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At least 19 records

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.↗

Uncertainty Propagation for Turbulent, Compressible Flow in a Quasi-1D Nozzle Using Stochastic Methods

This paper describes a fully spectral, Polynomial Chaos method for the propagation of uncertainty in numerical simulations of compressible, turbulent flow, as well as a novel stochastic collocation algorithm for the same application. The stochastic collocation method is key to the efficient use of stochastic methods on problems with complex nonlinearities, such as those associated with the turbulence model equations in compressible flow and for CFD schemes requiring solution of a Riemann problem. Both methods are applied to compressible flow in a quasi-one-dimensional nozzle. The stochastic collocation method is roughly an order of magnitude faster than the fully Galerkin Polynomial Chaos method on the inviscid problem.

Zang, Thomas A.↗

Monte Carlo analysis of uncertainty propagation in a stratospheric model. 2: Uncertainties due to reaction rates

A concise stratospheric model was used in a Monte-Carlo analysis of the propagation of reaction rate uncertainties through the calculation of an ozone perturbation due to the addition of chlorine. Two thousand Monte-Carlo cases were run with 55 reaction rates being varied. Excellent convergence was obtained in the output distributions because the model is sensitive to the uncertainties in only about 10 reactions. For a 1 ppby chlorine perturbation added to a 1.5 ppby chlorine background, the resultant 1 sigma uncertainty on the ozone perturbation is a factor of 1.69 on the high side and 1.80 on the low side. The corresponding 2 sigma factors are 2.86 and 3.23. Results are also given for the uncertainties, due to reaction rates, in the ambient concentrations of stratospheric species.

Stolarski, R. S.↗

Remaining Useful Life Estimation in Prognosis: An Uncertainty Propagation Problem

The estimation of remaining useful life is significant in the context of prognostics and health monitoring, and the prediction of remaining useful life is essential for online operations and decision-making. However, it is challenging to accurately predict the remaining useful life in practical aerospace applications due to the presence of various uncertainties that affect prognostic calculations, and in turn, render the remaining useful life prediction uncertain. It is challenging to identify and characterize the various sources of uncertainty in prognosis, understand how each of these sources of uncertainty affect the uncertainty in the remaining useful life prediction, and thereby compute the overall uncertainty in the remaining useful life prediction. In order to achieve these goals, this paper proposes that the task of estimating the remaining useful life must be approached as an uncertainty propagation problem. In this context, uncertainty propagation methods which are available in the literature are reviewed, and their applicability to prognostics and health monitoring are discussed.

Uncertainty Quantification↗

Quantification of Dynamic Model Validation Metrics Using Uncertainty Propagation from Requirements

The Space Launch System, NASA's new large launch vehicle for long range space exploration, is presently in the final design and construction phases, with the first launch scheduled for 2019. A dynamic model of the system has been created and is critical for calculation of interface loads and natural frequencies and mode shapes for guidance, navigation, and control (GNC). Because of the program and schedule constraints, a single modal test of the SLS will be performed while bolted down to the Mobile Launch Pad just before the first launch. A Monte Carlo and optimization scheme will be performed to create thousands of possible models based on given dispersions in model properties and to determine which model best fits the natural frequencies and mode shapes from modal test. However, the question still remains as to whether this model is acceptable for the loads and GNC requirements. An uncertainty propagation and quantification (UP and UQ) technique to develop a quantitative set of validation metrics that is based on the flight requirements has therefore been developed and is discussed in this paper. There has been considerable research on UQ and UP and validation in the literature, but very little on propagating the uncertainties from requirements, so most validation metrics are "rules-of-thumb;" this research seeks to come up with more reason-based metrics. One of the main assumptions used to achieve this task is that the uncertainty in the modeling of the fixed boundary condition is accurate, so therefore that same uncertainty can be used in propagating the fixed-test configuration to the free-free actual configuration. The second main technique applied here is the usage of the limit-state formulation to quantify the final probabilistic parameters and to compare them with the requirements. These techniques are explored with a simple lumped spring-mass system and a simplified SLS model. When completed, it is anticipated that this requirements-based validation metric will provide a quantified confidence and probability of success for the final SLS dynamics model, which will be critical for a successful launch program, and can be applied in the many other industries where an accurate dynamic model is required.

Brown, Andrew M.↗

NESC Peer Review of Exploration Systems Development (ESD) Integrated Vehicle Modal Test, Model Correlation, Development Flight Instrumentation (DFI) and Flight Loads Readiness; Uncertainty Propagation for Model Validation Sub-task

This report details a sub-task (regarding Uncertainty Propagation for Model Validation) from a NASA Engineering and Safety Center assessment that is a multi-year activity spanning the complete development of the Space Launch System integrated vehicle structural dynamic models, and the development of the certification of flight readiness for the Artemis 1 and Artemis 2 vehicles and their variants.

Exploration Systems Development; Development Fligh↗

Approach for Input Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, these moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗

GCR Environmental Models III: GCR Model Validation and Propagated Uncertainties in Effective Dose

This is the last of three papers focused on quantifying the uncertainty associated with galactic cosmic rays (GCR) models used for space radiation shielding applications. In the first paper, it was found that GCR ions with Z>2 and boundary energy below 500 MeV/nucleon induce less than 5% of the total effective dose behind shielding. This is an important finding since GCR model development and validation have been heavily biased toward Advanced Composition Explorer/Cosmic Ray Isotope Spectrometer measurements below 500 MeV/nucleon. Weights were also developed that quantify the relative contribution of defined GCR energy and charge groups to effective dose behind shielding. In the second paper, it was shown that these weights could be used to efficiently propagate GCR model uncertainties into effective dose behind shielding. In this work, uncertainties are quantified for a few commonly used GCR models. A validation metric is developed that accounts for measurements uncertainty, and the metric is coupled to the fast uncertainty propagation method. For this work, the Badhwar-O'Neill (BON) 2010 and 2011 and the Matthia GCR models are compared to an extensive measurement database. It is shown that BON2011 systematically overestimates heavy ion fluxes in the range 0.5-4 GeV/nucleon. The BON2010 and BON2011 also show moderate and large errors in reproducing past solar activity near the 2000 solar maximum and 2010 solar minimum. It is found that all three models induce relative errors in effective dose in the interval [-20%, 20%] at a 68% confidence level. The BON2010 and Matthia models are found to have similar overall uncertainty estimates and are preferred for space radiation shielding applications.

Slaba, Tony C.↗

Employing Sensitivity Derivatives to Estimate Uncertainty Propagation in CFD

Two methods that exploit the availability of sensitivity derivatives are successfully employed to predict uncertainty propagation through Computational Fluid Dynamics (CFD) code for an inviscid airfoil problem. An approximate statistical second-moment method and a Sensitivity Derivative Enhanced Monte Carlo (SDEMC) method are successfully demonstrated on a two-dimensional problem. First- and second-order sensitivity derivatives of code output with respect to code input are obtained through an efficient incremental iterative approach. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables); these sensitivity derivatives enable one to formulate first- and second-order Taylor Series approximations for the mean and variance of CFD output quantities. Additionally, incorporation of the first-order sensitivity derivatives into the data reduction phase of a conventional Monte Carlo (MC) simulation allows for improved accuracy in determining the first moment of the CFD output. Both methods are compared to results generated using a conventional MC method. The methods that exploit the availability of sensitivity derivatives are found to be valid when considering small deviations from input mean values.

Putko, Michele M.↗

Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗

Efficient method for approximating nonlinear dynamics: applications to uncertainty propagation and estimation

High-order Taylor series expansions can be used to model nonlinear dynamics at the cost of integrating a large set of variational equations to obtain high-order state-transition tensors (STTs). This paper presents an innovative technique for approximating the high-order STTs that reduces significantly the computational cost by retaining only the dominant secular terms. We propagate the low-order partial derivatives of Kepler’s equation, which only requires the integration of six additional equations to extend an n-th order approximation to order (n + 1). The approximation stems from the Lindstedt-Poincare procedure and exploits the stability properties of orbital motion. Since the method makes no dynamical assumptions, it can accommodate any source of orbital perturbations. We show how the approximation of the second-order STT significantly increases the accuracy of the linear method for uncertainty propagation with only a small computational overhead. Finally, we derive a high-order approximate extended Kalman filter that implements the proposed approximation of the STT and improves the performance of linear filters. Examples of application with different perturbation sources include the heliocentric orbit of an asteroid, an orbiter around Europa, and an Earth-orbiting satellite.

Park, Ryan S↗

Strategies for Automation of Model Tuning in Multifidelity Trajectory Uncertainty Propagation

Multi-model Monte Carlo methods are efficient strategies to perform forward uncertainty quantification studies in entry, descent, and landing (EDL) applications. These multi-model methods are based on the classical Monte Carlo estimator, but fuse predictions from several low-fidelity models to obtain estimators with greater precision given a prescribed computational budget. The effectiveness of these approaches relies on the magnitudes of correlations between the low-fidelity models and the high-fidelity model, as well as the relative computational costs of all models. Identifying and exploiting the best trade-off between correlation and cost, which ultimately depends on the selection of hyperparameters in the low-fidelity models, is a task often performed by hand or simply inspired by the deterministic understanding available for a specific application. This work extends a preliminary effort,

Marten Thompson↗

Uncertainty Propagation in Pre-Flight Prediction of Unmanned Aerial Vehicle Separation Violation

Current forecasts on the future of aeronautics suggest an in- creasing number of unmanned aerial vehicles entering the low- altitude airspace in the next decades (FAA, 2018; Kopardekar et al., 2016). Small vehicles for package delivery as well as larger vehicles for urban air mobility will change the airspace drastically, increasing density of operations both in time, i.e. high number of take-off and landings per unit time, and in space, operating in dense urban environment. This scenario poses challenges to the current approach to air traffic control, and large efforts from academia, industry and regulatory bodies are dedicated to the development of new traffic management strategies that leverage higher computing and simulating capabilities available today. In this paper, we propose a simple look-ahead approach to predict potential minimum separation violations at the strategic level, that is before vehicles start flying, depending on the predefined 4D trajectories and uncertainty affecting the wind acting along those routes. The wind field is extracted from the NOAA North America Mesoscale Forecast System and interpolated using Gaussian process regression, while uncertainty affecting the expected cruise airspeed is propagated through error intervals. The approach allows the prediction of aircraft separation as a function of time, highlighting potential safety violations that would go undetected if uncertainty affecting the expected 4D trajectories is not considered. The paper will also discuss issues related to accuracy and scalability of the approach to multiple vehicle operations.

Trajectory Prediction↗

Monte Carlo analysis of uncertainty propagation in a stratospheric model. 1: Development of a concise stratospheric model

A concise model has been developed to analyze uncertainties in stratospheric perturbations, yet uses a minimum of computer time and is complete enough to represent the results of more complex models. The steady state model applies iteration to achieve coupling between interacting species. The species are determined from diffusion equations with appropriate sources and sinks. Diurnal effects due to chlorine nitrate formation are accounted for by analytic approximation. The model has been used to evaluate steady state perturbations due to injections of chlorine and NO(X).

Rundel, R. D.↗

Sensitivity of an atmospheric photochemistry model to chlorine perturbations including consideration of uncertainty propagation

Models of stratospheric photochemistry are generally tested by comparing their predictions for the composition of the present atmosphere with measurements of species concentrations. These models are then used to make predictions of the atmospheric sensitivity to perturbations. Here the problem of the sensitivity of such a model to chlorine perturbations ranging from the present influx of chlorine-containing compounds to several times that influx is addressed. The effects of uncertainties in input parameters, including reaction rate coefficients, cross sections, solar fluxes, and boundary conditions, are evaluated using a Monte Carlo method in which the values of the input parameters are randomly selected. The results are probability distributions for present atmosheric concentrations and for calculated perturbations due to chlorine from fluorocarbons. For more than 300 Monte Carlo runs the calculated ozone perturbation for continued emission of fluorocarbons at today's rates had a mean value of -6.2 percent, with a 1-sigma width of 5.5 percent. Using the same runs but only allowing the cases in which the calculated present atmosphere values of NO, NO2, and ClO at 25 km altitude fell within the range of measurements yielded a mean ozone depletion of -3 percent, with a 1-sigma deviation of 2.2 percent. The model showed a nonlinear behavior as a function of added fluorocarbons. The mean of the Monte Carlo runs was less nonlinear than the model run using mean value of the input parameters.

Stolarski, R. S.↗

Error Estimation and Uncertainty Propagation in Computational Fluid Mechanics

Numerical simulation has now become an integral part of engineering design process. Critical design decisions are routinely made based on the simulation results and conclusions. Verification and validation of the reliability of the numerical simulation is therefore vitally important in the engineering design processes. We propose to develop theories and methodologies that can automatically provide quantitative information about the reliability of the numerical simulation by estimating numerical approximation error, computational model induced errors and the uncertainties contained in the mathematical models so that the reliability of the numerical simulation can be verified and validated. We also propose to develop and implement methodologies and techniques that can control the error and uncertainty during the numerical simulation so that the reliability of the numerical simulation can be improved.

Zhu, J. Z.↗

Universal and Automated Monte Carlo Method Code for Uncertainty Propagation in Metrology Databases

A method of providing transformed target points for integrating a component into an assembly includes collecting a set of component target points, collecting a set of assembly target points, identifying target points common to the set of component target points and the set of assembly target points; performing a specified number of Monte Carlo transformations of selected ones of the common target points to yield a set of transformed target points and vectors and an associated uncertainty value for each transformed target point and vector, and using certain ones of the transformed target points for integrating the component into the assembly based on the associated uncertainty value for each of the transformed target points.

Hayden, Joseph↗