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NASA NTRSDate not supplied

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↗

NASA NTRS2022

Framework for Estimating Performance and Associated Uncertainty for Modified Aircraft Configurations

Flight testing has been the historical standard for determining aircraft airworthiness. However, increases in the cost of flight testing and the accuracy of inexpensive CFD encourage the adoption of certification by analysis to reduce or replace flight testing. A framework is introduced to predict the performance in the special case of a modification to an existing, previously certified aircraft. This framework uses a combination of existing flight tests or high fidelity data of the original aircraft as well as lower fidelity data from CFD or wind tunnel testing of the original and modified configurations to create 6-DOF flight dynamics models. Two methods are presented which generate an updated flight dynamics model and estimate the model form uncertainty for the modified aircraft configuration using knowledge of the original aircraft. This updated dynamics model and uncertainty estimate are then used to conduct non-deterministic simulations with wind turbulence included. The framework is applied to an example aircraft system to demonstrate the ability to predict the performance and associated model from the uncertainty of modified aircraft configurations.

uncertainty quantification↗

NASA NTRS2023

Insights on the Vulnerability of Antarctic Glaciers From the ISMIP6 Ice Sheet Model Ensemble and Associated Uncertainty

The Antarctic Ice Sheet represents the largest source of uncertainty in future sea level rise projections, with a contribution to sea level by 2100 ranging from −5 to 43 cm of sea level equivalent under high carbon emission scenarios estimated by the recent Ice Sheet Model Intercomparison for CMIP6 (ISMIP6). ISMIP6 highlighted the different behaviors of the East and West Antarctic ice sheets, as well as the possible role of increased surface mass balance in offsetting the dynamic ice loss in response to changing oceanic conditions in ice shelf cavities. However, the detailed contribution of individual glaciers, as well as the partitioning of uncertainty associated with this ensemble, have not yet been investigated. Here, we analyze the ISMIP6 results for high carbon emission scenarios, focusing on key glaciers around the Antarctic Ice Sheet, and we quantify their projected dynamic mass loss, defined here as mass loss through increased ice discharge into the ocean in response to changing oceanic conditions. We highlight glaciers contributing the most to sea level rise, as well as their vulnerability to changes in oceanic conditions. We then investigate the different sources of uncertainty and their relative role in projections, for the entire continent and for key individual glaciers. We show that, in addition to Thwaites and Pine Island glaciers in West Antarctica, Totten and Moscow University glaciers in East Antarctica present comparable future dynamic mass loss and high sensitivity to ice shelf basal melt. The overall uncertainty in additional dynamic mass loss in response to changing oceanic conditions, compared to a scenario with constant oceanic conditions, is dominated by the choice of ice sheet model, accounting for 52 % of the total uncertainty of the Antarctic dynamic mass loss in 2100. Its relative role for the most dynamic glaciers varies between 14 % for MacAyeal and Whillans ice streams and 56 % for Pine Island Glacier at the end of the century. The uncertainty associated with the choice of climate model increases over time and reaches 13 % of the uncertainty by 2100 for the Antarctic Ice Sheet but varies between 4 % for Thwaites Glacier and 53 % for Whillans Ice Stream. The uncertainty associated with the ice–climate interaction, which captures different treatments of oceanic forcings such as the choice of melt parameterization, its calibration, and simulated ice shelf geometries, accounts for 22 % of the uncertainty at the ice sheet scale but reaches 36 % and 39 % for Institute Ice Stream and Thwaites Glacier, respectively, by 2100. Overall, this study helps inform future research by highlighting the sectors of the ice sheet most vulnerable to oceanic warming over the 21st century and by quantifying the main sources of uncertainty.

Hélène Seroussi↗

NASA NTRS2018

Reliability Analysis in the Presence of Aleatory Uncertainty

This paper proposes a method for modeling a system’s response using data. In contrast to approaches that identify a limit state function, we focus on the case in which not all uncertain parameters affecting the response are observable and the measured response is corrupted by noise. To this end, the system response is not characterized by a limit state function but instead by a Random Predictor Model (RPM) having a nonparametric structure. Consequently, the resulting failure probability is not a scalar but a random variable. This variable accounts for the aleatory contributions of the model-form uncertainty and the measurement noise into the response. Furthermore, we propose a framework that enables trading off the predicted range of failure probabilities resulting from such an analysis with a measure of risk. In this context, risk is the percentage of all predicted outcomes the analyst is willing to ignore. The reliability analysis of an aeroelastic structure subject to flutter is used to illustrate the ideas proposed.

Crespo, L. G.↗

NASA NTRS2019

Uncertainty Quantification of a Rotorcraft Conceptual Sizing Toolsuite

A computational framework to support the quantification of system uncertainties and sensitivities for rotorcraft applications is presented using the NASA Design and Analysis of Rotorcraft (NDARC) conceptual sizing tool. A 90 passenger conceptual tiltrotor configuration was used for case demonstration in the modeling of uncertainties in NDARCs emission module. A non-intrusive forward propagation uncertainty quantification approach was applied to ensemble simulations using a Monte Carlo methodology with stratified Latin hypercube sampling. An off-the-shelf software, DAKOTA, which supports trade studies and design space exploration, including optimization, surrogate modeling and uncertainty analysis was used to address the research goals. A toolsuite was further developed incorporating DAKOTA with automated design processes and methods using function wrappers to execute program routines including support for data post-processing. Uncertainties in rotorcraft emissions modeling using the Average Temperature Response metric for a set mission profile were studied. It was shown that for the current study, using the base-line best estimate modeling parameters for the Average Temperature Response metric, NDARC under-estimates the effects of emissions when compared with results from Monte Carlo simulations. A global sensitivity analysis was further undertaken to quantify the contribution of the various emission species on output sensitivity, hence uncertainty. The work demonstrates that the developed toolsuite is robust and will support the quantification of system uncertainties and sensitivities in future rotorcraft design efforts.

Rotorcraft↗

NASA NTRS2022

Low-Earth Orbit Trajectory Optimization in the Presence of Atmospheric Uncertainty

The previous 20 to 25 years have seen a tremendous increase in space exploration, and with that an increase in the level of logistics planning needed to ensure mission success. For spacecraft that are designed to be periodically re-supplied, a key logistics consumable is propellant, as it constitutes the greatest up-mass on re-supply vehicles. A trajectory design strategy is therefore desired that minimizes propellant usage in order to ease the demand for propellant re-supply missions. This thesis develops such a strategy in three stages, and uses the International Space Station (ISS) as its testbed, as no other LEO spacecraft is more challenging from a space logistics standpoint. First, the ISS trajectory planning problem is formulated as a constrained burn optimization problem assuming a deterministic atmosphere. The cost function is total ∆v, with constraints imposed on longitude of ascending viii node (LAN) and semi-major axis (SMA) altitude. Analytic derivatives are constructed for both the cost and constraints, which are necessary given the 6-week to 2-year time frames being considered. A gradient-based optimizer is then utilized to find locally-optimal solutions to real-world ISS trajectory planning problems. Second, atmospheric uncertainty is addressed by constructing a probabilistic model of space weather data using Gaussian Processes (GPs). Bayesian inference is performed using the GP model to generate mean and covariance estimates for space weather predictions, whose pedigree is assessed against test data. The predictions are then mapped into atmospheric density via the analytic Jacchia-Roberts density model, and the effect of space weather uncertainty on orbital lifetime is examined. Third, an ISS burn execution uncertainty model is developed. This model, along with the space weather uncertainty model, are deployed in a linear covariance analysis to ascertain their combined effect on LAN and SMA altitude dispersions. The deterministic constraints from the original problem are re-formulated as stochastic constraints, where now the constraint uncertainty interval is required to fall within specified bounds. An updated optimization framework is constructed using the original ∆v cost function along with the stochastic constraints to solve the trajectory optimization problem under atmospheric uncertainty. Finally, the complete architecture is summarized for deployment in an operational setting.

Trajectory Optimization↗

NASA NTRS1989

Uncertainty estimates in geomagnetic field modeling

This paper presents an extension of the conventional uncertainty analysis which characterizes the sources of uncertainty in the coefficients of the geomagnetic field models. The new formalism accounts for the systematic errors introduced by the omission of such sources as the presence of crustal fields, the external fields, and the field from the truncated terms. The usefulness of this formalism depends on two critical conditions. The first of these is the knowledge of the statistical properties of the fields whose parameters are not solved in the analysis, i.e., the crustal field and the external field. The second critical point in the practical use of the method is the approximation used for the weight matrix.

Langel, R. A.↗

NASA NTRSDate not supplied

Variational Coupled Loads Analysis using the Hybrid Parametric Variation Method

Time-domain coupled loads analysis (CLA)is used to determine the response of a launch vehicle and payload system to transient forces, such as liftoff, engine ignitions and shutdowns, jettison events, and atmospheric flight loads, such as buffet. CLA, using Hurty/Craig-Bampton (HCB)component models, is the accepted method for the establishment of design-level loads for launch systems. However, uncertainty in the component models flows into uncertainty in predicted system results. Uncertainty in the structural responses during launch is a significant concern because small variations in launch vehicle and payload mode shapes and their interactions can result in significant variations in system loads. Uncertainty quantification (UQ)is used to determine statistical bounds on prediction accuracy based on model uncertainty. In this paper uncertainty is treated at the HCB component-model level. In an effort to account for model uncertainties and statistically bound their effect on CLA predictions, this work combines CLA with UQ in a process termed variational coupled loads analysis (VCLA). The modeling of uncertainty using a parametric approach, in which input parameters are represented by random variables, is common, but its major drawback is the resulting uncertainty is limited to the form of the nominal model. Uncertainty in model form is one of the biggest contributors to uncertainty in complex built-up structures. Model-form uncertainty can be represented using a nonparametric approach based on random matrix theory (RMT). In this work, UQ is performed using the hybrid parametric variation (HPV)method, which combines parametric with nonparametric uncertainty at the HCB component model level. The HPV method requires the selection of dispersion values for the HCB fixed-interface (FI)eigenvalues, and the HCB mass and stiffness matrices. The dispersions are based upon component test-analysis modal correlation results. During VCLA, random component models are assembled into an ensemble of random systems using a Monte Carlo (MC)approach. CLA is applied to each of the ensemble members to produce an ensemble of system-level responses for statistical analysis. The proposed methodology is demonstrated through its application to a buffet loads analysis of NASA’s Space Launch System (SLS)during the transonic regime fifty seconds after liftoff. Core stage (CS)section shears and moments are recovered, and statistics are computed.

Uncertainty Quantification↗

NASA NTRS1977

Monte Carlo analysis of uncertainty propagation in a stratospheric model. 1: Development of a concise stratospheric model

A concise model has been developed to analyze uncertainties in stratospheric perturbations, yet uses a minimum of computer time and is complete enough to represent the results of more complex models. The steady state model applies iteration to achieve coupling between interacting species. The species are determined from diffusion equations with appropriate sources and sinks. Diurnal effects due to chlorine nitrate formation are accounted for by analytic approximation. The model has been used to evaluate steady state perturbations due to injections of chlorine and NO(X).

Rundel, R. D.↗

NASA NTRS2011

Detailed Uncertainty Analysis of the Ares I A106 Liftoff/Transition Database

The Ares I A106 Liftoff/Transition Force and Moment Aerodynamics Database describes the aerodynamics of the Ares I Crew Launch Vehicle (CLV) from the moment of liftoff through the transition from high to low total angles of attack at low subsonic Mach numbers. The database includes uncertainty estimates that were developed using a detailed uncertainty quantification procedure. The Ares I Aerodynamics Panel developed both the database and the uncertainties from wind tunnel test data acquired in the NASA Langley Research Center s 14- by 22-Foot Subsonic Wind Tunnel Test 591 using a 1.75 percent scale model of the Ares I and the tower assembly. The uncertainty modeling contains three primary uncertainty sources: experimental uncertainty, database modeling uncertainty, and database query interpolation uncertainty. The final database and uncertainty model represent a significant improvement in the quality of the aerodynamic predictions for this regime of flight over the estimates previously used by the Ares Project. The maximum possible aerodynamic force pushing the vehicle towards the launch tower assembly in a dispersed case using this database saw a 40 percent reduction from the worst-case scenario in previously released data for Ares I.

Hanke, Jeremy L.↗

NASA NTRS2023

Efficient Calibration of Expensive Computational Models

Accounting for uncertainty when calibrating expensive computational models is a common challenge faced by scientists and engineers. Often Bayesian techniques are adopted to estimate a probability density function over the model parameters given noisy empirical data. The methods used to perform this type of probabilistic calibration are computationally prohibitive in that they require a large number of evaluations of the expensive model. In these cases, surrogate modeling -- that is, using a fast-to-evaluate, lower fidelity stand-in for the original computational model -- may be the only option to alleviate this computational burden. However, the upfront cost of generating training data to build a surrogate model can itself be expensive. As such, it is important to be judicious when selecting training points at which the full-fidelity model is evaluated. Here, an active learning approach is proposed that enables efficient selection of training points using approximate samples of the calibrated parameter probability density function. In this way, the training points can be concentrated in regions where the calibration algorithm requires high model accuracy.

active learning↗

NASA NTRS2016

Probabilistic Prognosis of Non-Planar Fatigue Crack Growth

Quantifying the uncertainty in model parameters for the purpose of damage prognosis can be accomplished utilizing Bayesian inference and damage diagnosis data from sources such as non-destructive evaluation or structural health monitoring. The number of samples required to solve the Bayesian inverse problem through common sampling techniques (e.g., Markov chain Monte Carlo) renders high-fidelity finite element-based damage growth models unusable due to prohibitive computation times. However, these types of models are often the only option when attempting to model complex damage growth in real-world structures. Here, a recently developed high-fidelity crack growth model is used which, when compared to finite element-based modeling, has demonstrated reductions in computation times of three orders of magnitude through the use of surrogate models and machine learning. The model is flexible in that only the expensive computation of the crack driving forces is replaced by the surrogate models, leaving the remaining parameters accessible for uncertainty quantification. A probabilistic prognosis framework incorporating this model is developed and demonstrated for non-planar crack growth in a modified, edge-notched, aluminum tensile specimen. Predictions of remaining useful life are made over time for five updates of the damage diagnosis data, and prognostic metrics are utilized to evaluate the performance of the prognostic framework. Challenges specific to the probabilistic prognosis of non-planar fatigue crack growth are highlighted and discussed in the context of the experimental results.

Leser, Patrick E.↗

NASA NTRS1993

Estimating risk for earth-satellite attenuation prediction

Annual cumulative distributions of attenuation measurements and of rain-rate measurements were obtained from several locations in Europe and the United States. They were analyzed to estimate the year-to-year variability to be associated with a prediction of the expected cumulative distribution. Two models were constructed to estimate variability, an ad hoc model that summarized a number of observations when compared to model predictions and a probabilistic model that applied the ideas of order statistics to the prediction problem when the number of independent attenuation or rain-rate events in a sample year could be estimated. Based on these models, the statistical uncertainty in a model prediction may be estimated. The estimation procedure also provides an answer to the question of the number of years of observation needed to provide an estimate of the empirical distribution with a specified statistical uncertainty.

Crane, Robert K.↗

NASA NTRS2014

Interval Predictor Models with a Formal Characterization of Uncertainty and Reliability

This paper develops techniques for constructing empirical predictor models based on observations. By contrast to standard models, which yield a single predicted output at each value of the model's inputs, Interval Predictors Models (IPM) yield an interval into which the unobserved output is predicted to fall. The IPMs proposed prescribe the output as an interval valued function of the model's inputs, render a formal description of both the uncertainty in the model's parameters and of the spread in the predicted output. Uncertainty is prescribed as a hyper-rectangular set in the space of model's parameters. The propagation of this set through the empirical model yields a range of outputs of minimal spread containing all (or, depending on the formulation, most) of the observations. Optimization-based strategies for calculating IPMs and eliminating the effects of outliers are proposed. Outliers are identified by evaluating the extent by which they degrade the tightness of the prediction. This evaluation can be carried out while the IPM is calculated. When the data satisfies mild stochastic assumptions, and the optimization program used for calculating the IPM is convex (or, when its solution coincides with the solution to an auxiliary convex program), the model's reliability (that is, the probability that a future observation would be within the predicted range of outputs) can be bounded rigorously by a non-asymptotic formula.

Crespo, Luis G.↗

NASA NTRS2005

Instrument Drift Uncertainties and the Long-Term TOMS/SBUV Total Ozone Record

Long-term climate records from satellites are often constructed from the measurements of a sequence of instruments launched at different times. Each of these instruments is calibrated prior to launch. After launch they are subjected to potential offsets and slow drifts in calibration. We illustrate these issues in the construction of a merged total ozone record from two TOMS and three SBUV instruments. This record extends from late 1978 through the present. The question is "How good are these records?". We have examined the uncertainty in determining the relative calibration of two instruments during an overlap period in their measurements. When comparing a TOMS instrument, such as that on Nimbus 7, with an SBUV instrument, also on Nimbus 7, we find systematic differences and random differences. We have combined these findings with estimates of individual instrument drift into a monte- carlo uncertainty propagation model. We estimate an instrument drift uncertainty of a little larger than 1 percent per decade over the 25-year history of the TOMS/SBUV measurements. We make an independent estimate of the drift uncertainty in the ground-based network of total ozone measurements and find it to be of similar, but slightly smaller magnitude. The implications of these uncertainties for trend and recovery determination will be discussed.

Solarski, Richard S.↗

NASA NTRS2005

An Improved Analysis of Forest Carbon Dynamics using Data Assimilation

There are two broad approaches to quantifying landscape C dynamics - by measuring changes in C stocks over time, or by measuring fluxes of C directly. However, these data may be patchy, and have gaps or biases. An alternative approach to generating C budgets has been to use process-based models, constructed to simulate the key processes involved in C exchange. However, the process of model building is arguably subjective, and parameters may be poorly defined. This paper demonstrates why data assimilation (DA) techniques - which combine stock and flux observations with a dynamic model - improve estimates of, and provide insights into, ecosystem carbon (C) exchanges. We use an ensemble Kalman filter (EnKF) to link a series of measurements with a simple box model of C transformations. Measurements were collected at a young ponderosa pine stand in central Oregon over a 3-year period, and include eddy flux and soil C02 efflux data, litterfall collections, stem surveys, root and soil cores, and leaf area index data. The simple C model is a mass balance model with nine unknown parameters, tracking changes in C storage among five pools; foliar, wood and fine root pools in vegetation, and also fresh litter and soil organic matter (SOM) plus coarse woody debris pools. We nested the EnKF within an optimization routine to generate estimates from the data of the unknown parameters and the five initial conditions for the pools. The efficacy of the DA process can be judged by comparing the probability distributions of estimates produced with the EnKF analysis vs. those produced with reduced data or model alone. Using the model alone, estimated net ecosystem exchange of C (NEE)= -251 f 197g Cm-2 over the 3 years, compared with an estimate of -419 f 29gCm-2 when all observations were assimilated into the model. The uncertainty on daily measurements of NEE via eddy fluxes was estimated at 0.5gCm-2 day-1, but the uncertainty on assimilated estimates averaged 0.47 g Cm-2 day-1, and only exceeded 0.5gC m-2 day-1 on days where neither eddy flux nor soil efflux data were available. In generating C budgets, the assimilation process reduced the uncertainties associated with using data or model alone and the forecasts of NEE were statistically unbiased estimates. The results of the analysis emphasize the importance of time series as constraints. Occasional, rare measurements of stocks have limited use in constraining the estimates of other components of the C cycle. Long time series are particularly crucial for improving the analysis of pools with long time constants, such as SOM, woody biomass, and woody debris. Long-running forest stem surveys, and tree ring data, offer a rich resource that could be assimilated to provide an important constraint on C cycling of slow pools. For extending estimates of NEE across regions, DA can play a further important role, by assimilating remote-sensing data into the analysis of C cycles. We show, via sensitivity analysis, how assimilating an estimate of photosynthesis - which might be provided indirectly by remotely sensed data - improves the analysis of NEE.

Williams, Mathew↗

NASA NTRS2014

Stardust Interstellar Preliminary Examination X: Impact Speeds and Directions of Interstellar Grains on the Stardust Dust Collector

On the basis of an interstellar dust model compatible with Ulysses and Galileo observations, we calculate and predict the trajectories of interstellar dust (ISD) in the solar system and the distribution of the impact speeds, directions, and flux of ISD particles on the Stardust Interstellar Dust Collector during the two collection periods of the mission. We find that the expected impact velocities are generally low (less than 10 km per second) for particles with the ratio of the solar radiation pressure force to the solar gravitational force beta greater than 1, and that some of the particles will impact on the cometary side of the collector. If we assume astronomical silicates for particle material and a density of 2 grams per cubic centimeter, and use the Ulysses measurements and the ISD trajectory simulations, we conclude that the total number of (detectable) captured ISD particles may be on the order of 50. In companion papers in this volume, we report the discovery of three interstellar dust candidates in the Stardust aerogel tiles. The impact directions and speeds of these candidates are consistent with those calculated from our ISD propagation model, within the uncertainties of the model and of the observations.

interstellar↗

NASA NTRS2017

Modeling the Relationship Between Porosity and Permeability During Oxidation of Ablative Materials

The ablative materials used in thermal protection systems (TPS) undergo oxidation during atmospheric entry which leads to an in-depth change in both permeability and porosity. These properties have a significant affect on heat transfer in a TPS during entry. X-ray micro-tomography has provided 3D images capturing the micro-structure of TPS materials. In this study, we use micro-tomography based simulations to create high-fidelity models relating permeability to porosity during oxidation of FiberForm, the carbon fiber preform of the Phenolic Impregnated Carbon Ablator (PICA) often used as a TPS material. The goal of this study is to inform full-scale models and reduce uncertainty in TPS modeling.

Ablativ↗