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Results for “Polynomial chaos”

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.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Bayesian Adaptive Polynomial Chaos Expansions

Polynomial chaos expansions (PCEs) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully Bayesian formulations remain rare—especially with implementations in R. Motivated by the success of adaptive Bayesian machine learning models such as BART, BASS and BPPR, we develop a new fully Bayesian adaptive PCE method with an efficient and accessible R implementation: khaos. Our approach includes a novel proposal distribution that enables data-driven interaction selection and supports a modified g-prior tailored to PCE structure. Through simulation studies and real-world UQ applications, we demonstrate that the Bayesian adaptive PCE provides competitive performance for surrogate modeling, global sensitivity analysis and ordinal regression tasks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many simulations for acceptable accuracy. Surrogate models provide a means of circumventing the high computational expense of sampling such complex models. In particular, polynomial chaos expansions (PCEs) have been successfully used for uncertainty quantification studies of deterministic models where the dominant source of uncertainty is parametric. We discuss an extension to conventional PCE surrogate modeling to enable surrogate construction for stochastic computational models that have intrinsic noise in addition to parametric uncertainty. We develop a PCE surrogate on a joint space of intrinsic and parametric uncertainty, enabled by Rosenblatt transformations, which are evaluated via kernel density estimation of the associated conditional cumulative distributions. Furthermore, we extend the construction to random field data via the Karhunen–Loève expansion. We then take advantage of closed-form solutions for computing PCE Sobol indices to perform a global sensitivity analysis of the model which quantifies the intrinsic noise contribution to the overall model output variance. Additionally, the resulting joint PCE is generative in the sense that it allows generating random realizations at any input parameter setting that are statistically approximately equivalent to realizations from the underlying stochastic model. The method is demonstrated on a chemical catalysis example model and a synthetic example controlled by a parameter that enables a switch from unimodal to bimodal response distributions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Polynomial chaos expansions on principal geodesic Grassmannian submanifolds for surrogate modeling and uncertainty quantification

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a set of low-dimensional (latent) descriptors that efficiently parameterize the response of the high-dimensional computational model. To this end, we employ Principal Geodesic Analysis on the Grassmann manifold of the response to identify a set of disjoint principal geodesic submanifolds, of possibly different dimension, that captures the variation in the data. Since operations on the Grassmann require the data to be concentrated, we propose an adaptive algorithm based on Riemannian K-means and the minimization of the sample Fréchet variance on the Grassmann manifold to identify “local” principal geodesic submanifolds that represent different system behavior across the parameter space. Polynomial chaos expansion is then used to construct a mapping between the random input parameters and the projection of the response on these local principal geodesic submanifolds. Here, the method is demonstrated on four test cases, a toy-example that involves points on a hypersphere, a Lotka-Volterra dynamical system, a continuous-flow stirred-tank chemical reactor system, and a two-dimensional Rayleigh-Bénard convection problem.

42 ENGINEERING↗
DOE OSTI2026

Direct Nonlinear Approximation for Security Region Boundary of Integrated Energy Systems: A Polynomial Chaos Expansion Solution

The strong interdependence of electricity, gas, and heating systems can facilitate fault propagation within integrated energy systems (IESs), posing significant challenges to secure operation. This paper proposes a polynomial chaos expansion (PCE)-based approximation method to accurately characterize the IES security region boundary (IES–SRB). By integrating the Karush-Kuhn-Tucker conditions with PCE theory, the IES-SRB approximation problem is reformulated as a set of nonlinear equations concerning the approximation coefficients. Using the Galerkin projection method, these equations are further transformed into a system of projection equations that govern the polynomial approximation coefficients in the IES-SRB approximation. To reduce computational complexity while maintaining high approximation accuracy, a piecewise polynomial approximation method is proposed. Numerical studies on the E39-G20-H6 and E118-G96-H52 IES test systems demonstrate that the proposed method can accurately and effectively construct IES security regions.

Wu, Chenghao [Northeast Electric Power University]↗
DOE OSTI2024

Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters

Uncertainty quantification (UQ) and inference involving a large number of parameters are valuable tools for problems associated with heterogeneous and non-stationary behaviors. The difficulty with these problems is exacerbated when these parameters are statistically dependent requiring statistical characterization over joint measures. Probabilistic modeling methodologies stand as effective tools in the realms of UQ and inference. Among these, polynomial chaos expansions (PCE), when adapted to low-dimensional quantities of interest (QoI), provide effective yet accurate approximations for these QoI in terms of an adapted orthogonal basis. These adaptation techniques have been cast as projection pursuits in Gaussian Hilbert space in what has been referred to as a projection pursuit adaptation (PPA) by Xiaoshu Zeng and Roger Ghanem (2023). The PPA method efficiently identifies an optimal low-dimensional space for representing the QoI and simultaneously evaluates an optimal PCE within that space. The quality of this approximation clearly depends on the size of the training dataset, which is typically a function of the adapted reduced dimension. Here, the complexity of the problem is thus mediated by the complexity of the low-dimensional quantity of interest and not the complexity of the high-dimensional parameter space.

Data-driven↗
NASA NTRS2017

Multifidelity, Multidisciplinary Design Under Uncertainty with Non-Intrusive Polynomial Chaos

The primary objective of this work is to develop an approach for multifidelity uncertainty quantification and to lay the framework for future design under uncertainty efforts. In this study, multifidelity is used to describe both the fidelity of the modeling of the physical systems, as well as the difference in the uncertainty in each of the models. For computational efficiency, a multifidelity surrogate modeling approach based on non-intrusive polynomial chaos using the point-collocation technique is developed for the treatment of both multifidelity modeling and multifidelity uncertainty modeling. Two stochastic model problems are used to demonstrate the developed methodologies: a transonic airfoil model and multidisciplinary aircraft analysis model. The results of both showed the multifidelity modeling approach was able to predict the output uncertainty predicted by the high-fidelity model as a significant reduction in computational cost.

West, Thomas K., IV↗
NASA NTRSDate not supplied

Efficient Parametric Uncertainty Analysis of an Earth Entry Vehicle Concept Using Least Angle Regression

The objective of this work was to outline and apply an efficient and accurate parametric un-certainty propagation approach to the analysis of convective heating on an Earth entry vehicle concept. The described approach was based on Least Angle Regression used to solve a sparse and underdetermined linear system in the point-collocation non-intrusive polynomial chaos surrogate method. This approach involved an iterative process to computing the non-zero terms of the underlying polynomial chaos model using only enough samples to converge uncertainty interval predictions and Sobol index values based global nonlinear sensitivity estimates. The Earth entry vehicle was analyzed at three points along a representative trajectory for a Mars return mission. 329 sources of uncertainty were identified in the computational fluid dynamics model used to predict the forebody convective heating. These included uncertainty in flow field chemical rates, collision integrals, heats of formation, surface finite rate char model reaction rates, wall roughness height, and the turbulent Schmidt number. Results from this study showed that convective heating uncertainty as high as 50% of the nominal was predicted with only about 50 evaluations of the computational model. This was far fewer than would be required for a sampling-based approach or a full basis polynomial chaos model, which would have required over 50,000 samples. Additionally, results showed that over 90% of the total convective heating uncertainty was due to uncertainty in the N2catalytic rate on the surface, while the remainder of the uncertainty was attributed to the turbulent Schmidt number and the wall roughness uncertainties.

Thomas K West IV↗
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 NTRS2018

Multifidelity Uncertainty Quantification of a Commercial Supersonic Transport

The objective of this work was to develop a multifidelity uncertainty quantification approach for efficient analysis of a commercial supersonic transport. An approach based on non-intrusive polynomial chaos was formulated in which a low-fidelity model could be corrected by any number of high-fidelity models. The formulation and methodology also allows for the addition of uncertainty sources not present in the lower fidelity models. To demonstrate the applicability of the multifidelity polynomial chaos approach, two model problems were explored. The first was supersonic airfoil with three levels of modeling fidelity, each capturing an additional level of physics. The second problem was a commercial supersonic transport. This model had three levels of fidelity that included two different modeling approaches and the addition of physics between the fidelity levels. Both problems illustrate the applicability and significant computational savings of the multifidelity polynomial chaos method.

West, Thomas K., IV↗
NASA NTRSDate not supplied

Design Under Uncertainty with Design-Dependent Uncertain Variables

Uncertainty quantification (UQ) can provide a more robust understanding of a system, leading to better informed decisions earlier in the design process. The additional information that UQ provides can be leveraged during a design optimization process known as design under uncertainty that, when incorporated with multidisciplinary design and optimization, can become computationally infeasible due to the large number of responses required for meaningful results. Previous work addressed reducing the computational expense in design under uncertainty by incorporating analytic derivatives throughout polynomial chaos expansion. Although this allows design under uncertainty to be feasible for more systems, some multidisciplinary systems have design-dependent uncertain variables. This paper details an implementation of design dependent uncertain variables in a manner than preserves derivatives required for efficient gradient-based optimization throughout the process. Two analytic examples of design-dependent uncertain variables are given: the first transforms a uniform uncertain variable with one design variable and the second transforms a normal uncertain variable with two design variables. The polynomial chaos expansion (PCE) results are comparable to both the Monte Carlo (MC) results and the analytic results for the two examples. A case study that maximizes the lift-to-drag ratio with a design-dependence between the wing leading edge sweep angle and uncertain parameter percentage of laminar flow is compared to a MC and alternative optimization formulations. This paper demonstrates that design-dependent uncertain variables are valid and hold throughout PCE.

robust design↗
NASA NTRS2018

Multifidelity Uncertainty Quantification of a Commercial Supersonic Transport

The objective of this work was to develop a multifidelity uncertainty quantification approach for efficient analysis of a commercial supersonic transport concept. An approach based on point-collocation, non-intrusive polynomial chaos was formulated in which a low-fidelity model could be corrected using multiple higher-fidelity models. The formulation and methodology also allows for the addition of uncertainty sources not present in the lower fidelity models. To demonstrate the applicability and potential computational savings of the multifidelity polynomial chaos approach, two model problems were explored. The first was a supersonic airfoil with three levels of modeling fidelity, each capturing a gradual increase in modeling of the underlying flow physics. As much as 50% computational cost reduction was observed using the mutlifidelity approach, while predicting nearly the same amount of uncertainty in drag. The second problem was a commercial supersonic transport. This model had three levels of fidelity that included two different modeling approaches and the addition of physics between the fidelity levels. Results of this analysis yielded nearly a 70% computational savings to predict a comparable amount of uncertainty in ground noise. Both problems illustrate the applicability and significant computational savings of the multifidelity method for efficient and accurate uncertainty quantification.

Thomas K. West IV↗
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↗
NASA NTRSDate not supplied

Design Under Uncertainty with Design-Dependent Uncertain Variables

Uncertainty quantification (UQ) can provide a more robust understanding of a system, leading to better informed decisions earlier in the design process. The additional information that UQ provides can be leveraged during a design optimization process known as design under uncertainty that, when incorporated with multidisciplinary design and optimization, can become computationally infeasible due to the large number of responses required for meaningful results. Previous work addressed reducing the computational expense in design under uncertainty by incorporating analytic derivatives throughout polynomial chaos expansion. Although this allows design under uncertainty to be feasible for more systems, some multidisciplinary systems have design-dependent uncertain variables. This paper details an implementation of design dependent uncertain variables in a manner than preserves derivatives required for efficient gradient-based optimization throughout the process. Two analytic examples of design-dependent uncertain variables are given: the first transforms a uniform uncertain variable with one design variable and the second transforms a normal uncertain variable with two design variables. The polynomial chaos expansion (PCE) results are comparable to both the Monte Carlo (MC) results and the analytic results for the two examples. A case study that maximizes the lift-to-drag ratio with a design-dependence between the wing leading edge sweep angle and uncertain parameter percentage of laminar flow is compared to a MC and alternative optimization formulations. This paper demonstrates that design-dependent uncertain variables are valid and hold throughout PCE.

Joanna N Schmidt↗