Uncertainty quantification of nonlinear distributed parameter systems using generalized polynomial chaos

2019 ◽  
Vol 67 (4) ◽  
pp. 283-303
Author(s):  
Chettapong Janya-anurak ◽  
Thomas Bernard ◽  
Jürgen Beyerer

Abstract Many industrial and environmental processes are characterized as complex spatio-temporal systems. Such systems known as distributed parameter systems (DPSs) are usually highly complex and it is difficult to establish the relation between model inputs, model outputs and model parameters. Moreover, the solutions of physics-based models commonly differ somehow from the measurements. In this work, appropriate Uncertainty Quantification (UQ) approaches are selected and combined systematically to analyze and identify systems. However, there are two main challenges when applying the UQ approaches to nonlinear distributed parameter systems. These are: (1) how uncertainties are modeled and (2) the computational effort, as the conventional methods require numerous evaluations of the model to compute the probability density function of the response. This paper presents a framework to solve these two issues. Within the Bayesian framework, incomplete knowledge about the system is considered as uncertainty of the system. The uncertainties are represented by random variables, whose probability density function can be achieved by converting the knowledge of the parameters using the Principle of Maximum Entropy. The generalized Polynomial Chaos (gPC) expansion is employed to reduce the computational effort. The framework using gPC based on Bayesian UQ proposed in this work is capable of analyzing systems systematically and reducing the disagreement between model predictions and measurements of the real processes to fulfill user defined performance criteria. The efficiency of the framework is assessed by applying it to a benchmark model (neutron diffusion equation) and to a model of a complex rheological forming process. These applications illustrate that the framework is capable of systematically analyzing the system and optimally calibrating the model parameters.

Mathematics ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 548
Author(s):  
Yuri S. Popkov

The problem of randomized maximum entropy estimation for the probability density function of random model parameters with real data and measurement noises was formulated. This estimation procedure maximizes an information entropy functional on a set of integral equalities depending on the real data set. The technique of the Gâteaux derivatives is developed to solve this problem in analytical form. The probability density function estimates depend on Lagrange multipliers, which are obtained by balancing the model’s output with real data. A global theorem for the implicit dependence of these Lagrange multipliers on the data sample’s length is established using the rotation of homotopic vector fields. A theorem for the asymptotic efficiency of randomized maximum entropy estimate in terms of stationary Lagrange multipliers is formulated and proved. The proposed method is illustrated on the problem of forecasting of the evolution of the thermokarst lake area in Western Siberia.


2021 ◽  
pp. 107754632110201
Author(s):  
Mohammad Ali Heravi ◽  
Seyed Mehdi Tavakkoli ◽  
Alireza Entezami

In this article, the autoregressive time series analysis is used to extract reliable features from vibration measurements of civil structures for damage diagnosis. To guarantee the adequacy and applicability of the time series model, Leybourne–McCabe hypothesis test is used. Subsequently, the probability density functions of the autoregressive model parameters and residuals are obtained with the aid of a kernel density estimator. The probability density function sets are considered as damage-sensitive features of the structure and fast distance correlation method is used to make decision for detecting damages in the structure. Experimental data of a well-known three-story laboratory frame and a large-scale bridge benchmark structure are used to verify the efficiency and accuracy of the proposed method. Results indicate the capability of the method to identify the location and severity of damages, even under the simulated operational and environmental variability.


Author(s):  
Ezequiel López-Rubio ◽  
Juan Miguel Ortiz-de-Lazcano-Lobato ◽  
Domingo López-Rodríguez ◽  
Enrique Mérida-Casermeiro ◽  
María del Carmen Vargas-González

Author(s):  
Rahul Kumar ◽  
Sayan Gupta ◽  
Shaikh Faruque Ali

Abstract This study focusses on probabilistic modelling of the bladed disc system and numerical estimation of the distributions of the response quantities of the system. Stochastic finite element model of the system consisting of all the assemblies and the hub is developed and reported. The spatial inhomogeneity of mistuned structures is modelled as non-Gaussian random field. Experimentally, the system parameters can be measured at the specified locations of the bladed disk structure. In this analysis, a synthetic data is generated which represent this measured data set. Further, Nataf transformation is implemented to each component of the data set to get the polynomial chaos expansion framework of the system parameters. Since, the random field of the system parameter is approximated as correlated random variables, Spearman’s rank correlation coefficient is used in this manuscript to obtain that correlation among the random parameters across the domain. The approximated probability density function obtained through the aforementioned methodology is compared with the target probability density function of the parameter using Kullback–Liebler (KL) entropy as a metric. Also, the same KL entropy is used as a metric to check the convergence of polynomial chaos terms in the expansion. Next, the proposed polynomial chaos method is integrated with commercial finite element software to quantify the propagation of randomness associated with system parameters into the response quantities. Subsequently, the statistical processing helps in estimating the probabilistic measure of the required response quantities. The results obtained through the conventional Monte Carlo (MC) simulations have been used as the benchmark to compare the response characteristics obtained through the proposed algorithm.


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