Quantifying Uncertainty
Beran, P.S., Pettit, C.L., and Millman, D.R.. "Uncertainty quantification of limit-cycle oscillations" Jounral of Computational Physics. 217
(1).
2006.
pp. 217--247.
Different computational methodologies have been developed to quantify the uncertain response of a relatively simple aeroelastic system in limit-cycle oscillation, subject to parametric variability. The aeroelastic system is that of a rigid airfoil, supported by pitch and plunge structural coupling, with nonlinearities in the component in pitch. The nonlinearities are adjusted to permit the formation of a either a subcritical or supercritical branch of limit-cycle oscillations. Uncertainties are specified in the cubic coefficient of the torsional spring and in the initial pitch angle of the airfoil. Stochastic projections of the time-domain and cyclic equations governing system response are carried out, leading to both intrusive and non-intrusive computational formulations. Non-intrusive formulations are examined using stochastic projections derived from Wiener expansions involving Haar wavelet and B-spline bases, while Wiener-Hermite expansions of the cyclic equations are employed intrusively and non-intrusively. Application of the B-spline stochastic projection is extended to the treatment of aerodynamic nonlinearities, as modeled through the discrete Euler equations. The methodologies are compared in terms of computational cost, convergence properties, ease of implementation, and potential for application to complex aeroelastic systems.
Pettit, C.L. and Beran, P.S.. "Spectral and multiresolution Wiener expansions of oscillatory stochastic processes" Journal of Sound and Vibration. 294
(4-5).
JUL 25 2006.
pp. 752--779.
Wiener chaos expansions are being evaluated for the representation of stochastic variability in the response of nonlinear aeroelastic systems, which often exhibit limit cycles. Preliminary studies with a simple nonlinear aeroelastic computational model have shown that the standard non-intrusive Wiener Hermite expansion fails to maintain time accuracy as the simulation evolves. Wiener-Hermite expansions faithfully reproduce the short-term characteristics of the process but consistently lose energy after several mean periods of oscillation. This energy loss remains even for very high-order expansions. To uncover the cause of this energy loss and to explore potential remedies, the more elementary problem of a sinusoid with random frequency is used herein to simulate the periodic response of an uncertain system. As time progresses, coefficients of the higher order terms in both the Wiener-Hermite and Wiener-Legendre expansions successively gain and lose dominance over the lower-order coefficients in a manner that causes any fixed-order expansion in terms of global basis functions to fail over a simulation time of sufficient duration. This characteristic behavior is attributed to the continually increasing frequency of the process in the random dimension. The recently developed Wiener-Haar expansion is found to almost entirely eliminate the loss of energy at large times, both for the sinusoidal process and for the response of a two degree-of-freedom nonlinear system, which is examined as a prelude to the stochastic simulation of aeroelastic limit cycles. It is also found that Mallat's pyramid algorithm is more efficient and accurate for evaluating Wiener-Haar expansion coefficients than Monte Carlo simulation or numerical quadrature.
Choi, S.K., Grandhi, R.V., Canfield, R.A., and Pettit, C.L.. "Polynomial chaos expansion with Latin hypercube sampling for estimating response variability" AIAA Journal. 42
(6).
JUN 2004.
pp. 1191--1198.
A computationally efficient procedure for quantifying uncertainty and finding significant parameters of uncertainty models is presented. To deal with the random nature of input parameters of structural models, several efficient probabilistic methods are investigated. Specifically, the polynomial chaos expansion with Latin hypercube sampling is used to represent the response of an uncertain system. Latin hypercube sampling is employed for evaluating the generalized Fourier coefficients of the polynomial chaos expansion. Because the key challenge in uncertainty analysis is to find the most significant components that drive response variability, analysis of variance is employed to find the significant parameters of the approximation model. Several analytical examples and a large finite element model of a joined-wing are used to verify the effectiveness of this procedure.