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Structural Reliability Analysis and Optimization: Use of Approximations

This report is intended for the demonstration of function approximation concepts and their applicability in reliability analysis and design. Particularly, approximations in the calculation of the safety index, failure probability and structural optimization (modification of design variables) are developed. With this scope in mind, extensive details on probability theory are avoided. Definitions relevant to the stated objectives have been taken from standard text books. The idea of function approximations is to minimize the repetitive use of computationally intensive calculations by replacing them with simpler closed-form equations, which could be nonlinear. Typically, the approximations provide good accuracy around the points where they are constructed, and they need to be periodically updated to extend their utility. There are approximations in calculating the failure probability of a limit state function. The first one, which is most commonly discussed, is how the limit state is approximated at the design point. Most of the time this could be a first-order Taylor series expansion, also known as the First Order Reliability Method (FORM), or a second-order Taylor series expansion (paraboloid), also known as the Second Order Reliability Method (SORM). From the computational procedure point of view, this step comes after the design point identification; however, the order of approximation for the probability of failure calculation is discussed first, and it is denoted by either FORM or SORM. The other approximation of interest is how the design point, or the most probable failure point (MPP), is identified. For iteratively finding this point, again the limit state is approximated. The accuracy and efficiency of the approximations make the search process quite practical for analysis intensive approaches such as the finite element methods; therefore, the crux of this research is to develop excellent approximations for MPP identification and also different approximations including the higher-order reliability methods (HORM) for representing the failure surface. This report is divided into several parts to emphasize different segments of the structural reliability analysis and design. Broadly, it consists of mathematical foundations, methods and applications. Chapter I discusses the fundamental definitions of the probability theory, which are mostly available in standard text books. Probability density function descriptions relevant to this work are addressed. In Chapter 2, the concept and utility of function approximation are discussed for a general application in engineering analysis. Various forms of function representations and the latest developments in nonlinear adaptive approximations are presented with comparison studies. Research work accomplished in reliability analysis is presented in Chapter 3. First, the definition of safety index and most probable point of failure are introduced. Efficient ways of computing the safety index with a fewer number of iterations is emphasized. In chapter 4, the probability of failure prediction is presented using first-order, second-order and higher-order methods. System reliability methods are discussed in chapter 5. Chapter 6 presents optimization techniques for the modification and redistribution of structural sizes for improving the structural reliability. The report also contains several appendices on probability parameters.

Grandhi, Ramana V.↗

Uncertainty Quantification Enabled by Automatic Differentiation for Hydrodynamic Simulation of Shock‐to‐Detonation Transition in High Explosives

Quantifying the effects of uncertainty in a reactive burn model on the run-to-detonation time in high explosives (HEs) provides a robust methodology for assessing the probability of an HE failing the IHE qualification standard. Moreover, uncertainty quantification helps evaluate whether the model calibration accurately represents data outside the calibration set. This study uses a specialized hydrodynamic simulation code for modeling detonation to determine the run-to-detonation time of the HE PBX 9502 for various impact velocities. To quickly approximate uncertainties in the model, a surrogate was constructed using a Taylor series expansion centered at the mean of the input parameters. To obtain the sensitivities required for constructing the Taylor series, HYP-percomplex Automatic Differentiation (HYPAD) was implemented. HYPAD is a methodology for infusing existing codes with automatic differentiation capabilities by augmenting variables with one or more imaginary units to compute step-size independent partial derivatives. These derivatives are accurate to machine precision with respect to the implemented numerical algorithm, meaning their accuracy reflects that of the underlying method (e.g., integration or discretization schemes). Using reduced order modeling techniques, the mean and standard deviation of the run-to-detonation time of a shock within PBX 9502 were computed for a number of initial impact velocities. A weighted least squares regression was then performed to obtain a best fit curve and prediction interval for the computed statistics. Historical data points from explosively driven wedge tests were utilized to validate the prediction interval, ensuring its reliability in predicting future outcomes. With this prediction interval and a known safety constraint curve, the most probable point of failure and the probability of failure for the HE PBX 9502 were determined.

97 MATHEMATICS AND COMPUTING↗

Time of Arrival Retrievals on an Oblate Spheroidal Earth

The current National Lightning Detection Network (NLDN) retrieval algorithm is based on a chi sq minimization. This numerical approach finds the lightning ground strike location on an ellipsoidal Earth that optimally agrees with multiple station time of arrival (TOA) measurements and, if available, magnetic bearing data. In addition, an analytic solution for determining lightning ground strike locations on a spherical Earth using only TOA data has been recently introduced. In the current work, a quasi-analytic approach is suggested for determining lightning ground strike locations on an oblate spheroidal Earth by perturbing the spherical model results proposed by Koshak. Latitude, longitude, time, and the associated perturbed quantities are related through terms in a Taylor series. The correction terms may be considered collectively as a vector which may be calculated by an overconstrained inversion. Expressions for the derivatives contained in the Taylor series are given in terms of elliptic integrals.

Solakiewicz, Richard J.↗

Rapid iterative reanalysis for automated design

A method for iterative reanalysis in automated structural design is presented for a finite-element analysis using the direct stiffness approach. A basic feature of the method is that the generalized stiffness and inertia matrices are expressed as functions of structural design parameters, and these generalized matrices are expanded in Taylor series about the initial design. Only the linear terms are retained in the expansions. The method is approximate because it uses static condensation, modal reduction, and the linear Taylor series expansions. The exact linear representation of the expansions of the generalized matrices is also described and a basis for the present method is established. Results of applications of the present method to the recalculation of the natural frequencies of two simple platelike structural models are presented and compared with results obtained by using a commonly applied analysis procedure used as a reference. In general, the results are in good agreement. A comparison of the computer times required for the use of the present method and the reference method indicated that the present method required substantially less time for reanalysis. Although the results presented are for relatively small-order problems, the present method will become more efficient relative to the reference method as the problem size increases. An extension of the present method to static reanalysis is described, ana a basis for unifying the static and dynamic reanalysis procedures is presented.

Bhatia, K. G.↗

Structural reanalysis via a mixed method

A study is made of the approximate structural reanalysis technique based on the use of Taylor series expansion of response variables in terms of design variables in conjunction with the mixed method. In addition, comparisons are made with two reanalysis techniques based on the displacement method. These techniques are the Taylor series expansion and the modified reduced basis. It is shown that the use of the reciprocals of the sizing variables as design variables (which is the natural choice in the mixed method) can result in a substantial improvement in the accuracy of the reanalysis technique. Numerical results are presented for a space truss structure.

Noor, A. K.↗

Shear deformation plate continua of large double-layered space structures

The energy equivalence to construct equivalent continua for the actual lattice structure is described. An energy equivalent continuum is defined as that which has the same amount of strain and kinetic energies stored in it as the original lattice structure when both are subjected to the same loading conditions. The equivalent continuum is characterized by its strain and kinetic energies from which the constitutive relations and the equations of motion can be derived. A simple method to model large rigid jointed lattices as continuous media with couple stresses is presented. The transition from the discrete system to the continuous medium is achieved by expanding the displacements and the rotations of the nodal points in a Taylor series about a suitable chosen origin. Basic kinematic assumptions are introduced to insure that the assumptions used in deriving the governing equations of the modeled continuum are satisfied. The number of terms retained in the Taylor series expansion will depend upon the properties to be evaluated. This implies that the kind of continuum needed to model from the discrete lattice, before the actual properties are derived was to predetermined.

Hefzy, M. S.↗

Differential equation based method for accurate approximations in optimization

A method to efficiently and accurately approximate the effect of design changes on structural response is described. The key to this method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in most cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacements are used to approximate bending stresses.

Pritchard, Jocelyn I.↗

Differential equation based method for accurate approximations in optimization

This paper describes a method to efficiently and accurately approximate the effect of design changes on structural response. The key to this new method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in msot cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacement are used to approximate bending stresses.

Pritchard, Jocelyn I.↗

(U) Using the MCNP6 Perturbation Capability for Source Nuclide Density Sensitivities

The Taylor series (differential operator) perturbation method, as implemented in the PERT capability in MCNP6 (Ref. 1), can be used for first- and second-order sensitivity analyses in fixed-source problems. Unfortunately, the PERT capability does not yet work with point-detector (F5) or pulse-height (F8) tallies. Also, the second-order Taylor series term lacks the cross terms that would allow the calculation of mixed sensitivities. Finally, the PERT capability does not compute any sensitivities involving the source in a fixed-source problem. When neutrons or gamma rays are emitted due to radioactive decay, the source rate density depends intrinsically on the nuclide densities in the source material. When the PERT capability in MCNP6 is used to compute sensitivities of a response to nuclide and material densities, those sensitivities do not include the effect of the source.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Algorithms for computing the geopotential using a simple density layer

Several algorithms have been developed for computing the potential and attraction of a simple density layer. These are numerical cubature, Taylor series, and a mixed analytic and numerical integration using a singularity-matching technique. A computer program has been written to combine these techniques for computing the disturbing acceleration on an artificial earth satellite. A total of 1640 equal-area, constant surface density blocks on an oblate spheroid are used. The singularity-matching algorithm is used in the subsatellite region, Taylor series in the surrounding zone, and numerical cubature on the rest of the earth.

Morrison, F.↗

Heat transfer of phase-change materials in two-dimensional cylindrical coordinates

Two-dimensional phase-change problem is numerically solved in cylindrical coordinates (r and z) by utilizing two Taylor series expansions for the temperature distributions in the neighborhood of the interface location. These two expansions form two polynomials in r and z directions. For the regions sufficiently away from the interface the temperature field equations are numerically solved in the usual way and the results are coupled with the polynomials. The main advantages of this efficient approach include ability to accept arbitrarily time dependent boundary conditions of all types and arbitrarily specified initial temperature distributions. A modified approach using a single Taylor series expansion in two variables is also suggested.

Labdon, M. B.↗

Novel Turbulence Model Tailored for Complex Rocket Motor Exhaust Jets

This paper describes a new RANS turbulence model intended to give improved accuracy in turbulence that is affected by compressibility, rotation and curvature, and variable density, making it well-suited to complex rocket motor exhaust jets. Four key elements of the model are: the use of simple-averaged (not mass-averaged) turbulence decomposition; a second-order Taylor series for the equilibrated turbulent fluxes; empirical modeling that accounts for the combined effects of aforementioned turbulence modifiers; and model tuning on large-eddy simulation data for mixing layers for a wide range of these turbulence modifiers. The model is implemented as an extension of the k-w SST model. Results include comparisons to detached eddy simulation results for hot and cold co-flowing exhaust jets, and to experimental data for supersonic retropropulsion on the CobraMRV Mars-lander concept vehicle. The model is named TMRC for its constituents elements, the Taylor series with Mach number, rotation and curvature effects.

turbulence modeling↗

A hybrid neurocomputing/numerical strategy for nonlinear structural analysis

A hybrid neurocomputing/numerical strategy is presented for geometrically nonlinear analysis of structures. The strategy combines model-free data processing capabilities of computational neural networks with a Pade approximants-based perturbation technique to predict partial information about the nonlinear response of structures. In the hybrid strategy, multilayer feedforward neural networks are used to extend the validity of solutions by using training samples produced by Pade approximations to the Taylor series expansion of the response function. The range of validity of the training samples is taken to be the radius of convergence of Pade approximants and is estimated by setting a tolerance on the diverging approximants. The norm of residual vector of unbalanced forces in a given element is used as a measure to assess the quality of network predictions. To further increase the accuracy and the range of network predictions, additional training data are generated by either applying linear regression to weight matrices or expanding the training data by using predicted coefficients in a Taylor series. The effectiveness of the hybrid strategy is assessed by performing large-deflection analysis of a doubly-curved composite panel with a circular cutout, and postbuckling analyses of stiffened composite panels subjected to an in-plane edge shear load. In all the problems considered, the hybrid strategy is used to predict selective information about the structural response, namely the total strain energy and the maximum displacement components only.

Szewczyk, Z. Peter↗

Asymptotic Waveform Evaluation (AWE) Technique for Frequency Domain Electromagnetic Analysis

The Asymptotic Waveform Evaluation (AWE) technique is applied to a generalized frequency domain electromagnetic problem. Most of the frequency domain techniques in computational electromagnetics result in a matrix equation, which is solved at a single frequency. In the AWE technique, the Taylor series expansion around that frequency is applied to the matrix equation. The coefficients of the Taylor's series are obtained in terms of the frequency derivatives of the matrices evaluated at the expansion frequency. The coefficients hence obtained will be used to predict the frequency response of the system over a frequency range. The detailed derivation of the coefficients (called 'moments') is given along with an illustration for electric field integral equation (or Method of Moments) technique. The radar cross section (RCS) frequency response of a square plate is presented using the AWE technique and is compared with the exact solution at various frequencies.

Cockrell, C. R.↗

Rational trigonometric approximations using Fourier series partial sums

A class of approximations (S(sub N,M)) to a periodic function f which uses the ideas of Pade, or rational function, approximations based on the Fourier series representation of f, rather than on the Taylor series representation of f, is introduced and studied. Each approximation S(sub N,M) is the quotient of a trigonometric polynomial of degree N and a trigonometric polynomial of degree M. The coefficients in these polynomials are determined by requiring that an appropriate number of the Fourier coefficients of S(sub N,M) agree with those of f. Explicit expressions are derived for these coefficients in terms of the Fourier coefficients of f. It is proven that these 'Fourier-Pade' approximations converge point-wise to (f(x(exp +))+f(x(exp -)))/2 more rapidly (in some cases by a factor of 1/k(exp 2M)) than the Fourier series partial sums on which they are based. The approximations are illustrated by several examples and an application to the solution of an initial, boundary value problem for the simple heat equation is presented.

Geer, James F.↗

Dynamic PRA-Based Estimation of PWR Coping Time Using a Surrogate Model for Accident Tolerant Fuel

In this study, we propose an interpolation-based response surface surrogate methodology to manage a large number of scenarios in dynamic probabilistic risk assessment. It adopts the shape Dynamic Time Warping algorithm to cluster the interpolation neighborhood from time series sample data. The interpolation method was adapted from Taylor Kriging to allow a reduced-order model of the Taylor series. In order to demonstrate its applicability to complex issues in risk assessment for nuclear engineering, an example risk response surface to estimate emergency core cooling system (ECCS) criteria for triplex silicon carbide (SiC) accident-tolerant fuel was constructed. The response surface was exploited to estimate the cumulative failure probability of the fuel cladding structure due to the uncertainties in operator actions and safety systems. The functional failures were assessed based on a combination of individual layer failures computed by coupling Risk Analysis Virtual Environment software with a pressurized water reactor 1000-MW(electric) RELAP5 model and the in-house fuel performance assessment module. Results showed that SiC cladding failure probability spiked less than 1 min after a large-break loss-of- coolant accident whenever the current ECCS criteria for Zircaloy-4 (Zr-4) cladding was used. However, it still provides an increased safety margin of three orders of magnitude compared to Zr-4. This positive margin could be utilized to relax active ECCS requirements by allowing deviations of up to 450 s in its actuation time. The proposed surrogate methodology generated a response surface of SiC cladding failure probability reasonably well, with a significant savings of computation time. This methodology is expected to be useful in the analysis of system response with complex uncertainty sources.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗