Mixed Aleatory/Epistemic Uncertainty Quantification for Hypersonic Flows via Gradient-Based Optimization and Surrogate Models

نویسندگان

  • Brian A. Lockwood
  • Mihai Anitescu
  • Dimitri J. Mavriplis
چکیده

The use of optimization for the propagation of mixed epistemic/aleatory uncertainties is demonstrated within the context of hypersonic flows. Specifically, this work focuses on strategies applicable for models where input parameters can be divided into a set of variables containing only aleatory uncertainties and a set with epistemic uncertainties. With the input parameters divided in this way, uncertainty due to the epistemic variables is propagated via a constrained optimization approach, while the uncertainty due to aleatory variables is propagated via sampling. A statistics-of-intervals approach is proposed in which the constrained optimization results are treated as a random variable and multiple optimizations are performed to quantify the aleatory uncertainty. In order to reduce the total number of optimizations required, a surrogate is employed to model the variation of the optimization results with respect to the aleatory variables, and exhaustive sampling is performed on this surrogate to determine the desired statistics. The properties of the statistics-of-intervals approach are demonstrated by using the Fay-Riddell stagnation heating correlations and compared with a competing method based on uncertain optimization. Additionally, the statistics-of-intervals approach is demonstrated for mixed epistemic/aleatory uncertainty quantification on a real gas computational fluid dynamic simulation.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Mixed Uncertainty Quantification Approach Using Evidence Theory and Stochastic Expansions

Uncertainty quantification (UQ) is the process of quantitative characterization and propagation of input uncertainties to the response measure of interest in experimental and computational models. The input uncertainties in computational models can be either aleatory, i.e., irreducible inherent variations, or epistemic, i.e., reducible variability which arises from lack of knowledge. Previously...

متن کامل

Bayesian Framework for Multidisciplinary Uncertainty Quantification and Optimization

This paper presents a comprehensive methodology that combines uncertainty quantification, propagation and robustness-based design optimization using a Bayesian framework. Two types of epistemic uncertainty regarding model inputs/parameters are emphasized: (1) uncertainty modeled as p-box, and (2) uncertainty modeled as interval data. A Bayesian approach is used to calibrate the uncertainty mode...

متن کامل

Robustness-based portfolio optimization under epistemic uncertainty

In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two approaches: (1) moment bounding approach and (2) likelihood-based approach. This paper first proposes a ...

متن کامل

Efficient Algorithms for Mixed Aleatory-Epistemic Uncertainty Quantification with Application to Radiation-Hardened Electronics Part I: Algorithms and Benchmark Results

This report documents the results of an FY09 ASC V&V Methods level 2 milestone demonstrating new algorithmic capabilities for mixed aleatory-epistemic uncertainty quantification. Through the combination of stochastic expansions for computing aleatory statistics and interval optimization for computing epistemic bounds, mixed uncertainty analysis studies are shown to be more accurate and efficien...

متن کامل

Inclusion of Aleatory and Epistemic Uncertainty in Design Optimization

1. Abstract This paper presents a design optimization methodology under three sources of uncertainty: physical variability (aleatory); data uncertainty (epistemic) due to sparse or imprecise data; and model uncertainty (epistemic) due to modeling errors/approximations. A likelihood-based method is use to fuse multiple formats of information, and a non-parametric probability density function (PD...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011