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Uncertainty Quantification and Uncertainty Reduction Techniques for Large-scale SimulationsCheng, Haiyan 03 August 2009 (has links)
Modeling and simulations of large-scale systems are used extensively to not only better understand a natural phenomenon, but also to predict future events. Accurate model results are critical for design optimization and policy making. They can be used effectively to reduce the impact of a natural disaster or even prevent it from happening. In reality, model predictions are often affected by uncertainties in input data and model parameters, and by incomplete knowledge of the underlying physics. A deterministic simulation assumes one set of input conditions, and generates one result without considering uncertainties. It is of great interest to include uncertainty information in the simulation. By ``Uncertainty Quantification,'' we denote the ensemble of techniques used to model probabilistically the uncertainty in model inputs, to propagate it through the system, and to represent the resulting uncertainty in the model result. This added information provides a confidence level about the model forecast. For example, in environmental modeling, the model forecast, together with the quantified uncertainty information, can assist the policy makers in interpreting the simulation results and in making decisions accordingly. Another important goal in modeling and simulation is to improve the model accuracy and to increase the model prediction power. By merging real observation data into the dynamic system through the data assimilation (DA) technique, the overall uncertainty in the model is reduced. With the expansion of human knowledge and the development of modeling tools, simulation size and complexity are growing rapidly. This poses great challenges to uncertainty analysis techniques. Many conventional uncertainty quantification algorithms, such as the straightforward Monte Carlo method, become impractical for large-scale simulations. New algorithms need to be developed in order to quantify and reduce uncertainties in large-scale simulations.
This research explores novel uncertainty quantification and reduction techniques that are suitable for large-scale simulations. In the uncertainty quantification part, the non-sampling polynomial chaos (PC) method is investigated. An efficient implementation is proposed to reduce the high computational cost for the linear algebra involved in the PC Galerkin approach applied to stiff systems. A collocation least-squares method is proposed to compute the PC coefficients more efficiently. A novel uncertainty apportionment strategy is proposed to attribute the uncertainty in model results to different uncertainty sources. The apportionment results provide guidance for uncertainty reduction efforts. The uncertainty quantification and source apportionment techniques are implemented in the 3-D Sulfur Transport Eulerian Model (STEM-III) predicting pollute concentrations in the northeast region of the United States. Numerical results confirm the efficacy of the proposed techniques for large-scale systems and the potential impact for environmental protection policy making.
``Uncertainty Reduction'' describes the range of systematic techniques used to fuse information from multiple sources in order to increase the confidence one has in model results. Two DA techniques are widely used in current practice: the ensemble Kalman filter (EnKF) and the four-dimensional variational (4D-Var) approach. Each method has its advantages and disadvantages. By exploring the error reduction directions generated in the 4D-Var optimization process, we propose a hybrid approach to construct the error covariance matrix and to improve the static background error covariance matrix used in current 4D-Var practice. The updated covariance matrix between assimilation windows effectively reduces the root mean square error (RMSE) in the solution. The success of the hybrid covariance updates motivates the hybridization of EnKF and 4D-Var to further reduce uncertainties in the simulation results. Numerical tests show that the hybrid method improves the model accuracy and increases the model prediction quality. / Ph. D.
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Parametric Optimal Design Of Uncertain Dynamical SystemsHays, Joseph T. 02 September 2011 (has links)
This research effort develops a comprehensive computational framework to support the parametric optimal design of uncertain dynamical systems. Uncertainty comes from various sources, such as: system parameters, initial conditions, sensor and actuator noise, and external forcing. Treatment of uncertainty in design is of paramount practical importance because all real-life systems are affected by it; not accounting for uncertainty may result in poor robustness, sub-optimal performance and higher manufacturing costs.
Contemporary methods for the quantification of uncertainty in dynamical systems are computationally intensive which, so far, have made a robust design optimization methodology prohibitive. Some existing algorithms address uncertainty in sensors and actuators during an optimal design; however, a comprehensive design framework that can treat all kinds of uncertainty with diverse distribution characteristics in a unified way is currently unavailable. The computational framework uses Generalized Polynomial Chaos methodology to quantify the effects of various sources of uncertainty found in dynamical systems; a Least-Squares Collocation Method is used to solve the corresponding uncertain differential equations. This technique is significantly faster computationally than traditional sampling methods and makes the construction of a parametric optimal design framework for uncertain systems feasible.
The novel framework allows to directly treat uncertainty in the parametric optimal design process. Specifically, the following design problems are addressed: motion planning of fully-actuated and under-actuated systems; multi-objective robust design optimization; and optimal uncertainty apportionment concurrently with robust design optimization. The framework advances the state-of-the-art and enables engineers to produce more robust and optimally performing designs at an optimal manufacturing cost. / Ph. D.
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