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On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields

This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.

Uncertainty

Modeling household-level party composition behavior for multiparty activities: a random parameter nested logit modeling approach

This study presents findings of a household-level party composition model for multiparty activities. It exploits data from a comprehensive Household Travel Survey conducted by Chicago Metropolitan Agency of Planning. The study estimates a random parameter nested logit model to capture households’ unobserved preference heterogeneity and non-proportional substitution patterns in terms of activity party composition for multiparty activities. A wide variety of household demographics, activity attributes and residential neighborhood characteristics are examined in this paper. The magnitude of the impacts of the determinants are tested in this study by analyzing the elasticity of the variables, which suggests that household demographics and attributes of the multiparty activities have significant effects on the household-level activity party composition. Residential neighborhood characteristics, although somewhat less impactful, still play a meaningful role. This model will be implemented within the POLARIS transportation systems simulator to improve the activity generation modeling workflow, and the prediction accuracy of various activity-travel components.

activity party composition

Hybrid computer optimization of systems with random parameters

A hybrid computer Monte Carlo technique for the simulation and optimization of systems with random parameters is presented. The method is applied to the simultaneous optimization of the means and variances of two parameters in the radar-homing missile problem treated by McGhee and Levine.

White, R. C., Jr.

Review of probabilistic analysis of dynamic response of systems with random parameters

The various methods that have been studied in the past to allow probabilistic analysis of dynamic response for systems with random parameters are reviewed. Dynamic response may have been obtained deterministically if the variations about the nominal values were small; however, for space structures which require precise pointing, the variations about the nominal values of the structural details and of the environmental conditions are too large to be considered as negligible. These uncertainties are accounted for in terms of probability distributions about their nominal values. The quantities of concern for describing the response of the structure includes displacements, velocities, and the distributions of natural frequencies. The exact statistical characterization of the response would yield joint probability distributions for the response variables. Since the random quantities will appear as coefficients, determining the exact distributions will be difficult at best. Thus, certain approximations will have to be made. A number of techniques that are available are discussed, even in the nonlinear case. The methods that are described were: (1) Liouville's equation; (2) perturbation methods; (3) mean square approximate systems; and (4) nonlinear systems with approximation by linear systems.

Kozin, F.

Reliability-based optimization under random vibration environment

A methodology of formulating the optimum design problem for structural systems with random parameters and subjected to random vibration as a mathematical programming problem is presented. The proposed method is applied to the optimum design of a cantilever beam with a tip mass and a truss structure supporting a water tank. The excitations are assumed to be Gaussian processes and the geometric and material properties are taken to be normally distributed random variables. The probabilistic constraints are specified for individual failure modes since it is easier to specify the reliability level for each failure mode keeping in view the consequences of failure in that particular mode. The time parameter appearing in the random vibration based constraints is eliminated by replacing the probabilities of failure by suitable upper bounds. The numerical results demonstrate the feasibility and effectiveness of applying the reliability-based design concepts to structures with random parameters and operating in random vibration environment.

Rao, S. S.

The uncertainty threshold principle - Fundamental limitations of optimal decision making under dynamic uncertainty

The fundamental limitations of the optimal control of dynamic systems with random parameters are analyzed by studying a scalar linear-quadratic optimal control example. It is demonstrated that optimum long-range decision making is possible only if the dynamic uncertainty (quantified by the means and covariances of the random parameters) is below a certain threshold. If this threshold is exceeded, there do not exist optimum decision rules. This phenomenon is called the 'uncertainty threshold principle'. The implications of this phenomenon to the field of modelling, identification, and adaptive control are discussed.

Athans, M.

20 Meter Solar Sail Analysis and Correlation

This presentation discusses studies conducted to determine the element type and size that best represents a 20-meter solar sail under ground-test load conditions, the performance of test/Analysis correlation by using Static Shape Optimization Method for Q4 sail, and system dynamic. TRIA3 elements better represent wrinkle patterns than do QUAD3 elements Baseline, ten-inch elements are small enough to accurately represent sail shape, and baseline TRIA3 mesh requires a reasonable computation time of 8 min. 21 sec. In the test/analysis correlation by using Static shape optimization method for Q4 sail, ten parameters were chosen and varied during optimization. 300 sail models were created with random parameters. A response surfaces for each targets which were created based on the varied parameters. Parameters were optimized based on response surface. Deflection shape comparison for 0 and 22.5 degrees yielded a 4.3% and 2.1% error respectively. For the system dynamic study testing was done on the booms without the sails attached. The nominal boom properties produced a good correlation to test data the frequencies were within 10%. Boom dominated analysis frequencies and modes compared well with the test results.

Taleghani, B.

Model-based quantification of image quality

In 1982, Park and Schowengerdt published an end-to-end analysis of a digital imaging system quantifying three principal degradation components: (1) image blur - blurring caused by the acquisition system, (2) aliasing - caused by insufficient sampling, and (3) reconstruction blur - blurring caused by the imperfect interpolative reconstruction. This analysis, which measures degradation as the square of the radiometric error, includes the sample-scene phase as an explicit random parameter and characterizes the image degradation caused by imperfect acquisition and reconstruction together with the effects of undersampling and random sample-scene phases. In a recent paper Mitchell and Netravelli displayed the visual effects of the above mentioned degradations and presented subjective analysis about their relative importance in determining image quality. The primary aim of the research is to use the analysis of Park and Schowengerdt to correlate their mathematical criteria for measuring image degradations with subjective visual criteria. Insight gained from this research can be exploited in the end-to-end design of optical systems, so that system parameters (transfer functions of the acquisition and display systems) can be designed relative to each other, to obtain the best possible results using quantitative measurements.

Hazra, Rajeeb

Bayesian estimation - A sensitivity analysis

The robustness of the assigned prior distribution in a Bayesian estimation problem is examined. A Bayesian analysis for a stochastic intensity parameter of a Poisson distribution is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by assuming the existence of a true prior which is different in form from that of the assigned prior distribution. By using mean-squared error as a measure of performance, the ensuing Bayes decision function is compared to the corresponding minimum variance unbiased estimator. Results indicate that the Bayes estimator is largely robust to deviations from the assigned prior and remains squared-error superior to the MVU type within a broad region.

Canavos, G. C.

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.

Online Tools for Uncovering Data Quality (DQ) Issues in Satellite-Based Global Precipitation Products

Data quality (DQ) has many attributes or facets (i.e., errors, biases, systematic differences, uncertainties, benchmark, false trends, false alarm ratio, etc.)Sources can be complicated (measurements, environmental conditions, surface types, algorithms, etc.) and difficult to be identified especially for multi-sensor and multi-satellite products with bias correction (TMPA, IMERG, etc.) How to obtain DQ info fast and easily, especially quantified info in ROI Existing parameters (random error), literature, DIY, etc.How to apply the knowledge in research and applications.Here, we focus on online systems for integration of products and parameters, visualization and analysis as well as investigation and extraction of DQ information.

precipitation

Reliability-Based Design Optimization of a Composite Airframe Component

A stochastic optimization methodology (SDO) has been developed to design airframe structural components made of metallic and composite materials. The design method accommodates uncertainties in load, strength, and material properties that are defined by distribution functions with mean values and standard deviations. A response parameter, like a failure mode, has become a function of reliability. The primitive variables like thermomechanical loads, material properties, and failure theories, as well as variables like depth of beam or thickness of a membrane, are considered random parameters with specified distribution functions defined by mean values and standard deviations.

Pai, Shantaram S.