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DOE OSTI2023

Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties

We present a novel stochastic optimal control framework that accounts for various types of uncertainties, with application to reentry trajectory planning. The formulation of the optimal trajectory control problem is presented in the context of an indirect method where a functional objective associated with the terminal vehicle speed is to be minimized. Uncertain input parameters in the optimal trajectory control model, including aerodynamic parameters and initial and terminal conditions, are modeled as aleatory random variables, while the statistical parameters of these aleatory distributions are themselves random variables. The parametric and model uncertainties are simultaneously propagated through an extended polynomial chaos expansion (EPCE) formalism. Several metrics are described to evaluate response statistics and presented as insightful tools for robust decision making. Specifically, the response probability density function (PDF) reflecting influence of both epistemic and aleatory uncertainties is obtained. By sampling over the random variables representing model error, an ensemble of response PDFs is generated and the associated failure probability is estimated as a random variable with its own polynomial chaos expansion. Besides, the sensitivity index functions of response PDF with respect to the statistical parameters are evaluated. Coupling parametric and model uncertainties within the EPCE framework leads to a robust and efficient paradigm for multilevel uncertainty propagation and PDF characterization in general optimal control problems.

Engineering↗

DOE OSTI2016

UQ Toolkit v. 3.0

The Uncertainty Quantification (UQ) Toolkit is a software library for the characterization and propagation of uncertainties in computational models. This library provides Bayesian inference tools to infer uncertain model parameters, Bayesian compressive sensing methods for discovering sparse representations of high-dimensional input-output response surfaces, methods for constructing Karhunen-Loève representations of stochastic processes, and global sensitivity analysis tools used to compute Sobol indices in order to characterize the importance of uncertain inputs or the interactions between them. The basis for many of these methods relies on representing random variables with Polynomial Chaos expansions (PCEs). This library implements several spectral basis function types (e.g. Hermite basis functions in terms of Gaussian random variables or Legendre basis functions in terms of uniform random variables) that can be used to represent random variables with PCEs. For the propagation of uncertainty, tools are provided to propagate PCEs that describe the input uncertainty through the computational model using either intrusive methods (Galerkin projection of equations onto basis functions) or non-intrusive methods (perform deterministic operation at sampled values of the random values and project the obtained results onto basis functions).

Sargsyan, Khachik↗

DOE OSTI2020

UQ Toolkit v 2.0

The Uncertainty Quantification (UQ) Toolkit is a software library for the characterizaton and propagation of uncertainties in computational models. For the characterization of uncertainties, Bayesian inference tools are provided to infer uncertain model parameters, as well as Bayesian compressive sensing methods for discovering sparse representations of high-dimensional input-output response surfaces, and also Karhunen-Loève expansions for representing stochastic processes. Uncertain parameters are treated as random variables and represented with Polynomial Chaos expansions (PCEs). The library implements several spectral basis function types (e.g. Hermite basis functions in terms of Gaussian random variables or Legendre basis functions in terms of uniform random variables) that can be used to represent random variables with PCEs. For propagation of uncertainty, tools are provided to propagate PCEs that describe the input uncertainty through the computational model using either intrusive methods (Galerkin projection of equations onto basis functions) or non-intrusive methods (perform deterministic operation at sampled values of the random values and project the obtained results onto basis functions).

Safta, Cosmin↗

DOE OSTI2025

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

NASA NTRS1972

Variance reduction in Monte Carlo analysis of rarefied gas diffusion

The present analysis uses the Monte Carlo method to solve the problem of rarefied diffusion between parallel walls. The diffusing molecules are evaporated or emitted from one of two parallel walls and diffused through another molecular species. The analysis treats the diffusing molecule as undergoing a Markov random walk and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs the expected Markov walk payoff is retained but its variance is reduced so that the M. C. result has a much smaller error.

Perlmutter, M.↗

NASA NTRS1972

Variance reduction in Monte Carlo analysis of rarefied gas diffusion.

The problem of rarefied diffusion between parallel walls is solved using the Monte Carlo method. The diffusing molecules are evaporated or emitted from one of the two parallel walls and diffuse through another molecular species. The Monte Carlo analysis treats the diffusing molecule as undergoing a Markov random walk, and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs, the expected Markov walk payoff is retained but its variance is reduced so that the Monte Carlo result has a much smaller error.

Perlmutter, M.↗

NASA NTRS1991

Reliability analysis of ceramic matrix composite laminates

At a macroscopic level, a composite lamina may be considered as a homogeneous orthotropic solid whose directional strengths are random variables. Incorporation of these random variable strengths into failure models, either interactive or non-interactive, allows for the evaluation of the lamina reliability under a given stress state. Using a non-interactive criterion for demonstration purposes, laminate reliabilities are calculated assuming previously established load sharing rules for the redistribution of load as the failure of laminae occur. The matrix cracking predicted by ACK theory is modeled to allow a loss of stiffness in the fiber direction. The subsequent failure in the fiber direction is controlled by a modified bundle theory. Results using this modified bundle model are compared with previous models which did not permit separate consideration of matrix cracking, as well as to results obtained from experimental data.

Thomas, David J.↗

NASA NTRS1992

Load redistribution considerations in the fracture of ceramic matrix composites

Using a macroscopic viewpoint, composite laminae are homogeneous orthotropic solids whose directional strengths are random variables. Incorporation of these random variable strengths into failure models, either interactive or noninteractive, allows for the evaluation of the lamina reliability under a given stress state. Using a noninteractive criterion for demonstration purposes, laminate reliabilities are calculated assuming previously established load sharing rules for the redistribution of load as the failure of laminae occur. The matrix cracking predicted by ACK theory is modeled to allow a loss of stiffness in the fiber direction. The subsequent failure in the fiber direction is controlled by a modified bundle theory. Results are compared with previous models which did not permit separate consideration of matrix cracking, as well as to results obtained from experimental data. The effects of variations from the ideal physical geometry which is normally used to depict the matrix cracking are also studied.

Thomas, David J.↗

NASA NTRS2008

Using an Informative Missing Data Model to Predict the Ability to Assess Recovery of Balance Control after Spaceflight

Astronauts show degraded balance control immediately after spaceflight. To assess this change, astronauts' ability to maintain a fixed stance under several challenging stimuli on a movable platform is quantified by "equilibrium" scores (EQs) on a scale of 0 to 100, where 100 represents perfect control (sway angle of 0) and 0 represents data loss where no sway angle is observed because the subject has to be restrained from falling. By comparing post- to pre-flight EQs for actual astronauts vs. controls, we built a classifier for deciding when an astronaut has recovered. Future diagnostic performance depends both on the sampling distribution of the classifier as well as the distribution of its input data. Taking this into consideration, we constructed a predictive ROC by simulation after modeling P(EQ = 0) in terms of a latent EQ-like beta-distributed random variable with random effects.

Feiveson, Alan H.↗

NASA NTRS1976

A technique for generating correlated X-band weather degradation statistics

It is, known that the X-band noise temperature of DSN receivers can go up from 20 K to over 100 K or more, if the air is heavily laden with water vapor, although that is an uncommon occurrence. It is proposed that the DSN furnish flight projects relying on X-band degradation models, one for each DSN Complex. Such models would be in the form of a random process generator, say in an MBASIC program, that would permit the project to generate X-band degradation data with the right autocorrelations for periods of interest to the Projects. The autocorrelation modeling is especially important because bursts of degradation lasting several days can affect data storage and mission sequence design strategy. One approach which works if the degradation statistics obey a half-gaussian law. That is, the random variables are formed by taking the absolute values of another set of random variables, themselves having a Gaussian distribution. The technique then permits the half-gaussian random variables to have given one and two-step correlation coefficients.

Posner, E. C.↗

NASA NTRS1971

Reward and uncertainty in exploration programs

A set of variables which are crucial to the economic outcome of petroleum exploration are discussed. These are treated as random variables; the values they assume indicate the number of successes that occur in a drilling program and determine, for a particular discovery, the unit production cost and net economic return if that reservoir is developed. In specifying the joint probability law for those variables, extreme and probably unrealistic assumptions are made. In particular, the different random variables are assumed to be independently distributed. Using postulated probability functions and specified parameters, values are generated for selected random variables, such as reservoir size. From this set of values the economic magnitudes of interest, net return and unit production cost are computed. This constitutes a single trial, and the procedure is repeated many times. The resulting histograms approximate the probability density functions of the variables which describe the economic outcomes of an exploratory drilling program.

Kaufman, G. M.↗

NASA NTRS1983

Spline approximation of quantile functions

The study reported here explored the development and utility of a spline representation of the sample quantile function of a continuous probability distribution in providing a functional description of a random sample and a method of generating random variables. With a spline representation, the random samples are generated by transforming a sample of uniform random variables to the interval of interest. This is useful, for example, in simulation studies in which a random sample represents the only known information about the distribution. The spline formulation considered here consists of a linear combination of cubic basis splines (B-splines) fit in a least squares sense to the sample quantile function using equally spaced knots. The following discussion is presented in five parts. The first section highlights major results realized from the study. The second section further details the results obtained. The methodology used is described in the third section, followed by a brief discussion of previous research on quantile functions. Finally, the results of the study are evaluated.

Schiess, J. R.↗

NASA NTRS1988

Probabilistic structural analysis computer code (NESSUS)

Probabilistic structural analysis has been developed to analyze the effects of fluctuating loads, variable material properties, and uncertain analytical models especially for high performance structures such as SSME turbopump blades. The computer code NESSUS (Numerical Evaluation of Stochastic Structure Under Stress) was developed to serve as a primary computation tool for the characterization of the probabilistic structural response due to the stochastic environments by statistical description. The code consists of three major modules NESSUS/PRE, NESSUS/FEM, and NESSUS/FPI. NESSUS/PRE is a preprocessor which decomposes the spatially correlated random variables into a set of uncorrelated random variables using a modal analysis method. NESSUS/FEM is a finite element module which provides structural sensitivities to all the random variables considered. NESSUS/FPI is Fast Probability Integration method by which a cumulative distribution function or a probability density function is calculated.

Shiao, Michael C.↗

DOE OSTI2021

An extended polynomial chaos expansion for PDF characterization and variation with aleatory and epistemic uncertainties

This paper presents an extended polynomial chaos formalism for epistemic uncertainties and a new framework for evaluating sensitivities and variations of output probability density functions (PDF) to uncertainty in probabilistic models of input variables. An ”extended” polynomial chaos expansion (PCE) approach is developed that accounts for both aleatory and epistemic uncertainties, modeled as random variables, thus allowing a unified treatment of both types of uncertainty. We explore in particular epistemic uncertainty associated with the choice of prior probabilistic models for input parameters. A PCE-based Kernel Density (KDE) construction provides a composite map from the PCE coefficients and germ to the PDF of quantities of interest (QoI). Here, the sensitivities of these PDF with respect to the input parameters are then evaluated. Input parameters of the probabilistic models are considered. By sampling over the epistemic random variable, a family of PDFs is generated and the failure probability is itself estimated as a random variable with its own PCE. Integrating epistemic uncertainties within the PCE framework results in a computationally efficient paradigm for propagation and sensitivity evaluation. Two typical illustrative examples are used to demonstrate the proposed approach.

Aleatory uncertainty↗

DOE OSTI2017

Stochastic Analysis of Levee Stability Subject to Variable Seepage Conditions

© ASCE. Levee stability is highly influenced by seepage. Specifically, hydraulic conductivity distribution within a levee influences pore pressure distribution and controls the drained strength of the soil. In this study the influence of hydraulic conductivity and blanket layer thickness on failure probability is evaluated within the context of reliability analyses that also include soil strength and unit weight as random variables. First-Order Reliability Method (FORM) is used to evaluate reliability, rank random variables by importance and to obtain sensitivity of the solution to each random variable and its distribution parameters. Stability is computed using Spencer's method of slices coupled to a finite element seepage code to directly evaluate pore pressure. In addition, response surface method solutions are compared to the direct reliability solution to assess response surface accuracy. The results show that blanket layer thickness is more important than most strength parameters and that the uncertainty in hydraulic conductivity is less important to the variance in safety factor for the case of a low-permeability blanket layer. Numerical challenges caused by implementing a finite element limit-state function are discussed. Response surface methods are found to give a reasonable approximation to the direct reliability solution when the design point is between response surface fitting points.

Lanzafame, Robert↗

NASA NTRS1995

A Probabilistic Design Method Applied to Smart Composite Structures

A probabilistic design method is described and demonstrated using a smart composite wing. Probabilistic structural design incorporates naturally occurring uncertainties including those in constituent (fiber/matrix) material properties, fabrication variables, structure geometry and control-related parameters. Probabilistic sensitivity factors are computed to identify those parameters that have a great influence on a specific structural reliability. Two performance criteria are used to demonstrate this design methodology. The first criterion requires that the actuated angle at the wing tip be bounded by upper and lower limits at a specified reliability. The second criterion requires that the probability of ply damage due to random impact load be smaller than an assigned value. When the relationship between reliability improvement and the sensitivity factors is assessed, the results show that a reduction in the scatter of the random variable with the largest sensitivity factor (absolute value) provides the lowest failure probability. An increase in the mean of the random variable with a negative sensitivity factor will reduce the failure probability. Therefore, the design can be improved by controlling or selecting distribution parameters associated with random variables. This can be implemented during the manufacturing process to obtain maximum benefit with minimum alterations.

Shiao, Michael C.↗

DOE OSTI2018

Finite Element Based Full-Life Cyclic Stress Analysis of 316 Grade Nuclear Reactor Stainless Steel Under Constant, Variable, and Random Fatigue Loading

Although S~N curve-based approaches are widely followed for fatigue evaluation of nuclear reactor components and other safety critical structural systems, there is a chance of large uncertainty in estimated fatigue lives. This uncertainty may be reduced by using a more mechanistic approach such as physics based three-dimensional (3D) finite element (FE) methods. In a recent paper (Barua et al., 2018, ASME J. Pressure Vessel Technol., 140(1), p. 011403), a fully mechanistic fatigue modeling approach which is based on time-dependent stress–strain evolution of material over the entire fatigue life was presented. Based on this approach, FE-based cyclic stress analysis was performed on 316 nuclear grade reactor stainless steel (SS) fatigue specimens, subjected to constant, variable, and random amplitude loading, for their entire fatigue lives. The simulated results are found to be in good agreement with experimental observation. An elastic-plastic analysis of a pressurized water reactor (PWR) surge line (SL) pipe under idealistic fatigue loading condition was performed and compared with experimental results.

36 MATERIALS SCIENCE↗

NASA NTRS2004

Probability Distribution Estimated From the Minimum, Maximum, and Most Likely Values: Applied to Turbine Inlet Temperature Uncertainty

Modern engineering design practices are tending more toward the treatment of design parameters as random variables as opposed to fixed, or deterministic, values. The probabilistic design approach attempts to account for the uncertainty in design parameters by representing them as a distribution of values rather than as a single value. The motivations for this effort include preventing excessive overdesign as well as assessing and assuring reliability, both of which are important for aerospace applications. However, the determination of the probability distribution is a fundamental problem in reliability analysis. A random variable is often defined by the parameters of the theoretical distribution function that gives the best fit to experimental data. In many cases the distribution must be assumed from very limited information or data. Often the types of information that are available or reasonably estimated are the minimum, maximum, and most likely values of the design parameter. For these situations the beta distribution model is very convenient because the parameters that define the distribution can be easily determined from these three pieces of information. Widely used in the field of operations research, the beta model is very flexible and is also useful for estimating the mean and standard deviation of a random variable given only the aforementioned three values. However, an assumption is required to determine the four parameters of the beta distribution from only these three pieces of information (some of the more common distributions, like the normal, lognormal, gamma, and Weibull distributions, have two or three parameters). The conventional method assumes that the standard deviation is a certain fraction of the range. The beta parameters are then determined by solving a set of equations simultaneously. A new method developed in-house at the NASA Glenn Research Center assumes a value for one of the beta shape parameters based on an analogy with the normal distribution (ref.1). This new approach allows for a very simple and direct algebraic solution without restricting the standard deviation. The beta parameters obtained by the new method are comparable to the conventional method (and identical when the distribution is symmetrical). However, the proposed method generally produces a less peaked distribution with a slightly larger standard deviation (up to 7 percent) than the conventional method in cases where the distribution is asymmetric or skewed. The beta distribution model has now been implemented into the Fast Probability Integration (FPI) module used in the NESSUS computer code for probabilistic analyses of structures (ref. 2).

Holland, Frederic A., Jr.↗