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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↗

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↗

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↗

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↗

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↗

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↗

Aeroelastic Uncertainty Quantification Studies Using the S4T Wind Tunnel Model

This paper originates from the joint efforts of an aeroelastic study team in the Applied Vehicle Technology Panel from NATO Science and Technology Organization, with the Task Group number AVT-191, titled "Application of Sensitivity Analysis and Uncertainty Quantification to Military Vehicle Design." We present aeroelastic uncertainty quantification studies using the SemiSpan Supersonic Transport wind tunnel model at the NASA Langley Research Center. The aeroelastic study team decided treat both structural and aerodynamic input parameters as uncertain and represent them as samples drawn from statistical distributions, propagating them through aeroelastic analysis frameworks. Uncertainty quantification processes require many function evaluations to asses the impact of variations in numerous parameters on the vehicle characteristics, rapidly increasing the computational time requirement relative to that required to assess a system deterministically. The increased computational time is particularly prohibitive if high-fidelity analyses are employed. As a remedy, the Istanbul Technical University team employed an Euler solver in an aeroelastic analysis framework, and implemented reduced order modeling with Polynomial Chaos Expansion and Proper Orthogonal Decomposition to perform the uncertainty propagation. The NASA team chose to reduce the prohibitive computational time by employing linear solution processes. The NASA team also focused on determining input sample distributions.

Nikbay, Melike↗

Sensitivity Analysis and Uncertainty Quantification of a Mars Ascent Vehicle Concept

The design of a conceptual Mars ascent vehicle is a challenging problem. In order to aid the vehicle and mission concept design it is important to understand the driving design parameters and the expected performance in the presence of model errors and uncertainties. An existing six degree of freedom simulation model is analyzed on a statistical basis using the methods available in the Design Analysis Kit for Optimization and Terascale Applications toolkit. The methods utilized include conventional Monte Carlo techniques, metamodeling via polynomial chaos expansions, and global variance-based sensitivity analyses. Two additional analysis methods referred to as “Monte Carlo filtering” and ”Classification trees” are used to determine which uncertain parameters are driving the performance of the vehicle. Monte Carlo filtering provides a methodology to determine which parameters cause qualitatively different behavior while the classification trees use heuristics to partition the input space and assign probabilities to each partition. These methods serve as qualitative descriptors of model sensitivity while variance-based global sensitivity analysis seeks a quantitative mapping from total output variance to the variance of individual inputs. Application of these techniques to several outputs of a Mars ascent vehicle concept simulation indicates that only a select few input factors dominate their variance.

Noyes, Connor↗

Uncertainty Quantification Methodology for Sonic Boom Loudness of a Low-Boom Supersonic Concept

This paper presents a comprehensive analysis of uncertainty quantification for sonic boom loudness metrics associated with the X-59 aircraft during its acoustic validation phase. The study focuses on employing advanced methodologies to characterize uncertainties in key sonic boom parameters predicted from a database derived from a computational fluid dynamics (CFD) solver. These methodologies include creating a polynomial chaos expansion (PCE) surrogate model, which is then used to run a Monte Carlo analysis to obtain 95% uncertainty intervals for sonic boom loudness parameters across the full carpet. Atmospheric uncertainties are rigorously considered, leveraging weather models based on historical data near Edwards Air Force Base to simulate potential flight conditions. The findings include preliminary uncertainty results for the full carpet during the validation phase of the Quesst mission. Additionally, a sensitivity study reveals that the primary sources of uncertainty are humidity and cruise weight.

Laura M. White↗

Quantification of Uncertainty and Risk Sensitivity for Safety of Emerging Operations

The growing need to develop and deploy small unmanned aerial vehicles (sUAVs) for various applications in the airspace necessitates reliable tools to accurately predict the flight trajectories of the sUAVs. The knowledge of the predicted trajectories help decision makers anticipate potential conflict, assess the risk, and take appropriate risk mitigation actions. In addition, uncertainties in vehicle models, weather, and controller action further highlights the need for reliable prediction tools. In this project, the application of mixed sparse grid-based quadrature and generalized polynomial chaos(gPC) expansion method for uncertainty quantification and collision assessment in air traffic consisting of fixed-wing small unmanned aerial vehicles (sUAV) was studied. From the results obtained, it can be concluded that this provides a reliable framework to carry out quantitative conflict assessment in an unmanned air traffic, which when employed, can improve the functionalities of the unmanned traffic management system. It was observed that the results from the gPC expansion framework developed in the project can be utilized to conduct rapid probabilistic collision assessment for near real-time unmanned traffic management in the airspace. From the vehicle models, position updates, and wind-field data, a priori gPC based 3-σcon-fidence ellipses can provide estimates of potential conflict at some future instants. The computational costs scaled linearly when the uncertain inputs were fewer. Further, the largest allowable distribution of para-metric uncertainties that leads to the smallest risk of collision in traffic of small unmanned aerial vehicles could be calculated. The time of closest approach between two sUAVs can be established paving way for development of proactive mitigation strategies. The separation between the sUAVs was found to be most significantly affected by uncertainties in the maximum available thrusts, zero-lift drag coefficients, and wing planform areas of the sUAVs. The study of uncertain wind-fields indicated that a heterogeneous traffic mix resulted in an increased probability of conflict. Increased measurement update rate reduced the uncertain-ties in the trajectories of the vehicles, further reducing the probability of conflict but rapid updates of all vehicles in the airspace poses a stringent communication limitation. The gPC framework also provided the means to analyze vehicle impact (crash region) due to loss of control resulting from actuator failure in sUAS traffic, essentially to predict impact and crash zones for representative vehicles. The predicted regions when compared with non-participant density, provides a means to develop an early mitigation strategy, should the sUAV detect an imminent actuator failure.

Rajnish Bhusal↗

Uncertainty Quantification of Turbulence Model Closure Coefficients for Transonic Wall-Bounded Flows

The goal of this work was to quantify the uncertainty and sensitivity of commonly used turbulence models in Reynolds-Averaged Navier-Stokes codes due to uncertainty in the values of closure coefficients for transonic, wall-bounded flows and to rank the contribution of each coefficient to uncertainty in various output flow quantities of interest. Specifically, uncertainty quantification of turbulence model closure coefficients was performed for transonic flow over an axisymmetric bump at zero degrees angle of attack and the RAE 2822 transonic airfoil at a lift coefficient of 0.744. Three turbulence models were considered: the Spalart-Allmaras Model, Wilcox (2006) k-w Model, and the Menter Shear-Stress Trans- port Model. The FUN3D code developed by NASA Langley Research Center was used as the flow solver. The uncertainty quantification analysis employed stochastic expansions based on non-intrusive polynomial chaos as an efficient means of uncertainty propagation. Several integrated and point-quantities are considered as uncertain outputs for both CFD problems. All closure coefficients were treated as epistemic uncertain variables represented with intervals. Sobol indices were used to rank the relative contributions of each closure coefficient to the total uncertainty in the output quantities of interest. This study identified a number of closure coefficients for each turbulence model for which more information will reduce the amount of uncertainty in the output significantly for transonic, wall-bounded flows.

Schaefer, John↗

Uncertainty and Sensitivity Analysis of Afterbody Radiative Heating Predictions for Earth Entry

The objective of this work was to perform sensitivity analysis and uncertainty quantification for afterbody radiative heating predictions of Stardust capsule during Earth entry at peak afterbody radiation conditions. The radiation environment in the afterbody region poses significant challenges for accurate uncertainty quantification and sensitivity analysis due to the complexity of the flow physics, computational cost, and large number of un-certain variables. In this study, first a sparse collocation non-intrusive polynomial chaos approach along with global non-linear sensitivity analysis was used to identify the most significant uncertain variables and reduce the dimensions of the stochastic problem. Then, a total order stochastic expansion was constructed over only the important parameters for an efficient and accurate estimate of the uncertainty in radiation. Based on previous work, 388 uncertain parameters were considered in the radiation model, which came from the thermodynamics, flow field chemistry, and radiation modeling. The sensitivity analysis showed that only four of these variables contributed significantly to afterbody radiation uncertainty, accounting for almost 95% of the uncertainty. These included the electronic- impact excitation rate for N between level 2 and level 5 and rates of three chemical reactions in uencing N, N(+), O, and O(+) number densities in the flow field.

West, Thomas K., IV↗

Subharmonic Oscillations and Chaos in Dynamic Atomic Force Microscopy

The increasing use of dynamic atomic force microscopy (d-AFM) for nanoscale materials characterization calls for a deeper understanding of the cantilever dynamics influencing scan stability, predictability, and image quality. Model development is critical to such understanding. Renormalization of the equations governing d- AFM provides a simple interpretation of cantilever dynamics as a single spring and mass system with frequency dependent cantilever stiffness and damping parameters. The renormalized model is sufficiently robust to predict the experimentally observed splitting of the free-space cantilever resonance into multiple resonances upon cantilever-sample contact. Central to the model is the representation of the cantilever sample interaction force as a polynomial expansion with coefficients F(sub ij) (i,j = 0, 1, 2) that account for the effective interaction stiffness parameter, the cantilever-to-sample energy transfer, and the amplitude of cantilever oscillation. Application of the Melnikov method to the model equation is shown to predict a homoclinic bifurcation of the Smale horseshoe type leading to a cascade of period doublings with increasing drive displacement amplitude culminating in chaos and loss of image quality. The threshold value of the drive displacement amplitude necessary to initiate subharmonic generation depends on the acoustic drive frequency, the effective damping coefficient, and the nonlinearity of the cantilever-sample interaction force. For parameter values leading to displacement amplitudes below threshold for homoclinic bifurcation other bifurcation scenarios can occur, some of which lead to chaos.

Cantrell, John H.↗