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Results for “intrusive uncertainty quantification”

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

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Intrusive Uncertainty Quantification and Optimal Experiment Design in the Open-Source Pyomo Ecosystem

This contribution describes ParmEst and Pyomo.DoE, two pillars of the open-source Python-based Pyomo ecosystem for computational optimization with (partial differential) algebraic equation mathematical models. Specifically, ParmEst facilitates intrusive frequentist parameter estimation (PE) and uncertainty quantification (UQ) through built-in features, such as covariance matrix estimation, bootstrapping, and likelihood ratio tests. Complementary, Pyomo.DoE enables optimal experiment design by maximizing various metrics of the Fisher information matrix, such as A-optimality (trace), D-optimality (determinant), E-optimality (minimum eigenvalue), and ME-optimality (condition number). ParmEst and Pyomo.DoE can solve high-dimensional optimization problems by leveraging the model structure and exact derivative information. Finally, we will discuss future opportunities to integrate PE and UQ capabilities with optimization under uncertainty, including robust optimization with non-convex models via PyROS.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Sensitivity Analysis of Particle-In-Cell Modeling Parameters in Settling Bed, Bubbling Fluidized Bed and Circulating Fluidized Bed

The objective of the work presented is to perform a preliminary sensitivity analysis of particle-in-cell (PIC) model parameters when applied to settling bed, bubbling fluidized bed, and circulating fluidized bed simulations. These examples correspond to widely different flow conditions commonly seen in chemical engineering applications. Simulations were performed using the PIC method in the open-source software Multiphase Flow with Interphase eXchanges (MFiX) developed by the National Energy Technology Laboratory (NETL). As part of the non-intrusive uncertainty quantification (UQ) analysis, simulation campaigns were generated using Nodeworks. Sampling locations or settings for PIC model parameters were determined using the Latin Hypercube method. Response surfaces were created using radial basis functions (RBF), and Sobol’ indices were estimated to quantify the influence of model parameters on the quantities of interest (QoI). This study marks a first step towards systematically determining optimal ranges for model parameters used in MFiX-PIC. Based on limited experience, it is expected that these values would depend strongly on flow conditions. Given the complexity of the multiphase flow systems under analysis, a non-intrusive UQ based approach is used to identify the most influential parameters in each case. This prior knowledge will help in proposing an effective design of experiments (DoE) and determine optimal parameters through techniques such as deterministic or Bayesian calibration, which will be pursued in the future.

42 ENGINEERING↗
DOE OSTI2021

Assessment of model parameters in MFiX particle-in-cell approach

The limitations in numerical treatment of solids-phase in conventional methods like Discrete Element Model and Two-Fluid Model have facilitated the development of alternative techniques such as Particle-In-Cell (PIC). However, a number of parameters are involved in PIC due to its empiricism. In this work, global sensitivity analysis of PIC model parameters is performed under three distinct operating regimes common in chemical engineering applications, viz. settling bed, bubbling fluidized bed and circulating fluidized bed. Simulations were performed using the PIC method in Multiphase Flow with Interphase eXchanges (MFiX) developed by National Energy Technology Laboratory (NETL). A non-intrusive uncertainty quantification (UQ) based approach is applied using Nodeworks to first construct an adequate surrogate model and then identify the most influential parameters in each case. This knowledge will aid in developing an effective design of experiments and determine optimal parameters through techniques such as deterministic or statistical calibration.

01 COAL, LIGNITE, AND PEAT↗
NASA NTRSDate not supplied

Uncertainty Estimates for Sonic-Boom Pressure Signatures and Loudness Carpets

A non-intrusive uncertainty quantification method is applied to computational analysis of supersonic, low-boom aircraft. The mean and standard deviation statistics of the pressure waveforms and loudness metrics are evaluated through use of numerical quadrature. The probability density function (p.d.f.) of these outputs is evaluated via kernel density estimation. The simulations use an inviscid, embedded-boundary Cartesian-mesh flow solver in the nearfield combined with an augmented Burgers’ equation solver for propagation in the farfield. The results show that the p.d.f. of the waveform is bimodal at shocks, which makes the mean and standard deviation statistics inappropriate. Despite this limitation, we show that the moment statistics can provide effective assessment of discrepancies when comparing with experimental data. This is demonstrated by presenting uncertainty analysis of a wind-tunnel test and showing that we significantly improve the predictions when we include the test uncertainties in the simulation. Normal distributions are obtained for the ground signature and loudness metrics, which is primarily due to the careful shaping of the low-boom waveform. Separation of variables and error control are used to reduce computational cost. We demonstrate that this is an efficient approach in the sense of balancing numerical errors in the statistics quadrature with discretization errors in the solvers.

ARMD↗
DOE OSTI2020

GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models

In a previous work, embedded ensemble propagation was proposed to improve the efficiency of sampling-based uncertainty quantification methods of computational models on emerging computational architectures. It consists of simultaneously evaluating the model for a subset of samples together, instead of evaluating them individually. A first approach introduced to solve parametric linear systems with ensemble propagation is ensemble reduction. In Krylov methods for example, this reduction consists in coupling the samples together using an inner product that sums the sample contributions. Ensemble reduction has the advantages of being able to use optimized implementations of BLAS functions and having a stopping criterion which involves only one scalar. However, the reduction potentially decreases the rate of convergence due to the gathering of the spectra of the samples. In this paper, we investigate a second approach: ensemble propagation without ensemble reduction in the case of GMRES. This second approach solves each sample simultaneously but independently to improve the convergence compared to ensemble reduction. This raises two new issues which are solved in this paper: the fact that optimized implementations of BLAS functions cannot be used anymore and that ensemble divergence, whereby individual samples within an ensemble must follow different code execution paths, can occur. We tackle those issues by implementing a high-performing ensemble GEMV and by using masks. The proposed ensemble GEMV leads to a similar cost per GMRES iteration for both approaches, i.e. with and without reduction. For illustration, we study the performances of the new linear solver in the context of a mesh tying problem. Furthermore, this example demonstrates improved ensemble propagation speed-up without reduction.

BLAS↗
DOE OSTI2024

Stochastic finite volume method for uncertainty quantification of transient flow in gas pipeline networks

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. In conclusion, we demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2019

Uncertainty Quantification of a Rotorcraft Conceptual Sizing Toolsuite

A computational framework to support the quantification of system uncertainties and sensitivities for rotorcraft applications is presented using the NASA Design and Analysis of Rotorcraft (NDARC) conceptual sizing tool. A 90 passenger conceptual tiltrotor configuration was used for case demonstration in the modeling of uncertainties in NDARCs emission module. A non-intrusive forward propagation uncertainty quantification approach was applied to ensemble simulations using a Monte Carlo methodology with stratified Latin hypercube sampling. An off-the-shelf software, DAKOTA, which supports trade studies and design space exploration, including optimization, surrogate modeling and uncertainty analysis was used to address the research goals. A toolsuite was further developed incorporating DAKOTA with automated design processes and methods using function wrappers to execute program routines including support for data post-processing. Uncertainties in rotorcraft emissions modeling using the Average Temperature Response metric for a set mission profile were studied. It was shown that for the current study, using the base-line best estimate modeling parameters for the Average Temperature Response metric, NDARC under-estimates the effects of emissions when compared with results from Monte Carlo simulations. A global sensitivity analysis was further undertaken to quantify the contribution of the various emission species on output sensitivity, hence uncertainty. The work demonstrates that the developed toolsuite is robust and will support the quantification of system uncertainties and sensitivities in future rotorcraft design efforts.

Rotorcraft↗
NASA NTRSDate not supplied

Robust Design Under Uncertainty of Hypersonic Inlets

The objective of this work is to optimize scramjet inlet designs under uncertainty at multiple fidelity levels. Optimizations are performed for both deterministic and stochastic conditions. For stochastic conditions, robust design is used to minimize the variance in system performance in addition to optimizing mean system performance. Uncertainty quantification is performed using non-intrusive polynomial chaos. Comparisons are made between low-fidelity analysis and high-fidelity analysis, as well as deterministic optimization and robust optimization. Results indicate that the general design trend of previous inlet optimization techniques is recovered for the external compression portion of an inlet. For the internal compression portion of an inlet, when viscous effects become more significant and boundary layer separation becomes more likely, the optimal trend departs from previous results. Multifidelity uncertainty quantification methods are found to substantially reduce the computation time of robust design while obtaining results that nearly match those of high-fidelity analysis. Robust optimization is found to decrease the standard deviation of throat Mach number by up to 40% compared to deterministic optimization. Changes in the design variables and total turning that lead to robust scramjet inlets are identified and linked back to fundamental physical principles through the theta-beta-Mach function.

Hypersonic↗
NASA NTRS2015

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↗
DOE OSTI2024

Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.

42 ENGINEERING↗
DOE OSTI2020

UQTk User Manual (V.3.1.0)

The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.1.0 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sensitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

UQTk Version 3.1.1 User Manual

The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.1.1 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sensitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

UQTk Version 3.1.2 User Manual

The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.1.2 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sensitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

97 MATHEMATICS AND COMPUTING↗
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 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 NTRS2018

Stochastic Reduced Order Models with Python (SROMPy)

Stochastic Reduced Order Models with Python (SROMPy) is a software package developed to enable user-friendly utilization of the stochastic reduced order model (SROM) approach for uncertainty quantification. A SROM is a low dimensional, discrete approximation to a random quantity that enables efficient and non-intrusive stochastic computations. With SROMPy, a user can easily generate a SROM to approximate a random variable or vector described by several different types of probability distributions using the Python programming language. Once a SROM is constructed, the software can be used to propagate uncertainty through a user-defined computational model to estimate statistics of a given quantity of interest. This report is meant to introduce the SROMPy module and brie y demonstrate its capabilities. A simple example of a spring-mass system with a random input is included to illustrate the practicality of the SROM approach to uncertainty quantification and relative ease of applying it with SROMPy. The example includes a comparison with a solution obtained using classical Monte Carlo simulation, demonstrating the similarities and advantages of using the SROM approach.

Warner, James E.↗
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↗
DOE OSTI2021

A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients

Abstract Domain decomposition methods have been proved to be an effective strategy to reduce the dimension of parametric partial differential equations (PDEs). However, existing domain decomposition methods for parametric PDEs are usually intrusive, which means domain decomposition based solvers need to be implemented from scratch for each target parametric PDE. To address this issue, we develop a new non‐intrusive domain‐decomposition model reduction method for linear steady‐state PDEs with random‐field coefficients. As a variant of our previous work by Mu and Zhang, the new method only needs access to the final linear system, that is, the global stiffness matrix and the right hand side, of a deterministic PDE solver, in order to build a domain‐decomposition‐based reduced model without intrusive implementation from scratch. The key idea is to remove the interface condition between sub‐domains and rely on the correlation between columns of the linear system to couple the sub‐domains. The non‐intrusive feature enables the applicability of the proposed method to a broader class of uncertainty quantification problems, where many legacy codes/solvers can be fully reused by our method. Two numerical examples including diffusion equations with random diffusivity and convection‐dominated transport with random velocity, are provided to demonstrate the effectiveness and efficiency of our method.

Zhang, Guannan↗