When aggressive aircraft performance goals are set, he integration of new, advanced technologies into next generation aircraft concepts is required to bridge the gap between current capabilities and required capabilities. A large number of technologies exists that can be pursued, and only a subset may practically be selected to reach the chosen objectives. Additionally, the appropriate numerical and physical experimentation must be identified to further develop the selected technologies. These decisions must be made under a large amount of uncertainty because developing technologies introduce phenomena that have not been previously characterized. Traditionally, technology selection decisions are made based on deterministic performance assessments that do not capture the uncertainty of the technology impacts. Model-driven environments and new, advanced uncertainty quantification techniques provide the ability to characterize technology impact uncertainties and pinpoint how they are driving the system performance, which will aid technology selection decisions. Moreover, the probabilistic assessments can be used to plan experimentation that facilitates uncertainty reduction by targeting uncertainty sources with large performance impacts. The thesis formulates and implements a process that allows for risk-informed decision making throughout technology development. It focuses on quantifying technology readiness risk and performance risk by synthesizing quantitative, probabilistic performance information with qualitative readiness assessments. The Quantitative Uncertainty Modeling, Management, and Mitigation (QuantUM3) methodology was tested through the use of an environmentally-motivated aircraft design case study based upon NASAs Environmentally Responsible Aviation (ERA) technology development program. A physics-based aircraft design environment was created that has the ability to provide quantitative system-level performance assessments and was employed to model the technology impacts as probability distributions to facilitate the development of an overall process required to enable risk-informed technology and experimentation decisions. The outcome of the experimental e orts was a detailed outline of the entire methodology and a confirmation that the methodology enables risk-informed technology development decisions with respect to both readiness risk and performance risk. Furthermore, a new process for communicating technology readiness through morphological analysis was created as well as an experiment design process that utilizes the readiness information and quantitative uncertainty analysis to simultaneously increase readiness and decrease technology performance uncertainty.

Standard techniques used to analyze a system's response with uncertain system parameters or inputs, are generally Importance sampling methods. Sampling methods require a large number of simulation runs before the system output statistics can be analyzed. As model fidelity increases, sampling techniques become computationally infeasible, and Reliability methods have gained popularity as an analysis method that requires significantly fewer simulation runs. Reliability analysis is an analytic technique which finds a particular point in the design space that can accurately be related to the probability of system failure. However, application to dynamic systems have remained limited. In the following thesis a First Order Reliability Method (FORM) is used to determine the failure probability of a dynamic system due to system/input uncertainties. A pendulum cart system is used as a case study to demonstrate the FORM on a dynamic system. Three failure modes are discussed which correspond to the maximum pendulum angle, the maximum system velocity, and a combined requirement that neither the maximum pendulum angle or system velocity are exceeded. An explicit formulation is generated from the implicit formulation using a Response Surface Methodology, and the FORM is performed using the explicit estimate. Although the analysis converges with minimal simulation computations, attempts to verify FORM results illuminate current limitations of the methodology. The results of this initial study conclude that, currently, sampling techniques are necessary to verify the FORM results, which restricts the potential applications of the FORM methodology. Suggested future work focuses on result verification without the use of Importance sampling which would allow Reliability methods to have widespread applicability. / text

A Bayesian framework for quantification of uncertainties has been used to quantify the uncertainty introduced by chemistry models. This framework adopts a probabilistic view to describe the state of knowledge of the chemistry model parameters and simulation results. Given experimental data, this method updates the model parameters' values and uncertainties and propagates that parametric uncertainty into simulations. This study focuses on syngas, a combination in various ratios of H2 and CO, which is the product of coal gasification. Coal gasification promises to reduce emissions by replacing the burning of coal with the less polluting burning of syngas. Despite the simplicity of syngas chemistry models, they nonetheless fail to accurately predict burning rates at high pressure. Three syngas models have been calibrated using laminar flame speed measurements. After calibration the resulting uncertainty in the parameters is propagated forward into the simulation of laminar flame speeds. The model evidence is then used to compare candidate models. Sensitivity studies, in addition to Bayesian methods, can be used to assess chemistry models. Sensitivity studies provide a measure of how responsive target quantities of interest (QoIs) are to changes in the parameters. The adjoint equations have been derived for laminar, incompressible, variable density reacting flow and applied to hydrogen flame simulations. From the adjoint solution, the sensitivity of the QoI to the chemistry model parameters has been calculated. The results indicate the most sensitive parameters for flame tip temperature and NOx emission. Such information can be used in the development of new experiments by pointing out which are the critical chemistry model parameters. Finally, a broader goal for chemistry model development is set through the adjoint methodology. A new quantity, termed field sensitivity, is introduced to guide chemistry model development. Field sensitivity describes how information of perturbations in flowfields propagates to specified QoIs. The field sensitivity, mathematically shown as equivalent to finding the adjoint of the primal governing equations, is obtained for laminar hydrogen flame simulations using three different chemistry models. Results show that even when the primal solution is sufficiently close for the three mechanisms, the field sensitivity can vary. / text

Recent developments in instrumentation, communication and software have enabled the integration of real-time data into the decision-making process of hydrocarbon production. Applications of real-time data integration in drilling operations and horizontal-well lateral placement are becoming industry common practice. In reservoir management, the use of real-time data has been shown to be advantageous in tasks such as improving smart-well performance and in pressure-maintenance programs. Such capabilities allow for a paradigm change in which reservoir management can be looked at as a strategy that enables a semi-continuous process of model updates and decision optimizations instead of being periodic or reactive. This is referred to as closed-loop reservoir management (CLRM). Due to the complexity of the dynamic physical processes, large sizes, and huge uncertainties associated with reservoir description, continuous model updating is a large-scale problem with a highly dimensional parameter space and high computational costs. The need for an algorithm that is both feasible for practical applications and capable of generating reliable estimates of reservoir uncertainty is a key element in CLRM. This thesis investigates the validity of Markov Chain Monte Carlo (MCMC) sampling used in a Bayesian framework as an uncertainty quantification and model-updating tool suitable for real-time applications. A 3-phase, dual-porosity, dual-permeability reservoir model is used in a synthetic experiment. Continuous probability density functions of cumulative oil production for two cases with different model updating frequencies and reservoir maturity levels are generated and compared to a case with a known geology, i.e., truth case. Results show continuously narrowing ranges for cumulative oil production, with mean values approaching the truth case as model updating advances and the reservoir becomes more mature. To deal with MCMC sampling sensitivity to increasing numbers of observed measurements, as in the case of real-time applications, a new formulation of the likelihood function is proposed. Changing the likelihood function significantly improved chain convergence, chain mixing and forecast uncertainty quantification. Further, methods to validate the sampling quality and to judge the prior model for the MCMC process in real applications are advised.

The feasibility and success of petroleum development projects depend to a large degree on well construction costs. Well construction cost estimates often contain high levels of uncertainty. In many cases, these costs have been estimated using deterministic methods that do not reliably account for uncertainty, leading to biased estimates. The primary objective of this work was to improve the reliability of deterministic well construction cost estimates by incorporating probabilistic methods into the estimation process. The method uses historical well cost estimates and actual well costs to develop probabilistic correction factors that can be applied to future well cost estimates. These factors can be applied to the entire well cost or to individual cost components. Application of the methodology to estimation of well construction costs for horizontal wells in a shale gas play resulted in well cost estimates that were well calibrated probabilistically. Overall, average estimated well cost using this methodology was significantly more accurate than average estimated well cost using deterministic methods. Systematic use of this methodology can provide for more accurate and efficient allocation of capital for drilling campaigns, which should have significant impacts on reservoir development and profitability.

No description available.

Identification of material properties has been highly discussed in recent times thanks to better technology availability and its application to the field of experimental mechanics. Bayesian approaches as Markov-chain Monte Carlo (MCMC) methods demonstrated to be reliable and suitable tools to process data, describing probability distributions and uncertainty bounds for investigated parameters in absence of explicit inverse analytical expressions. Though it is necessary to repeat experiments multiple times for good estimations, this might be not always feasible due to possible incurring limitations: the thesis addresses the problem of material properties estimation in presence of correlated and insufficient data, resulting in multivariate error modeling and high sample covariance matrix instability. To recover from the lack of information about the true covariance we analyze two different methodologies: first the hierarchical covariance modeling is investigated, then a method based on covariance shrinkage is employed. A numerical study comparing both approaches and employing finite element analysis within MCMC iterations will be presented, showing how the method based on covariance shrinkage is more suitable to post-process data for the range of problems under investigation.

Les instabilités thermo-acoustiques résultent de l'interaction entre les oscillations de pression acoustique et les fluctuations du taux de dégagement de chaleur de la flamme. Ces instabilités de combustion sont particulièrement préoccupantes en raison de leur fréquence dans les turbines à gaz modernes et à faible émission. Leurs principaux effets indésirables sont une réduction du temps de fonctionnement du moteur en raison des oscillations de grandes amplitudes ainsi que de fortes vibrations à l'intérieur de la chambre de combustion. La simulation numérique est maintenant devenue une approche clé pour comprendre et prédire ces instabilités dans la phase de conception industrielle. Cependant, la prédiction de ce phénomène reste difficile en raison de sa complexité; cela se confirme lorsque les paramètres physiques du processus de modélisation sont incertains, ce qui est pratiquement toujours le cas pour des systèmes réels.Introduire la quantification des incertitudes pour la thermo-acoustique est le seul moyen d'étudier et de contrôler la stabilité des chambres de combustion qui fonctionnent dans des conditions réalistes; c'est l'objectif de cette thèse.Dans un premier temps, une chambre de combustion académique (avec un seul injecteur et une seule flamme) ainsi que deux chambres de moteurs d'hélicoptère (avec N injecteurs et des flammes) sont étudiés. Les calculs basés sur un solveur de Helmholtz et un outil quasi-analytique de bas ordre fournissent des estimations appropriées de la fréquence et des structures modales pour chaque géométrie. L'analyse suggère que la réponse de la flamme aux perturbations acoustiques joue un rôle prédominant dans la dynamique de la chambre de combustion. Ainsi, la prise en compte des incertitudes liées à la représentation de la flamme apparaît comme une étape nécessaire vers une analyse robuste de la stabilité du système.Dans un second temps, la notion de facteur de risque, c'est-à-dire la probabilité pour un mode thermo-acoustique d'être instable, est introduite afin de fournir une description plus générale du système que la classification classique et binaire (stable / instable). Les approches de modélisation de Monte Carlo et de modèle de substitution sont associées pour effectuer une analyse de quantification d'incertitudes de la chambre de combustion académique avec deux paramètres incertains (amplitude et temps de réponse de la flamme). On montre que l'utilisation de modèles de substitution algébriques réduit drastiquement le nombre de calculs initiales, donc la charge de calcul, tout en fournissant des estimations précises du facteur de risque modal. Pour traiter les problèmes multidimensionnel tels que les deux moteurs d'hélicoptère, une stratégie visant à réduire le nombre de paramètres incertains est introduite. La méthode <<Active Subspace>> combinée à une approche de changement de variables a permis d'identifier trois directions dominantes (au lieu des N paramètres incertains initiaux) qui suffisent à décrire la dynamique des deux systèmes industriels. Dès lors que ces paramètres dominants sont associés à des modèles de substitution appropriés, cela permet de réaliser efficacement une analyse de quantification des incertitudes de systèmes thermo-acoustiques complexes.Finalement, on examine la perspective d'utiliser la méthode adjointe pour analyser la sensibilité des systèmes thermo-acoustiques représentés par des solveurs 3D de Helmholtz. Les résultats obtenus sur des cas tests 2D et 3D sont prometteurs et suggèrent d'explorer davantage le potentiel de cette méthode dans le cas de problèmes thermo-acoustiques encore plus complexes. / Thermoacoustic instabilities result from the interaction between acoustic pressure oscillations and flame heat release rate fluctuations. These combustion instabilities are of particular concern due to their frequent occurrence in modern, low emission gas turbine engines. Their major undesirable consequence is a reduced time of operation due to large amplitude oscillations of the flame position and structural vibrations within the combustor. Computational Fluid Dynamics (CFD) has now become one a key approach to understand and predict these instabilities at industrial readiness level. Still, predicting this phenomenon remains difficult due to modelling and computational challenges; this is even more true when physical parameters of the modelling process are uncertain, which is always the case in practical situations. Introducing Uncertainty Quantification for thermoacoustics is the only way to study and control the stability of gas turbine combustors operated under realistic conditions; this is the objective of this work.First, a laboratory-scale combustor (with only one injector and flame) as well as two industrial helicopter engines (with N injectors and flames) are investigated. Calculations based on a Helmholtz solver and quasi analytical low order tool provide suitable estimates of the frequency and modal structures for each geometry. The analysis suggests that the flame response to acoustic perturbations plays the predominant role in the dynamics of the combustor. Accounting for the uncertainties of the flame representation is thus identified as a key step towards a robust stability analysis.Second, the notion of Risk Factor, that is to say the probability for a particular thermoacoustic mode to be unstable, is introduced in order to provide a more general description of the system than the classical binary (stable/unstable) classification. Monte Carlo and surrogate modelling approaches are then combined to perform an uncertainty quantification analysis of the laboratory-scale combustor with two uncertain parameters (amplitude and time delay of the flame response). It is shown that the use of algebraic surrogate models reduces drastically the number of state computations, thus the computational load, while providing accurate estimates of the modal risk factor. To deal with the curse of dimensionality, a strategy to reduce the number of uncertain parameters is further introduced in order to properly handle the two industrial helicopter engines. The active subspace algorithm used together with a change of variables allows identifying three dominant directions (instead of N initial uncertain parameters) which are sufficient to describe the dynamics of the industrial systems. Combined with appropriate surrogate models construction, this allows to conduct computationally efficient uncertainty quantification analysis of complex thermoacoustic systems.Third, the perspective of using adjoint method for the sensitivity analysis of thermoacoustic systems represented by 3D Helmholtz solvers is examined. The results obtained for 2D and 3D test cases are promising and suggest to further explore the potential of this method on even more complex thermoacoustic problems.

This study investigates sources of steady state computational uncertainty in an effective heat transfer coefficient (HTC) within a non-reacting bubbling fluidized bed with immersed horizontal heat-conducting tubes. The methodical evaluation of this variation, or Uncertainty Quantification (UQ), is a critical step in the experimental analysis process, and is particularly important when the values of input physical parameters are unknown or experimental data is sparse. While the concept applies broadly to all studies, this application investigates a 2D unit cell analogue of a bubbling fluidized bed designed for large-scale carbon capture applications. Without adequate characterization of simulation uncertainties in the HTC, bed operating characteristics, including the thermal efficiency, carbon capture efficiency, and sorbent half-life cannot be well understood. We focus on three primary parameters, solid-solid coefficient of restitution, solid-wall coefficient of restitution, and turbulence model, and consider how their influences vary at different bed solid fractions. This is accomplished via sensitivity analysis and the Bayesian Spline Smoothing (BSS) Analysis of Variance (ANOVA) framework. Results indicate that uncertainties approach 20% at high gas fractions, with the turbulence model accounting for 80% of this variation and the solid-solid coefficient of restitution accounting for the additional 20%.

[EN] The present Ph.D. Thesis considers epidemiological mathematical models based on ordinary differential equations and shows its application to understand the cocaine consumption epidemic in Spain. Three mathematical models are presented to predict the evolution of the epidemic in the near future in order to select the model that best reflects the data. By the results obtained for the selected model, if there are not changes in cocaine consumption policies or in the economic environment, the cocaine consumption will increase in Spain over the next few years. Furthermore, we use different techniques to estimate 95% confidence intervals and, consequently, quantify the uncertainty in the predictions. In addition, using several techniques, we conducted a model sensitivity analysis to determine which parameters are those that most influence the cocaine consumption in Spain. These analysis reveal that prevention actions on cocaine consumer population can be the most effective strategy to control this trend. / [ES] La presente Tesis considera modelos matemáticos epidemiológicos basados en ecuaciones diferenciales ordinarias y muestra su aplicación para entender la epidemia del consumo de cocaína en España. Se presentan tres modelos matemáticos para predecir la evolución de dicha epidemia en un futuro próximo, con el objetivo de seleccionar el modelo que mejor refleja los datos. Por los resultados obtenidos para el modelo seleccionado, si no hay cambios en las políticas del consumo de cocaína ni en el ámbito económico, el consumo de cocaína aumentará en los próximos años. Además, utilizamos diferentes técnicas para estimar los intervalos de confianza al 95% y, de esta forma, cuantificar la incertidumbre en las predicciones. Finalmente, utilizando diferentes técnicas, hemos realizado un análisis de sensibilidad para determinar qué parámetros son los que más influyen en el consumo de cocaína. Estos análisis revelan que las acciones de prevención sobre la población de consumidores de cocaína pueden ser la estrategia más efectiva para controlar esta tendencia. / [CAT] La present Tesi considera models matemàtics epidemiològics basats en equacions diferencials ordinàries i mostra la seua aplicació per a entendre l'epidèmia del consum de cocaïna en Espanya. Es presenten tres models matemàtics per a predir l'evolució d'aquesta epidèmia en un futur pròxim, amb l'objectiu de seleccionar el model que millor reflecteix les dades. Pels resultats obtinguts per al model seleccionat, si no hi ha canvis en les polítiques de consum de cocaïna ni en l'àmbit econòmic, el consum de cocaïna augmentarà en els pròxims anys. A més, utilitzem diferents tècniques per a estimar els intervals de confiança al 95% i, d'aquesta manera, quantificar la incertesa en les prediccions. Finalment, utilitzant diferents tècniques, hem realitzat un anàlisi de sensibilitat per a determinar quins paràmetres són els que més influencien el consum de cocaïna. Aquestos anàlisis revelen que les accions de prevenció en la població de consumidors de cocaïna poden ser l'estratègia més efectiva per a controlar aquesta tendència. / Rubio Monzó, M. (2015). Uncertainty quantification in dynamical models. An application to cocaine consumption in Spain [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/55844 / TESIS