This dissertation investigates uncertainty quantification in dynamic problems. The Advanced Mean Value (AMV) method is used to calculate probabilistic sound power and the sensitivity of elastically supported panels with small uncertainty (coefficient of variation). Sound power calculations are done using Finite Element Method (FEM) and Boundary Element Method (BEM). The sensitivities of the sound power are calculated through direct differentiation of the FEM/BEM/AMV equations. The results are compared with Monte Carlo simulation (MCS). An improved method is developed using AMV, metamodel, and MCS. This new technique is applied to calculate sound power of a composite panel using FEM and Rayleigh Integral. The proposed methodology shows considerable improvement both in terms of accuracy and computational efficiency. In systems with large uncertainties, the above approach does not work. Two Spectral Stochastic Finite Element Method (SSFEM) algorithms are developed to solve stochastic eigenvalue problems using Polynomial chaos. Presently, the approaches are restricted to problems with real and distinct eigenvalues. In both the approaches, the system uncertainties are modeled by Wiener-Askey orthogonal polynomial functions. Galerkin projection is applied in the probability space to minimize the weighted residual of the error of the governing equation. First algorithm is based on inverse iteration method. A modification is suggested to calculate higher eigenvalues and eigenvectors. The above algorithm is applied to both discrete and continuous systems. In continuous systems, the uncertainties are modeled as Gaussian processes using Karhunen-Loeve (KL) expansion. Second algorithm is based on implicit polynomial iteration method. This algorithm is found to be more efficient when applied to discrete systems. However, the application of the algorithm to continuous systems results in ill-conditioned system matrices, which seriously limit its application. Lastly, an algorithm to find the basis random variables of KL expansion for non-Gaussian processes, is developed. The basis random variables are obtained via nonlinear transformation of marginal cumulative distribution function using standard deviation. Results are obtained for three known skewed distributions, Log-Normal, Beta, and Exponential. In all the cases, it is found that the proposed algorithm matches very well with the known solutions and can be applied to solve non-Gaussian process using SSFEM. / Ph. D.

Les simulations numériques des écoulements sanguins cardiovasculaires peuvent combler d’importantes lacunes dans les capacités actuelles de traitement clinique. En effet, elles offrent des moyens non invasifs pour quantifier l’hémodynamique dans le cœur et les principaux vaisseaux sanguins chez les patients atteints de maladies cardiovasculaires. Ainsi, elles permettent de recouvrer les caractéristiques des écoulements sanguins qui ne peuvent pas être obtenues directement à partir de l’imagerie médicale. Dans ce sens, des simulations personnalisées utilisant des informations propres aux patients aideraient à une prévision individualisée des risques. Nous pourrions en effet, disposer des informations clés sur la progression éventuelle d’une maladie ou détecter de possibles anomalies physiologiques. Les modèles numériques peuvent fournir également des moyens pour concevoir et tester de nouveaux dispositifs médicaux et peuvent être utilisés comme outils prédictifs pour la planification de traitement chirurgical personnalisé. Ils aideront ainsi à la prise de décision clinique. Cependant, une difficulté dans cette approche est que, pour être fiables, les simulations prédictives spécifiques aux patients nécessitent une assimilation efficace de leurs données médicales. Ceci nécessite la solution d’un problème hémodynamique inverse, où les paramètres du modèle sont incertains et sont estimés à l’aide des techniques d’assimilation de données.Dans cette thèse, le problème inverse pour l’estimation des paramètres est résolu par une méthode d’assimilation de données basée sur un filtre de Kalman d’ensemble (EnKF). Connaissant les incertitudes sur les mesures, un tel filtre permet la quantification des incertitudes liées aux paramètres estimés. Un algorithme d’estimation de paramètres, basé sur un filtre de Kalman d’ensemble, est proposé dans cette thèse pour des calculs hémodynamiques spécifiques à un patient, dans un réseau artériel schématique et à partir de mesures cliniques incertaines. La méthodologie est validée à travers plusieurs scenarii in silico utilisant des données synthétiques. La performance de l’algorithme d’estimation de paramètres est également évaluée sur des données expérimentales pour plusieurs réseaux artériels et dans un cas provenant d’un banc d’essai in vitro et des données cliniques réelles d’un volontaire (cas spécifique du patient). Le but principal de cette thèse est l’analyse hémodynamique spécifique du patient dans le polygone de Willis, appelé aussi cercle artériel du cerveau. Les propriétés hémodynamiques communes, comme celles de la paroi artérielle (module de Young, épaisseur de la paroi et coefficient viscoélastique), et les paramètres des conditions aux limites (coefficients de réflexion et paramètres du modèle de Windkessel) sont estimés. Il est également démontré qu’un modèle appelé compartiment d’ordre réduit (ou modèle dimension zéro) permet une estimation simple et fiable des caractéristiques du flux sanguin dans le polygone de Willis. De plus, il est ressorti que les simulations avec les paramètres estimés capturent les formes attendues pour les ondes de pression et de débit aux emplacements prescrits par le clinicien. / Cardiovascular blood flow simulations can fill several critical gaps in current clinical capabilities. They offer non-invasive ways to quantify hemodynamics in the heart and major blood vessels for patients with cardiovascular diseases, that cannot be directly obtained from medical imaging. Patient-specific simulations (incorporating data unique to the individual) enable individualised risk prediction, provide key insights into disease progression and/or abnormal physiologic detection. They also provide means to systematically design and test new medical devices, and are used as predictive tools to surgical and personalize treatment planning and, thus aid in clinical decision-making. Patient-specific predictive simulations require effective assimilation of medical data for reliable simulated predictions. This is usually achieved by the solution of an inverse hemodynamic problem, where uncertain model parameters are estimated using the techniques for merging data and numerical models known as data assimilation methods.In this thesis, the inverse problem is solved through a data assimilation method using an ensemble Kalman filter (EnKF) for parameter estimation. By using an ensemble Kalman filter, the solution also comes with a quantification of the uncertainties for the estimated parameters. An ensemble Kalman filter-based parameter estimation algorithm is proposed for patient-specific hemodynamic computations in a schematic arterial network from uncertain clinical measurements. Several in silico scenarii (using synthetic data) are considered to investigate the efficiency of the parameter estimation algorithm using EnKF. The usefulness of the parameter estimation algorithm is also assessed using experimental data from an in vitro test rig and actual real clinical data from a volunteer (patient-specific case). The proposed algorithm is evaluated on arterial networks which include single arteries, cases of bifurcation, a simple human arterial network and a complex arterial network including the circle of Willis.The ultimate aim is to perform patient-specific hemodynamic analysis in the network of the circle of Willis. Common hemodynamic properties (parameters), like arterial wall properties (Young’s modulus, wall thickness, and viscoelastic coefficient) and terminal boundary parameters (reflection coefficient and Windkessel model parameters) are estimated as the solution to an inverse problem using time series pressure values and blood flow rate as measurements. It is also demonstrated that a proper reduced order zero-dimensional compartment model can lead to a simple and reliable estimation of blood flow features in the circle of Willis. The simulations with the estimated parameters capture target pressure or flow rate waveforms at given specific locations.

Esta Tese propõe uma nova ferramenta para Otimização Robusta Multiobjetivo por Análise de Intervalo Não Probabilística (Non-probabilistic Interval Analysis for Multiobjective Robust Design Optimization ou NPIA-MORDO). A ferramenta desenvolvida visa à otimização dos parâmetros concentrados de suspensão em um modelo veicular completo, submetido a uma manobra direcional percorrendo diferentes perfis de pista, a fim de garantir maior conforto e segurança ao motorista. O modelo multicorpo possui 15 graus de liberdade (15-GDL), dentre os quais onze pertencem ao veículo e assento, e quatro, ao modelo biodinâmico do motorista. A função multiobjetivo é composta por objetivos conflitantes e as suas tolerâncias, como a raiz do valor quadrático médio (root mean square ou RMS) da aceleração lateral e da aceleração vertical do assento do motorista, desenvolvidas durante a manobra de dupla troca de faixa (Double Lane Change ou DLC). O curso da suspensão e a aderência dos pneus à pista são tratados como restrições do problema de otimização. As incertezas são quantificadas no comportamento do sistema pela análise de intervalo não probabilística, por intermédio do Método dos Níveis de Corte-α (α-Cut Levels) para o nível α zero (de maior dispersão), e realizada concomitantemente ao processo de otimização multiobjetivo. Essas incertezas são aplicáveis tanto nos parâmetros do problema quanto nas variáveis de projeto. Para fins de validação do modelo, desenvolvido em ambiente MATLAB®, a trajetória do centro de gravidade da carroceria durante a manobra é comparada com o software CARSIM®, assim como as forças laterais e verticais dos pneus. Os resultados obtidos são exibidos em diversos gráficos a partir da fronteira de Pareto entre os múltiplos objetivos do modelo avaliado Os indivíduos da fronteira de Pareto satisfazem as condições do problema, e a função multiobjetivo obtida pela agregação dos múltiplos objetivos resulta em uma diferença de 1,66% entre os indivíduos com o menor e o maior valor agregado obtido. A partir das variáveis de projeto do melhor indivíduo da fronteira, gráficos são gerados para cada grau de liberdade do modelo, ilustrando o histórico dos deslocamentos, velocidades e acelerações. Para esse caso, a aceleração RMS vertical no assento do motorista é de 1,041 m/s² e a sua tolerância é de 0,631 m/s². Já a aceleração RMS lateral no assento do motorista é de 1,908 m/s² e a sua tolerância é de 0,168 m/s². Os resultados obtidos pelo NPIA-MORDO confirmam que é possível agregar as incertezas dos parâmetros e das variáveis de projeto à medida que se realiza a otimização externa, evitando a necessidade de análises posteriores de propagação de incertezas. A análise de intervalo não probabilística empregada pela ferramenta é uma alternativa viável de medida de dispersão se comparada com o desvio padrão, por não utilizar uma função de distribuição de probabilidades prévia e por aproximar-se da realidade na indústria automotiva, onde as tolerâncias são preferencialmente utilizadas. / This thesis proposes the development of a new tool for Non-probabilistic Interval Analysis for Multi-objective Robust Design Optimization (NPIA-MORDO). The developed tool aims at optimizing the lumped parameters of suspension in a full vehicle model, subjected to a double-lane change (DLC) maneuver throughout different random road profiles, to ensure comfort and safety to the driver. The multi-body model has 15 degrees of freedom (15-DOF) where 11-DOF represents the vehicle and its seat and 4-DOF represents the driver's biodynamic model. A multi-objective function is composed by conflicted objectives and their tolerances, like the root mean square (RMS) lateral and vertical acceleration in the driver’s seat, both generated during the double-lane change maneuver. The suspension working space and the road holding capacity are used as constraints for the optimization problem. On the other hand, the uncertainties in the system are quantified using a non-probabilistic interval analysis with the α-Cut Levels Method for zero α-level (the most uncertainty one), performed concurrently in the multi-objective optimization process. These uncertainties are both applied to the system parameters and design variables to ensure the robustness in results. For purposes of validation in the model, developed in MATLAB®, the path of the car’s body center of gravity during the maneuver is compared with the commercial software CARSIM®, as well as the lateral and vertical forces from the tires. The results are showed in many graphics obtained from the Pareto front between the multiple conflicting objectives of the evaluated model. The obtained solutions from the Pareto Front satisfy the conditions of the evaluated problem, and the aggregated multi-objective function results in a difference of 1.66% for the worst to the best solution. From the design variables of the best solution choose from the Pareto front, graphics are created for each degree of freedom, showing the time histories for displacements, velocities and accelerations. In this particular case, the RMS vertical acceleration in the driver’s seat is 1.041 m/s² and its tolerance is 0.631 m/s², but the RMS lateral acceleration in the driver’s seat is 1.908 m/s² and its tolerance is 0.168 m/s². The overall results obtained from NPIA-MORDO assure that is possible take into account the uncertainties from the system parameters and design variables as the external optimization loop is performed, reducing the efforts in subsequent evaluations. The non-probabilistic interval analysis performed by the proposed tool is a feasible choice to evaluate the uncertainty if compared to the standard deviation, because there is no need of previous well-known based probability distribution and because it reaches the practical needs from the automotive industry, where the tolerances are preferable.

A tarefa mais importante do projetista de estruturas é garantir a segurança em seus projetos. Obras cujas vidas úteis são medidas em décadas devem ser mantidas funcionais, garantindo níveis aceitáveis de segurança e conforto a seus usuários. Deve-se ainda levar em conta os impactos da estrutura, de maneira que o consumo de materiais, o preço, e mesmo os danos ambientais relacionados a ela não inviabilizem sua execução. A otimização estrutural permite a concepção de estruturas que atendem a requisitos desejáveis, e aliada à confiabilidade estrutural, fornece o corpo de conhecimentos necessário para a obtenção de estruturas seguras e viáveis. Apesar disso, a formulação de problemas de otimização estrutural envolvendo quantificação de incertezas envolve grande complexidade, e não foi ainda plenamente absorvida pela prática da engenharia. Nesta tese, diferentes abordagens de otimização considerando incertezas são exploradas e três métodos para a solução de problemas deste tipo são propostos. É apresentada também uma aplicação de otimização baseada em confiabilidade na calibração de coeficientes parciais de segurança. Além disso, aplicações de otimização de risco são estudadas, incluindo problemas que envolvem estruturas que sofrem degradação, e um problema envolvendo confiabilidade de sistema, cuja falha depende da trajetória dos carregamentos no tempo. A tese inclui ainda uma breve revisão e um estudo sobre técnicas de metamodelagem, que são aplicadas nos métodos propostos para a redução dos custos computacionais envolvidos na solução dos problemas de otimização. Os métodos propostos, bem como as aplicações exploradas, são estudados em vários exemplos, demonstrando-se assim a eficiência de cada um deles. / The structural designer\'s utmost important task is to guarantee the safety of the structures designed. Buildings whose lifespan is referred to in decades must be kept functional, with acceptable levels of safety and comfort to its users. The impact caused by the structure must be taken into account as well, so that material consumption, costs and environmental damage do not make its execution unfeasible. Structural optimization allows the design of structures that attend to specific requirements, and together with structural reliability, provides the knowledge required to the achievement of safe and viable structural design. However, the formulation of structural optimization problems including uncertainty quantification involves great complexity, and has not yet been fully absorbed by engineering practice. In this thesis, different approaches to optimization under uncertainties are explored, and three methods are proposed to the solution of this kind of problem. A reliability-based design optimization application to the calibration of partial safety factors is also presented. Moreover risk optimization applications to degrading structures and a system reliability problem, whose failure depends on the trajectory followed by the loads in time are studied. This thesis also includes a study about surrogate modelling techniques, which are applied to reduce the computational burden of the methods proposed herein. The methods and applications studied in this thesis are explored in several examples, thus demonstrating their efficiency.

Les réseaux de distribution d’eau consistent en de grandes infrastructures réparties dans l’espace qui assurent la distribution d’eau potable en quantité et en qualité suffisantes. Les modèles mathématiques de ces systèmes sont caractérisés par un grand nombre de variables d’état et de paramètres dont la plupart sont incertains. Les temps de calcul peuvent s’avérer conséquents pour les réseaux de taille importante et la propagation d’incertitude par des méthodes de Monte Carlo. Par conséquent, les deux principaux objectifs de cette thèse sont l’étude des techniques de modélisation à ordre réduit par projection ainsi que la propagation spectrale des incertitudes des paramètres. La thèse donne tout d’abord un aperçu des méthodes mathématiques utilisées. Ensuite, les équations permanentes des réseaux hydrauliques sont présentées et une nouvelle méthode de calcul des sensibilités est dérivée sur la base de la méthode adjointe. Les objectifs spécifiques du développement de modèles d’ordre réduit sont l’application de méthodes basées sur la projection, le développement de stratégies d’échantillonnage adaptatives plus efficaces et l’utilisation de méthodes d’hyper-réduction pour l’évaluation rapide des termes résiduels non linéaires. Pour la propagation des incertitudes, des méthodes spectrales sont introduites dans le modèle hydraulique et un modèle hydraulique intrusif est formulé. Dans le but d’une analyse plus efficace des incertitudes des paramètres, la propagation spectrale est ensuite évaluée sur la base du modèle réduit. Les résultats montrent que les modèles d’ordre réduit basés sur des projections offrent un avantage considérable par rapport à l’effort de calcul. Bien que l’utilisation de l’échantillonnage adaptatif permette une utilisation plus efficace des états système pré-calculés, l’utilisation de méthodes d’hyper-réduction n’a pas permis d’améliorer la charge de calcul. La propagation des incertitudes des paramètres sur la base des méthodes spectrales est comparable aux simulations de Monte Carlo en termes de précision, tout en réduisant considérablement l’effort de calcul. / Water distribution systems are large, spatially distributed infrastructures that ensure the distribution of potable water of sufficient quantity and quality. Mathematical models of these systems are characterized by a large number of state variables and parameter. Two major challenges are given by the time constraints for the solution and the uncertain character of the model parameters. The main objectives of this thesis are thus the investigation of projection based reduced order modelling techniques for the time efficient solution of the hydraulic system as well as the spectral propagation of parameter uncertainties for the improved quantification of uncertainties. The thesis gives an overview of the mathematical methods that are being used. This is followed by the definition and discussion of the hydraulic network model, for which a new method for the derivation of the sensitivities is presented based on the adjoint method. The specific objectives for the development of reduced order models are the application of projection based methods, the development of more efficient adaptive sampling strategies and the use of hyper-reduction methods for the fast evaluation of non-linear residual terms. For the propagation of uncertainties spectral methods are introduced to the hydraulic model and an intrusive hydraulic model is formulated. With the objective of a more efficient analysis of the parameter uncertainties, the spectral propagation is then evaluated on the basis of the reduced model. The results show that projection based reduced order models give a considerable benefit with respect to the computational effort. While the use of adaptive sampling resulted in a more efficient use of pre-calculated system states, the use of hyper-reduction methods could not improve the computational burden and has to be explored further. The propagation of the parameter uncertainties on the basis of the spectral methods is shown to be comparable to Monte Carlo simulations in accuracy, while significantly reducing the computational effort.

Esta Tese propõe uma nova ferramenta para Otimização Robusta Multiobjetivo por Análise de Intervalo Não Probabilística (Non-probabilistic Interval Analysis for Multiobjective Robust Design Optimization ou NPIA-MORDO). A ferramenta desenvolvida visa à otimização dos parâmetros concentrados de suspensão em um modelo veicular completo, submetido a uma manobra direcional percorrendo diferentes perfis de pista, a fim de garantir maior conforto e segurança ao motorista. O modelo multicorpo possui 15 graus de liberdade (15-GDL), dentre os quais onze pertencem ao veículo e assento, e quatro, ao modelo biodinâmico do motorista. A função multiobjetivo é composta por objetivos conflitantes e as suas tolerâncias, como a raiz do valor quadrático médio (root mean square ou RMS) da aceleração lateral e da aceleração vertical do assento do motorista, desenvolvidas durante a manobra de dupla troca de faixa (Double Lane Change ou DLC). O curso da suspensão e a aderência dos pneus à pista são tratados como restrições do problema de otimização. As incertezas são quantificadas no comportamento do sistema pela análise de intervalo não probabilística, por intermédio do Método dos Níveis de Corte-α (α-Cut Levels) para o nível α zero (de maior dispersão), e realizada concomitantemente ao processo de otimização multiobjetivo. Essas incertezas são aplicáveis tanto nos parâmetros do problema quanto nas variáveis de projeto. Para fins de validação do modelo, desenvolvido em ambiente MATLAB®, a trajetória do centro de gravidade da carroceria durante a manobra é comparada com o software CARSIM®, assim como as forças laterais e verticais dos pneus. Os resultados obtidos são exibidos em diversos gráficos a partir da fronteira de Pareto entre os múltiplos objetivos do modelo avaliado Os indivíduos da fronteira de Pareto satisfazem as condições do problema, e a função multiobjetivo obtida pela agregação dos múltiplos objetivos resulta em uma diferença de 1,66% entre os indivíduos com o menor e o maior valor agregado obtido. A partir das variáveis de projeto do melhor indivíduo da fronteira, gráficos são gerados para cada grau de liberdade do modelo, ilustrando o histórico dos deslocamentos, velocidades e acelerações. Para esse caso, a aceleração RMS vertical no assento do motorista é de 1,041 m/s² e a sua tolerância é de 0,631 m/s². Já a aceleração RMS lateral no assento do motorista é de 1,908 m/s² e a sua tolerância é de 0,168 m/s². Os resultados obtidos pelo NPIA-MORDO confirmam que é possível agregar as incertezas dos parâmetros e das variáveis de projeto à medida que se realiza a otimização externa, evitando a necessidade de análises posteriores de propagação de incertezas. A análise de intervalo não probabilística empregada pela ferramenta é uma alternativa viável de medida de dispersão se comparada com o desvio padrão, por não utilizar uma função de distribuição de probabilidades prévia e por aproximar-se da realidade na indústria automotiva, onde as tolerâncias são preferencialmente utilizadas. / This thesis proposes the development of a new tool for Non-probabilistic Interval Analysis for Multi-objective Robust Design Optimization (NPIA-MORDO). The developed tool aims at optimizing the lumped parameters of suspension in a full vehicle model, subjected to a double-lane change (DLC) maneuver throughout different random road profiles, to ensure comfort and safety to the driver. The multi-body model has 15 degrees of freedom (15-DOF) where 11-DOF represents the vehicle and its seat and 4-DOF represents the driver's biodynamic model. A multi-objective function is composed by conflicted objectives and their tolerances, like the root mean square (RMS) lateral and vertical acceleration in the driver’s seat, both generated during the double-lane change maneuver. The suspension working space and the road holding capacity are used as constraints for the optimization problem. On the other hand, the uncertainties in the system are quantified using a non-probabilistic interval analysis with the α-Cut Levels Method for zero α-level (the most uncertainty one), performed concurrently in the multi-objective optimization process. These uncertainties are both applied to the system parameters and design variables to ensure the robustness in results. For purposes of validation in the model, developed in MATLAB®, the path of the car’s body center of gravity during the maneuver is compared with the commercial software CARSIM®, as well as the lateral and vertical forces from the tires. The results are showed in many graphics obtained from the Pareto front between the multiple conflicting objectives of the evaluated model. The obtained solutions from the Pareto Front satisfy the conditions of the evaluated problem, and the aggregated multi-objective function results in a difference of 1.66% for the worst to the best solution. From the design variables of the best solution choose from the Pareto front, graphics are created for each degree of freedom, showing the time histories for displacements, velocities and accelerations. In this particular case, the RMS vertical acceleration in the driver’s seat is 1.041 m/s² and its tolerance is 0.631 m/s², but the RMS lateral acceleration in the driver’s seat is 1.908 m/s² and its tolerance is 0.168 m/s². The overall results obtained from NPIA-MORDO assure that is possible take into account the uncertainties from the system parameters and design variables as the external optimization loop is performed, reducing the efforts in subsequent evaluations. The non-probabilistic interval analysis performed by the proposed tool is a feasible choice to evaluate the uncertainty if compared to the standard deviation, because there is no need of previous well-known based probability distribution and because it reaches the practical needs from the automotive industry, where the tolerances are preferable.

Response of flexible structures — such as cable-supported bridges and aircraft wings — is associated with a number of uncertainties in structural and flow parameters. This thesis is aimed at efficient uncertainty quantification in a few such flow and flow-induced structural response problems. First, the uncertainty quantification in the lift force exerted on a submerged body in a potential flow is considered. To this end, a new method — termed here as semi-intrusive stochastic perturbation (SISP) — is proposed. A sensitivity analysis is also performed, where for the global sensitivity analysis (GSA) the Sobol’ indices are used. The polynomial chaos expansion (PCE) is used for estimating these indices. Next, two stability problems —divergence and flutter — in the aeroelasticity are studied in the context of reliability based design optimization (RBDO). Two modifications are proposed to an existing PCE-based metamodel to reduce the computational cost, where the chaos coefficients are estimated using Gauss quadrature to gain computational speed and GSA is used to create nonuniform grid to reduce the cost even further. The proposed method is applied on a rectangular unswept cantilever wing model. Next, reliability computation in limit cycle oscillations (LCOs) is considered. While the metamodel performs poorly in this case due to bimodality in the distribution, a new simulation-based scheme proposed to this end. Accordingly, first a reduced-order model (ROM) is used to identify the critical region in the random parameter space. Then the full-scale expensive model is run only over a this critical region. This is applied to the rectangular unswept cantilever wing with cubic and fifth order stiffness terms in its equation of motion. Next, the wind speed is modeled as a spatio-temporal process, and accordingly new representations of spatio-temporal random processes are proposed based on tensor decompositions of the covariance kernel. These are applied to three problems: a heat equation, a vibration, and a readily available covariance model for wind speed. Finally, to assimilate available field measurement data on wind speed and to predict based on this assimilation, a new framework based on the tensor decompositions is proposed. The framework is successfully applied to a set of measured data on wind speed in Ireland, where the prediction based on simulation is found to be consistent with the observed data.

Esta Tese propõe uma nova ferramenta para Otimização Robusta Multiobjetivo por Análise de Intervalo Não Probabilística (Non-probabilistic Interval Analysis for Multiobjective Robust Design Optimization ou NPIA-MORDO). A ferramenta desenvolvida visa à otimização dos parâmetros concentrados de suspensão em um modelo veicular completo, submetido a uma manobra direcional percorrendo diferentes perfis de pista, a fim de garantir maior conforto e segurança ao motorista. O modelo multicorpo possui 15 graus de liberdade (15-GDL), dentre os quais onze pertencem ao veículo e assento, e quatro, ao modelo biodinâmico do motorista. A função multiobjetivo é composta por objetivos conflitantes e as suas tolerâncias, como a raiz do valor quadrático médio (root mean square ou RMS) da aceleração lateral e da aceleração vertical do assento do motorista, desenvolvidas durante a manobra de dupla troca de faixa (Double Lane Change ou DLC). O curso da suspensão e a aderência dos pneus à pista são tratados como restrições do problema de otimização. As incertezas são quantificadas no comportamento do sistema pela análise de intervalo não probabilística, por intermédio do Método dos Níveis de Corte-α (α-Cut Levels) para o nível α zero (de maior dispersão), e realizada concomitantemente ao processo de otimização multiobjetivo. Essas incertezas são aplicáveis tanto nos parâmetros do problema quanto nas variáveis de projeto. Para fins de validação do modelo, desenvolvido em ambiente MATLAB®, a trajetória do centro de gravidade da carroceria durante a manobra é comparada com o software CARSIM®, assim como as forças laterais e verticais dos pneus. Os resultados obtidos são exibidos em diversos gráficos a partir da fronteira de Pareto entre os múltiplos objetivos do modelo avaliado Os indivíduos da fronteira de Pareto satisfazem as condições do problema, e a função multiobjetivo obtida pela agregação dos múltiplos objetivos resulta em uma diferença de 1,66% entre os indivíduos com o menor e o maior valor agregado obtido. A partir das variáveis de projeto do melhor indivíduo da fronteira, gráficos são gerados para cada grau de liberdade do modelo, ilustrando o histórico dos deslocamentos, velocidades e acelerações. Para esse caso, a aceleração RMS vertical no assento do motorista é de 1,041 m/s² e a sua tolerância é de 0,631 m/s². Já a aceleração RMS lateral no assento do motorista é de 1,908 m/s² e a sua tolerância é de 0,168 m/s². Os resultados obtidos pelo NPIA-MORDO confirmam que é possível agregar as incertezas dos parâmetros e das variáveis de projeto à medida que se realiza a otimização externa, evitando a necessidade de análises posteriores de propagação de incertezas. A análise de intervalo não probabilística empregada pela ferramenta é uma alternativa viável de medida de dispersão se comparada com o desvio padrão, por não utilizar uma função de distribuição de probabilidades prévia e por aproximar-se da realidade na indústria automotiva, onde as tolerâncias são preferencialmente utilizadas. / This thesis proposes the development of a new tool for Non-probabilistic Interval Analysis for Multi-objective Robust Design Optimization (NPIA-MORDO). The developed tool aims at optimizing the lumped parameters of suspension in a full vehicle model, subjected to a double-lane change (DLC) maneuver throughout different random road profiles, to ensure comfort and safety to the driver. The multi-body model has 15 degrees of freedom (15-DOF) where 11-DOF represents the vehicle and its seat and 4-DOF represents the driver's biodynamic model. A multi-objective function is composed by conflicted objectives and their tolerances, like the root mean square (RMS) lateral and vertical acceleration in the driver’s seat, both generated during the double-lane change maneuver. The suspension working space and the road holding capacity are used as constraints for the optimization problem. On the other hand, the uncertainties in the system are quantified using a non-probabilistic interval analysis with the α-Cut Levels Method for zero α-level (the most uncertainty one), performed concurrently in the multi-objective optimization process. These uncertainties are both applied to the system parameters and design variables to ensure the robustness in results. For purposes of validation in the model, developed in MATLAB®, the path of the car’s body center of gravity during the maneuver is compared with the commercial software CARSIM®, as well as the lateral and vertical forces from the tires. The results are showed in many graphics obtained from the Pareto front between the multiple conflicting objectives of the evaluated model. The obtained solutions from the Pareto Front satisfy the conditions of the evaluated problem, and the aggregated multi-objective function results in a difference of 1.66% for the worst to the best solution. From the design variables of the best solution choose from the Pareto front, graphics are created for each degree of freedom, showing the time histories for displacements, velocities and accelerations. In this particular case, the RMS vertical acceleration in the driver’s seat is 1.041 m/s² and its tolerance is 0.631 m/s², but the RMS lateral acceleration in the driver’s seat is 1.908 m/s² and its tolerance is 0.168 m/s². The overall results obtained from NPIA-MORDO assure that is possible take into account the uncertainties from the system parameters and design variables as the external optimization loop is performed, reducing the efforts in subsequent evaluations. The non-probabilistic interval analysis performed by the proposed tool is a feasible choice to evaluate the uncertainty if compared to the standard deviation, because there is no need of previous well-known based probability distribution and because it reaches the practical needs from the automotive industry, where the tolerances are preferable.

La sécurité, la sûreté et l’efficacité de la chaîne logistique internationale revêtent une importance capitale pour le gouvernement, pour ses intérêts financiers et économiques et pour la sécurité de ses résidents. À cet égard, la société est confrontée à des multiples menaces, telles que le trafic illicite de drogues, d’armes ou autre type de contrebande, ainsi que la contrefaçon et la fraude commerciale. Pour contrer (détecter, prévenir, enquêter et atténuer) ces menaces, le rôle des douanes se pose en tant que gardiens du commerce international et acteurs principaux de la sécurisation de la chaîne logistique internationale. Les douanes interviennent à tous les stades de l'acheminement des marchandises ; toutes les transactions en provenance ou à destination des pays doivent être traitées par leurs services douaniers. Dans un tel environnement, les douanes deviennent un élément essentiel de la chaîne logistique. Nous adoptons ce point de vue, avec un accent particulier sur les opérations douanières et, pour souligner cet objectif, nous appelons cette analyse "chaîne logistique douanière". Dans cette thèse, nous avons tout d’abord mis en place le concept de chaîne logistique douanière, en identifiant les acteurs et les liens structurels entre eux, puis en établissant la cartographie des processus, l’approche d’intégration et le modèle de mesure de performance du concept proposé. Deuxièmement, nous développons une nouvelle approche de gestion de risques dans la chaîne logistique douanière basée sur une approche qualitative. Une telle approche conduit à identifier les classes de risques et à recommander les meilleures solutions afin de réduire le niveau de risque. Notre approche est appliquée dans la douane Marocaine en considérant la criticité comme un indicateur de risque en premier temps, en appliquant la méthode AMDEC (Analyse des modes de défaillance, de leurs effets et de leur criticité) et la méthode ABC croisée et le poids prioritaire en deuxième temps, en utilisant la méthode AHP (Analytic Hierarchy Process) et la méthode AHP floue (c.-à-d. Évaluation de risques sous incertitude); puis une analyse comparative des deux indicateurs est effectuée afin d’examiner l’efficacité des résultats obtenus. Enfin, nous développons des modèles stochastiques pour les séries chronologiques de risques qui abordent le défi le plus important de la modélisation de risques dans le contexte douanier : la Saisonnalité. Plus précisément, nous proposons d’une part des modèles basés sur la quantification des incertitudes pour décrire les comportements mensuels. Les différents modèles sont ajustés en utilisant la méthode de coïncidence des moments sur des séries temporelles de quantités saisies du trafic illicite dans cinq sites. D'autre part, des modèles de Markov cachés sont ajustés à l'aide de l'algorithme EM sur les mêmes séquences d’observations. Nous montrons que nos modèles permettent avec précision de gérer et de décrire les composantes saisonnières des séries chronologiques de risques dans le contexte douanier. On montre également que les modèles ajustés sont interprétables et fournissent une bonne description des propriétés importantes des données, telles que la structure du second ordre et les densités de probabilité par saison et par site. / The security, safety and efficiency of the international supply chain are of central importance for the governments, for their financial and economic interests and for the security of its residents. In this regard, the society faces multiple threats, such as illicit traffic of drugs, arms and other contraband, as well as counterfeiting and commercial fraud. For countering (detecting, preventing, investigating and mitigating) such threats, the role of customs arises as the gatekeepers of international trade and the main actor in securing the international supply chain. Customs intervene in all stages along the routing of cargo; all transactions leaving or entering the country must be processed by the custom agencies. In such an environment, customs become an integral thread within the supply chain. We adopt this point of view, with a particular focus on customs operations and, in order to underline this focus, we refer to this analysis as “customs supply chain”. In this thesis, we firstly set up the concept of customs supply chain, identify the actors and structural links between them, then establish the process mapping, integration approach and performance model. Secondly, we develop a new approach for managing risks in customs supply chain based on qualitative analysis. Such an approach leads to identify the risk classes as well as recommend best possible solutions to reduce the risk level. Our approach is applied in Moroccan customs by considering the criticality as a risk indicator. In a first time we use Failure Modes Effects Criticality Analysis (FMECA) and Cross Activity Based Costing (ABC) Method and priority weight; in the second time we use Analytic Hierarchy Process (AHP) and Fuzzy AHP (i.e., risk assessment under uncertainty); then a benchmarking of the two indicators is conducted in order to examine the effectiveness of the obtained results. Finally, we develop stochastic models for risk time series that address the most important challenge of risk modeling in the customs context: Seasonality. To be more specific, we propose on the one hand, models based on uncertainty quantification to describe monthly components. The different models are fitted using Moment Matching method to the time series of seized quantities of the illicit traffic on five sites. On the other hand, Hidden Markov Models which are fitted using the EM-algorithm on the same observation sequences. We show that these models allow to accurately handle and describe the seasonal components of risk time series in customs context. It is also shown that the fitted models can be easily interpreted and provide a good description of important properties of the data such as the second-order structure and Probability Density Function (PDFs) per season per site.

<p>Artificial neural networks, including deep neural networks, play a central role in data-driven science due to their superior learning capacity and adaptability to different tasks and data structures. However, although quantitative uncertainty analysis is essential for training and deploying reliable data-driven models, the uncertainties in neural networks are often overlooked or underestimated in many studies, mainly due to the lack of a high-fidelity and computationally efficient uncertainty quantification approach. In this work, a novel uncertainty analysis scheme is developed. The Gaussian mixture model is used to characterize the probability distributions of uncertainties in arbitrary forms, which yields higher fidelity than the presumed distribution forms, like Gaussian, when the underlying uncertainty is multimodal, and is more compact and efficient than large-scale Monte Carlo sampling. The fidelity of the Gaussian mixture is refined through adaptive scheduling of the width of each Gaussian component based on the active assessment of the factors that could deteriorate the uncertainty representation quality, such as the nonlinearity of activation functions in the neural network. </p> <p>Following this idea, an adaptive Gaussian mixture scheme of nonlinear uncertainty propagation is proposed to effectively propagate the probability distributions of uncertainties through layers in deep neural networks or through time in recurrent neural networks. An adaptive Gaussian mixture filter (AGMF) is then designed based on this uncertainty propagation scheme. By approximating the dynamics of a highly nonlinear system with a feedforward neural network, the adaptive Gaussian mixture refinement is applied at both the state prediction and Bayesian update steps to closely track the distribution of unmeasurable states. As a result, this new AGMF exhibits state-of-the-art accuracy with a reasonable computational cost on highly nonlinear state estimation problems subject to high magnitudes of uncertainties. Next, a probabilistic neural network with Gaussian-mixture-distributed parameters (GM-PNN) is developed. The adaptive Gaussian mixture scheme is extended to refine intermediate layer states and ensure the fidelity of both linear and nonlinear transformations within the network so that the predictive distribution of output target can be inferred directly without sampling or approximation of integration. The derivatives of the loss function with respect to all the probabilistic parameters in this network are derived explicitly, and therefore, the GM-PNN can be easily trained with any backpropagation method to address practical data-driven problems subject to uncertainties.</p> <p>The GM-PNN is applied to two data-driven condition monitoring schemes of manufacturing processes. For tool wear monitoring in the turning process, a systematic feature normalization and selection scheme is proposed for the engineering of optimal feature sets extracted from sensor signals. The predictive tool wear models are established using two methods, one is a type-2 fuzzy network for interval-type uncertainty quantification and the other is the GM-PNN for probabilistic uncertainty quantification. For porosity monitoring in laser additive manufacturing processes, convolutional neural network (CNN) is used to directly learn patterns from melt-pool patterns to predict porosity. The classical CNN models without consideration of uncertainty are compared with the CNN models in which GM-PNN is embedded as an uncertainty quantification module. For both monitoring schemes, experimental results show that the GM-PNN not only achieves higher prediction accuracies of process conditions than the classical models but also provides more effective uncertainty quantification to facilitate the process-level decision-making in the manufacturing environment.</p><p>Based on the developed uncertainty analysis methods and their proven successes in practical applications, some directions for future studies are suggested. Closed-loop control systems may be synthesized by combining the AGMF with data-driven controller design. The AGMF can also be extended from a state estimator to the parameter estimation problems in data-driven models. In addition, the GM-PNN scheme may be expanded to directly build more complicated models like convolutional or recurrent neural networks.</p>