Quantifying Uncertainty
Millman, D.R., King, P.I., Maple, R.C., Beran, P.S., and Chilton, L.K.. "Estimating the probability of failure of a nonlinear aeroelastic system" Journal of Aircraft. 43
(2).
MAR-APR 2006.
pp. 504--516.
A limit-cycle oscillation (LCO) can be characterized by a subcritical or supercritical bifurcation, and bifurcations are shown to be discontinuities in the stochastic domain. The traditional polynomial-chaos-expansion method, which is a stochastic projection method, is too inefficient for estimating the LCO response surface because of the discontinuities associated with bifurcations. The objective of this research is to extend the stochastic projection method to include the construction of B-spline surfaces in the stochastic domain. The multivariate B-spline problem is solved to estimate the LCO response surface. A Monte Carlo simulation (MCS) is performed on this response surface to estimate the probability density function (PDF) of the LCO response. The stochastic projection method via B-splines is applied to the problem of estimating the PDF of a subcritical LCO response of a nonlinear airfoil in inviscid transonic flow. A probability of failure based upon certain failure criteria can then be computed from the estimated PDF. The stochastic algorithm provides a conservative estimate of the probability of failure of this aeroelastic system two orders of magnitude more efficiently than performing an MCS on the governing equations.