Sparse polynomial chaos expansions of frequency response functions using stochastic frequency transformation

In this study, the influence of inerters on the dynamic characteristics of mass-spring chain systems is systematically investigated through both theoretical analysis and numerical simulations. Specifically, the effects of the inerter coefficient on the natural frequencies, mode shape vectors, and frequency response functions (FRFs) are examined. A novel concept, termed the critical inerter coefficient, is introduced to identify a threshold beyond which the dynamic behavior of a vibration system undergoes fundamental change. At this critical value, both the mode shapes and FRFs exhibit significant deviations from those observed in conventional mass-spring chain systems. Moreover, by introducing a new pole-cancellation mechanism, resonance peaks in the FRFs can be effectively eliminated, leading to essential modifications in the dynamic response. The simulation results further reveal that the combined action of dampers and inerters gives rise to frequency response behaviors that are qualitatively different from those in systems employing traditional damping mechanisms. In particular, not only is the resonance peak suppressed, but distinctive dips or bulges emerge in the FRFs near the natural frequency. Building on these findings, the analysis is extended to an n -degree-of-freedom ( n -DOF) mass-spring chain system incorporating inerters. A theoretical criterion for determining the critical inerter coefficients is derived, providing analytical insights into the influence of inerters on the natural frequencies, mode shape vectors, and FRFs of n -DOF systems. The theoretical predictions are corroborated through numerical simulations, which also uncover the intricate interaction mechanisms between damping and inerters in these systems. This work advances the understanding of how inerters modify the dynamic behavior of vibration systems and offers a theoretical framework for their utilization in structural vibration control and mitigation strategies.

In this paper, surrogate models are built iteratively using polynomial chaos expansion (PCE) and detailed numerical simulations of a carbon sequestration system. Output variables from a numerical simulator are approximated as polynomial functions of uncertain parameters. Once generated, PCE representations can be used in place of the numerical simulator and often decrease simulation times by several orders of magnitude. However, PCE models are expensive to derive unless the number of terms in the expansion is moderate, which requires a relatively small number of uncertain variables and a low degree of expansion. To cope with this limitation, instead of using a classical full expansion at each step of an iterative PCE construction method, we introduce a mixed-integer programming (MIP) formulation to identify the best subset of basis terms in the expansion. This approach makes it possible to keep the number of terms small in the expansion. Monte Carlo (MC) simulation is then performed by substituting the va...

Performing uncertainty quantification (UQ) and sensitivity analysis (SA) is vital when developing a patient-specific physiological model because it can quantify model output uncertainty and estimate the effect of each of the model's input parameters on the mathematical model. By providing this information, UQ and SA act as diagnostic tools to evaluate model fidelity and compare model characteristics with expert knowledge and real world observation. Computational efficiency is an important part of UQ and SA methods and thus optimization is an active area of research. In this work, we investigate a new efficient sampling method for least-squares polynomial approximation, weighted approximate Fekete points (WAFP). We analyze the performance of this method by demonstrating its utility in stochastic analysis of a cardiovascular model that estimates changes in oxyhemoglobin saturation response. Polynomial chaos (PC) expansion using WAFP produced results similar to the more standard Monte Carlo in quantifying uncertainty and identifying the most influential model inputs (including input interactions) when modeling oxyhemoglobin saturation, PC expansion using WAFP was far more efficient. These findings show the usefulness of using WAFP based PC expansion to quantify uncertainty and analyze sensitivity of a oxyhemoglobin dissociation response model. Applying these techniques could help analyze the fidelity of other relevant models in preparation for clinical application.

Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

In this study, a hybrid metamodel using the orthogonal constraints of radial basis function and sparse polynomial chaos expansions is proposed for the global sensitivity analysis of time-consuming models. Firstly, the orthogonal conditions of radial basis functions (RBF) and polynomial chaos expansions (PCE) were derived to construct the hybrid metamodel. Then, the variance of the metamodel was decoupled into the variances of the RBF and PCE independently by using the orthogonal condition. Furthermore, the analytical formulations of Sobol indices for the hybrid metamodel were derived according to the orthogonal decomposition. Thus, the interaction items of radial basis function and polynomial chaos expansions were eliminated, which significantly simplifies the Sobol indices. Two analytical cases were employed to investigate the influence of the number of the polynomial chaos expansions items, and several analytical and engineering cases were tested to demonstrate the accuracy and efficiency of the proposed method. In the engineering cases, the proposed method yielded significant improvements in terms of both accuracy and efficiency comparing with the existing global sensitivity analysis approaches, which indicates that the proposed method is more appropriate to the global sensitivity analysis of time-consuming engineering problems.

This paper presents frequency response function (FRF) expansion techniques that minimize the difference between the analytical and predicted FRF matrices to satisfy the FRF constraints. The measured FRF relationships at a small number of locations were used as constraints. The expansion method is useful for estimating the rotational FRFs that are difficult to measure or apply using frequency-based substructuring (FBS) techniques. The validity of the proposed method, including the effects of external noise, was confirmed using numerical examples. An FBS algorithm was also derived by incorporating the FRFs of each substructure, and the compatibility conditions were transformed into FRFs with pseudomasses at the joint nodes. A discrepancy between the FRFs of the synthesized system estimated using the proposed method and the analysis results of the entire system was observed in the numerical example, and the reasons for the discrepancy were investigated and discussed. It is estimated that the proposed FBS method can be enhanced by combining it with other dynamic substructuring techniques and supplementing additional information, such as measured FRFs.

Here, we examine the suitability of truncated Polynomial Chaos Expansions (PCE) and truncated Gram-Charlier Expansions (GrChE) as possible methods for uncertainty quantification (UQ) in nonlinear systems with intermittency and positive Lyapunov exponents.These two methods rely on truncated Galerkin projections of either the system variables in a fixed polynomial basis spanning the 'uncertain' subspace (PCE) or a suitable eigenfunction expansion of the joint probability distribution associated with the uncertain evolution of the system (GrChE).Based on a simple, statistically exactly solvable non-linear and non-Gaussian test model, we show in detail that methods exploiting truncated spectral expansions, be it PCE or GrChE, have significant limitations for uncertainty quantification in systems with intermittent instabilities or parametric uncertainties in the damping.Intermittency and fat-tailed probability densities are hallmark features of the inertial and dissipation ranges of turbulence and we show that in such important dynamical regimes PCE performs, at best, similarly to the vastly simpler Gaussian moment closure technique utilized earlier by the authors in a different context for UQ within a framework of Empirical Information Theory.Moreover, we show that the non-realizability of the GrChE approximations is linked to the onset of intermittency in the dynamics and it is frequently accompanied by an erroneous blow-up of the second-order statistics at short times.These limitations of the two types of truncated spectral expansions arise from the following: (i) Non-uniform convergence in time of PCE and GrChE resulting in a rapidly increasing number of terms necessary for a good approximation of the random process as time evolves, (ii) Fundamental problems with capturing the constant flux of randomness due to white Gaussian noise forcing via finite truncations of the spectral representation of the associated Wiener process, (iii) Slow decay of PCE and GrChE coefficients in the presence of intermittency, hampering implementation of sparse truncation methods which have been widely used in nearly elliptic problems or in low Reynolds number flows.Rigorous justification of these limitations is richly illustrated by straightforward tests exploiting a simple nonlinear and non-Gaussian but statistically exactly solvable test model which is proposed here as a challenging benchmark for algorithms for UQ in systems with intermittency.

The purpose of history matching is to achieve geological realizations calibrated to the historical performance of the reservoir. For complex geological structures it is usually intractable to run tens of thousands of full reservoir simulation to trace the most probable geological model. Hence the inadequacy of the history-matching results frequently leads to poor estimation of the true model and high uncertainty in production forecasting. Reduced-order modeling procedures, which have been applied in many application areas including reservoir simulation, represent a promising means for constructing efficient surrogate models. Nonlinear dimensionality reduction techniques allow for encapsulating the high-resolution complex geological description of reservoir into a low-dimensional subspace, which significantly reduces number of unknowns and provides an efficient way to construct a proxy model based on the the reduced-dimension parameters. Polynomial Chaos Expansions (PCE) is a powerful tool to quantify uncertainty in dynamical system when there is probabilistic uncertainty in the system parameters. In reservoir simulation it has been shown to be more accurate and efficient compared to traditional experimental design (ED). PCEs have a significant advantage over other response surfaces as the convergence to the true probability distribution is proved when the order of the PCE is increased. Accordingly PCE proxy can be used as the pseudo-simulator to represent the surface responses of the uncertain variables. When the objective and constraints of a reservoir model is described by multivariate polynomial functions, there are very efficient algorithms to compute the global solutions. We have developed a workflow at which incorporates PCE to find the global minimum of the misfit surface and assess the uncertainty associated with. The accuracy of the PCE proxy increases with the additional trial runs of the reservoir simulator. We conduct a two dimensional synthetic case study of a fluvial channel as well as a real field example to demonstrate the effectiveness of this approach. Kernel Principal Component Analysis (KPCA) is used to parameterize the complex geological structure. The study has revealed useful reservoir information and delivered more reliable production forecasts. PCE-based history match enhances the quality and efficiency of the estimation of the most probable geological model and improve the confidence interval of production forecasts.

This paper presents an algorithm for efficient uncertainty quantification (UQ) in the presence of many uncertainties that follow a nonstandard distribution (e.g., lognormal). Using the polynomial chaos expansion (PCE), the algorithm builds surrogate models of uncertainty as functions of a standard distribution (e.g., Gaussian variables). The key to build these surrogate models is to calculate PCE coefficients of model outputs, which is computationally challenging, especially when dealing with models defined by complex functions (e.g., nonpolynomial terms) under many uncertainties. To address this issue, an algorithm that integrates the PCE with the generalized dimension reduction method (gDRM) is utilized to convert the high-dimensional integrals, required to calculate the PCE coefficients of model predictions, into several lower-dimensional ones that can be rapidly solved with quadrature rules. The accuracy of the algorithm is validated with four examples in structural reliability analysis and compared to other existing techniques, such as Monte Carlo simulations and the least angle regression-based PCE. Our results show our algorithm provides accurate UQ results and is computationally efficient when dealing with many uncertainties, thus laying the foundation to address UQ in complex control systems.

Computational models for simulating physical phenomena during laser-based powder bed fusion additive manufacturing (L-PBF AM) processes are essential for enhancing our understanding of these phenomena, enable process optimization, and accelerate qualification and certification of AM materials and parts. It is a well-known fact that such models typically involve multiple sources of uncertainty that originate from different sources such as model parameters uncertainty, or model/code inadequacy, among many others. Uncertainty quantification (UQ) is a broad field that focuses on characterizing such uncertainties in order to maximize the benefit of these models. Although UQ has been a center theme in computational models associated with diverse fields such as computational fluid dynamics and macro-economics, it has not yet been fully exploited with computational models for advanced manufacturing. The current study presents one among the first efforts to conduct uncertainty propagation (UP) analysis in the context of L-PBF AM. More specifically, we present a generalized polynomial chaos expansions (gPCE) framework to assess the distributions of melt pool dimensions due to uncertainty in input model parameters. We develop the methodology and then employ it to validate model predictions, both through benchmarking them against Monte Carlo (MC) methods and against experimental data acquired from an experimental testbed.

Surrogate model based uncertainty quantification of CFD simulations of the viscous flow around a ship advancing in shallow water

Isogeometric dual reciprocity BEM for solving non-Fourier transient heat transfer problems in FGMs with uncertainty analysis

Rapid design centering of multi-band antennas using knowledge-based inverse models and response features

Component mode synthesis and polynomial chaos expansions for stochastic frequency functions of large linear FE models

Uncertainty in ocean environmental parameters is often the dominant source of uncertainty in an underwater acoustic field calculation. In addition, the relationship between environmental parameters and the resulting field prediction may be highly nonlinear, leading to the explicit determination of the resulting field uncertainty uneasy. The direct Monte Carlo (MC) sampling method which is conventionally used to compute the field uncertainty is computationally prohibitive. To overcome the drawbacks of the existing methods, this paper proposed a Probabilistic Collocation Method (PCM) based method to propagate the uncertainty efficiently. The basic concept of the method is to represent the random acoustic field by Polynomial Chaos Expansions (PCE) and to calculate the coefficients in the PCE using PCM. Statistical properties can then be obtained from the PCE easily. Computer simulations show that PCM can propagate the uncertainty efficiently when the distribution of the result acoustic is unimodal.