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Results for “Uncertainty Quantification (UQ)”

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32 records · Page 2
All sourcesNASA NTRSDOE OSTI
NASA NTRSDate not supplied

Differential Equation Approximation Using Gradient-Boosted Quantile Regression

The operation of cyber-physical-human (CPH) systems is subject to various epistemic and aleatory uncertainties. Overall trustworthiness of CPH systems relies on the trustworthiness of its components and their interactions. It is important that computational models comprising the cyber component of CPH provide predictions accompanied by a measure of confidence in model outcomes. Uncertainty quantification (UQ) and propagation are especially important in safety critical CPH systems. Gradient-boosted trees is a modeling approach capable both of learning the dynamics of a system and performing UQ. In this paper, we devise a method for using gradient boosting to learn the dynamics of a second order differential equation and estimate uncertainty at the same time. We do this by creating a custom loss function that trains the model to approximate the second derivative of a noisy time series, and to penalize based on a parameter that corresponds to the desired quantile. The resulting gradient boosting model can simulate stochastic trajectories of the system given a single starting point, that is, it can estimate both the expected trajectory and its uncertainty. We show that the uncertainty estimation is well calibrated and that the model can learn the dynamics even in the presence of noise. We demonstrate the approach on a simple cartpole system.

Autonomous systems↗
NASA NTRSDate not supplied

End-To-End Uncertainty Quantification with Analytical Derivatives for Design Under Uncertainty

Uncertainty quantification (UQ) is a rapidly growing and evolving discipline, especially within the aerospace community. Performing analysis with UQ can provide decision makers with a wealth of information about a candidate design. However, the value of UQ is fully realized when the information gained during UQ analysis is leveraged in a feedback loop of a design optimization process, often referred to as design under uncertainty. Although design under uncertainty can be a powerful risk mitigation technique, there are a number of roadblocks that prevent its implementation. Two primary factors are computational costs and added complexity of the analysis. High fidelity simulations on the order tens of uncertain variables quickly become computationally infeasible. Also, implementing UQ into an existing multidisciplinary design and optimization (MDO) process often requires extensive knowledge of the UQ methods and careful treatment of the problem formulation. The objective of this work is to address these two primary roadblocks and enable practitioners to efficiently perform design under uncertainty with limited knowledge of the UQ discipline. Methods outlined in this paper demonstrate MDO incorporating UQ into the design process, leveraging an analytic derivative tool chain through the entire optimization. The proposed approach leverages machine learning techniques to generate a differentiable confidence interval output from polynomial chaos models. This technique, coupled with the incorporation of analytical derivatives through the Polynomial Chaos Expansion (PCE) process, eliminates the need to estimate derivatives which are usually obtained from finite difference, complex step, or similar methods. Developing a differentiable confidence interval allows mixed uncertainty problems (both epistemic and aleatory) to be modeled. Without such modeling, these problems cannot accurately predict objective functions containing statistical quantities such as mean and variance. The addition of analytic derivatives to a polynomial chaos-based UQ method decreases the computational costs of performing design under uncertainty by orders of magnitude in comparison with methods such as complex step. The method and codes developed are modular in nature and are a drop-in solution for design under uncertainty within existing MDO problems. A low-fidelity analytical multidisciplinary optimization under uncertainty for a wing design in OpenMDAO is detailed in this paper. This demonstration case will include both objective functions and constraints which are influenced by uncertain parameters.

Ben D Phillips↗
NASA NTRSDate not supplied

End-To-End Uncertainty Quantification with Analytical Derivatives for Design Under Uncertainty

Uncertainty quantification (UQ) is a rapidly growing and evolving discipline, especially within the aerospace community. Performing analysis with UQ can provide decision makers with a wealth of information about a candidate design. However, the value of UQ is fully realized when the information gained during UQ analysis is leveraged in a feedback loop of a design optimization process, often referred to as design under uncertainty. Although design under uncertainty can be a powerful risk mitigation technique, there are a number of roadblocks that prevent its implementation. Two primary factors are computational costs and added complexity of the analysis. High fidelity simulations on the order tens of uncertain variables quickly become computationally infeasible. Also, implementing UQ into an existing multidisciplinary design and optimization (MDO) process often requires extensive knowledge of the UQ methods and careful treatment of the problem formulation. The objective of this work is to address these two primary roadblocks and enable practitioners to efficiently perform design under uncertainty with limited knowledge of the UQ discipline. Methods outlined in this paper demonstrate MDO incorporating UQ into the design process, leveraging an analytic derivative tool chain through the entire optimization. The proposed approach leverages machine learning techniques to generate a differentiable confidence interval output from polynomial chaos models. This technique, coupled with the incorporation of analytical derivatives through the Polynomial Chaos Expansion (PCE) process, eliminates the need to estimate derivatives which are usually obtained from finite difference, complex step, or similar methods. Developing a differentiable confidence interval allows mixed uncertainty problems (both epistemic and aleatory) to be modeled. Without such modeling, these problems cannot accurately predict objective functions containing statistical quantities such as mean and variance. The addition of analytic derivatives to a polynomial chaos-based UQ method decreases the computational costs of performing design under uncertainty by orders of magnitude in comparison with methods such as complex step. The method and codes developed are modular in nature and are a drop-in solution for design under uncertainty within existing MDO problems. A low-fidelity analytical multidisciplinary optimization under uncertainty for a wing design in OpenMDAO is detailed in this paper. This demonstration case will include both objective functions and constraints which are influenced by uncertain parameters.

Ben Phillips↗
NASA NTRS2017

Near Real-Time Probabilistic Damage Diagnosis Using Surrogate Modeling and High Performance Computing

This work investigates novel approaches to probabilistic damage diagnosis that utilize surrogate modeling and high performance computing (HPC) to achieve substantial computational speedup. Motivated by Digital Twin, a structural health management (SHM) paradigm that integrates vehicle-specific characteristics with continual in-situ damage diagnosis and prognosis, the methods studied herein yield near real-time damage assessments that could enable monitoring of a vehicle's health while it is operating (i.e. online SHM). High-fidelity modeling and uncertainty quantification (UQ), both critical to Digital Twin, are incorporated using finite element method simulations and Bayesian inference, respectively. The crux of the proposed Bayesian diagnosis methods, however, is the reformulation of the numerical sampling algorithms (e.g. Markov chain Monte Carlo) used to generate the resulting probabilistic damage estimates. To this end, three distinct methods are demonstrated for rapid sampling that utilize surrogate modeling and exploit various degrees of parallelism for leveraging HPC. The accuracy and computational efficiency of the methods are compared on the problem of strain-based crack identification in thin plates. While each approach has inherent problem-specific strengths and weaknesses, all approaches are shown to provide accurate probabilistic damage diagnoses and several orders of magnitude computational speedup relative to a baseline Bayesian diagnosis implementation.

Warner, James E.↗
NASA NTRS2018

Combined Error and Uncertainty Estimates for CFD Problems

Given input sources of uncertainty, non-intrusive uncertainty propagation methods quantify the uncertainty in output quantities of interest (QoI) by performing a nite number of CFD (Computational Fluid Dynamics) instance realizations needed in the calculation of output statistics. It is well known that this introduces multiple sources of error. CFD codes often utilize finite-dimensional approximation (grids, basis functions, etc.) thus incurring CFD numerical errors often approximately reinterpreted as a statistical bias. Uncertainty propagation methods calculate uncertainty statistics for output quantities of interest using a numerical method (e.g. deterministic quadrature, sampling, etc.) thus incurring UQ (Uncertainty Quantification) numerical errors. Importance of quantifying these errors in large scale scientific computing: How accurate is an output statistic?; How should additional computational resources be invested to further reduce the error in a statistic?

Posteriori↗
NASA NTRS2007

Numerical Uncertainty Quantification for Radiation Analysis Tools

Recently a new emphasis has been placed on engineering applications of space radiation analyses and thus a systematic effort of Verification, Validation and Uncertainty Quantification (VV&UQ) of the tools commonly used for radiation analysis for vehicle design and mission planning has begun. There are two sources of uncertainty in geometric discretization addressed in this paper that need to be quantified in order to understand the total uncertainty in estimating space radiation exposures. One source of uncertainty is in ray tracing, as the number of rays increase the associated uncertainty decreases, but the computational expense increases. Thus, a cost benefit analysis optimizing computational time versus uncertainty is needed and is addressed in this paper. The second source of uncertainty results from the interpolation over the dose vs. depth curves that is needed to determine the radiation exposure. The question, then, is what is the number of thicknesses that is needed to get an accurate result. So convergence testing is performed to quantify the uncertainty associated with interpolating over different shield thickness spatial grids.

Anderson, Brooke↗
NASA NTRSDate not supplied

Flow Characterization of the NASA Langley Unitary Plan Wind Tunnel, Test Section 2: Computational Results

This is an abstract for an invited paper at the AIAA Aviation Conference, June 2021. The work described here is part of an effort of coordinated experiments in the Unitary Plan Wind Tunnel (UPWT) facility at the NASA Langley Research Center (LaRC) and matching CFD simulations. The primary goal of the work is to assess the productivity and true predictive accuracy of CFD, absent any guidance from experiment, in the high supersonic speed range as compared to experiments performed at the NASA LaRC’s UPWT facility. This report concerns CFD simulation of the primary flow-path in the empty wind tunnel, including the settling chamber, nozzle, test section, and some of the tunnel downstream of the test section. The Mach number in the test section ranges from M~2.4 to M~4.6, and the required area ratio variation is achieved by translation of a nozzle block which constricts the area of a loosely S-shaped throat. Flow past protuberances in the settling chamber and into this S-bend throat are predicted by CFD to generate streamwise vorticity that may, or may not, persist through the throat and into the test section as coherent vortices. Some flow conditions are notably unsteady at frequencies well below those of turbulence, due to unsteady separated flow ahead of the nozzle block. The bulk flow moves at velocities ranging from 'walking speed' in the settling chamber to M~4.6 in the test section. Heat transfer to the settling chamber walls and buoyancy are significant at high Mach number. Subtle variations in surface curvature in the nozzle generate Mach waves that propagate into the test section. CFD of the empty tunnel serves two purposes. Firstly, the full-tunnel simulations are used to provide upstream boundary conditions for CFD of vehicle aerodynamics which are generally performed in a domain confined to the wind tunnel test section; these companion studies are addressed in other papers. Secondly, it is a challenging test for CFD to resolve all of the empty tunnel flow phenomena relevant to flow in the test section. It requires a more complete definition of geometry than was originally anticipated. In addition, it requires good spatial and temporal accuracy, and turbulence modeling that performs well on specific phenomena such as corner flows. The boundary conditions and solution algorithms must perform well from incompressible to almost hypersonic speeds. The final state of the pre-test CFD was a product of an iterative self-improvement process. The initial simulations of the empty tunnel were deficient in many respects, but hints to those deficiencies were recognized in the solutions, and remedies were implemented. Possible further improvements will be studied in the post-test phase when comparisons with experimental data are possible. The CFD was performed by five separate collaborative teams using four different flow solvers: FUN3D, Overflow, Star-CCM+ and USM3D. The level of effort of these teams varied significantly, but each made important contributions to the goals of the work. A concerted effort to use uncertainty quantification methods (UQ) in CFD is also a goal of this work. To this end, variations in CFD results due to grid refinement, turbulence modeling, and boundary conditions have been characterized. Code-to-code variation is another means of assessing CFD uncertainty. All CFD solvers predict similarity among the primary flow features; these include the variation of Mach number due to changes in Reynolds number, and the bulk flow angularity due to tunnel-wall curvature. All CFD solvers also predict similar trends in secondary flows, such as the downwash in the side-wall boundary layers. Three of the high-spatial resolution simulations give similar predictions of a complex secondary flow phenomena, streamwise vortices generated in the S-bend throat that persist into the side-wall boundary layers of the test section. Two of the highest-resolution simulations, run with the same turbulence model in different CFD solvers, gave encouragingly similar predictions of a complex tertiary flow phenomenon, small transient "sprites" of upwash flows, resulting from vortices that presumably originate in the separated flow near the leading edge of the nozzle block. While the CFD was done in a "blind pre-test" mode, requests from the experimental team for CFD results pertaining to unsteadiness and total temperature variations in the test section resulted in CFD runs that included a cooled wall in settling chamber. This then led to a change in the standard practice for running the Overflow results, which would not have occurred without this "release" of this experimental information. CFD was also used to guide some measurements. The paper will focus on establishing the consensus among CFD results and understanding differences among those results. Initial findings from the efforts to characterize CFD uncertainty have been done and will be included in the paper.

Robert Edward Childs↗
NASA NTRS2007

The Roles of Verification, Validation and Uncertainty Quantification in the NASA Standard for Models and Simulations

The National Aeronautics and Space Administration (NASA) recently issued an interim version of the Standard for Models and Simulations (M&S Standard) [1]. The action to develop the M&S Standard was identified in an internal assessment [2] of agency-wide changes needed in the wake of the Columbia Accident [3]. The primary goal of this standard is to ensure that the credibility of M&S results is properly conveyed to those making decisions affecting human safety or mission success criteria. The secondary goal is to assure that the credibility of the results from models and simulations meets the project requirements (for credibility). This presentation explains the motivation and key aspects of the M&S Standard, with a special focus on the requirements for verification, validation and uncertainty quantification. Some pilot applications of this standard to computational fluid dynamics applications will be provided as illustrations. The authors of this paper are the members of the team that developed the initial three drafts of the standard, the last of which benefited from extensive comments from most of the NASA Centers. The current version (number 4) incorporates modifications made by a team representing 9 of the 10 NASA Centers. A permanent version of the M&S Standard is expected by December 2007. The scope of the M&S Standard is confined to those uses of M&S that support program and project decisions that may affect human safety or mission success criteria. Such decisions occur, in decreasing order of importance, in the operations, the test & evaluation, and the design & analysis phases. Requirements are placed on (1) program and project management, (2) models, (3) simulations and analyses, (4) verification, validation and uncertainty quantification (VV&UQ), (5) recommended practices, (6) training, (7) credibility assessment, and (8) reporting results to decision makers. A key component of (7) and (8) is the use of a Credibility Assessment Scale, some of the details of which were developed in consultation with William Oberkampf, David Peercy and Timothy Trocano of Sandia National Laboratories. The focus of most of the requirements, including those for VV&UQ, is on the documentation of what was done and the reporting, using the Credibility Assessment Scale, of the level of rigor that was followed. The aspects of one option for the Credibilty Assessment Scale are (1) code verification, (2) solution verification, (3) validation, (4) predictive capability, (5) technical review, (6) process control, and (7) operator and analyst qualification.

Zang, Thomas A.↗
NASA NTRS2018

Quantification of Dynamic Model Validation Metrics Using Uncertainty Propagation from Requirements

The Space Launch System, NASA's new large launch vehicle for long range space exploration, is presently in the final design and construction phases, with the first launch scheduled for 2019. A dynamic model of the system has been created and is critical for calculation of interface loads and natural frequencies and mode shapes for guidance, navigation, and control (GNC). Because of the program and schedule constraints, a single modal test of the SLS will be performed while bolted down to the Mobile Launch Pad just before the first launch. A Monte Carlo and optimization scheme will be performed to create thousands of possible models based on given dispersions in model properties and to determine which model best fits the natural frequencies and mode shapes from modal test. However, the question still remains as to whether this model is acceptable for the loads and GNC requirements. An uncertainty propagation and quantification (UP and UQ) technique to develop a quantitative set of validation metrics that is based on the flight requirements has therefore been developed and is discussed in this paper. There has been considerable research on UQ and UP and validation in the literature, but very little on propagating the uncertainties from requirements, so most validation metrics are "rules-of-thumb;" this research seeks to come up with more reason-based metrics. One of the main assumptions used to achieve this task is that the uncertainty in the modeling of the fixed boundary condition is accurate, so therefore that same uncertainty can be used in propagating the fixed-test configuration to the free-free actual configuration. The second main technique applied here is the usage of the limit-state formulation to quantify the final probabilistic parameters and to compare them with the requirements. These techniques are explored with a simple lumped spring-mass system and a simplified SLS model. When completed, it is anticipated that this requirements-based validation metric will provide a quantified confidence and probability of success for the final SLS dynamics model, which will be critical for a successful launch program, and can be applied in the many other industries where an accurate dynamic model is required.

Brown, Andrew M.↗
NASA NTRS2011

Uncertainty Quantification and Statistical Engineering for Hypersonic Entry Applications

NASA has invested significant resources in developing and validating a mathematical construct for TPS margin management: a) Tailorable for low/high reliability missions; b) Tailorable for ablative/reusable TPS; c) Uncertainty Quantification and Statistical Engineering are valuable tools not exploited enough; and d) Need to define strategies combining both Theoretical Tools and Experimental Methods. The main reason for this lecture is to give a flavor of where UQ and SE could contribute and hope that the broader community will work with us to improve in these areas.

Cozmuta, Ioana↗
NASA NTRS2017

Uncertainty Quantification of the FUN3D-Predicted NASA CRM Flutter Boundary

A nonintrusive point collocation method is used to propagate parametric uncertainties of the flexible Common Research Model, a generic transport configuration, through the unsteady aeroelastic CFD solver FUN3D. A range of random input variables are considered, including atmospheric flow variables, structural variables, and inertial (lumped mass) variables. UQ results are explored for a range of output metrics (with a focus on dynamic flutter stability), for both subsonic and transonic Mach numbers, for two different CFD mesh refinements. A particular focus is placed on computing failure probabilities: the probability that the wing will flutter within the flight envelope.

Stanford, Bret K.↗
NASA NTRSDate not supplied

Design Under Uncertainty for Conceptual Aircraft Design Leveraging Analytical Gradients

The purpose of this paper is to extend previously demonstrated methodologies for design under uncertainty, leveraging analytical gradients to higher fidelity analysis for use in conceptual aircraft design. Previous work developed methods to generate analytical derivatives through polynomial chaos expansion, eliminating the need to estimate derivatives via complex step or finite difference. In this research, the authors build upon the methods to include physics-based aircraft design codes for aircraft design under uncertainty. This extends the previous work’s case study, which employed analytical aerodynamics and Breguet range estimations for wing design, to a higher fidelity level. In addition, this work extends previous work on interface development between the Uncertainty Quantification with Polynomial Chaos Expansion (UQPCE) software and Model-Based Systems Analysis and Engineering (MBSA&E) frameworks. This paper will discuss the development work necessary to perform multidisciplinary design under uncertainty as well as demonstrate the mechanics of interfacing UQPCE and conceptual aircraft design tools such as NASA’s Aviary code. In a case study, a conceptual aircraft design under uncertainty was conducted and compared against a traditional deterministic design. When given information about the uncertainty space from UQPCE, the optimizer was able to shape the output distribution and produce a more robust design.

UQ↗
NASA NTRSDate not supplied

Design Under Uncertainty for Conceptual Aircraft Design Leveraging Analytical Gradients

The purpose of this paper is to extend previously demonstrated methodologies for design under uncertainty, leveraging analytical gradients to higher fidelity analysis for use in conceptual aircraft design. Previous work developed methods to generate analytical derivatives through polynomial chaos expansion, eliminating the need to estimate derivatives via complex step or finite difference. In this research, the authors build upon the methods to include physics-based aircraft design codes for aircraft design under uncertainty. This extends the previous work’s case study, which employed analytical aerodynamics and Breguet range estimations for wing design, to a higher fidelity level. In addition, this work extends previous work on interface development between the Uncertainty Quantification with Polynomial Chaos Expansion (UQPCE) software and Model-Based Systems Analysis and Engineering (MBSA&E) frameworks. This paper will discuss the development work necessary to perform multidisciplinary design under uncertainty as well as demonstrate the mechanics of interfacing UQPCE and conceptual aircraft design tools such as NASA’s Aviary code. In a case study, a conceptual aircraft design under uncertainty was conducted and compared against a traditional deterministic design. When given information about the uncertainty space from UQPCE, the optimizer was able to shape the output distribution and produce a more robust design

UQ↗