Uncertainty Quantification of Numerical Simulation of Flows around a Cylinder Using Non-intrusive Polynomial Chaos

The uncertainty quantification of flows around a cylinder is studied by the non-intrusive polynomial chaos method. Based on the validation with benchmark results, discussions are mainly focused on the statistic properties of the peak lift and drag coefficients and base pressure drop over the cylinder with the uncertainties of viscosity coefficient and inflow boundary velocity. As for the numerical results of flows around a cylinder, influence of the inflow boundary velocity uncertainty is larger than that of viscosity. The results indeed demonstrate that a five-order degree of polynomial chaos expansion is enough to represent the solution of flow in this study.

Sensitivity Analysis of Electromagnetic Scattering from Dielectric Targets with Polynomial Chaos Expansion and Method of Moments

In this paper,an adaptive polynomial chaos expansion method(PCE)based on the method of moments(MoM)is proposed to construct surrogate models for electromagnetic scattering and further sensitivity analysis.The MoM is applied to accurately solve the electric field integral equation(EFIE)of electromagnetic scattering from homogeneous dielectric targets.Within the bistatic radar cross section(RCS)as the research object,the adaptive PCE algorithm is devoted to selecting the appropriate order to construct the multivariate surrogate model.The corresponding sensitivity results are given by the further derivative operation,which is compared with those of the finite difference method(FDM).Several examples are provided to demonstrate the effectiveness of the proposed algorithm for sensitivity analysis of electromagnetic scattering from homogeneous dielectric targets.

Generalized polynomial chaos expansion by reanalysis using static condensation based on substructuring

This paper presents a new computational method for forward uncertainty quantification(UQ)analyses on large-scale structural systems in the presence of arbitrary and dependent random inputs.The method consists of a generalized polynomial chaos expansion(GPCE)for statistical moment and reliability analyses associated with the stochastic output and a static reanalysis method to generate the input-output data set.In the reanalysis,we employ substructuring for a structure to isolate its local regions that vary due to random inputs.This allows for avoiding repeated computations of invariant substructures while generating the input-output data set.Combining substructuring with static condensation further improves the computational efficiency of the reanalysis without losing accuracy.Consequently,the GPCE with the static reanalysis method can achieve significant computational saving,thus mitigating the curse of dimensionality to some degree for UQ under high-dimensional inputs.The numerical results obtained from a simple structure indicate that the proposed method for UQ produces accurate solutions more efficiently than the GPCE using full finite element analyses(FEAs).We also demonstrate the efficiency and scalability of the proposed method by executing UQ for a large-scale wing-box structure under ten-dimensional(all-dependent)random inputs.

A Robust Blade Design Method based on Non-Intrusive Polynomial Chaos Considering Profile Error

To weaken the influence of profile error on compressor aerodynamic performance, especially on pressure ratio and efficiency, a robust design method considering profile error is built to improve the robustness of aerodynamic performance of the blade. The characteristics of profile error are random and small-scaled, which means that to evaluate the influence of profile error on blade aerodynamic performance is a time-intensive and high-precision work. For this reason, non-intrusive polynomial chaos(NIPC) and Kriging surrogate model are introduced in this robust design method to improve the efficiency of uncertainty quantification(UQ) and ensure the evaluate accuracy. The profile error satisfies the Gaussian distribution, and NIPC is carried out to do uncertainty quantification since it has advantages in prediction accuracy and efficiency to get statistical behavior of random profile error. In the integrand points of NIPC, several surrogate models are established based on Latin hypercube sampling(LHS)+ Kriging, which further reduces the costs of optimization design by replacing calling computational fluid dynamic(CFD) repeatedly. The results show that this robust design method can significantly improve the performance robustness in shorter time(40 times faster) without losing accuracy, which is meaningful in engineering application to reduce manufacturing cost in the premise of ensuring the aerodynamic performance. Mechanism analysis of the robustness improvement samples carried out in current work can help find out the key parameter dominating the robustness under the disturbance of profile error, which is meaningful to further improvement of compressor robustness.

Analysis of stochastic bifurcation and chaos in stochastic Duffing-van der Pol system via Chebyshev polynomial approximation

The Chebyshev polynomial approximation is applied to investigate the stochastic period-doubling bifurcation and chaos problems of a stochastic Duffing-van der Pol system with bounded random parameter of exponential probability density function subjected to a harmonic excitation. Firstly the stochastic system is reduced into its equivalent deterministic one, and then the responses of stochastic system can be obtained by numerical methods. Nonlinear dynamical behaviour related to stochastic period-doubling bifurcation and chaos in the stochastic system is explored. Numerical simulations show that similar to its counterpart in deterministic nonlinear system of stochastic period-doubling bifurcation and chaos may occur in the stochastic Duffing-van der Pol system even for weak intensity of random parameter. Simply increasing the intensity of the random parameter may result in the period-doubling bifurcation which is absent from the deterministic system.

Uncertainty Analysis and Optimization of Quasi-Zero Stifness Air Suspension Based on Polynomial Chaos Method

To improve the vibration isolation performance of suspensions,various new structural forms of suspensions have been proposed.However,there is uncertainty in these new structure suspensions,so the deterministic research cannot refect the performance of the suspension under actual operating conditions.In this paper,a quasi-zero stifness isolator is used in automotive suspensions to form a new suspension−quasi-zero stifness air suspension(QZSAS).Due to the strong nonlinearity and structural complexity of quasi-zero stifness suspensions,changes in structural parameters may cause dramatic changes in suspension performance,so it is of practical importance to study the efect of structural parameter uncertainty on the suspension performance.In order to solve this problem,three suspension structural parameters d_(0),L_(0) and Pc_(0) are selected as random variables,and the polynomial chaos expansion(PCE)theory is used to solve the suspension performance parameters.The sensitivity of the performance parameters to diferent structural parameters was discussed and analyzed in the frequency domain.Furthermore,a multi-objective optimization of the structural parameters d_(0),L_(0) and Pc_(0) of QZSAS was performed with the mean and variance of the root-mean-square(RMS)acceleration values as the optimization objectives.The optimization results show that there is an improvement of about 8%−1_(0)%in the mean value and about 4_(0)%−55%in the standard deviation of acceleration(RMS)values.This paper verifes the feasibility of the PCE method for solving the uncertainty problem of complex nonlinear systems,which provide a reference for the future structural design and optimization of such suspension systems.

Sparse Approximation of Data-Driven Polynomial Chaos Expansions: An Induced Sampling Approach

One of the open problems in the field of forward uncertainty quantification(UQ)is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs.Another challenge is to efficiently make use of limited training data for UQ predictions of complex engineering problems,particularly with high dimensional random parameters.We address these challenges by combining data-driven polynomial chaos expansions with a recently developed preconditioned sparse approximation approach for UQ problems.The first task in this two-step process is to employ the procedure developed in[1]to construct an"arbitrary"polynomial chaos expansion basis using a finite number of statistical moments of the random inputs.The second step is a novel procedure to effect sparse approximation via l1 minimization in order to quantify the forward uncertainty.To enhance the performance of the preconditioned l1 minimization problem,we sample from the so-called induced distribution,instead of using Monte Carlo(MC)sampling from the original,unknown probability measure.We demonstrate on test problems that induced sampling is a competitive and often better choice compared with sampling from asymptotically optimal measures(such as the equilibrium measure)when we have incomplete information about the distribution.We demonstrate the capacity of the proposed induced sampling algorithm via sparse representation with limited data on test functions,and on a Kirchoff plating bending problem with random Young’s modulus.

Non-intrusive hybrid interval method for uncertain nonlinear systems using derivative information

This paper proposes a new non-intrusive hybrid interval method using derivative information for the dynamic response analysis of nonlinear systems with uncertain-but- bounded parameters and/or initial conditions. This method provides tighter solution ranges compared to the existing polynomial approximation interval methods. Interval arith- metic using the Chebyshev basis and interval arithmetic using the general form modified affine basis for polynomials are developed to obtain tighter bounds for interval computation. To further reduce the overestimation caused by the ＂wrap- ping effect＂ of interval arithmetic, the derivative information of dynamic responses is used to achieve exact solutions when the dynamic responses are monotonic with respect to all the uncertain variables. Finally, two typical numerical examples with nonlinearity are applied to demonstrate the effective- ness of the proposed hybrid interval method, in particular, its ability to effectively control the overestimation for specific timepoints.

Stochastic Chaos with Its Control and Synchronization

The discovery of chaos in the sixties of last century was a breakthrough in concept,revealing the truth that some disorder behavior,called chaos,could happen even in a deterministic nonlinear system under barely deterministic disturbance.After a series of serious studies,people begin to acknowledge that chaos is a specific type of steady state motion other than the conventional periodic and quasi-periodic ones,featuring a sensitive dependence on initial conditions,resulting from the intrinsic randomness of a nonlinear system itself.In fact,chaos is a collective phenomenon consisting of massive individual chaotic responses,corresponding to different initial conditions in phase space.Any two adjacent individual chaotic responses repel each other,thus causing not only the sensitive dependence on initial conditions but also the existence of at least one positive top Lyapunov exponent(TLE) for chaos.Meanwhile,all the sample responses share one common invariant set on the Poincaré map,called chaotic attractor,which every sample response visits from time to time ergodically.So far,the existence of at least one positive TLE is a commonly acknowledged remarkable feature of chaos.We know that there are various forms of uncertainties in the real world.In theoretical studies,people often use stochastic models to describe these uncertainties,such as random variables or random processes.Systems with random variables as their parameters or with random processes as their excitations are often called stochastic systems.No doubt,chaotic phenomena also exist in stochastic systems,which we call stochastic chaos to distinguish it from deterministic chaos in the deterministic system.Stochastic chaos reflects not only the intrinsic randomness of the nonlinear system but also the external random effects of the random parameter or the random excitation.Hence,stochastic chaos is also a collective massive phenomenon,corresponding not only to different initial conditions but also to different samples of the random parameter or the random excitation.Thus,the unique common feature of deterministic chaos and stochastic chaos is that they all have at least one positive top Lyapunov exponent for their chaotic motion.For analysis of random phenomena,one used to look for the PDFs(Probability Density Functions) of the ensemble random responses.However,it is a pity that PDF information is not favorable to studying repellency of the neighboring chaotic responses nor to calculating the related TLE,so we would rather study stochastic chaos through its sample responses.Moreover,since any sample of stochastic chaos is a deterministic one,we need not supplement any additional definition on stochastic chaos,just mentioning that every sample of stochastic chaos should be deterministic chaos.We are mainly concerned with the following two basic kinds of nonlinear stochastic systems,i.e.one with random variables as its parameters and one with ergodical random processes as its excitations.To solve the stochastic chaos problems of these two kinds of systems,we first transform the original stochastic system into their equivalent deterministic ones.Namely,we can transform the former stochastic system into an equivalent deterministic system in the sense of mean square approximation with respect to the random parameter space by the orthogonal polynomial approximation,and transform the latter one simply through replacing its ergodical random excitations by their representative deterministic samples.Having transformed the original stochastic chaos problem into the deterministic chaos problem of equivalent systems,we can use all the available effective methods for further chaos analysis.In this paper,we aim to review the state of art of studying stochastic chaos with its control and synchronization by the above-mentioned strategy.

NON-INTEGRABILITY AND CHAOS OF A CONSERVATIVE COMPOUND PENDULUM

By using a series of canonical transformations (Birkhoff's series), an approximate integral of a conservative compound pendulum is evaluated. Level lines of this approximate integral are compared with the numerical simulation results. It is seen clearly that with a raised energy level, the nearly integrable system becomes non-integrable, i.e. the regular motion pattern changes to the chaotic one. Experiments with such a pendulum device display the behavior mentioned above.

Chaos Synchronization in Lorenz System

In this paper, we analyze chaotic dynamics of nonlinear systems and study chaos synchronization of Lorenz system. We extend our study by discussing other methods available in literature. We propose a theorem followed by a lemma in general and another one for a particular case of Lorenz system. Numerical simulations are given to verify the proposed theorems.

Data-driven sparse polynomial chaos expansion for models with dependent inputs

Polynomial chaos expansions(PCEs)have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs by decomposing the output in terms of polynomials of the inputs.PCEs for models with independent inputs have been extensively explored in the literature.Recently,different approaches have been proposed for models with dependent inputs to expand the use of PCEs to more real-world applications.Typical approaches include building PCEs based on the Gram–Schmidt algorithm or transforming the dependent inputs into independent inputs.However,the two approaches have their limitations regarding computational efficiency and additional assumptions about the input distributions,respectively.In this paper,we propose a data-driven approach to build sparse PCEs for models with dependent inputs without any distributional assumptions.The proposed algorithm recursively constructs orthonormal polynomials using a set of monomials based on their correlations with the output.The proposed algorithm on building sparse PCEs not only reduces the number of minimally required observations but also improves the numerical stability and computational efficiency.Four numerical examples are implemented to validate the proposed algorithm.The source code is made publicly available for reproducibility.

Polynomial chaos surrogate and bayesian learning for coupled hydro-mechanical behavior of soil slope

As rainfall infiltrates into soil slopes,the hydraulic and mechanical behaviors of soils are interacted.In this study,an efficient probabilistic parameter estimation method for coupled hydro-mechanical behavior in soil slope is proposed.This method integrates the Polynomial Chaos Expansion(PCE)method,the coupled hydro-mechanical modeling,and the Bayesian learning method.A coupled hydro-mechanical numerical model is established for the simulation of behaviors of unsaturated soil slope under rainfall infiltration,following by training a cheap-to-run PCE surrogate to replace it.Probabilistic estimation of soil parameters is conducted based on the Bayesian learning technique with the Markov Chain Monte Carlo(MCMC)simulation.A numerical example of an unsaturated slope under rainfall infiltration is presented to illustrate the proposed method.The effects of measurement durations and response types on parameter estimation are addressed.The result shows that with the increase of measurement duration,the uncertainties of soil parameters are significantly reduced.The uncertainties of hydraulic properties are reduced significantly using the pore water pressure data,while the uncertainties of soil strength parameters are reduced greatly using the measured displacement data.

基于多项式混沌展开的电力系统概率可用输电能力评估

大规模开发和利用风能有利于实现电力系统清洁低碳转型,是实现国家“碳达峰、碳中和”战略目标的重要技术手段,但风电出力的强不确定性对电力系统区域间可用输电能力(available transfer capability,ATC)评估带来了全新的挑战,传统用于求解计及风电出力不确定性的概率ATC评估模型在计算效率和计算精度方面均存在一定的不足。为此,该文提出一种基于多项式混沌展开(polynomialchaos expansion,PCE)的电力系统概率ATC评估方法,该方法首先构建基于机会约束的电力系统概率ATC评估模型;然后,根据风电出力预测误差的概率分布特征,选择对应的正交多项式为基函数以近似风电出力预测误差及电力网络中与之相关联的其他随机变量;进一步,借助Galerkin投影和基于一阶矩、二阶矩的机会约束转化方法,将所构建的机会约束模型的概率约束转化为确定性约束,实现基于机会约束的概率ATC评估模型向易于求解的确定性优化模型的转化;进而,将概率ATC评估模型的求解问题转化为ATC的最优多项式逼近系数的求解问题,根据求得的最优多项式逼近系数和选取的基函数计算电力系统ATC的概率分布特征;最后,通过修改后的PJM-5节点测试系统、IEEE-118节点测试系统及吉林西部电网实际算例验证了所提基于多项式混沌展开的电力系统概率ATC评估方法的准确性和有效性。

基于混合蒙特卡洛/多项式混沌展开方法的多参数随机等离子体不确定性分析

多项式混沌展开(polynomial chaos expansion, PCE)方法对于分析随机等离子体电磁传播不确定性已经展示出了相当大的潜力。然而,由于构建多项式混沌模型的计算量随着不确定性输入维数的增加呈指数增长,数值模拟耗时长,导致“维数灾难”问题。因此,本文基于非侵入式多项式混沌(non-intrusive polynomial chaos,NIPC)方法,采用混合蒙特卡洛(Monte Carlo, MC)/PCE方法研究了多层等离子体平板电子密度不确定性对透射系数的影响,并验证了所提出方法的实用性。与MC方法相比,本文方法可以大大加快仿真的速度,有效缓解了多项式展开项的数量随着随机变量维数的增加而快速增加的缺点,同时大大降低了MC方法的仿真次数,有利于电磁模型的多参数不确定性分析。

Sparse grid-based polynomial chaos expansion for aerodynamics of an airfoil with uncertainties

The uncertainties can generate fluctuations with aerodynamic characteristics. Uncertainty Quantification（UQ） is applied to compute its impact on the aerodynamic characteristics.In addition, the contribution of each uncertainty to aerodynamic characteristics should be computed by uncertainty sensitivity analysis. Non-Intrusive Polynomial Chaos（NIPC） has been successfully applied to uncertainty quantification and uncertainty sensitivity analysis. However, the non-intrusive polynomial chaos method becomes inefficient as the number of random variables adopted to describe uncertainties increases. This deficiency becomes significant in stochastic aerodynamic analysis considering the geometric uncertainty because the description of geometric uncertainty generally needs many parameters. To solve the deficiency, a Sparse Grid-based Polynomial Chaos（SGPC） expansion is used to do uncertainty quantification and sensitivity analysis for stochastic aerodynamic analysis considering geometric and operational uncertainties. It is proved that the method is more efficient than non-intrusive polynomial chaos and Monte Carlo Simulation（MSC） method for the stochastic aerodynamic analysis. By uncertainty quantification, it can be learnt that the flow characteristics of shock wave and boundary layer separation are sensitive to the geometric uncertainty in transonic region. The uncertainty sensitivity analysis reveals the individual and coupled effects among the uncertainty parameters.

Dynamic system uncertainty propagation using polynomial chaos

The classic polynomial chaos method（PCM）, characterized as an intrusive methodology,has been applied to uncertainty propagation（UP） in many dynamic systems. However, the intrusive polynomial chaos method（IPCM） requires tedious modification of the governing equations, which might introduce errors and can be impractical. Alternative to IPCM, the non-intrusive polynomial chaos method（NIPCM） that avoids such modifications has been developed. In spite of the frequent application to dynamic problems, almost all the existing works about NIPCM for dynamic UP fail to elaborate the implementation process in a straightforward way, which is important to readers who are unfamiliar with the mathematics of the polynomial chaos theory. Meanwhile, very few works have compared NIPCM to IPCM in terms of their merits and applicability. Therefore, the mathematic procedure of dynamic UP via both methods considering parametric and initial condition uncertainties are comparatively discussed and studied in the present paper. Comparison of accuracy and efficiency in statistic moment estimation is made by applying the two methods to several dynamic UP problems. The relative merits of both approaches are discussed and summarized. The detailed description and insights gained with the two methods through this work are expected to be helpful to engineering designers in solving dynamic UP problems.

水下拖曳系统拖缆末端不确定性量化分析

在多变的海洋环境中,水下拖曳系统拖缆优化设计与拖体精确控制的关键在于拖缆末端不确定性的量化。针对传统不确定性量化方法蒙特卡罗(MC)法计算成本高、精度低的问题,提出一种基于多项式混沌(PC)的拖缆末端不确定性量化方法。利用拉丁超立方采样获取拖缆参数的样本集,并代入集中质量法模型求得拖缆末端位置坐标。通过PC方法生成拖缆末端响应的代理模型,根据正交多项式的特点量化拖缆末端的不确定性,同时与MC方法进行对比。结果表明:相比于MC方法,PC方法的计算结果关于样本数量的收敛速度更快,精度更高;运动响应不确定性与拖缆轴向长度近似正比例关系;缆长增大将导致末端的不确定性增大,且增大趋势逐渐平缓;拖缆参数不确定性一定时,增大母船航速有助于提高拖体在高度上的稳定性。PC方法的准确性和高效性得到验证。同时,拖缆末端不确定性量化分析结果可为相关工程问题提供指导。

二阶混沌多项式的概率密度精确计算及其结构可靠度应用

混沌多项式展开是一种广泛使用的方法,用于建立功能函数的代理模型,以方便对随机结构进行不确定性量化及可靠度分析。然而,在某些可靠度分析问题中经常需要混沌多项式展开模型的概率密度函数作为随机变量的完整表达,但在一般情况下难以准确计算混沌多项式展开模型的概率密度函数。为研究二阶混沌多项式展开模型的概率密度函数计算方法,通过正交变换消除模型中的交叉项,推导出二阶混沌多项式展开其特征函数的显式表达式,然后利用快速傅里叶变换求得二阶混沌多项式展开的概率密度函数,并通过数值算例验证了所提方法在结构可靠度应用中的准确性和适用性。研究结果表明:所提方法能获得二阶混沌多项式模型的概率密度函数与累积分布函数,计算结果与理论精确解吻合,获得的非中心卡方分布的累积分布函数尾部可与精确值在10^(-8)水平上保持一致,且适用于高维情形。同时,所提方法能高效准确地给出不同响应阈值下的结构失效概率,即使是在10^(-8)水平上的小失效概率情形。相较于前四阶矩方法,所提方法计算精度更高,对于输出变量具有强非高斯性的情况依然适用。此外,由于二阶混沌多项式展开模型代理强非线性功能函数存在一定误差,因此所提方法对于强非线性问题存在一定局限性。