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At least 73 records · Page 4

Robustness-Based Design Optimization Under Data Uncertainty

This paper proposes formulations and algorithms for design optimization under both aleatory (i.e., natural or physical variability) and epistemic uncertainty (i.e., imprecise probabilistic information), from the perspective of system robustness. The proposed formulations deal with epistemic uncertainty arising from both sparse and interval data without any assumption about the probability distributions of the random variables. A decoupled approach is proposed in this paper to un-nest the robustness-based design from the analysis of non-design epistemic variables to achieve computational efficiency. The proposed methods are illustrated for the upper stage design problem of a two-stage-to-orbit (TSTO) vehicle, where the information on the random design inputs are only available as sparse point and/or interval data. As collecting more data reduces uncertainty but increases cost, the effect of sample size on the optimality and robustness of the solution is also studied. A method is developed to determine the optimal sample size for sparse point data that leads to the solutions of the design problem that are least sensitive to variations in the input random variables.

Zaman, Kais↗

Shuttle program: Ground tracking data program document shuttle OFT launch/landing

The equations for processing ground tracking data during a space shuttle ascent or entry, or any nonfree flight phase of a shuttle mission are given. The resulting computer program processes data from up to three stations simultaneously: C-band station number 1; C-band station number 2; and an S-band station. The C-band data consists of range, azimuth, and elevation angle measurements. The S-band data consists of range, two angles, and integrated Doppler data in the form of cycle counts. A nineteen element state vector is used in Kalman filter to process the measurements. The acceleration components of the shuttle are taken to be independent exponentially-correlated random variables. Nine elements of the state vector are the measurement bias errors associated with range and two angles for each tracking station. The biases are all modeled as exponentially-correlated random variables with a typical time constant of 108 seconds. All time constants are taken to be the same for all nine state variables. This simplifies the logic in propagating the state error covariance matrix ahead in time.

Lear, W. M.↗

Reliability of stiffened structural panels: Two examples

The reliability of two graphite-epoxy stiffened panels that contain uncertainties is examined. For one panel, the effect of an overall bow-type initial imperfection is studied. The size of the bow is assumed to be a random variable. The failure mode is buckling. The benefits of quality control are explored by using truncated distributions. For the other panel, the effect of uncertainties in a strain-based failure criterion is studied. The allowable strains are assumed to be random variables. A geometrically nonlinear analysis is used to calculate a detailed strain distribution near an elliptical access hole in a wing panel that was tested to failure. Calculated strains are used to predict failure. Results are compared with the experimental failure load of the panel.

Stroud, W. Jefferson↗

On the Calculation of Exact Cumulative Distribution Statistics for Burgers Equation

A mathematical procedure is presented for the calculation of exact cumulative distribution statistics for a viscosity-free variant of Burgers nonlinear partial differential equation (PDE) in one space dimension and time subject to sinusoidal initial data with uncertain (random variable) amplitude or phase shift. Analytical solutions of nonlinear PDEs with uncertain initial and/or boundary data are invaluable benchmarks in assessing approximate uncertainty quantification techniques. The Burgers equation solution with uncertain initial data results in nonsmooth solution behavior in both physical and random variable dimensions which provides a severe test for approximate uncertainty quantification techniques. Mathematical proofs are provided to verify that exact cumulative distribution statistics can be systematically and robustly obtained for all forward time.

Burgers↗

Experimental Investigations of Non-Stationary Properties In Radiometer Receivers Using Measurements of Multiple Calibration References

Radiometers must be periodically calibrated because the receiver response fluctuates. Many techniques exist to correct for the time varying response of a radiometer receiver. An analytical technique has been developed that uses generalized least squares regression (LSR) to predict the performance of a wide variety of calibration algorithms. The total measurement uncertainty including the uncertainty of the calibration can be computed using LSR. The uncertainties of the calibration samples used in the regression are based upon treating the receiver fluctuations as non-stationary processes. Signals originating from the different sources of emission are treated as simultaneously existing random processes. Thus, the radiometer output is a series of samples obtained from these random processes. The samples are treated as random variables but because the underlying processes are non-stationary the statistics of the samples are treated as non-stationary. The statistics of the calibration samples depend upon the time for which the samples are to be applied. The statistics of the random variables are equated to the mean statistics of the non-stationary processes over the interval defined by the time of calibration sample and when it is applied. This analysis opens the opportunity for experimental investigation into the underlying properties of receiver non stationarity through the use of multiple calibration references. In this presentation we will discuss the application of LSR to the analysis of various calibration algorithms, requirements for experimental verification of the theory, and preliminary results from analyzing experiment measurements.

Racette, Paul↗

Reliability analysis of structures under periodic proof tests in service

A reliability analysis of structures subjected to random service loads and periodic proof tests treats gust loads and maneuver loads as random processes. Crack initiation, crack propagation, and strength degradation are treated as the fatigue process. The time to fatigue crack initiation and ultimate strength are random variables. Residual strength decreases during crack propagation, so that failure rate increases with time. When a structure fails under periodic proof testing, a new structure is built and proof-tested. The probability of structural failure in service is derived from treatment of all the random variables, strength degradations, service loads, proof tests, and the renewal of failed structures. Some numerical examples are worked out.

Yang, J.-N.↗

Probability techniques for reliability analysis of composite materials

Traditional design approaches for composite materials have employed deterministic criteria for failure analysis. New approaches are required to predict the reliability of composite structures since strengths and stresses may be random variables. This report will examine and compare methods used to evaluate the reliability of composite laminae. The two types of methods that will be evaluated are fast probability integration (FPI) methods and Monte Carlo methods. In these methods, reliability is formulated as the probability that an explicit function of random variables is less than a given constant. Using failure criteria developed for composite materials, a function of design variables can be generated which defines a 'failure surface' in probability space. A number of methods are available to evaluate the integration over the probability space bounded by this surface; this integration delivers the required reliability. The methods which will be evaluated are: the first order, second moment FPI methods; second order, second moment FPI methods; the simple Monte Carlo; and an advanced Monte Carlo technique which utilizes importance sampling. The methods are compared for accuracy, efficiency, and for the conservativism of the reliability estimation. The methodology involved in determining the sensitivity of the reliability estimate to the design variables (strength distributions) and importance factors is also presented.

Wetherhold, Robert C.↗

A Probabilistic Framework for the Validation and Certification of Computer Simulations

The paper presents a methodology for quantifying, propagating, and managing the uncertainty in the data required to initialize computer simulations of complex phenomena. The purpose of the methodology is to permit the quantitative assessment of a certification level to be associated with the predictions from the simulations, as well as the design of a data acquisition strategy to achieve a target level of certification. The value of a methodology that can address the above issues is obvious, specially in light of the trend in the availability of computational resources, as well as the trend in sensor technology. These two trends make it possible to probe physical phenomena both with physical sensors, as well as with complex models, at previously inconceivable levels. With these new abilities arises the need to develop the knowledge to integrate the information from sensors and computer simulations. This is achieved in the present work by tracing both activities back to a level of abstraction that highlights their commonalities, thus allowing them to be manipulated in a mathematically consistent fashion. In particular, the mathematical theory underlying computer simulations has long been associated with partial differential equations and functional analysis concepts such as Hilbert spares and orthogonal projections. By relying on a probabilistic framework for the modeling of data, a Hilbert space framework emerges that permits the modeling of coefficients in the governing equations as random variables, or equivalently, as elements in a Hilbert space. This permits the development of an approximation theory for probabilistic problems that parallels that of deterministic approximation theory. According to this formalism, the solution of the problem is identified by its projection on a basis in the Hilbert space of random variables, as opposed to more traditional techniques where the solution is approximated by its first or second-order statistics. The present representation, in addition to capturing significantly more information than the traditional approach, facilitates the linkage between different interacting stochastic systems as is typically observed in real-life situations.

Ghanem, Roger↗

Probabilistic evaluation of fuselage-type composite structures

A methodology is developed to computationally simulate the uncertain behavior of composite structures. The uncertain behavior includes buckling loads, natural frequencies, displacements, stress/strain etc., which are the consequences of the random variation (scatter) of the primitive (independent random) variables in the constituent, ply, laminate and structural levels. This methodology is implemented in the IPACS (Integrated Probabilistic Assessment of Composite Structures) computer code. A fuselage-type composite structure is analyzed to demonstrate the code's capability. The probability distribution functions of the buckling loads, natural frequency, displacement, strain and stress are computed. The sensitivity of each primitive (independent random) variable to a given structural response is also identified from the analyses.

Shiao, Michael C.↗

Probabilistic Evaluation of Fuselage-Type Composite Structures

A methodology is developed to simulate computationally the uncertain behavior of composite structures. The uncertain behavior includes buckling loads, natural frequencies, displacements, stress/strain, etc., which are the consequences of the random variation (scatter) of the primitive (independent random) variables in the constituent, plv. laminate and structural levels. This methodology is implemented in a computer code integrated probabilistic assessment of composite structures (IPACS). A fuselage-type composite structure is analyzed to demonstrate the code's capability . The probability distribution functions of the buckling loads, natural frequency, displacement, strain and stress are computed. The sensitivity of each primitive (independent random) variable to a given structural response is also identified from the analyses.

Shiao, Michael C.↗

A data based random number generator for a multivariate distribution (using stochastic interpolation)

Let X be a K-dimensional random variable serving as input for a system with output Y (not necessarily of dimension k). given X, an outcome Y or a distribution of outcomes G(Y/X) may be obtained either explicitly or implicity. The situation is considered in which there is a real world data set X sub j sub = 1 (n) and a means of simulating an outcome Y. A method for empirical random number generation based on the sample of observations of the random variable X without estimating the underlying density is discussed.

Thompson, J. R.↗

Computational methods for efficient structural reliability and reliability sensitivity analysis

This paper presents recent developments in efficient structural reliability analysis methods. The paper proposes an efficient, adaptive importance sampling (AIS) method that can be used to compute reliability and reliability sensitivities. The AIS approach uses a sampling density that is proportional to the joint PDF of the random variables. Starting from an initial approximate failure domain, sampling proceeds adaptively and incrementally with the goal of reaching a sampling domain that is slightly greater than the failure domain to minimize over-sampling in the safe region. Several reliability sensitivity coefficients are proposed that can be computed directly and easily from the above AIS-based failure points. These probability sensitivities can be used for identifying key random variables and for adjusting design to achieve reliability-based objectives. The proposed AIS methodology is demonstrated using a turbine blade reliability analysis problem.

Wu, Y.-T.↗

A design method for minimizing sensitivity to plant parameter variations

A method is described for minimizing the sensitivity of multivariable systems to parameter variations. The variable parameters are considered as random variables and their effect is included in a quadratic performance index. The performance index is a weighted sum of the state and control covariances that stem from both the random system disturbances and the parameter uncertainties. The numerical solution of the problem is described and application of the method to several initially sensitive tracking systems is discussed. The sensitivity factor of reduction was typically 2 or 3 over a system based on random system noise only, and yet resulted in state RMS increases of only about a factor of two.

Hadass, Z.↗

An Assembly Contamination Model

Mathematical model of spacecraft contamination for treating contamination amount and its surface distribution on structures as random variables

SPACECRAFT CONTAMINATION↗

Probabilistic analysis of a materially nonlinear structure

A probabilistic finite element program is used to perform probabilistic analysis of a materially nonlinear structure. The program used in this study is NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), under development at Southwest Research Institute. The cumulative distribution function (CDF) of the radial stress of a thick-walled cylinder under internal pressure is computed and compared with the analytical solution. In addition, sensitivity factors showing the relative importance of the input random variables are calculated. Significant plasticity is present in this problem and has a pronounced effect on the probabilistic results. The random input variables are the material yield stress and internal pressure with Weibull and normal distributions, respectively. The results verify the ability of NESSUS to compute the CDF and sensitivity factors of a materially nonlinear structure. In addition, the ability of the Advanced Mean Value (AMV) procedure to assess the probabilistic behavior of structures which exhibit a highly nonlinear response is shown. Thus, the AMV procedure can be applied with confidence to other structures which exhibit nonlinear behavior.

Millwater, H. R.↗

Fast Computational Algorithms for Partial Differential Equations and Uncertainty Quantifications

This project concerned the construction, testing and analysis of computational algorithms for solving parameterized and stochastic partial differential equations. The study and understanding of equations of this type is of fundamental importance in numerous engineering and scientific applications. Examples include simulation of plasma dynamics in models of electric propulsion and nuclear fusion, simulation of multiphase flows, such as the flow of water, gas and oil in reservoirs, and structural analysis of the dependence of structures on materials. Parametrization is used in such settings when properties of the models such as viscosity of fluids or electric resistivity of materials are not precisely understood and instead are treated as random variables. The resulting solutions are themselves random, and having such solutions will enable engineers to use probabilistic methods to assess the likelihood of events, for example, whether a pollutant in a liquid will exceed a limit, and to use such analyses to develop ways to ensure positive outcomes. Construction of accurate (high resolution) computational solutions is expensive, requiring significant computer time and computational resources, and there is need to reduce computational cost to make simulation useful and effective. The aim of the project was to construct algorithms to efficiently compute surrogate solutions to parameterized problems to allow for efficient and accurate simulation. The technical approach used focused on two related strategies, based on rank-reduction methods and reduced-order models. These methods construct surrogate solutions of parameter-dependent models by projection or interpolation into low-dimensional approximation spaces. Cost savings are achieved if the low-dimensional spaces can be identified and constructed efficiently and if the resulting low-dimensional algebraic systems can be solved cheaply. Accomplishments include: Theoretical and empirical demonstration of the effectiveness of fast multigrid solution strategies for computing low-rank representations of parameter-dependent solutions to discrete partial differential equations, including the first proof establishing so-called textbook convergence properties for low-rank methods. Development of efficient solution algorithms for solving nonlinear parameter-dependent partial differential equations used in models of fluid dynamics. Developent of efficient algorithms for low-rank representation of solutions of time-dependent simulations of fluid dynamics using multi-dimensional tensor representations of solutions.

97 MATHEMATICS AND COMPUTING↗