NASA NTRS1974

Design of state-feedback controllers including sensitivity reduction, with applications to precision pointing

The design procedure of feedback controllers was described and the considerations for the selection of the design parameters were given. The frequency domain properties of single-input single-output systems using state feedback controllers are analyzed, and desirable phase and gain margin properties are demonstrated. Special consideration is given to the design of controllers for tracking systems, especially those designed to track polynomial commands. As an example, a controller was designed for a tracking telescope with a polynomial tracking requirement and some special features such as actuator saturation and multiple measurements, one of which is sampled. The resulting system has a tracking performance comparing favorably with a much more complicated digital aided tracker. The parameter sensitivity reduction was treated by considering the variable parameters as random variables. A performance index is defined as a weighted sum of the state and control convariances that sum from both the random system disturbances and the parameter uncertainties, and is minimized numerically by adjusting a set of free parameters.

Hadass, Z.↗
NASA NTRS1973

The beta distribution: A statistical model for world cloud cover

Much work has been performed in developing empirical global cloud cover models. This investigation was made to determine an underlying theoretical statistical distribution to represent worldwide cloud cover. The beta distribution with probability density function is given to represent the variability of this random variable. It is shown that the beta distribution possesses the versatile statistical characteristics necessary to assume the wide variety of shapes exhibited by cloud cover. A total of 160 representative empirical cloud cover distributions were investigated and the conclusion was reached that this study provides sufficient statical evidence to accept the beta probability distribution as the underlying model for world cloud cover.

Falls, L. W.↗
NASA NTRS1987

Simulation Of Research And Development Projects

Measures of preference for alternative project plans calculated. Simulation of Research and Development Projects (SIMRAND) program aids in optimal allocation of research and development resources needed to achieve project goals. Models system subsets or project tasks as various network paths to final goal. Each path described in terms of such task variables as cost per hour, cost per unit, and availability of resources. Uncertainty incorporated by treating task variables as probabilistic random variables. Written in Microsoft FORTRAN 77.

Miles, Ralph F.↗
NASA NTRS1994

The sensitivity of tropospheric chemistry to cloud interactions

Clouds, although only occupying a relatively small fraction of the troposphere volume, can have a substantial impact on the chemistry of the troposphere. In newly formed clouds, or in clouds with air rapidly flowing through, the chemistry is expected to be far more active than in aged clouds with stagnant air. Thus, frequent cycling of air through shortlived clouds, i.e. cumulus clouds, is likely to be a much more efficient media for altering the composition of the atmosphere than an extensive cloud cover i.e. frontal cloud systems. The impact of clouds is tested out in a 2-D channel model encircling the globe in a latitudinal belt from 30 to 60 deg N. The model contains a detailed gas phase chemistry. In addition physiochemical interactions between the gas and aqueous phases are included. For species as H2O2, CH2O, O3, and SO2, Henry's law equilibria are assumed, whereas HNO3 and H2SO4 are regarded as completed dissolved in the aqueous phase. Absorption of HO2 and OH is assumed to be mass-transport limited. The chemistry of the aqueous phase is characterized by rapid cycling of odd hydrogen, (H2O2, HO2, and OH). O2(-) (produced through dissociation of HO2) reacting with dissolved O3 is a major source of OH in the aqueous phase. This reaction can be a significant sink for O3 in the troposphere. In the interstitial cloud air, odd hydrogen is depleted, whereas NO(x) remains in the gas phase, thus reducing ozone production due to the reaction between NO and HO2. Our calculations give markedly lower ozone levels when cloud interactions are included. This may in part explain the overpredictions of ozone levels often experienced in models neglecting cloud chemical interactions. In the present study, the existence of clouds, cloud types, and their lifetimes are modeled as pseudo random variables. Such pseudo random sequences are in reality deterministic and may, given the same starting values, be reproduced. The effects of cloud interactions on the overall chemistry of the troposphere are discussed. In particular, tests are performed to determine the sensitivity of cloud frequencies and cloud types.

Jonson, Jan E.↗