Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic collocation”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS2003

A Stochastic Collocation Algorithm for Uncertainty Analysis

This report describes a stochastic collocation method to adequately handle a physically intrinsic uncertainty in the variables of a numerical simulation. For instance, while the standard Galerkin approach to Polynomial Chaos requires multi-dimensional summations over the stochastic basis functions, the stochastic collocation method enables to collapse those summations to a one-dimensional summation only. This report furnishes the essential algorithmic details of the new stochastic collocation method and provides as a numerical example the solution of the Riemann problem with the stochastic collocation method used for the discretization of the stochastic parameters.

Mathelin, Lionel↗
DOE OSTI2022

Microstructure-Sensitive Uncertainty Quantification for Crystal Plasticity Finite Element Constitutive Models Using Stochastic Collocation Methods

Uncertainty quantification (UQ) plays a major role in verification and validation for computational engineering models and simulations, and establishes trust in the predictive capability of computational models. In the materials science and engineering context, where the process-structure-property-performance linkage is well known to be the only road mapping from manufacturing to engineering performance, numerous integrated computational materials engineering (ICME) models have been developed across a wide spectrum of length-scales and time-scales to relieve the burden of resource-intensive experiments. Within the structure-property linkage, crystal plasticity finite element method (CPFEM) models have been widely used since they are one of a few ICME toolboxes that allows numerical predictions, providing the bridge from microstructure to materials properties and performances. Several constitutive models have been proposed in the last few decades to capture the mechanics and plasticity behavior of materials. While some UQ studies have been performed, the robustness and uncertainty of these constitutive models have not been rigorously established. In this work, we apply a stochastic collocation (SC) method, which is mathematically rigorous and has been widely used in the field of UQ, to quantify the uncertainty of three most commonly used constitutive models in CPFEM, namely phenomenological models (with and without twinning), and dislocation-density-based constitutive models, for three different types of crystal structures, namely face-centered cubic (fcc) copper (Cu), body-centered cubic (bcc) tungsten (W), and hexagonal close packing (hcp) magnesium (Mg). Our numerical results not only quantify the uncertainty of these constitutive models in stress-strain curve, but also analyze the global sensitivity of the underlying constitutive parameters with respect to the initial yield behavior, which may be helpful for robust constitutive model calibration works in the future.

36 MATERIALS SCIENCE↗
NASA NTRS2003

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.↗
DOE OSTI2022

Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗
DOE OSTI2022

Deterministic and Monte Carlo Nuclear Data Adjustment Methods [Slides]

For the Bayesian Monte Carlo methodology, a need to understand convergence of the posterior moments as a function of the number of parameter realizations is required. In high-dimensional systems, it can be very costly to sample entire parameter space and perform functional evaluation for every realization. Bayesian Monte Carlo allows one to relax the GLLS approximations of model linearity and prior/posterior PDF shape. The Bayesian Stochastic Collocation Method is a deterministic approach to “sample” the parameter space. It allows one to relax the GLLS approximations of model linearity and posterior PDF shape. Higher-order posterior moments (i.e., skewness, kurtosis, etc.) can be studied through polynomial expansion. Tensor product quadrature scales poorly and can use sparse grid quadrature methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
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 OSTI2022

Adaptive experimental design for multi-fidelity surrogate modeling of multi-disciplinary systems

We present an adaptive algorithm for constructing surrogate models of multi-disciplinary systems composed of a set of coupled components. With this goal we introduce “coupling” variables with a priori unknown distributions that allow surrogates of each component to be built independently. Once built, the surrogates of the components are combined to form an integrated-surrogate that can be used to predict system-level quantities of interest at a fraction of the cost of the original model. The error in the integrated-surrogate is greedily minimized using an experimental design procedure that allocates the amount of training data, used to construct each component-surrogate, based on the contribution of those surrogates to the error of the integrated-surrogate. Here, the multi-fidelity procedure presented is a generalization of multi-index stochastic collocation that can leverage ensembles of models of varying cost and accuracy, for one or more components, to reduce the computational cost of constructing the integrated-surrogate. Extensive numerical results demonstrate that, for a fixed computational budget, our algorithm is able to produce surrogates that are orders of magnitude more accurate than methods that treat the integrated system as a black-box.

42 ENGINEERING↗
DOE OSTI2024

S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models

While projection-based reduced order models can reduce the dimension of full order solutions, the resulting reduced models may still contain terms that scale with the full order dimension. Hyper-reduction techniques are sampling-based methods that further reduce this computational complexity by approximating such terms with a much smaller dimension. The goal of this work is to introduce the points selection algorithm developed by Shin and Xiu as a hyper-reduction method. The selection algorithm was originally proposed as a stochastic collocation method for uncertainty quantification. Since the algorithm aims at maximizing a quantity $\mathcal{S}$ that measures both the column orthogonality and the determinant, we refer to the algorithm as S-OPT. Numerical examples are provided to demonstrate the performance of S-OPT and to compare its performance with a gappy proper orthogonal decomposition (POD) algorithm. Here, we found that using the S-OPT algorithm is shown to predict the full order solutions with higher accuracy than gappy POD especially when the number of sampling points is small, although we note that S-OPT shows slow asymptotic convergence with respect to the number of samples for some applications, e.g., Lagrangian hydrodynamics.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1991

Compensator design for stability enhancement with collocated controllers

A continuum model rather than a finite element model is used. The optimal compensator design is formulated as a stochastic regulator problem and is shown to be solvable by the general infinite-dimensional theory developed by the author despite the lack of exponential stabilizability. Infinite-dimensional steady-state Riccati equations characterizing the feedback control gain and the Kalman filter gain operators can be solved explicitly. The associated performance indexes including the mean-square control-effort are calculated in closed form. As a first approximation, the compensator transfer function can be realized as a bank of bandpass filters in parallel centered at the undamped mode frequencies. Numerical calculations for the gain and bandwidths for a typical configuration are presented. The performance of the compensator is evaluated when in fact in the true model there is no actuator noise. The theoretical problem involved is to show that the infinite-dimensional stochastic process is asymptotically stationary. It is possible to calculate the steady-state covariance in closed form and thereby calculate performance indexes of interest explicitly, facilitating the choice of optimal design parameters.

Balakrishnan, A. V.↗
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 NTRS2016

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↗
DOE OSTI2023

Staggered scheme for the compressible fluctuating hydrodynamics of multispecies fluid mixtures

Here, we present a numerical formulation for the solution of nonisothermal, compressible Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical method is the use of staggered grid momenta along with a finite volume discretization of the thermodynamic variables to solve the resulting stochastic partial differential equations. The key advantages of the numerical scheme are that it significantly simplifies the discretization of diffusive and stochastic momentum fluxes into a more compact form, and it provides an unambiguous prescription of boundary conditions involving pressure. The staggered grid scheme more accurately reproduces the equilibrium static structure factor of hydrodynamic fluctuations in gas mixtures compared to a collocated scheme described previously by Balakrishnan et al. [Phys. Rev. E 89, 013017 (2014)1539-375510.1103/PhysRevE.89.013017]. The numerical method is tested for ideal noble gases mixtures under various nonequilibrium conditions, such as applied thermal and concentration gradients, to assess the role of cross-diffusion effects, such as Soret and Dufour, on the long-ranged correlations of hydrodynamic fluctuations, which are also more accurately reproduced compared to the collocated scheme. We numerically study giant nonequilibrium fluctuations driven by concentration gradients and fluctuation-driven Rayleigh-Taylor instability in gas mixtures. Wherever applicable, excellent agreement is observed with theory and measurements from the direct simulation Monte Carlo method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Geostatistical Mapping of Salinity Conditioned on Borehole Logs, Montebello Oil Field, California

We present a geostatistics-based stochastic salinity estimation framework for the Montebello Oil Field that capitalizes on available total dissolved solids (TDS) data from groundwater samples as well as electrical resistivity (ER) data from borehole logging. Data from TDS samples (n = 4924) was coded into an indicator framework based on falling below four selected thresholds (500, 1000, 3000, and 10,000 mg/L). Collocated TDS-ER data from the surrounding groundwater basin were then employed to produce a kernel density estimator to establish conditional probabilities for ER data (n = 8 boreholes) falling below the selected TDS thresholds within the Montebello Oil Field area. Directional variograms were estimated from these indicator coded data, and 500 TDS realizations from conditional indicator simulation were generated for the subsurface region above the Montebello Oil Field reservoir. Simulations were summarized as 3D maps of median TDS, most likely salinity class, and probability for exceeding each of the specified TDS thresholds. Results suggested TDS was below 500 mg/L in most of the study area, with a trend toward higher values (500 to 1000 mg/L) to the southwest; consistent with the average regional groundwater flow direction. Discrete localized zones of TDS greater than 1000 mg/L were observed, with one of these zones in the greater than 10,000 mg/L range; however, these areas were not prevalent. The probabilistic approach used here is adaptable and is readily modified to include additional data and types and can be employed in time-lapse salinity modeling through Bayesian updating.

54 ENVIRONMENTAL SCIENCES↗