Search NASA⌕ Search

SEARCH · Search NASA

Results for “Bayesian uncertainty quantification”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRSDate not supplied

Uncertainty Quantification of Inducer Natural Frequency using Conditional Assessment of Modeling and Modal Testing of Simpler Systems

The low pressure fuel pump inducer of the new Space Launch System RS25 core stage engine operates in a highly complex environment that substantially affects its modal characteristics. Some of the more important effects are fluid-added mass resulting from operation within a light liquid (Hydrogen), and the magnification of this effect due to tight tip clearance. Since higher order cavitation has been identified as a significant harmonic driver, knowledge of the natural frequency of potentially excitable modes is critical for safe operation, but this frequency cannot be measured during the severe operational environment. A comprehensive testing and analysis program has therefore been performed over the last four years to identify the nominal value and uncertainty of the frequency by modeling and testing four simpler structures which share some of the characteristics of the operational inducer. This testing was used to assess and adjust modeling techniques and excellent correlation was achieved. Identification of the uncertainty in the inducer frequency itself was still problematic, however. This difficulty led to an investigation of Bayesian uncertainty quantification techniques, and to the application of the relatively simple technique of Multi-Variate Normal conditional distributions to calculate the inducer natural frequency uncertainty. Assumptions on prior distributions of uncertainty of the fluid-added mass and tip clearance effect are initially applied to models of each of the simple structures and the inducer itself, and these uncertainties are propagated to generate natural frequencies using design of experiments. Simple response surfaces are then created from this data in order to calculate a Covariance Matrix relating all of these natural frequencies. Finally, the results from modal test of the simple structures are considered to be observations and used to calculate the conditional variance of the desired inducer frequencies. As this method is less rigorous than more complicated Bayesian methods reported in the literature, a conservative factor is applied to the result, but the resulting uncertainty is still significantly less than originally estimated and will greatly assist certification of the inducer for use in the engine.

Uncertainty Quantification↗
NASA NTRSDate not supplied

Uncertainty Quantification of Inducer Eigenvalues using Conditional Assessment of Models and Modal Test of Simpler Systems

The low pressure fuel pump inducer of the new Space Launch System RS25 core stage engine operates in a highly complex environment that substantially affects its modal characteristics. Some of the more important effects are fluid-added mass resulting from operation within a light liquid (Hydrogen), and the magnification of this effect due to tight tip clearance. Since higher order cavitation has been identified as a significant harmonic driver, knowledge of the natural frequency of potentially excitable modes is critical for safe operation, but this frequency cannot be measured during the severe operational environment. A comprehensive testing and analysis program has therefore been performed over the last four years to identify the nominal value and uncertainty of the frequency by modeling and testing four simpler structures which share some of the characteristics of the operational inducer. This testing was used to assess and adjust modeling techniques and excellent correlation was achieved. Identification of the uncertainty in the inducer frequency itself was still problematic, however. This difficulty led to an investigation of Bayesian uncertainty quantification techniques, and to the application of the relatively simple technique of Multi-Variate Normal conditional distributions to calculate the inducer natural frequency uncertainty. Assumptions on prior distributions of uncertainty of the fluid-added mass and tip clearance effect are initially applied to models of each of the simple structures and the inducer itself, and these uncertainties are propagated to generate natural frequencies using design of experiments. Simple response surfaces are then created from this data in order to calculate a Covariance Matrix relating all of these natural frequencies. Finally, the results from modal test of the simple structures are considered to be observations and used to calculate the conditional variance of the desired inducer frequencies. As this method is less rigorous than more complicated Bayesian methods reported in the literature, a conservative factor is applied to the result, but the resulting uncertainty is still significantly less than originally estimated and will greatly assist certification of the inducer for use in the engine.

Uncertainty Quantification↗
NASA NTRS2014

Bayesian Statistics and Uncertainty Quantification for Safety Boundary Analysis in Complex Systems

The analysis of a safety-critical system often requires detailed knowledge of safe regions and their highdimensional non-linear boundaries. We present a statistical approach to iteratively detect and characterize the boundaries, which are provided as parameterized shape candidates. Using methods from uncertainty quantification and active learning, we incrementally construct a statistical model from only few simulation runs and obtain statistically sound estimates of the shape parameters for safety boundaries.

Active Learning↗
NASA NTRS2022

Bayesian Rules of Thumb: Robust Uncertainty Quantification in Early Project Cost Estimation

Systems engineers often make use of cost Rules ofThumb in order to estimate cost during early phases of projectformulation. These Rules of Thumb typically take the form ofa sequence of percentages over which a total cost is allocatedacross NASA WBS elements. Rules of Thumb can then be usedto extrapolate cost from one or more known WBS elements tothe remaining unknown WBS elements, assisting early projectformulation architecture studies (such as those in JPL’s Team Xand A Team).A number of issues can arise when generating and using costRules of Thumb. For example, many records of project costsconsist of incomplete data. Typical methods of dealing withincomplete cost allocation data include (a) ignoring missionswith incomplete data, or (b) taking averages of the non-zero percentagesacross missions, but both of these methods can result inbiased estimates if the existence of incomplete data correlateswith total mission cost or any particular WBS element. Anothercommon example is cost reported in one or more incorrect WBSelements. This is especially prevalent in smaller missions whereit is more common for engineers to perform tasks that fall underthe purview of multiple WBS elements.Furthermore, a Rule of Thumb estimate is typically reported asa point estimate; there is no reported uncertainty around thepercentages used to generate an allocation. Even in the rarecase in which confidence intervals around mean percentages areprovided, there may be positive or negative correlations betweenWBS elements which can skew estimates.Here we attempt to address these problems by formulatingprobabilistic Rules of Thumb in which a distribution of allocationschemes, rather than a single allocation scheme, is generated.We use a bootstrap imputation method to simultaneouslyaccount for uncertainty in the missing data while using allavailable information contained in the dataset. The imputeddatasets are then input into a multivariate Bayesian modelwhich accounts for correlations between WBS elements andproperly accounts for uncertainty in the final Rule of Thumbpercentages and predictions. We describe the mathematicalmodel and provides snippets of R code utilizing the brms(Bayesian Regression Models using Stan) package. To illustratethis model, we generate a Bayesian Level 2 WBS Cost Rule ofThumb for MIDEX (Medium-Class Explorers) missions withdata extracted from NASA’s CADRe. We then compare thismethod’s performance with the classical Rule of Thumb method.

Hooke, Melissa A↗
NASA NTRSDate not supplied

Bayesian Symbolic Regression: Addressing Challenges in Estimating Fractional Bayes Factors and Application to Fatigue Crack Growth Modeling

This research pioneers advancements in computational mechanics by integrating Bayesian-based uncertainty quantification into symbolic regression, specifically focusing on the critical task of accurately estimating the fractional Bayes factor for selecting arbitrary equations. In our exploration, we rigorously study two prominent methods—sequential Monte Carlo and the Laplace approximation—employed for computing the fractional Bayes factor. Our findings underscore the limitations of the Laplace approximation, revealing its diminished accuracy in nonlinear and multimodal scenarios. Specifically, the Laplace approximation is shown to underpredict fractional Bayes factor on a wide set of equations associated with a symbolic regression benchmark. This comparative analysis sheds light on the nuanced performance of these techniques, guiding researchers toward more informed choices in uncertainty quantification within symbolic regression. Furthermore, we showcase the practical utility of these enhanced symbolic regression tools through their application to a real-world problem in fatigue crack growth modeling, emphasizing their efficacy in capturing the complexities of mechanical systems.

Geoffrey Bomarito↗
NASA NTRS2016

Uncertainty Reduction using Bayesian Inference and Sensitivity Analysis: A Sequential Approach to the NASA Langley Uncertainty Quantification Challenge

This paper presents a computational framework for uncertainty characterization and propagation, and sensitivity analysis under the presence of aleatory and epistemic un- certainty, and develops a rigorous methodology for efficient refinement of epistemic un- certainty by identifying important epistemic variables that significantly affect the overall performance of an engineering system. The proposed methodology is illustrated using the NASA Langley Uncertainty Quantification Challenge (NASA-LUQC) problem that deals with uncertainty analysis of a generic transport model (GTM). First, Bayesian inference is used to infer subsystem-level epistemic quantities using the subsystem-level model and corresponding data. Second, tools of variance-based global sensitivity analysis are used to identify four important epistemic variables (this limitation specified in the NASA-LUQC is reflective of practical engineering situations where not all epistemic variables can be refined due to time/budget constraints) that significantly affect system-level performance. The most significant contribution of this paper is the development of the sequential refine- ment methodology, where epistemic variables for refinement are not identified all-at-once. Instead, only one variable is first identified, and then, Bayesian inference and global sensi- tivity calculations are repeated to identify the next important variable. This procedure is continued until all 4 variables are identified and the refinement in the system-level perfor- mance is computed. The advantages of the proposed sequential refinement methodology over the all-at-once uncertainty refinement approach are explained, and then applied to the NASA Langley Uncertainty Quantification Challenge problem.

Uncertainty↗
NASA NTRS2013

Uncertainty Quantification of GEOS-5 L-band Radiative Transfer Model Parameters Using Bayesian Inference and SMOS Observations

Uncertainties in L-band (1.4 GHz) radiative transfer modeling (RTM) affect the simulation of brightness temperatures (Tb) over land and the inversion of satellite-observed Tb into soil moisture retrievals. In particular, accurate estimates of the microwave soil roughness, vegetation opacity and scattering albedo for large-scale applications are difficult to obtain from field studies and often lack an uncertainty estimate. Here, a Markov Chain Monte Carlo (MCMC) simulation method is used to determine satellite-scale estimates of RTM parameters and their posterior uncertainty by minimizing the misfit between long-term averages and standard deviations of simulated and observed Tb at a range of incidence angles, at horizontal and vertical polarization, and for morning and evening overpasses. Tb simulations are generated with the Goddard Earth Observing System (GEOS-5) and confronted with Tb observations from the Soil Moisture Ocean Salinity (SMOS) mission. The MCMC algorithm suggests that the relative uncertainty of the RTM parameter estimates is typically less than 25 of the maximum a posteriori density (MAP) parameter value. Furthermore, the actual root-mean-square-differences in long-term Tb averages and standard deviations are found consistent with the respective estimated total simulation and observation error standard deviations of m3.1K and s2.4K. It is also shown that the MAP parameter values estimated through MCMC simulation are in close agreement with those obtained with Particle Swarm Optimization (PSO).

MCMC↗
NASA NTRS2019

Bayesian Inference and the Effects of Varying Uncertainty Models in Charring Ablator Calibration and Uncertainty Quantification Problems

The Mars Science Laboratory (MSL) vehicle utilized a heat shield constructed from NASA’s Phenolic-Impregnated Carbon Ablator (PICA) material to protect the main structure from the high enthalpy environment encountered during hypersonic atmospheric entry. During the vehicle’s descent through Martian atmosphere, multiple thermocouples embedded within the heat shield captured in-depth material temperature data that allow for studies to be conducted on current material response reconstruction tools. In the present work, material temperature data obtained from thermocouples within the MISP-4 plug (MEDLI (Mars Science Laboratory Entry, Descent, and Landing Instrument) Integrated Sensor Plug) are utilized in the calibration of Theoretical Ablative Composite for Open Testing (TACOT) model parameters in conjunction with NASA’s Porous material Analysis Toolbox (PATO) through Bayesian inference where uncertainty due to parametric, modeling, and experimental sources is simultaneously quantified. Prior to the study, a sensitivity analysis is performed through computation of the robust Sobol indices in an effort to study the relationship between input space and model response and to reduce the dimensionality of the statistical inverse problem. The Bayesian inference methodology necessitates an a-priori choice to be made for the uncertainty model for which numerous possibilities are available. Across most works, however, only basic additive or multiplicative models are utilized with pre-defined magnitudes of uncertainty based on a-priori knowledge or to-be-calibrated multipliers of static covariance matrix structures. The present effort explores the effects of informed uncertainty models, ones with temporal dependence that are simultaneously calibrated through Bayesian inference, on calibrated results for parameters that make up the uncertain input space.

Sensitivity Analysis↗
NASA NTRSDate not supplied

Bayesian Model Selection for Reducing Bloat and Overfitting in Genetic Programming for Symbolic Regression

When performing symbolic regression using genetic programming, overfitting and bloat can negatively impact generalizability and interpretability of the resulting equations as well as increase computation times. A Bayesian fitness metric is introduced and its impact on bloat and overfitting during population evolution is studied and compared to common alternatives in the literature. The proposed approach was found to be more robust to noise and data sparsity in numerical experiments, guiding evolution to a level of complexity appropriate to the dataset. Further evolution of the population resulted not in overfitting or bloat, but rather in slight simplifications in model form. The ability to identify an equation of complexity appropriate to the scale of noise in the training data was also demonstrated. In general, the Bayesian model selection algorithm was shown to be an effective means of regularization which resulted in less bloat and overfitting when any amount of noise was present in the training data.

Uncertainty quantification↗
NASA NTRSDate not supplied

Probabilistic Calibration of Expensive Models using Efficiently Trained Surrogates

Calibration of computational models in the presence of uncertainty is often cast as a Bayesian inference problem and solved via sampling methods, e.g., Markov chain Monte Carlo. When the computational model is expensive, this task becomes intractable due to the large number of samples required to accurately estimate the posterior distribution of the calibration parameters. A popular solution to this problem is to use machine learning to develop a faster-to-evaluate, lower-fidelity substitute for the original model to serve as a surrogate while solving the inference problem. Although considered an offline cost, generating training data to construct this surrogate model can still be an expensive task in practice. An active learning algorithm is presented that focuses training on improving surrogate accuracy specifically in and around the bulk of the posterior distribution, as this is where the model is exercised during calibration. Candidate samples are drawn from families of distributions related to an approximation of the posterior. The sample maximizing predictive variance is then selected for evaluation by the original computational model, yielding a label for the training point. Iterating this approach increases efficiency relative to space filling designs (e.g., Latin hypercube sampling) by avoiding low probability points. Practical considerations are discussed, including the benefits of using a sequential Monte Carlo sampling approach, convergence heuristics, and the importance of both exploration and exploitation given that the true posterior is unknown a priori.

uncertainty quantification↗
NASA NTRS2017

A Model-Based, Bayesian Solution for Characterization of Complex Damage Scenarios in Aerospace Composite Structures

Ultrasonic damage detection and characterization is commonly used in nondestructive evaluation (NDE) of aerospace composite components. In recent years there has been an increased development of guided wave based methods. In real materials and structures, these dispersive waves result in complicated behavior in the presence of complex damage scenarios. Model-based characterization methods utilize accurate three dimensional finite element models (FEMs) of guided wave interaction with realistic damage scenarios to aid in defect identification and classification. This work describes an inverse solution for realistic composite damage characterization by comparing the wavenumber-frequency spectra of experimental and simulated ultrasonic inspections. The composite laminate material properties are first verified through a Bayesian solution (Markov chain Monte Carlo), enabling uncertainty quantification surrounding the characterization. A study is undertaken to assess the efficacy of the proposed damage model and comparative metrics between the experimental and simulated output. The FEM is then parameterized with a damage model capable of describing the typical complex damage created by impact events in composites. The damage is characterized through a transdimensional Markov chain Monte Carlo solution, enabling a flexible damage model capable of adapting to the complex damage geometry investigated here. The posterior probability distributions of the individual delamination petals as well as the overall envelope of the damage site are determined.

H. Reed↗
NASA NTRS2014

An Uncertainty Quantification Framework for Prognostics and Condition-Based Monitoring

This paper presents a computational framework for uncertainty quantification in prognostics in the context of condition-based monitoring of aerospace systems. The different sources of uncertainty and the various uncertainty quantification activities in condition-based prognostics are outlined in detail, and it is demonstrated that the Bayesian subjective approach is suitable for interpreting uncertainty in online monitoring. A state-space model-based framework for prognostics, that can rigorously account for the various sources of uncertainty, is presented. Prognostics consists of two important steps. First, the state of the system is estimated using Bayesian tracking, and then, the future states of the system are predicted until failure, thereby computing the remaining useful life of the system. The proposed framework is illustrated using the power system of a planetary rover test-bed, which is being developed and studied at NASA Ames Research Center.

Health Monitoring↗
NASA NTRS2022

A Framework for Deep Learning Emulation of Numerical Models With a Case Study in Satellite Remote Sensing

Numerical models based on physics represent the state of the art in Earth system modeling and comprise our best tools for generating insights and predictions. Despite rapid growth in computational power, the perceived need for higher model resolutions overwhelms the latest generation computers, reducing the ability of modelers to generate simulations for understanding parameter sensitivities and characterizing variability and uncertainty. Thus, surrogate models are often developed to capture the essential attributes of the full-blown numerical models. Recent successes of machine learning methods, especially deep learning (DL), across many disciplines offer the possibility that complex nonlinear connectionist representations may be able to capture the underlying complex structures and nonlinear processes in Earth systems. A difficult test for DL-based emulation, which refers to function approximation of numerical models, is to understand whether they can be comparable to traditional forms of surrogate models in terms of computational efficiency while simultaneously reproducing model results in a credible manner. A DL emulation that passes this test may be expected to perform even better than simple models with respect to capturing complex processes and spatiotemporal dependencies. Here, we examine, with a case study in satellite-based remote sensing, the hypothesis that DL approaches can credibly represent the simulations from a surrogate model with comparable computational efficiency. Our results are encouraging in that the DL emulation reproduces the results with acceptable accuracy and often even faster performance. We discuss the broader implications of our results in light of the pace of improvements in high-performance implementations of DL and the growing desire for higher resolution simulations in the Earth sciences.

Bayesian Deep Learning↗
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 NTRSDate not supplied

A Gaussian Process Enhancement to Linear Parameter Varying Models

Simulation and analysis for modern engineering systems now routinely requires the merging of multiple disciplines, physical-domains, time-scales, and data sets — all at ever increasing levels. These capabilities are especially needed in the domain of Advanced Air Mobility, where rapidly emerging vehicle designs are significantly more complex, while having to be both cost-effective and safe. To meet these engineering challenges, machine learning methods are an attractive option for merging models and data across multiple areas while providing uncertainty quantification and maintaining computational efficiency. This paper examines the use of Gaussian process machine learning to generalize and enhance the commonly used class of quasi-Linear Parameter Varying models for fast full-envelope simulation while also supporting control system design and analysis with model uncertainty. Gaussian process machine learning is selected because it: can fuse multiple data sets, enables an easy trade-off between data fitting and smoothing, provides model uncertainty quantification, scales well with increasing complexity, and does not generally require starting from a large training data set. To demonstrate the benefits of the approach, a robust stability analysis with Gaussian process uncertainty is shown for a NASA reference design of an electric quad-rotor air-taxi concept vehicle with motor parameter uncertainty.

Gaussian Process↗
NASA NTRS2013

The Challenges of Credible Thermal Protection System Reliability Quantification

The paper discusses several of the challenges associated with developing a credible reliability estimate for a human-rated crew capsule thermal protection system. The process of developing such a credible estimate is subject to the quantification, modeling and propagation of numerous uncertainties within a probabilistic analysis. The development of specific investment recommendations, to improve the reliability prediction, among various potential testing and programmatic options is then accomplished through Bayesian analysis.

Green, Lawrence L.↗
NASA NTRS2020

In-Time UAV Flight-Trajectory Estimation and Tracking Using Bayesian Filters

Rapid increase of UAV operation in the next decade in areas of on-demand delivery, medical transportation services, law enforcement, traffic surveillance and several others pose potential risks to the low altitude airspace above densely populated areas. Safety assessment of airspace demands the need for a novel UAV traffic management (UTM) framework for regulation and tracking of the vehicles. Particularly for low-altitude UAV operations, quality of GPS measurements feeding into the UAV is often compromised by loss of communication link caused by presence of trees or tall buildings in proximity to the UAV flight path. Inaccurate GPS locations may yield to unreliable monitoring and inaccurate prognosis of remaining battery life and other safety metrics which rely on future expected trajectory of the UAV. This work therefore proposes a generalized monitoring and prediction methodology for autonomous UAVs using in-time GPS measurements. Firstly, a typical 4D smooth trajectory generation technique from a series of waypoint locations with associated expected times-of-arrival based on B-spline curves is presented. Initial uncertainty in the vehicle's expected cruise velocity is quantified to compute confidence intervals along the entire flight trajectory using error interval propagation approach. Further, the generated planned trajectory is considered as the prior knowledge which is updated during its flight with incoming GPS measurements in order to estimate its current location and corresponding kinematic profiles. Estimation of position is denoted in dicrete state-space representation such that position at a future time step is derived from position and velocity at current time step and expected velocity at the future time step. A linear Bayesian filtering algorithm is employed to efficiently refine position estimation from noisy GPS measurements and update the confidence intervals. Further, a dynamic re-planning strategy is implemented to incorporate unexpected detour or delay scenarios. Finally, critical challenges related to uncertainty quantification in trajectory prognosis for autonomous vehicles are identified, and potential solutions are discussed at the end of the paper. The entire monitoring framework is demonstrated on real UAV flight experiments conducted at the NASA Langley Research Center.

Banerjee, Portia↗