Discrete optimization problems are defined by a finite set of solutions together with an objective function value assigned to each solution. Local search algorithms provide useful tools for addressing a wide variety of intractable discrete optimization problems. Each such algorithm offers a distinct set of rules to intelligently exploit the solution space with the hope of finding an optimal/near optimal solution using a reasonable amount of computing time. This research studies and analyses randomly generated instances of 3-SATISFIABILITY to gain insights into the structure of the underlying solution space. Two random variables are defined and analyzed to assess the probability that a fixed solution will be assigned a particular objective function value in a randomly generated instance of 3-SATISFIABILITY. Then, a random vector is defined and analyzed to investigate how the solutions in the solution space are distributed over their objective function values. These results are then used to define a stopping criterion for local search algorithms applied to MAX 3-SATISFIABILITY. This research also analyses and compares the effectiveness of two local search algorithms, tabu search and random restart local search, on MAX 3-SATISFIABILITY. Computational results with tabu search and random restart local search on randomly generated instances of 3-SATISFIABILITY are reported. These results suggest that, given a limited computing budget, tabu search offers an effective alternative to random restart local search. On the other hand, these two algorithms yield similar results in terms of the best solution found. The computational results also suggest that for randomly generated instances of 3-SATISFIABILITY (of the same size), the globally optimal solution objective function values are typically concentrated over a narrow range. / Ph. D.

[pt] Estudos econômicos de áreas com indícios de hidrocarbonetos estão imersos em incertezas de diferentes naturezas (geológicas, de engenharia e econômicas). No início do estudo, aspectos da geologia, dos fluidos, das rochas e do reservatório só são conhecidos por métodos indiretos que fornecem informações imprecisas. A redução dessas incertezas é limitada pelos elevados custos de perfuração de poços que permitam testes diretos. Conseqüentemente, decisões de investimentos de exploração têm que ser tomadas sob risco motivando, assim, o desenvolvimento de métodos para a avaliação econômica probabilística de propriedades. O foco desta dissertação é a avaliação econômica probabilística de recursos petrolíferos, antes da perfuração do poço pioneiro. O cálculo do valor econômico de uma propriedade depende das estimativas dos perfis temporais de receitas e custos associados ao seu desenvolvimento e produção (D e P). A obtenção de tais elementos requer um projeto de D e P para a propriedade que, em função dos dados disponíveis, é menos detalhado do que um projeto de simulação multicelular. Nesta dissertação, uma metodologia de avaliação baseada em simulação de Monte Carlo é apresentada juntamente com uma implementação- protótipo. A realização das numerosas replicações, necessárias para se obter uma avaliação probabilística, se torna viável graças a um programa capaz de gerar o projeto de D e P automaticamente. Esse programa foi desenvolvido pela Petrobras com base em regras fornecidas por um especialista. Além da justificativa para a abordagem adotada, da descrição e implementação do método, são feitas considerações sobre distribuições de probabilidade para codificar incertezas e sobre os resultados dos testes iniciais do sistema protótipo. / [en] Economics studies of areas with indications of hydrocarbons are submerged in uncertainties of assorted natures (geological, of engineering and economical). At the start of the study, aspects concerning the geology, the fluids, the rocks and the reservoir are only known through indirect methods that yield imprecise information. The reduction of these uncertainties is limited by high costs of drilling wells that allow direct tests. Consequently, decisions on exploration investments have to be made under risk. This motivates the development of methods for probabilistic economic evaluation of properties. This dissertation addresses the probabilistic economic evaluation of petroleum resources, prior wildcat well drilling. Assessing the economic value of a property depends on estimates of incomes and costs time profiles associated to its development and production (D and P). Obtaining such elements requires a D and P project for the property that, due to the limited data available, is less detailed than a multi- cellular simulation project. In this thesis, a probabilistic evaluation methodology based on Monte Carlo simulation is presented along with a prototype implementation. Performing the numerous replications necessary to obtain a probabilistic evaluation becomes feasible thanks to a procedure capable of automatically generating the D and P project. That procedure was developed by Petrobras based on heuristic rules supplied by an expert. In addition to a justification for the proposed approach, the description of the method and its implementation, comments are made on probability density functions used for encoding uncertainties, and on the results of the initial tests with the prototype system.

[pt] Os projetos geotécnicos são, em geral, avaliados através do cálculo de um coeficiente de segurança, obtido de forma determinística. A presente pesquisa tem como objetivo a comparação de dois métodos probabilísticos (Estimativas Pontuais e Segundo Momento) empregados em análises de estabilidade. Os métodos probabilísticos quantificam as incertezas oriundas da variabilidade dos parâmetros geotécnicos, calculando-se um índice de confiabilidade (beta), que expressa o quanto o fator de segurança é confiável. No entanto, o índice b é um parâmetro relativo, pois não exprime todas as incertezas contidas em um projeto geotécnico. O trabalho apresenta uma comparação das análises probabilísticas de estabilidade da barragem de Curuá-Una, no Pará, e de um muro de arrimo, em São Fidélis, no Estado do Rio de Janeiro. No caso da barragem, estudou-se a influência de um eventual aumento no nível d´água do reservatório no cálculo da probabilidade de ruptura. Para o muro, foram consideradas diversas alturas do nível d´água no retroaterro a montante. As análises enfocaram, ainda, detalhes dos métodos probabilísticos, no que se refere à aplicabilidade para projetos práticos. Verificou-se que o método do Segundo Momento é de mais fácil utilização em geotecnia. Recomenda-se, portanto, a sua aplicação em conjunto com as análises determinísticas, mais usuais na prática. / [en] Geotechnical projects are generaly assessed through the calculus of the safety factor obtained by deterministic methodologies. The purpose of the present research work is to compare two probabilistic methods (Estimate Punctual and Second Moment) employed in stability analyses. Probabilistic methods quantify the uncertainties derived from the variability of geotechnical parameters, calculating a confidence ratio that expresses how reliable the safety factor is. However, the ratio is a relative parameter, since it does not account for all the uncertainties contained in a geotechnical project. In view of this situation, the study compares the stability probabilistic analyses of Curuá-Una dam, in Pará, and those of a retaining wall in São Fidélis, Rio de Janeiro. Regarding the dam, the influence of a possible rise in the resevoir water level in the calculus of failure probability has been investigated. In respect to the wall, several water levels have been considered in the upstream backfill. Moreover, the analyses have focused on the details of probabilistic methods and their application to practical projects. It has been verified that the Second Moment Method is more easily employed in geothecnics. Therefore, it is recommended that it should be applied together with the deterministic analyses currently used in practice.

Modern society is unquestionably heavily reliant on supply of electricity. Hence, the power system is one of the important infrastructures for future growth. However, the power system of today was designed for a stable radial flow of electricity from large power plants to the customers and not for the type of changes it is presently being exposed to, like large scale integration of electric vehicles, wind power plants, residential photovoltaic systems etc. One aspect of power system control particular exposed to these changes is the design of power system control and protection functionality. Problems occur when the flow of electricity changes from a unidirectional radial flow to a bidirectional. Such an implication requires redesign of control and protection functionality as well as introduction of new information and communication technology (ICT). To make matters worse, the closer the interaction between the power system and the ICT systems the more complex the matter becomes from a reliability perspective. This problem is inherently cyber-physical, including everything from system software to power cables and transformers, rather than the traditional reliability concern of only focusing on power system components. The contribution of this thesis is a framework for reliability analysis, utilizing system modeling concepts that supports the industrial engineering issues that follow with the imple-mentation of modern substation automation systems. The framework is based on a Bayesian probabilistic analysis engine represented by Probabilistic Relational Models (PRMs) in com-bination with an Enterprise Architecture (EA) modeling formalism. The gradual development of the framework is demonstrated through a number of application scenarios based on substation automation system configurations. This thesis is a composite thesis consisting of seven papers. Paper 1 presents the framework combining EA, PRMs and Fault Tree Analysis (FTA). Paper 2 adds primary substation equipment as part of the framework. Paper 3 presents a mapping between modeling entities from the EA framework ArchiMate and substation automation system configuration objects from the IEC 61850 standard. Paper 4 introduces object definitions and relations in coherence with EA modeling formalism suitable for the purpose of the analysis framework. Paper 5 describes an extension of the analysis framework by adding logical operators to the probabilistic analysis engine. Paper 6 presents enhanced failure rates for software components by studying failure logs and an application of the framework to a utility substation automation system. Finally, Paper 7 describes the ability to utilize domain standards for coherent modeling of functions and their interrelations and an application of the framework utilizing software-tool support. / <p>QC 20140505</p>

Les méthodes traditionnelles de dimensionnement à la fatigue s’appuient sur l’utilisation de coefficients dits de “sécurité” dans le but d’assurer l’intégrité de la structure en couvrant les incertitudes inhérentes à la fatigue. Ces méthodes de l’ingénieur ont le mérite d’être simples d’application et de donner des solutions heureusement satisfaisantes du point de vue de la sécurité. Toutefois, elles ne permettent pas au concepteur de connaître la véritable marge de sécurité de la structure et l’influence des différents paramètres de conception sur la fiabilité. Les approches probabilistes sont envisagées dans cette thèse afin d’acquérir ces informations essentielles pour un dimensionnement optimal de la structure vis-à-vis de la fatigue. Une approche générale pour l’analyse probabiliste en fatigue est proposée dans ce manuscrit. Elle s’appuie sur la modélisation des incertitudes (chargement, propriétés du matériau, géométrie, courbe de fatigue) et vise à quantifier le niveau de fiabilité de la structure étudiée pour un scénario de défaillance en fatigue. Les méthodes classiques de fiabilité nécessitent un nombre important d’évaluations du modèle mécanique de la structure et ne sont donc pas envisageables lorsque le calcul du modèle est coûteux en temps. Une famille de méthodes appelée AK-RM (Active learning and Kriging-based Reliability Methods) est précisément proposée dans ces travaux de thèse afin de résoudre le problème de fiabilité avec un minimum d’évaluations du modèle mécanique. L’approche générale est appliquée à deux cas-tests fournis par SNECMA dans le cadre du projet ANR APPRoFi. / Traditional procedures for designing structures against fatigue are grounded upon the use of so-called safety factors in an attempt to ensure structural integrity while masking the uncertainties inherent to fatigue. These engineering methods are simple to use and fortunately, they give satisfactory solutions with regard to safety. However, they do not provide the designer with the structure’s safety margin as well as the influence of each design parameter on reliability. Probabilistic approaches are considered in this thesis in order to acquire this information, which is essential for an optimal design against fatigue. A general approach for probabilistic analysis in fatigue is proposed in this manuscript. It relies on the modelling of the uncertainties (load, material properties, geometry, and fatigue curve), and aims at assessing the reliability level of the studied structure in the case of a fatigue failure scenario. Classical reliability methods require a large number of calls to the mechanical model of the structure and are thus not applicable when the model evaluation is time-demanding. A family of methods named AK-RM (Active learning and Kriging-based Reliability methods) is proposed in this research work in order to solve the reliability problem with a minimum number of mechanical model evaluations. The general approach is applied to two case studies submitted by SNECMA in the frame of the ANR project APPRoFi.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / A geotecnia constitui uma disciplina relativamente recente na área da engenharia civil, e dessa disciplina faz parte um capítulo ainda menos estudado que trata de fundações submetidas a esforços de tração. O presente trabalho deriva do conjunto de provas de cargas realizado para um importante projeto de linhas de transmissão que permitiu a aferição da teoria de capacidade de carga à tração da Universidade de Grenobel, cujos estudos comparativos mostram bons resultados para fins de aplicações práticas. De posse da extensa documentação técnica produzida e documentada por esse estudo foi possível comparar os resultados obtidos pelas provas de cargas e os resultados teóricos com os resultados das modelagens 2D axisimetricas por elementos finitos. Além dessas análises, foi possível verificar a variação da resistência à tração através de análises paramétricas realizadas a partir da variação da coesão e do ângulo de atrito. Os estudos apresentados reafirmam a confiabilidade das teorias da Universidade de Grenoble, que contemplam a simplicidade desejada às aplicações de cunho prático, com resultados satisfatórios em relação àqueles obtidos nos ensaios de tração. Por outro lado, as análises paramétricas realizadas indicaram a tendência de comportamento que a resistência à tração deve apresentar para diferentes parâmetros do solo. O conhecimento dessas tendências permite ao projetista avaliar os fatores de segurança sob ponto de vista probabilístico, ou seja, permite o emprego de fatores de segurança com o conhecimento da probabilidade de ruína associada. As análises probabilísticas foram traçadas a partir do emprego de funções genéricas de várias variáveis no formato FOSM (First Order Second Moment) que fornecem soluções aproximadas para o cálculo de desvio padrão quando não existe uma amostragem representativa. Ao término das análises, obteve-se como resultado, o mapa comparativo da probabilidade de ruína para os mesmos fatores de segurança empregados com base em resistências estimadas através de diferentes métodos de cálculos (Universidade de Grenoble e modelagem computacional). / Geotechnical engineering is a relatively recent area of civil engineering, which comprises the much less studied topic of foundations under tensile loads. Based on an extensive literature review this paper presents a set of foundation uplift tests carried out for an important transmission line project that allowed to compare the test results with the theory developed at the University of Grenoble, with fairly good results for practical purposes. The test results have also been compared to axisymmetric finite element analysis, also with satisfactory results. This study also presents parametric variations of the soil strength parameters to estimate the variation of the tensile foundation capacity based on sequentially increasing values of cohesion and friction angle. The parametric variation of the soil strength parameters was intended to provide the necessary insight to a complementary probabilistic analysis presented at the end of this dissertation. This work confirms the adequacy and simplicity of the theoretical framework developed at the University of Grenoble comparably to more refined techniques such as finite element analysis, providing a valuable tool for practical design applications. The probabilistic analysis was based on standard FOSM (First Order Second Moment ) approximation, providing estimates of the standard deviation of the tensile foundation capacities to better understand expected variations of the foundation uplift capacity in practical problems.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / A geotecnia constitui uma disciplina relativamente recente na área da engenharia civil, e dessa disciplina faz parte um capítulo ainda menos estudado que trata de fundações submetidas a esforços de tração. O presente trabalho deriva do conjunto de provas de cargas realizado para um importante projeto de linhas de transmissão que permitiu a aferição da teoria de capacidade de carga à tração da Universidade de Grenobel, cujos estudos comparativos mostram bons resultados para fins de aplicações práticas. De posse da extensa documentação técnica produzida e documentada por esse estudo foi possível comparar os resultados obtidos pelas provas de cargas e os resultados teóricos com os resultados das modelagens 2D axisimetricas por elementos finitos. Além dessas análises, foi possível verificar a variação da resistência à tração através de análises paramétricas realizadas a partir da variação da coesão e do ângulo de atrito. Os estudos apresentados reafirmam a confiabilidade das teorias da Universidade de Grenoble, que contemplam a simplicidade desejada às aplicações de cunho prático, com resultados satisfatórios em relação àqueles obtidos nos ensaios de tração. Por outro lado, as análises paramétricas realizadas indicaram a tendência de comportamento que a resistência à tração deve apresentar para diferentes parâmetros do solo. O conhecimento dessas tendências permite ao projetista avaliar os fatores de segurança sob ponto de vista probabilístico, ou seja, permite o emprego de fatores de segurança com o conhecimento da probabilidade de ruína associada. As análises probabilísticas foram traçadas a partir do emprego de funções genéricas de várias variáveis no formato FOSM (First Order Second Moment) que fornecem soluções aproximadas para o cálculo de desvio padrão quando não existe uma amostragem representativa. Ao término das análises, obteve-se como resultado, o mapa comparativo da probabilidade de ruína para os mesmos fatores de segurança empregados com base em resistências estimadas através de diferentes métodos de cálculos (Universidade de Grenoble e modelagem computacional). / Geotechnical engineering is a relatively recent area of civil engineering, which comprises the much less studied topic of foundations under tensile loads. Based on an extensive literature review this paper presents a set of foundation uplift tests carried out for an important transmission line project that allowed to compare the test results with the theory developed at the University of Grenoble, with fairly good results for practical purposes. The test results have also been compared to axisymmetric finite element analysis, also with satisfactory results. This study also presents parametric variations of the soil strength parameters to estimate the variation of the tensile foundation capacity based on sequentially increasing values of cohesion and friction angle. The parametric variation of the soil strength parameters was intended to provide the necessary insight to a complementary probabilistic analysis presented at the end of this dissertation. This work confirms the adequacy and simplicity of the theoretical framework developed at the University of Grenoble comparably to more refined techniques such as finite element analysis, providing a valuable tool for practical design applications. The probabilistic analysis was based on standard FOSM (First Order Second Moment ) approximation, providing estimates of the standard deviation of the tensile foundation capacities to better understand expected variations of the foundation uplift capacity in practical problems.

abstract: This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed. / Dissertation/Thesis / M.S. Civil and Environmental Engineering 2012

Modern turbomachinery design is characterized by a tendency towards thinner, lighter and highly loaded blades, which in turn gives rise to increased sensitivity to flow induced vibration such as flutter. Flutter is a self-excited and self-sustained instability phenomenon that may lead to structural failure due to High Cycle Fatigue (HCF) or material overload. In order to be able to predict potential flutter situations, it is necessary to accurately assess the unsteady aerodynamics during flutter and to understand the physics behind its driving mechanisms. Current numerical tools used for predicting unsteady aerodynamics of vibrating turbomachinery components are capable of modeling the flow field at high level of detail, but may fail in predicting the correct unsteady aerodynamics under certain conditions. Continuous validation of numerical models against experimental data therefore plays significant role in improving the prediction accuracy and reliability of the models.   In flutter investigations, it is common to consider aerodynamically symmetric (tuned) setups. Due to manufacturing tolerances, assembly inaccuracies as well as in-service wear, the aerodynamic properties in a blade row may become asymmetric. Such asymmetries can be observed both in terms of steady as well as unsteady aerodynamic properties, and it is of great interest to understand the effects this may have on the aeroelastic stability of the system.   Under certain conditions vibratory modes of realistic blade profiles tend to be coupled i.e. the contents of a given mode of vibration include displacements perpendicular and parallel to the chord as well as torsion of the profile. Current design trends for compressor blades that are resulting in low aspect ratio blades potentially reduce the frequency spacing between certain modes (i.e. 2F &amp; 1T). Combined modes are also likely to occur in case of the vibration of a bladed disk with a comparatively soft disk and rigid blades or due to tying blades together in sectors (e.g. in turbines).   The present investigation focuses on two areas that are of importance for improving the understanding of aeroelastic behavior of oscillating blade rows. Firstly, aeroelastic properties of combined mode shapes in an oscillating Low Pressure Turbine (LPT) cascade were studied and validity of the mode superposition principle was assessed. Secondly, the effects of aerodynamic mistuning on the aeroelastic properties of the cascade were addressed. The aerodynamic mistuning considered here is caused by blade-to-blade stagger angle variations   The work has been carried out as compound experimental and numerical investigation, where numerical results are validated against test data. On the experimental side a test facility comprising an annular sector of seven free-standing LPT blades is used. The aeroelastic response phenomena were studied in the influence coefficient domain where one of the blades is made to oscillate in three-dimensional pure or combined modes, while the unsteady blade surface pressure is acquired on the oscillating blade itself and on the non-oscillating neighbor blades. On the numerical side, a series of numerical simulations were carried out using a commercial CFD code on a full-scale time-marching 3D viscous model. In accordance with the experimental part the simulations are performed using the influence coefficient approach, with only one blade oscillating.   The results of combined modes studies suggest the validity of combining the aeroelastic properties of two modes over the investigated range of operating parameters. Quality parameters, indicating differences in mean absolute and imaginary values of the unsteady response between combined mode data and superposed data, feature values that are well below measurement accuracy of the setup.   The findings of aerodynamic mistuning investigations indicate that the effect of de-staggering a single blade on steady aerodynamics in the cascade seem to be predominantly an effect of the change in passage throat. The changes in steady aerodynamics are thereby observed on the unsteady aerodynamics where distinctive effects on flow velocity lead to changes in the local unsteady pressure coefficients. In order to assess the overall aeroelastic stability of a randomly mistuned blade row, a Reduced Order Model (ROM) model is introduced, allowing for probabilistic analyses. From the analyses, an effect of destabilization due to aero-asymmetries was observed. However the observed effect was of moderate magnitude. / <p>QC 20130610</p> / Turbokraft

<p>Binary analysis, a cornerstone technique in cybersecurity, enables the examination of binary executables, irrespective of source code availability.</p> <p>It plays a critical role in understanding program behaviors, detecting software bugs, and mitigating potential vulnerabilities, specially in situations where the source code remains out of reach.</p> <p>However, aligning the efficacy of binary analysis with that of source-level analysis remains a significant challenge, primarily due to the uncertainty caused by the loss of semantic information during the compilation process.</p> <p><br></p> <p>This dissertation presents an innovative probabilistic approach, termed as <em>probabilistic binary analysis</em>, designed to combat the intrinsic uncertainty in binary analysis.</p> <p>It builds on the fundamental principles of program sampling and probabilistic inference, enhanced further by an iterative refinement architecture.</p> <p>The dissertation suggests that a thorough and practical method of sampling program behaviors can yield a substantial quantity of hints which could be instrumental in recovering lost information, despite the potential inclusion of some inaccuracies.</p> <p>Consequently, a probabilistic inference technique is applied to systematically incorporate and process the collected hints, suppressing the incorrect ones, thereby enabling the interpretation of high-level semantics.</p> <p>Furthermore, an iterative refinement mechanism is deployed to augment the efficiency of the probabilistic analysis in subsequent applications, facilitating the progressive enhancement of analysis outcomes through an automated or human-guided feedback loop.</p> <p><br></p> <p>This work offers an in-depth understanding of the challenges and solutions related to assessing low-level program representations and systematically handling the inherent uncertainty in binary analysis. </p> <p>It aims to contribute to the field by advancing the development of precise, reliable, and interpretable binary analysis solutions, thereby setting the groundwork for future exploration in this domain.</p>