Hierarchical surrogate model with dimensionality reduction technique for high-dimensional uncertainty propagation

In this article, hierarchical surrogate model combined with dimensionality reduction technique is investigated for uncertainty propagation of high-dimensional problems. In the proposed method, a low-fidelity sparse polynomial chaos expansion model is first constructed to capture the global trend of model response and exploit a low-dimensional active subspace (AS). Then a high-fidelity (HF) stochastic Kriging model is built on the reduced space by mapping the original high-dimensional input onto the identified AS. The effective dimensionality of the AS is estimated by maximum likelihood estimation technique. Finally, an accurate HF surrogate model is obtained for uncertainty propagation of high-dimensional stochastic problems. The proposed method is validated by two challenging high-dimensional stochastic examples, and the results demonstrate that our method is effective for high-dimensional uncertainty propagation.     

Probabilistic crack trajectory analysis by a dimension reduction method

This paper proposes a novel analysis method of stochastic crack trajectory based on a dimension reduction approach. The developed method allows efficiently estimating the statistical moments, probability density function and cumulative distribution function of the crack trajectory for cracked elastic structures considering the randomness of the loads, material properties and crack geometries. First, the traditional dimension reduction method is extended to calculate the first four moments of the crack trajectory, in which the responses are eigenvectors rather than scalars. Then the probability density function and cumulative distribution function of the crack trajectory can be obtained using the maximum entropy principle constrained by the calculated moments. Finally, the simulation of the crack propagation paths is realized by using the scaled boundary finite element method. The proposed method is well validated by four numerical examples performed on varied cracked structures. It is demonstrated that this method outperforms the Monte Carlo simulation in terms of computational efficiency, and in the meanwhile, it has an acceptable computational accuracy.     

A non‐intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition

In this paper, a non‐intrusive stochastic model reduction scheme is developed for polynomial chaos representation using proper orthogonal decomposition. The main idea is to extract the optimal orthogonal basis via inexpensive calculations on a coarse mesh and then use them for the fine‐scale analysis. To validate the developed reduced‐order model, the method is implemented to: (1) the stochastic steady‐state heat diffusion in a square slab; (2) the incompressible, two‐dimensional laminar boundary‐layer over a flat plate with uncertainties in free‐stream velocity and physical properties; and (3) the highly nonlinear Ackley function with uncertain coefficients. For the heat diffusion problem, the thermal conductivity of the slab is assumed to be a stochastic field with known exponential covariance function and approximated via the Karhunen–Loève expansion. In all three test cases, the input random parameters are assumed to be uniformly distributed, and a polynomial chaos expansion is found using the regression method. The Sobol's quasi‐random sequence is used to generate the sample points. The numerical results of the three test cases show that the non‐intrusive model reduction scheme is able to produce satisfactory results for the statistical quantities of interest. It is found that the developed non‐intrusive model reduction scheme is computationally more efficient than the classical polynomial chaos expansion for uncertainty quantification of stochastic problems. The performance of the developed scheme becomes more apparent for the problems with larger stochastic dimensions and those requiring higher polynomial order for the stochastic discretization. Copyright © 2015 John Wiley & Sons, Ltd.     

Active learning polynomial chaos expansion for reliability analysis by maximizing expected indicator function prediction error

Assessing the failure probability of complex aeronautical structure is a difficult task in presence of uncertainties. In this paper, active learning polynomial chaos expansion (PCE) is developed for reliability analysis. The proposed method firstly assigns a Gaussian Process (GP) prior to the model response, and the covariance function of this GP is defined by the inner product of PCE basis function. Then, we show that a PCE model can be derived by the posterior mean of the GP, and the posterior variance is obtained to measure the local prediction error as Kriging model. Also, the expectation of the prediction variance is derived to measure the overall accuracy of the obtained PCE model. Then, a learning function, named expected indicator function prediction error (EIFPE), is proposed to update the design of experiment of PCE model for reliability analysis. This learning function is developed under the framework of the variance-bias decomposition. It selects new points sequentially by maximizing the EIFPE that considers both the variance and bias information, and it provides a dynamic balance between global exploration and local exploitation. Finally, several test functions and engineering applications are investigated, and the results are compared with the widely used Kriging model combined with U and expected feasibility function learning function. Results show that the proposed method is efficient and accurate for complex engineering applications.     

基于广义多项式混沌的跨座式单轨车辆随机平稳性分析

借助参数化UM(universal mechanism)仿真模型,考虑车辆载重、悬挂参数和轮轨参数的随机性,建立某型跨座式单轨车辆的随机平稳性模型.然后,在有限试验设计样本数限制下,以最佳近似精度为目标,结合低阶交互截断、最小角回归、最小二乘法和留一法交叉验证等实现广义多项式混沌(generalized polynom...     

Development of stochastic isogeometric analysis (SIGA) method for uncertainty in shape

In this paper, a new method is proposed that extend the classical deterministic isogeometric analysis (IGA) into a probabilistic analytical framework in order to evaluate the uncertainty in shape and aim to investigate a possible extension of IGA in the field of computational stochastic mechanics. Stochastic IGA (SIGA) method for uncertainty in shape is developed by employing the geometric characteristics of the non-uniform rational basis spline and the probability characteristics of polynomial chaos expansions (PCE). The proposed method can accurately and freely evaluate problems of uncertainty in shape caused by deformation of the structural model. Additionally, we use the intrusive formulation approach to incorporate PCE into the IGA framework, and the C++ programming language to implement this analysis procedure. To verify the validity and applicability of the proposed method, two numerical examples are presented. The validity and accuracy of the results are assessed by comparing them to the results obtained by Monte Carlo simulation based on the IGA algorithm.     

An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis

Polynomial chaos (PC) expansions are used in stochastic finite element analysis to represent the random model response by a set of coefficients in a suitable (so-called polynomial chaos) basis. The number of terms to be computed grows dramatically with the size of the input random vector, which makes the computational cost of classical solution schemes (may it be intrusive (i.e.of Galerkin type) or non-intrusive) unaffordable when the deterministic finite element model is expensive to evaluate.