Machine Learning for Uncertainty Quantification (UQ): Trusting the Black Box
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James Warner↗
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Uncertainty Quantification (UQ) for Modeling & Simulation at NASA
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James Warner↗
A Practical Approach to Uncertainty Quantification Using Probability Boxes
To date, while the use of CFD for aerospace vehicle design and development is prevalent, the documentation of uncertainties associated with the simulations are rare. Instead, the current state-of-the-art relies heavily on the experience of the CFD practitioner to estimate the uncertainty associated with their simulations through simple sensitivity studies or subject matter expertise. This practice will have to be replaced with a formal uncertainty quantification (UQ) process if CFD is to play an expanded role in the research and engineering design community, test and evaluation community, and ultimately certification for flight. Accounting for uncertainties in a formal manner is a tedious process. Moreover, the typical CFD practitioner is not likely to be familiar with formal UQ methods. These factors have prevented the adoption of UQ methods in the engineering design and development cycle. This presentation will outline a credible approach to UQ using Probability Boxes that is straightforward to apply, and can readily be automated using existing UQ tool sets such as the DAKOTA packaged developed at Sandia. The added expense incurred when moving away from a deterministic CFD process to a stochastic one that captures uncertainties to enable risk-informed decision making will be discussed, as well as effective ways to reduce the computational costs.
Uncertainty Quantification↗
Uncertainty Models for the Hybrid Parametric Variation Method of Uncertainty Quantification; Analysis
There is some level of uncertainty in every finite element model (FEM), which flows to a level of uncertainty in predicted results. The purpose of uncertainty quantification (UQ) is to provide statistical bounds on prediction accuracy based on model uncertainty. This is distinct from model updating, which attempts to modify models to improve their accuracy. UQ does not improve the accuracy of models, but accepts that the models are inherently inaccurate and attempts to quantify the impact of that inaccuracy on predicted results. Previously, an alternate method for UQ, called the Hybrid Parametric Variation (HPV) method, was applied to Space Launch System (SLS) Hurty/Craig-Bampton (HCB) components to predict system-level statistics for launch vehicle attitude control transfer functions and core stage section loads due to buffet. The HPV method combines a parametric variation of the HCB fixed-interface (FI) modal frequencies with a nonparametric variation (NPV) method that randomly varies the HCB mass and stiffness matrices as Wishart random matrix distributions using random matrix theory (RMT). Alternatively, the most common method for modeling uncertainty in the structural dynamics community is a parametric approach, which varies physical parameters in the model. However, there are several disadvantages associated with the parametric method. Determining a reduced set of parameters that have a significant impact on the system response can be time consuming, and the selected parameter probability distributions are rarely reliably known. Therefore, in practice, the parameters are surrogates for the actual errors, and the link to parameter uncertainty is unknown. Another major drawback is that the uncertainty that can be represented is limited to the form of the nominal FEM. It is the experience of the authors that based on numerous aerospace programs, almost all FEM errors are in form rather than parameter values. This hypothesis is supported by the observation of the authors that it is almost never possible to ‘tune’ a FEM to match modal test results by only modifying model parameters. Model-form uncertainty cannot be directly represented by FEM input parameters nor included in a parametric approach. However, model-form uncertainty can be modeled using RMT, where a probability distribution is developed for the matrix ensemble of interest. The major advantage of the NPV method is that it covers errors in model form. The HPV method anchors uncertainty at the HCB component level to component modal test results by matching the HCB and test modes based on mode descriptions or other methods, and then applying differing levels of frequency variation. The specific variations depend on the confidence to which a component FEM has been validated through modal testing. The NPV method is layered on the frequency variation to match modal test self-orthogonality and cross-orthogonality (XO) results. Once the component uncertainty models are identified, they are assembled, and the uncertainty is propagated to the system level using a Monte Carlo (MC) analysis approach that generates statistics for system-level predictions This provides a UQ method that can be traced to test data, which can be updated as additional data and improved correlated models become available. The purpose of this paper is to collect and present all of the theory for HPV that has been previously published in reports and papers and to present examples of its application. Specifically, component uncertainty models based on the dispersion of corresponding mass and stiffness matrices using proposed test/analysis correlation metrics are investigated. The first example is purely academic so that the true answers are known, and the validity of the HPV method and the corresponding uncertainty models can be determined. The purpose of this paper is to collect and present all of the theory for HPV that has been previously published in reports and papers and to present examples of its application. Specifically, component uncertainty models based on the dispersion of corresponding mass and stiffness matrices using proposed test/analysis correlation metrics are investigated. The first example is purely academic so that the true answers are known, and the validity of the HPV method and the corresponding uncertainty models can be determined. The second example is an application to a component that is design specific to the SLS. Based on this work and other assessments, the HPV method provides another tool to the toolset used for complex system UQ analysis. From experience gathered to date using the HPV method, additional design specific applications must be investigated to provide further confidence in the validity of the HPV method of UQ analysis.
Uncertainty quantification↗
Uncertainty Quantification for JPL Retrievals
We define the notions of verification, validation, and uncertainty quantification (VVUQ), and place them in the context of retrievals of Earth science data. Uncertainty quantification (UQ) is the process of characterizing the uncertainty of a measurement system relative to the true, physical quantity it measures. UQ is needed when measurements are used for scientific inference, assimilated into models with other data, and used for decision-making and risk analysis. Many measurements come with measures of standard error and bias, but these uncertainty measures are often inaccurate, due to the operational need to assume crisp values for parameters which are in fact uncertain, as well as the failure of technical assumptions needed by operational error-estimation approaches. UQ provides a way to study which assumptions fail to hold, and a tool to improve the measurement. We describe a particular, broadly-applicable UQ setup that has been successful for JPL retrievals including OCO-2, and provide recommendations for furthering the UQ state of the practice at JPL.
Turmon, Michael↗
Automation of the Uncertainty Quantification Process Based on Probability Boxes with DAKOTA
To date, while the use of CFD is prevalent, very few efforts have been undertaken that truly attempt to document all (or even most) of the sources of uncertainty in the simulations. Instead, the current state-of-the-art relies heavily on the experience of the CFD practitioner to estimate the uncertainty associated with their simulations through simple sensitivity studies or subject matter expertise. This practice will have to be replaced with a formal uncertainty quantification (UQ) process if CFD is to play an expanded role in the design research and engineering community, test and evaluation community, and ultimately certification for flight. This is especially true for hypersonic air-breathing propulsion systems due to the environment, scale, and duration limitations of ground test facilities. Accounting for uncertainties in a formal manner is a tedious process. Moreover, the typical CFD practitioner is not likely to be familiar with formal UQ methods. Hence, a major obstacle that has prevented the adoption of UQ methods for engineering design and development work is the lack of a tool set to automate most (if not all) of the UQ workflow. Towards this end, the SANDIA package DAKOTA (which has been developed to drive both UQ and optimization processes) will be tightly wrapped around the VULCAN-CFD code to automate the uncertainty quantification process. The automated process will be applied to an isolator turbulence model validation exercise that has previously been documented using a manual approach to the UQ process. Hence, the focus of this paper will be documenting the level to which automation can hide the UQ process details from the CFD practitioner rather than the UQ method itself.
CFD↗
NASA Engineering and Safety Center Technical Bulletin No. 22-04: Uncertainty Quantification of Reduced Order Structural Dynamic Models
Uncertainty quantification (UQ) provides statistical bounds on prediction accuracy based on finite element model (FEM) uncertainty. An alternate method for UQ, called the Hybrid Parametric Variation (HPV) combines a parametric variation of the Hurty/Craig-Bampton (HCB) fixed-interface (FI) modal frequencies with a nonparametric variation (NPV) method. This provides a UQ method that can be traced to test data, which can be updated as additional data and improved correlated models become available.
Uncertainty Quantification↗
Validating an Air Traffic Management Concept of Operation Using Statistical Modeling
Validating a concept of operation for a complex, safety-critical system (like the National Airspace System) is challenging because of the high dimensionality of the controllable parameters and the infinite number of states of the system. In this paper, we use statistical modeling techniques to explore the behavior of a conflict detection and resolution algorithm designed for the terminal airspace. These techniques predict the robustness of the system simulation to both nominal and off-nominal behaviors within the overall airspace. They also can be used to evaluate the output of the simulation against recorded airspace data. Additionally, the techniques carry with them a mathematical value of the worth of each prediction-a statistical uncertainty for any robustness estimate. Uncertainty Quantification (UQ) is the process of quantitative characterization and ultimately a reduction of uncertainties in complex systems. UQ is important for understanding the influence of uncertainties on the behavior of a system and therefore is valuable for design, analysis, and verification and validation. In this paper, we apply advanced statistical modeling methodologies and techniques on an advanced air traffic management system, namely the Terminal Tactical Separation Assured Flight Environment (T-TSAFE). We show initial results for a parameter analysis and safety boundary (envelope) detection in the high-dimensional parameter space. For our boundary analysis, we developed a new sequential approach based upon the design of computer experiments, allowing us to incorporate knowledge from domain experts into our modeling and to determine the most likely boundary shapes and its parameters. We carried out the analysis on system parameters and describe an initial approach that will allow us to include time-series inputs, such as the radar track data, into the analysis
Statistical emulation↗
Variational Coupled Loads Analysis using the Hybrid Parametric Variation Method
Time-domain coupled loads analysis (CLA)is used to determine the response of a launch vehicle and payload system to transient forces, such as liftoff, engine ignitions and shutdowns, jettison events, and atmospheric flight loads, such as buffet. CLA, using Hurty/Craig-Bampton (HCB)component models, is the accepted method for the establishment of design-level loads for launch systems. However, uncertainty in the component models flows into uncertainty in predicted system results. Uncertainty in the structural responses during launch is a significant concern because small variations in launch vehicle and payload mode shapes and their interactions can result in significant variations in system loads. Uncertainty quantification (UQ)is used to determine statistical bounds on prediction accuracy based on model uncertainty. In this paper uncertainty is treated at the HCB component-model level. In an effort to account for model uncertainties and statistically bound their effect on CLA predictions, this work combines CLA with UQ in a process termed variational coupled loads analysis (VCLA). The modeling of uncertainty using a parametric approach, in which input parameters are represented by random variables, is common, but its major drawback is the resulting uncertainty is limited to the form of the nominal model. Uncertainty in model form is one of the biggest contributors to uncertainty in complex built-up structures. Model-form uncertainty can be represented using a nonparametric approach based on random matrix theory (RMT). In this work, UQ is performed using the hybrid parametric variation (HPV)method, which combines parametric with nonparametric uncertainty at the HCB component model level. The HPV method requires the selection of dispersion values for the HCB fixed-interface (FI)eigenvalues, and the HCB mass and stiffness matrices. The dispersions are based upon component test-analysis modal correlation results. During VCLA, random component models are assembled into an ensemble of random systems using a Monte Carlo (MC)approach. CLA is applied to each of the ensemble members to produce an ensemble of system-level responses for statistical analysis. The proposed methodology is demonstrated through its application to a buffet loads analysis of NASA’s Space Launch System (SLS)during the transonic regime fifty seconds after liftoff. Core stage (CS)section shears and moments are recovered, and statistics are computed.
Uncertainty Quantification↗
The Role of Uncertainty in Aerospace Vehicle Analysis and Design
Effective uncertainty quantification (UQ) begins at the earliest phase in the design phase for which there are adequate models and continues tightly integrated to the analysis and design cycles as the refinement of the models and the fidelity of the tools increase. It is essential that uncertainty quantification strategies provide objective information to support the processes of identifying, analyzing and accommodating for the effects of uncertainty. Assessments of uncertainty should never render the results more difficult for engineers and decision makers to comprehend, but instead provide them with critical information to assist with resource utilization decisions and risk mitigation strategies. Success would be measured by the tools to enable engineers and decision makers to effectively balance critical project resources against system requirements while accounting for the impact of uncertainty.
Kenny, Sean P.↗
Integration of Uncertainty Quantification in a Model-Based Systems Analysis and Engineering Framework
This paper presents a technical approach to improve the confidence in the systems analysis process by integrating Uncertainty Quantification (UQ) techniques within a Model-Based Systems Analysis and Engineering (MBSA&E) framework. The MBSA&E architecture uses system models and multidisciplinary analytical solutions as central artifacts for system design and analysis. The integration of UQ enables engineers to assess and mitigate uncertainties associated with a system model, design parameters, and constraint inputs, leading to more complete design studies and further informed decision-making processes. The proposed approach leverages the strengths of MBSA&E and extends it with a UQ methodology to quantify uncertainties in the input parameters and to trace the uncertainties as they propagate throughout the system model. To demonstrate the effectiveness of an integrated MBSA&E-UQ approach, a case study involving a simplified analysis of a Transonic Truss-Braced Wing (TTBW) concept vehicle is performed. This integration enables a more comprehensive evaluation of system performance and behavior under uncertainty and a more robust approach for system design and analysis. Lastly, the paper addresses the challenges and considerations associated with integrating UQ into an MBSA&E framework.
systems analysis↗
Integration of Uncertainty Quantification in a Model-Based Systems Analysis and Engineering Framework
This paper presents a technical approach to improve the confidence in the systems analysis process by integrating Uncertainty Quantification (UQ) techniques within a Model-Based Systems Analysis and Engineering (MBSA&E) framework. The MBSA&E architecture uses system models and multidisciplinary analytical solutions as central artifacts for system design and analysis. The integration of UQ enables engineers to assess and mitigate uncertainties associated with a system model, design parameters, and constraint inputs, leading to more complete design studies and further informed decision-making processes. The proposed approach leverages the strengths of MBSA&E and extends it with a UQ methodology to quantify uncertainties in the input parameters and to trace the uncertainties as they propagate throughout the system model. To demonstrate the effectiveness of an integrated MBSA&E-UQ approach, a case study involving a simplified analysis of a Transonic Truss-Braced Wing (TTBW) concept vehicle is performed. This integration enables a more comprehensive evaluation of system performance and behavior under uncertainty and a more robust approach for system design and analysis. Lastly, the paper addresses the challenges and considerations associated with integrating UQ into an MBSA&E framework.
systems analysis↗
Uncertainty Quantification of CFD Model Assumptions Against Sonic Boom Noise Prediction of a Commercial Supersonic Transport
This paper presents the results of uncertainty modeling of sonic boom noise generation from commercial supersonic transport considering the Spalart-Allmaras (SA) turbulence modeling parameters as well as Mach number, angle of attack and altitude. Sample generation and analysis for this uncertainty model was performed by UQPCE, which is a software package developed at the NASA Langley Research Center. To build the uncertainty model, 42 cases of sonic boom noise calculation were performed. Computation of the ground noise can be briefly summarized in two steps. First, the near field pressure waveforms are sampled from CFD calculation using the NASA Langley’s FUN3D solver. Second, this information is passed to an atmospheric propagation code, sBOOM, which solves an augmented Burger’s equation and simulates how the near field waveforms will change while passing through the atmosphere. The ground signature is further processed to obtain the perceived loudness, PLdB. Having a high spatial resolution near the shockwave in the CFD calculation is critical in sonic boom noise prediction. Because the variation in the input parameters for the current uncertainty quantification (UQ) study is likely to lead to change in shock location, angle and strength, the grid adaptation for shock capturing is independently applied for each condition. The final mesh used in the CFD calculation consists of approximately 420 million cells. The pressure signatures are sampled at three, four and five body lengths away from the aircraft to make sure the three dimensional effects around the aircraft are resolved. The results of the UQ analysis shows that within the three aleatory variables, the angle of attack had the most impact against ground noise, followed by the altitude and the Mach number. Between the two SA model parameters, the Kármán constant (𝜅) was significantly more important than the turbulent Prandtl number (𝜎), but these two parameters were only marginally significant in the overall prediction variance in ground noise. The UQ procedure explained in this paper can be widely applied to other model parameters.
Uncertainty Quantification↗
Uncertainty Quantification of CFD Model Assumptions Against Sonic Boom Noise Prediction of a Commercial Supersonic Transport
This paper presents the results of uncertainty modeling of sonic boom noise generation from commercial supersonic transport considering the Spalart-Allmaras (SA) turbulence modeling parameters as well as Mach number, angle of attack and altitude. Sample generation and analysis for this uncertainty model was performed by UQPCE, which is a software package developed at the NASA Langley Research Center. To build the uncertainty model, 42 cases of sonic boom noise calculation were performed. Computation of the ground noise can be briefly summarized in two steps. First, the near field pressure waveforms are sampled from CFD calculation using the NASA Langley’s FUN3D solver. Second, this information is passed to an atmospheric propagation code, sBOOM, which solves an augmented Burger’s equation and simulates how the near field waveforms will change while passing through the atmosphere. The ground signature is further processed to obtain the perceived loudness, PLdB. Having a high spatial resolution near the shock wave in the CFD calculation is critical in sonic boom noise prediction. Because the variation in the input parameters for the current uncertainty quantification (UQ) study is likely to lead to change in shock location, angle and strength, the grid adaptation for shock capturing is independently applied for each condition. The final mesh used in the CFD calculation consists of approximately 420 million cells. The pressure signatures are sampled at three, four and five body lengths away from the aircraft to make sure the three dimensional effects around the aircraft are resolved. The results of the UQ analysis shows that within the three aleatory variables, the angle of attack had the most impact against ground noise, followed by the altitude and the Mach number. Between the two SA model parameters, the Kármán constant (𝜅) was significantly more important than the turbulent Prandtl number (𝜎), but these two parameters were only marginally significant in the overall prediction variance in ground noise. The UQ procedure explained in this paper can be widely applied to other model parameters.
Uncertainty Quantifications↗
Combining Data with Physical Knowledge for Uncertainty Quantification in Certification and Reliability Analysis
Unifying empirical data with predictive models can enable engineering cost-savings through certification by analysis and reliability-based design. Both concepts require rigorous uncertainty quantification (UQ) and robust understanding and treatment of relevant physics. Combining sampling-based UQ algorithms with high-fidelity simulations creates a computational bottleneck that is often alleviated through the use of machine learning (ML). ML can be used to create computationally efficient surrogates for simulations of complex or high-dimensional physical interactions (e.g., multi-phase interactions associated with melt pools in laser powder bed fusion or spatially-dependent material properties in functionally graded materials). However, negative side effects of ML may include a lack of interpretability and negative correlation between event rarity and simulation accuracy due to a lack of training data. As such, it is important to infuse ML algorithms with physics-based guardrails to provide confidence in their predictions. This talk will provide a brief review of recent NASA research at this intersection of physics-based simulation, ML, and UQ with a focus on certification and reliability analysis.
uncertainty quantification↗
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↗
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↗
Development and Use of Engineering Standards for Computational Fluid Dynamics for Complex Aerospace Systems
Computational fluid dynamics (CFD) and other advanced modeling and simulation (M&S) methods are increasingly relied on for predictive performance, reliability and safety of engineering systems. Analysts, designers, decision makers, and project managers, who must depend on simulation, need practical techniques and methods for assessing simulation credibility. The AIAA Guide for Verification and Validation of Computational Fluid Dynamics Simulations (AIAA G-077-1998 (2002)), originally published in 1998, was the first engineering standards document available to the engineering community for verification and validation (V&V) of simulations. Much progress has been made in these areas since 1998. The AIAA Committee on Standards for CFD is currently updating this Guide to incorporate in it the important developments that have taken place in V&V concepts, methods, and practices, particularly with regard to the broader context of predictive capability and uncertainty quantification (UQ) methods and approaches. This paper will provide an overview of the changes and extensions currently underway to update the AIAA Guide. Specifically, a framework for predictive capability will be described for incorporating a wide range of error and uncertainty sources identified during the modeling, verification, and validation processes, with the goal of estimating the total prediction uncertainty of the simulation. The Guide's goal is to provide a foundation for understanding and addressing major issues and concepts in predictive CFD. However, this Guide will not recommend specific approaches in these areas as the field is rapidly evolving. It is hoped that the guidelines provided in this paper, and explained in more detail in the Guide, will aid in the research, development, and use of CFD in engineering decision-making.
Lee, Hyung B.↗