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Results for “Probabilistic Uncertainty”

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
NASA NTRS2005

Robust Control Design for Systems With Probabilistic Uncertainty

This paper presents a reliability- and robustness-based formulation for robust control synthesis for systems with probabilistic uncertainty. In a reliability-based formulation, the probability of violating design requirements prescribed by inequality constraints is minimized. In a robustness-based formulation, a metric which measures the tendency of a random variable/process to cluster close to a target scalar/function is minimized. A multi-objective optimization procedure, which combines stability and performance requirements in time and frequency domains, is used to search for robustly optimal compensators. Some of the fundamental differences between the proposed strategy and conventional robust control methods are: (i) unnecessary conservatism is eliminated since there is not need for convex supports, (ii) the most likely plants are favored during synthesis allowing for probabilistic robust optimality, (iii) the tradeoff between robust stability and robust performance can be explored numerically, (iv) the uncertainty set is closely related to parameters with clear physical meaning, and (v) compensators with improved robust characteristics for a given control structure can be synthesized.

Crespo, Luis G.↗
NASA NTRS2017

Methods for Probabilistic Uncertainty Analysis and Bayesian Analysis with Examples of Statistically Analyzing Data to Revise MMOD Risk Estimates and Compare Models

Probabilistic methods are presented for characterizing and quantifying uncertainties in models and model predictions. Techniques are given for constructing specific uncertainty distributions based on available information. Alternative techniques are given for propagating uncertainties in model inputs to obtain the uncertainty in the model result or prediction. Bayesian techniques are also described for utilizing data and information to update and revise model results and predictions. The focus is on applications with numerous specific examples given. The use of data to revise Micrometeoroid and Orbital Debris (MMOD) risk prediction models are among the examples given.

Risk↗
NASA NTRS2011

Safe Onboard Guidance and Control Under Probabilistic Uncertainty

An algorithm was developed that determines the fuel-optimal spacecraft guidance trajectory that takes into account uncertainty, in order to guarantee that mission safety constraints are satisfied with the required probability. The algorithm uses convex optimization to solve for the optimal trajectory. Convex optimization is amenable to onboard solution due to its excellent convergence properties. The algorithm is novel because, unlike prior approaches, it does not require time-consuming evaluation of multivariate probability densities. Instead, it uses a new mathematical bounding approach to ensure that probability constraints are satisfied, and it is shown that the resulting optimization is convex. Empirical results show that the approach is many orders of magnitude less conservative than existing set conversion techniques, for a small penalty in computation time.

Blackmore, Lars James↗
NASA NTRS2005

Probabilistic Parameter Uncertainty Analysis of Single Input Single Output Control Systems

The current standards for handling uncertainty in control systems use interval bounds for definition of the uncertain parameters. This approach gives no information about the likelihood of system performance, but simply gives the response bounds. When used in design, current methods of m-analysis and can lead to overly conservative controller design. With these methods, worst case conditions are weighted equally with the most likely conditions. This research explores a unique approach for probabilistic analysis of control systems. Current reliability methods are examined showing the strong areas of each in handling probability. A hybrid method is developed using these reliability tools for efficiently propagating probabilistic uncertainty through classical control analysis problems. The method developed is applied to classical response analysis as well as analysis methods that explore the effects of the uncertain parameters on stability and performance metrics. The benefits of using this hybrid approach for calculating the mean and variance of responses cumulative distribution functions are shown. Results of the probabilistic analysis of a missile pitch control system, and a non-collocated mass spring system, show the added information provided by this hybrid analysis.

Smith, Brett A.↗
DOE OSTI2024

FunM2C: A Filter for Uncertainty Visualization of Multivariate Data on Multi-Core Devices

Uncertainty visualization is an emerging research topic in data visualization because neglecting uncertainty in visualization can lead to inaccurate assessments. In this paper, we study the propagation of multivariate data uncertainty in visualization. Although there have been a few advancements in probabilistic uncertainty visualization of multivariate data, three critical challenges remain to be addressed. First, the state-of-the-art probabilistic uncertainty visualization framework is limited to bivariate data (two variables). Second, existing uncertainty visualization algorithms use computationally intensive techniques and lack support for cross-platform portability. Third, as a consequence of the computational expense, integration into production visualization tools is impractical. In this work, we address all three issues and make a threefold contribution. First, we take a step to generalize the state-of-the-art probabilistic framework for bivariate data to multivariate data with an arbitrary number of variables. Second, through utilization of VTK-m’s shared-memory parallelism and cross-platform compatibility features, we demonstrate acceleration of multivariate uncertainty visualization on different many-core architectures, including OpenMP and AMD GPUs. Third, we demonstrate the integration of our algorithms with the ParaView software. We demonstrate the utility of our algorithms through experiments on multivariate simulation data with three and four variables.

Hari, Gautam↗
NASA NTRS2002

Probabilistic Methods for Uncertainty Propagation Applied to Aircraft Design

Three methods of probabilistic uncertainty propagation and quantification (the method of moments, Monte Carlo simulation, and a nongradient simulation search method) are applied to an aircraft analysis and conceptual design program to demonstrate design under uncertainty. The chosen example problems appear to have discontinuous design spaces and thus these examples pose difficulties for many popular methods of uncertainty propagation and quantification. However, specific implementation features of the first and third methods chosen for use in this study enable successful propagation of small uncertainties through the program. Input uncertainties in two configuration design variables are considered. Uncertainties in aircraft weight are computed. The effects of specifying required levels of constraint satisfaction with specified levels of input uncertainty are also demonstrated. The results show, as expected, that the designs under uncertainty are typically heavier and more conservative than those in which no input uncertainties exist.

Green, Lawrence L.↗
NASA NTRS1990

Probabilistic simulation of uncertainties in composite uniaxial strengths

Probabilistic composite micromechanics methods are developed that simulate uncertainties in unidirectional fiber composite strengths. These methods are in the form of computational procedures using composite mechanics with Monte Carlo simulation. The variables for which uncertainties are accounted include constituent strengths and their respective scatter. A graphite/epoxy unidirectional composite (ply) is studied to illustrate the procedure and its effectiveness to formally estimate the probable scatter in the composite uniaxial strengths. The results show that ply longitudinal tensile and compressive, transverse compressive and intralaminar shear strengths are not sensitive to single fiber anomalies (breaks, intergacial disbonds, matrix microcracks); however, the ply transverse tensile strength is.

Chamis, C. C.↗
NASA NTRS1990

Probabilistic simulation of uncertainties in thermal structures

Development of probabilistic structural analysis methods for hot structures is a major activity at NASA-Lewis, and consists of five program elements: (1) probabilistic loads, (2) probabilistic finite element analysis, (3) probabilistic material behavior, (4) assessment of reliability and risk, and (5) probabilistic structural performance evaluation. Attention is given to quantification of the effects of uncertainties for several variables on High Pressure Fuel Turbopump blade temperature, pressure, and torque of the Space Shuttle Main Engine; the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; evaluation of the failure probability; reliability and risk-cost assessment; and an outline of an emerging approach for eventual hot structures certification. Collectively, the results demonstrate that the structural durability/reliability of hot structural components can be effectively evaluated in a formal probabilistic framework. In addition, the approach can be readily extended to computationally simulate certification of hot structures for aerospace environments.

Chamis, C. C.↗
NASA NTRS1990

Probabilistic simulation of uncertainties in thermal structures

Development of probabilistic structural analysis methods for hot structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) blade temperature, pressure, and torque of the Space Shuttle Main Engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; (3) evaluation of the failure probability; (4) reliability and risk-cost assessment, and (5) an outline of an emerging approach for eventual hot structures certification. Collectively, the results demonstrate that the structural durability/reliability of hot structural components can be effectively evaluated in a formal probabilistic framework. In addition, the approach can be readily extended to computationally simulate certification of hot structures for aerospace environments.

Chamis, Christos C.↗
NASA NTRS2007

A Risk-Based Approach for Aerothermal/TPS Analysis and Testing

The current status of aerothermal and thermal protection system modeling for civilian entry missions is reviewed. For most such missions, the accuracy of our simulations is limited not by the tools and processes currently employed, but rather by reducible deficiencies in the underlying physical models. Improving the accuracy of and reducing the uncertainties in these models will enable a greater understanding of the system level impacts of a particular thermal protection system and of the system operation and risk over the operational life of the system. A strategic plan will be laid out by which key modeling deficiencies can be identified via mission-specific gap analysis. Once these gaps have been identified, the driving component uncertainties are determined via sensitivity analyses. A Monte-Carlo based methodology is presented for physics-based probabilistic uncertainty analysis of aerothermodynamics and thermal protection system material response modeling. These data are then used to advocate for and plan focused testing aimed at reducing key uncertainties. The results of these tests are used to validate or modify existing physical models. Concurrently, a testing methodology is outlined for thermal protection materials. The proposed approach is based on using the results of uncertainty/sensitivity analyses discussed above to tailor ground testing so as to best identify and quantify system performance and risk drivers. A key component of this testing is understanding the relationship between the test and flight environments. No existing ground test facility can simultaneously replicate all aspects of the flight environment, and therefore good models for traceability to flight are critical to ensure a low risk, high reliability thermal protection system design. Finally, the role of flight testing in the overall thermal protection system development strategy is discussed.

Wright, Michael J.↗
DOE OSTI2021

Processing Aleatory and Epistemic Uncertainties in Experimental Data From Sparse Replicate Tests of Stochastic Systems for Real-Space Model Validation

This paper presents a practical methodology for propagating and processing uncertainties associated with random measurement and estimation errors (that vary from test-to-test) and systematic measurement and estimation errors (uncertain but similar from test-to-test) in inputs and outputs of replicate tests to characterize response variability of stochastically varying test units. Also treated are test condition control variability from test-to-test and sampling uncertainty due to limited numbers of replicate tests. These aleatory variabilities and epistemic uncertainties result in uncertainty on computed statistics of output response quantities. The methodology was developed in the context of processing experimental data for “real-space” (RS) model validation comparisons against model-predicted statistics and uncertainty thereof. The methodology is flexible and sufficient for many types of experimental and data uncertainty, offering the most extensive data uncertainty quantification (UQ) treatment of any model validation method the authors are aware of. It handles both interval and probabilistic uncertainty descriptions and can be performed with relatively little computational cost through use of simple and effective dimension- and order-adaptive polynomial response surfaces in a Monte Carlo (MC) uncertainty propagation approach. A key feature of the progressively upgraded response surfaces is that they enable estimation of propagation error contributed by the surrogate model. Sensitivity analysis of the relative contributions of the various uncertainty sources to the total uncertainty of statistical estimates is also presented. Finally, the methodologies are demonstrated on real experimental validation data involving all the mentioned sources and types of error and uncertainty in five replicate tests of pressure vessels heated and pressurized to failure. Simple spreadsheet procedures are used for all processing operations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2008

A Verification-Driven Approach to Control Analysis and Tuning

This paper proposes a methodology for the analysis and tuning of controllers using control verification metrics. These metrics, which are introduced in a companion paper, measure the size of the largest uncertainty set of a given class for which the closed-loop specifications are satisfied. This framework integrates deterministic and probabilistic uncertainty models into a setting that enables the deformation of sets in the parameter space, the control design space, and in the union of these two spaces. In regard to control analysis, we propose strategies that enable bounding regions of the design space where the specifications are satisfied by all the closed-loop systems associated with a prescribed uncertainty set. When this is unfeasible, we bound regions where the probability of satisfying the requirements exceeds a prescribed value. In regard to control tuning, we propose strategies for the improvement of the robust characteristics of a baseline controller. Some of these strategies use multi-point approximations to the control verification metrics in order to alleviate the numerical burden of solving a min-max problem. Since this methodology targets non-linear systems having an arbitrary, possibly implicit, functional dependency on the uncertain parameters and for which high-fidelity simulations are available, they are applicable to realistic engineering problems..

Crespo, Luis G.↗
NASA NTRS2018

Dynamic Adjustment of Simulation Parameters for Efficient Vehicle Prognostics

Model-based diagnostics and prognostics rely on state estimation and uncertainty management algorithms to produce useful information for system operators and maintainers. This information enables more informed operational decisions, condition-based maintenance, and overall mission safety assurance. Typically, uncertainty is associated with vehicle state-of-health estimation and prediction results because of modeling errors, internal or external sources of noise, and sensor inaccuracy. Probabilistic uncertainty management methods including Sequential Monte Carlo simulation are commonly used to reason about state-of-health estimates and predictions in the presence of these sources of uncertainty. However, such algorithms can be computationally expensive as they require a very large number of samples to obtain a sufficiently accurate quantification of the end of life probability distribution. As a result, highly mobile autonomous systems that leverage the prognostic results for mission-level replanning are often constrained in their processing capability because of these computationally expensive simulation approaches. Therefore, in this paper, we investigate algorithmic methods for dynamically adjusting simulation time step as well as number of samples to achieve highly efficient prognostic results while maintaining results accuracy. Results obtained from simulated flight experiments of an electric unmanned aerial vehicle are presented to verify the efficacy of such algorithms.

Prognostics↗
NASA NTRS2023

Uncertainty Analysis of Slug Calorimeters in the HyMETS Arc-Jet Facility

The objective of this work is to perform an uncertainty analysis of the deduced stagnation heat flux environment on a slug calorimeter for conditions that span the performance envelope of the Hypersonic Materials Environmental Test System arc-jet facility located at NASA Langley Research Center. Analytical solutions are developed for boundary-value problems on the slug element accounting for non-ideal effects, including spatial variation in the slug heat flux, multi-dimensional thermal conduction, and back-face losses, which departs from the state-of-the-art method derived from the American Society of Testing and Materials. Boundary-value problem definitions are informed by preliminary finite element thermal analysis of the slug calorimeter assembly (including both slug and housing) and just the slug element. The analytical solutions are presented in a general sense and in a truncated form from error analysis. Results are shown in optimizing and validating the analytical models against available slug back-face thermal data. The optimization results indicate that the appropriate epistemic uncertainty of the deduced stagnation heat flux on the slug calorimeter is at most±2.5% for both a high-and low-enthalpy test condition. In addition, a numerical approach is used to determine the aleatory (probabilistic) uncertainty component in the slug stagnation heat flux by applying a marching least-squares slope routine through the steady-state portion of the slug back-face thermal response. Results indicate a compromise between the number of samples and the filter frequency of slug back-face thermal data points when evaluating the standard deviation of the deduced stagnation heat flux statistics. When combining the mixed uncertainty, both aleatory and epistemic, the interval of uncertainty in the deduced stagnation heat flux is determined to be up to ±4%, which is at least a 60% reduction from the standard uncertainty used in the state-of-the-art method.

uncertainty↗
NASA NTRS2006

Hard and Soft Constraints in Reliability-Based Design Optimization

This paper proposes a framework for the analysis and design optimization of models subject to parametric uncertainty where design requirements in the form of inequality constraints are present. Emphasis is given to uncertainty models prescribed by norm bounded perturbations from a nominal parameter value and by sets of componentwise bounded uncertain variables. These models, which often arise in engineering problems, allow for a sharp mathematical manipulation. Constraints can be implemented in the hard sense, i.e., constraints must be satisfied for all parameter realizations in the uncertainty model, and in the soft sense, i.e., constraints can be violated by some realizations of the uncertain parameter. In regard to hard constraints, this methodology allows (i) to determine if a hard constraint can be satisfied for a given uncertainty model and constraint structure, (ii) to generate conclusive, formally verifiable reliability assessments that allow for unprejudiced comparisons of competing design alternatives and (iii) to identify the critical combination of uncertain parameters leading to constraint violations. In regard to soft constraints, the methodology allows the designer (i) to use probabilistic uncertainty models, (ii) to calculate upper bounds to the probability of constraint violation, and (iii) to efficiently estimate failure probabilities via a hybrid method. This method integrates the upper bounds, for which closed form expressions are derived, along with conditional sampling. In addition, an l(sub infinity) formulation for the efficient manipulation of hyper-rectangular sets is also proposed.

Crespo, L.uis G.↗
DOE OSTI2025

Yes, No, Maybe So: Human Factors Considerations for Fostering Calibrated Trust in Foundation Models Under Uncertainty

High-stakes analytical environments require analysts to evaluate evidence and generate conclusions to inform critical decisions often under conditions of uncertainty. Probabilistic decision-making based on incomplete or inaccurate information can reduce productivity, compromise national interests, and endanger public safety. Researchers are developing expert systems built on foundation models (FMs) to support analysts’ decision-making processes by enabling human-artificial intelligence (AI) teaming, in part through the quantification and expression of uncertainty information. As FMs continue to mature, it is imperative to correspondingly consider analysts’ needs for appropriately interpreting and using uncertainty information. However, prior research indicates that it remains unclear how analysts engage with FM-generated uncertainty information and the extent to which these interactions influence trust in, and reliance on, expert systems. We plan to review the state of the science and conduct an exploratory, qualitative study to (a) understand how properly communicated uncertainty can foster calibrated trust and appropriate reliance and (b) identify approaches for effectively conveying FM-generated uncertainty information during analytical workflows. We will administer semi-structured interviews with analysts from a specific high-stakes analytical environment to collect their current experiences with job-related uncertainty and their impressions when viewing FM-generated uncertainty information. During the interview protocol, participants will be presented with several different FM outputs and invited to discuss their thoughts and beliefs about the uncertainty information displayed. Participants may provide insights into how trust and reliance may be influenced by uncertainty. The results of this study will help us to better understand how analysts currently interpret and use uncertainty information. Our findings may inform human factors recommendations for effectively conveying uncertainty information to foster calibrated trust in, and appropriate reliance on, expert systems. Interaction designers and FM developers can use this knowledge to enhance human-AI teaming and ensure the responsible deployment of FM-based expert systems in analytical workflows.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Probabilistic Evaluation of Geomechanical Risks in CO2 Storage: An Exploration of Caprock Integrity Metrics Using a Multilaminate Model

The probabilistic uncertainty assessment of geomechanical risk—specifically, caprock failure—attributable to CO2 injection, as presented in a simplified hypothetical geological model, was the focus of this study. Our approach amalgamates the implementation of a multilaminate model, the creation of a response surface model in conjunction with the Box–Behnken sampling design, the execution of associated numerical modeling experiments, and the utilization of Monte Carlo simulations. Probability distributions to encapsulate the inherent variability (elastic and mechanical properties of the caprock and reservoir) and uncertainty in prediction estimates (vertical displacement, total strain, and F value) were employed. Our findings reveal that the Young modulus of the caprock is a key factor controlling equivalent total strain but is insufficient as a stand-alone indicator of caprock integrity. It is confirmed that the caprock can accommodate significant deformation without failure, if it possesses a low Young’s modulus and high mechanical strength properties, such as the friction angle and uniaxial compressive strength. Similarly, vertical displacement was found to be an unreliable indicator for caprock integrity, as caprock failure can occur across a broad spectrum of vertical displacements, particularly when both the Young modulus and mechanical strength properties have wide ranges. This study introduces the F value as the most dependable indicator for caprock failure, although it is a theoretical attribute (the shortest distance between the Mohr circle and the nearest failure envelope used to measure the sensitivity to failure) and not physically measurable in the field. Deviatoric stress levels were found to vary based on stress regimes, with the maximum levels observed under extensive and compressive stress regimes. In conjunction with the use of the response surface method, this study demonstrates the efficacy of the multilaminate framework and the Mohr–Coulomb constitutive model in providing a simplified, yet effective, probabilistic model of the mechanical behavior of caprock failure, reducing mathematical and computational complexities.

Energy & Fuels↗