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At least 19 records

Stochastic Simulation Tool for Aerospace Structural Analysis

Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.

Knight, Norman F.↗

Evaluating Safeguards Statistical Assumptions via Stochastic Simulation

Herein, the authors built and tested a stochastic simulation to estimate achieved detection probabilities (DPs) on a stratum basis, over a tailorable range of diverted amounts from 0 to 2 SQ, using typical IAEA inspection data: i.e., SQ in stratum, number of items, number of gross/partial/bias defect measurements conducted, and realistic relative standard deviation (RSD) values for typical IAEA verification measurements. For bulk strata, the model calculates achieved DP at 0.01 SQ diversion increments; for item strata, the model calculates DP using the smallest realistic diversion increment (e.g., a plate, pin, or coupon). After successfully benchmarking against IAEA deterministic models, the simulation was used to test the sensitivity of DP to certain standard assumptions and selected input parameters. First, the equal defect assumption was tested; the results suggest significant complexity in the effectiveness of partial defect measurements. Next, the authors explored the sensitivity of DP to the assumed RSD of attribute tests. Then, the authors compared non-normal models for instrument performance (e.g., logistic, step, or arbitrary functions) to the typical results from a normal distribution (characterized by RSD). This last comparison was supplemented with experimentally derived performance data for an HM-5. The HM-5 was used to make enrichment measurements on both LEU and HEU MTR fuel elements as plates were removed, and the results fit with logistic and step curves and applied in the simulation. These stochastic DP results were compared to DP estimates from a deterministic model assuming a normal curve and typical RSD, yielding insights that could improve effectiveness in the field. These early results illustrate the potential of stochastic models to better understand achieved DP and to improve safeguards effectiveness.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Further studies using matched filter theory and stochastic simulation for gust loads prediction

This paper describes two analysis methods - one deterministic, the other stochastic - for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Scott, Robert C.↗

Further studies using matched filter theory and stochastic simulation for gust loads prediction

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Scott, Robert C.↗

Nowcasting Earthquakes With Stochastic Simulations: Information Entropy of Earthquake Catalogs

Earthquake nowcasting has been proposed as a means of tracking the change in large earthquake potential in a seismically active area. The method was developed using observable seismic data, in which probabilities of future large earthquakes can be computed using Receiver Operating Characteristic methods. Furthermore, analysis of the Shannon information content of the earthquake catalogs has been used to show that there is information contained in the catalogs, and that it can vary in time. So an important question remains, where does the information originate? In this paper, we examine this question using stochastic simulations of earthquake catalogs. Our catalog simulations are computed using an Earthquake Rescaled Aftershock Seismicity (“ERAS”) stochastic model. This model is similar in many ways to other stochastic seismicity simulations, but has the advantage that the model has only 2 free parameters to be set, one for the aftershock (Omori-Utsu) time decay, and one for the aftershock spatial migration away from the epicenter. Generating a simulation catalog and fitting the two parameters to the observed catalog such as California takes only a few minutes of wall clock time. While clustering can arise from random, Poisson statistics, we show that significant information in the simulation catalogs arises from the “non-Poisson” power-law aftershock clustering, implying that the practice of de-clustering observed catalogs may remove information that would otherwise be useful in forecasting and nowcasting. We also show that the nowcasting method provides similar results with the ERAS model as it does with observed seismicity.

58 GEOSCIENCES↗

ANN-based ground motion model for Turkey using stochastic simulation of earthquakes

SUMMARY Turkey is characterized by a high level of seismic activity attributed to its complex tectonic structure. The country has a dense network to record earthquake ground motions; however, to study previous earthquakes and to account for potential future ones, ground motion simulations are required. Ground motion simulation techniques offer an alternative means of generating region-specific time-series data for locations with limited seismic networks or regions with seismic data gaps, facilitating the study of potential catastrophic earthquakes. In this research, a local ground motion model (GMM) for Turkey is developed using region-specific simulated records, thus constructing a homogeneous data set. The simulations employ the stochastic finite-fault approach and utilize validated input-model parameters in distinct regions, namely Afyon, Erzincan, Duzce, Istanbul and Van. To overcome the limitations of linear regression-based models, artificial neural network is used to establish the form of equations and coefficients. The predictive input parameters encompass fault mechanism (FM), focal depth (FD), moment magnitude (Mw), Joyner and Boore distance (RJB) and average shear wave velocity in the top 30 m (Vs30). The data set comprises 7359 records with Mw ranging between 5.0 and 7.5 and RJB ranging from 0 to 272 km. The results are presented in terms of spectral ordinates within the period range of 0.03–2.0 s, as well as peak ground acceleration and peak ground velocity. The quantification of the GMM uncertainty is achieved through the analysis of residuals, enabling insights into inter- and intra-event uncertainties. The simulation results and the effectiveness of the model are verified by comparing the predicted values of ground motion parameters with the observed values recorded during previous events in the region. The results demonstrate the efficacy of the proposed model in simulating physical phenomena.

Karimzadeh, Shaghayegh (ORCID:0000000337531676)↗

Construction of dynamic stochastic simulation models using knowledge-based techniques

Over the past three decades, computer-based simulation models have proven themselves to be cost-effective alternatives to the more structured deterministic methods of systems analysis. During this time, many techniques, tools and languages for constructing computer-based simulation models have been developed. More recently, advances in knowledge-based system technology have led many researchers to note the similarities between knowledge-based programming and simulation technologies and to investigate the potential application of knowledge-based programming techniques to simulation modeling. The integration of conventional simulation techniques with knowledge-based programming techniques is discussed to provide a development environment for constructing knowledge-based simulation models. A comparison of the techniques used in the construction of dynamic stochastic simulation models and those used in the construction of knowledge-based systems provides the requirements for the environment. This leads to the design and implementation of a knowledge-based simulation development environment. These techniques were used in the construction of several knowledge-based simulation models including the Advanced Launch System Model (ALSYM).

Williams, M. Douglas↗

Stochastic simulations of temporally and spatially variable Fe cycling within a floodplain aquifer

This data package contains model input and output files for local and global sensitivity analysis (SA) of a reactive transport model simulating redox cycling within a floodplain aquifer. The reaction network is implemented in CrunchFlow and focuses on spatially and temporally heterogeneous Fe cycling, though it contains several other species and redox pathways (37 aqueous species and 7 minerals in total). The package contains data from 600 Monte Carlo simulations (for global SA) and 104 one-at-a-time simulations (for local SA). It includes all input files required to run the CrunchFlow model, as well as limited model output – .csv files containing time series of primary species concentrations at 21 grid cells within the domain. These time series files contain the following species: H+, CO32-, SO42-, Cl-, Ca2+, Mg2+, Na+, K+, Fe(II), Fe(III), HS-, CH3COO-, O2(aq), S(aq), and Br-.These data were used to demonstrate the application of a novel form of global SA, distance-based generalized sensitivity analysis (DGSA) to a reactive transport model. The 2D model simulates the export of reduced species from pockets of fine-grained, organic-rich sediments embedded in a coarse sand aquifer. Stochastic simulations jointly varied 17 key model input parameters across several orders of magnitude, including the spatial variability of each parameter. DGSA on the model results reveal that the amplitude and variability of exported Fe(II) are most sensitive to the interaction between sand permeability and individual reaction rates. By contrast, the propagation of reducing conditions downgradient from the fine-grained lenses depends most heavily on the rate of dissolved organic carbon and sulfate release from the fines.

54 ENVIRONMENTAL SCIENCES↗

Mesh objective stochastic simulations of quasibrittle fracture

Continuum finite element (FE) modeling of damage and failure of quasibrittle structures suffers from the spurious mesh sensitivity due to strain localization. Here this issue has been addressed for deterministic analysis through the development of localization limiters. Here this study proposes a mechanism-based model to mitigate the mesh sensitivity in stochastic FE simulations of quasibrittle fracture. The interest is placed on the analysis of large-size structures, where the mesh size is conveniently chosen to be larger than the width of the fracture process zone as well as the correlation length of the random fields of constitutive properties. The present model is formulated within the framework of continuum damage mechanics. Two localization parameters are introduced to describe the evolution of the damage pattern of each finite element. These parameters are used to guide the energy regularization of the constitutive law, as well as to formulate the mesh-dependent probability distributions of constitutive properties. Depending on the prevailing damage pattern, different energy regularization schemes and mesh dependence of the probability distribution functions are used in the constitutive law. The model is applied to simulate the stochastic failure behavior of quasibrittle structures of different geometries featuring different failure processes including damage initiation, localization, and propagation. It is shown that using fixed probability distribution functions of constitutive properties could lead to strong mesh dependence of the prediction of the mean and variance of the structural load capacity. The probability distribution functions of constitutive properties must be linked to the damage pattern, which may evolve during the failure process. Such a mechanism-based modeling of the probability distributions of constitutive properties is essential for mitigating the spurious mesh sensitivity in stochastic FE analysis of quasibrittle fracture.

42 ENGINEERING↗

Stochastic Simulation of Daily Suspended Sediment Concentration Using Multivariate Copulas

Estimation of daily suspended sediment concentration (SSC) is required for water resources and environment management. In this paper, a copula-based stochastic method was proposed for daily SSC simulation. Here, the multivariate copula function, constructed based on a bivariate copula and two bivariate conditional probability distributions, was used to model the temporal and cross dependence structures in daily SSCs. Then, the daily SSCs were generated by sampling from the multivariate conditional distribution. As a result, synthetic long-term SSCs data beyond the limited observation period can be provided for water resources managers, which plays a critical role in accurately estimating frequency and magnitude of extreme SSCs events. The proposed method was under rigorous examination by applying to a case study at Pingshan station in the Jinsha River Basin, China. Results showed that the generated daily SSC sequences not only had a high degree of accuracy in preserving the statistical characteristics of the daily SSC observations, but also captured both the temporal correlation and the cross-correlation between the daily streamflow and daily SSC. Specifically, the average daily relative error values corresponding to mean, standard deviation, skewness, lag-1 temporal correlation, and cross correlation were 0.87%, 4.24%, 7.52%, 0.51% and 2.02%, respectively. The multivariate copula framework proposed here can accurately and efficiently generate long-term daily SSC data for water resources management such as frequency analysis and risk assessment of extreme SSC events.

54 ENVIRONMENTAL SCIENCES↗

Robust verification of stochastic simulation codes

We introduce a robust verification tool for computational codes, which we call Stochastic Robust Extrapolation based Error Quantification (StREEQ). Unlike the prevalent Grid Convergence Index (GCI) [1] method, our approach is suitable for both stochastic and deterministic computational codes and is generalizable to any number of discretization variables. Building on ideas introduced in the Robust Verification [2] approach, we estimate the converged solution and orders of convergence with uncertainty using multiple fits of a discretization error model. In contrast to Robust Verification, we perform these fits to many bootstrap samples yielding a larger set of predictions with smoother statistics. Here, bootstrap resampling is performed on the lack-of-fit errors for deterministic code responses, and directly on the noisy data set for stochastic responses. This approach lends a degree of robustness to the overall results, capable of yielding precise verification results for sufficiently resolved data sets, and appropriately expanding the uncertainty when the data set does not support a precise result. For stochastic responses, a credibility assessment is also performed to give the analyst an indication of the trustworthiness of the results. Furthermore, this approach is suitable for both code and solution verification, and is particularly useful for solution verification of high-consequence simulations..

97 MATHEMATICS AND COMPUTING↗

Stochastic simulation of occupant-driven energy use in a bottom-up residential building stock model

The residential buildings sector is one of the largest electricity consumers worldwide and contributes disproportionally to peak electricity demand in many regions. Strongly driven by occupant activities, household energy consumption is stochastic and heterogeneous in nature. However, most residential energy models applied by industry use homogeneous, deterministic activity schedules, which work well for predictions of annual energy consumption, but can result in unrealistic hourly or sub-hourly electric load profiles, with exaggerated or muted peaks. The increasing proportion of variable renewable energy generators means that representing the heterogeneity and stochasticity of occupant behavior is now crucial for reliable planning at both bulk-power and distribution-system scales. This work presents a novel and open-source occupancy simulation approach that can simulate a diverse set of individual occupant and household event schedules for all major electricity, fuel, and hot water end uses. To accomplish this, we evaluated three alternative occupant activity simulation approaches before selecting a hybrid combining time-inhomogeneous Markov chains and probability-sampling of event durations and magnitudes. Further, we integrated the stochastic occupancy simulation with an open-source bottom-up physics-simulation building stock model and published a set of 550,000 diverse household end-use activity schedules representing a national housing stock. The simulator was verified against time-use survey data, and simulation results were validated against measured end-use electricity data for accuracy and reliability. While we use data for the United States, our application demonstrates how similar approaches could be applied using the time-use survey data collected in many countries around the world.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Stochastic simulation of charged particle transport on the massively parallel processor

Computations of cosmic-ray transport based upon finite-difference methods are afflicted by instabilities, inaccuracies, and artifacts. To avoid these problems, researchers developed a Monte Carlo formulation which is closely related not only to the finite-difference formulation, but also to the underlying physics of transport phenomena. Implementations of this approach are currently running on the Massively Parallel Processor at Goddard Space Flight Center, whose enormous computing power overcomes the poor statistical accuracy that usually limits the use of stochastic methods. These simulations have progressed to a stage where they provide a useful and realistic picture of solar energetic particle propagation in interplanetary space.

Earl, James A.↗

Determining design gust loads for nonlinear aircraft similarity between methods based on matched filter theory and on stochastic simulation

This is a work-in-progress paper. It explores the similarity between the results from two different analysis methods - one deterministic, the other stochastic - for computing maximized and time-correlated gust loads for nonlinear aircraft. To date, numerical studies have been performed using two different nonlinear aircraft configurations. These studies demonstrate that results from the deterministic analysis method are realizable in the stochastic analysis method.

Scott, Robert C.↗

Stochastic simulation of vertically nonhomogeneous gusts

The small-scale horizontal gust structure of detailed wind profiles along the vertical in the first 20 km of the atmosphere is a vertically nonhomogeneous process. A linear stochastic model was developed based on the process covariance function. This model was formulated through the use of a scaling hypothesis which transforms the nonhomogeneous gust process into a nondimensional gust process which is homogeneous in a nondimensional gust height coordinate. The velocity scaling parameter for the gust process is the gust standard deviation, and the length scale used to nondimensionalize the altitude is the vertical space lag associated with the first zero of the gust covariance function. State space theory was used to derive a digital filter from the model, which can be readily used to simulate gusts for space vehicle design applications.

Fichtl, G. H.↗

Stochastic simulation of vertically nonhomogeneous gusts

The small-scale horizontal gust structure of detailed wind profiles along the vertical in the first 20 km of the atmosphere is a vertically nonhomogeneous process. A linear stochastic model is developed for the process based on the process covariance function. This model is formulated through the use of a scaling hypothesis that transforms the nonhomogeneous gust process into a nondimensional gust process which is homogeneous in a nondimensional height coordinate. The velocity scaling parameter for the gust process is the gust standard deviation, and the length scale used to nondimensionalize the altitude is the vertical space lag associated with the first zero of the gust covariance function. State space theory is used to derive a digital filter from the model, which can be readily used to simulate gusts for space vehicle design applications.

Fichtl, G. H.↗

Weibull-Based Stochastic Simulation of Mud-Crack Damage Formation in an Environmental Barrier Coating

The integrated Finite Element Analysis Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program was used to simulate the formation of mudflat-cracks from thermomechanical loading on a multi-layered Environmental Barrier Coating (EBC) system deposited on a ceramic substrate. FEAMAC/CARES combines MAC/GMC (Micromechanics Analysis Code/Generalized Method of Cells) multiscale composite micromechanics code with CARES/Life probabilistic multiaxial failure criteria code and Abaqusfinite element analysis. In this work, step function elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio finite elements enabled the depiction of crack boundaries and formation of mudflat patterned damage. Demonstrated examples include finite element models of button-sized disk-shaped 3-D specimen, and a 2-D model of through-the-thickness cross-section. All models were subjected to a progressive cool down from 1300 degrees Centigrade to room temperature. Mudflat crack damage in the coating system resulted from the buildup of residual tensile stresses between the individual material constituents from thermal expansion mismatch. A 2-parameter Weibull distribution characterized the coating layer stochastic strength response and the effect of the Weibull modulus on the formation of damage was studied here.

Residual Tensile Stress↗