Efficient robust optimization based on polynomial chaos and tabu search algorithm

The study of robust design methodologies and techniques has become a new topical area in design optimizations in nearly all engineering and applied science disciplines in the last 10 years due to inevitable and unavoidable imprecision or uncertainty which is existed in real word design problems. To develop a fast optimizer for robust designs, a methodology based on polynomial chaos and tabu search algorithm is proposed. In the methodology, the polynomial chaos is employed as a stochastic response surface model of the objective function to efficiently evaluate the robust performance parameter while a mechanism to assign expected fitness only to promising solutions is introduced in tabu search algorithm to minimize the requirement for determining robust metrics of intermediate solutions. The proposed methodology is applied to the robust design of a practical inverse problem with satisfactory results.

Modeling random corrosion processes via polynomial chaos expansion

Polynomial Chaos Expansion (PCE) is widely recognized as a flexible tool to represent different types of random variables/processes. However, applications to real, experimental data are still limited. In this article, PCE is used to represent the random time-evolution of metal corrosion growth in marine environments. The PCE coefficients are determined in order to represent data of 45 corrosion coupons tested by Jeffrey and Melchers (2001) at Taylors Beach, Australia. Accuracy of the representation and possibilities for model extrapolation are considered in the study. Results show that reasonably accurate smooth representations of the corrosion process can be obtained. The representation is not better because a smooth model is used to represent non-smooth corrosion data. Random corrosion leads to time-variant reliability problems, due to resistance degradation over time. Time variant reliability problems are not trivial to solve, especially under random process loading. Two example problems are solved herein, showing how the developed PCE representations can be employed in reliability analysis of structures subject to marine corrosion. Monte Carlo Simulation is used to solve the resulting time-variant reliability problems. However, an accurate and more computationally efficient solution is also presented.

Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Tecniche avanzate per l'analisi di sensitività globale: applicazione alla contaminazione delle acque sotterranee.

The thesis is framed within the field of the stochastic approach to flow and transport themes of solutes in natural porous materials. The methodology used to characterise the uncertainty associated with the modular predictions is completely general and can be reproduced in various contexts. The theme of the research includes the following among its main objectives: (a) the development of a Global Sensitivity Analysis on contaminant transport models in the subsoil to research the effects of the uncertainty of the most important parameters; (b) the application of advanced techniques, such as Polynomial Chaos Expansion (PCE), for obtaining surrogate models starting from those which conduct traditionally developed analyses in the context of Monte Carlo simulations, characterised by an often not negligible computational burden; (c) the analyses and the understanding of the key processes at the basis of the transport of solutes in natural porous materials using the aforementioned technical and analysis resources. In the complete picture, the thesis looks at the application of a Continuous Injection transport model of contaminants, of the PCE technique which has already been developed and applied by the thesis supervisors, by way of numerical code, to a Slug Injection model. The methodology was applied to the aforementioned model with original contribution deriving from surrogate models with various degrees of approximation and developing a Global Sensitivity Analysis aimed at the determination of Sobol’ indices.

Model reduction of stochastic groundwater flow and transport processes

This work presents a comprehensive methodology for the reduction of analytical or numerical stochastic models characterized by uncertain input parameters or boundary conditions. The technique, based on the Polynomial Chaos Expansion (PCE) theory, represents a versatile solution to solve direct or inverse problems related to propagation of uncertainty. The potentiality of the methodology is assessed investigating different applicative contexts related to groundwater flow and transport scenarios, such as global sensitivity analysis, risk analysis and model calibration. This is achieved by implementing a numerical code, developed in the MATLAB environment, presented here in its main features and tested with literature examples. The procedure has been conceived under flexibility and efficiency criteria in order to ensure its adaptability to different fields of engineering; it has been applied to different case studies related to flow and transport in porous media. Each application is associated with innovative elements such as (i) new analytical formulations describing motion and displacement of non-Newtonian fluids in porous media, (ii) application of global sensitivity analysis to a high-complexity numerical model inspired by a real case of risk of radionuclide migration in the subsurface environment, and (iii) development of a novel sensitivity-based strategy for parameter calibration and experiment design in laboratory scale tracer transport.

Dynamics of coastal aquifers: data-driven forecasting and risk analysis

This work is focused on the study of saltwater intrusion in coastal aquifers, and in particular on the realization of conceptual schemes to evaluate the risk associated with it. Saltwater intrusion depends on different natural and anthropic factors, both presenting a strong aleatory behaviour, that should be considered for an optimal management of the territory and water resources. Given the uncertainty of problem parameters, the risk associated with salinization needs to be cast in a probabilistic framework. On the basis of a widely adopted sharp interface formulation, key hydrogeological problem parameters are modeled as random variables, and global sensitivity analysis is used to determine their influence on the position of saltwater interface. The analyses presented in this work rely on an efficient model reduction technique, based on Polynomial Chaos Expansion, able to combine the best description of the model without great computational burden. When the assumptions of classical analytical models are not respected, and this occurs several times in the applications to real cases of study, as in the area analyzed in the present work, one can adopt data-driven techniques, based on the analysis of the data characterizing the system under study. It follows that a model can be defined on the basis of connections between the system state variables, with only a limited number of assumptions about the "physical" behaviour of the system.

Relating in situ gas measurements to the surface outgassing properties of cometary nuclei

The sensitivity of the gas flow field to changes in different initial conditions has been studied for the case of a highly simplified cometary nucleus model. The nucleus model simulated a homogeneously outgassing sphere with a more active ring around an axis of symmetry. The varied initial conditions were the number density of the homogeneous region, the surface temperature, and the composition of the flow (varying amounts of H2O and CO2) from the active ring. The sensitivity analysis was performed using the Polynomial Chaos Expansion (PCE) method. Direct Simulation Monte Carlo (DSMC) was used for the flow, thereby allowing strong deviations from local thermal equilibrium. The PCE approach can be used to produce a sensitivity analysis with only four runs per modified input parameter and allows one to study and quantify non-linear responses of measurable parameters to linear changes in the input over a wide range. Hence the PCE allows one to obtain a functional relationship between the flow field properties at every point in the inner coma and the input conditions. It is for example shown that the velocity and the temperature of the background gas are not simply linear functions of the initial number density at the source. As probably expected, the main influence on the resulting flow field parameter is the corresponding initial parameter (i.e. the initial number density determines the background number density, the temperature of the surface determines the flow field temperature, etc.). However, the velocity of the flow field is also influenced by the surface temperature while the number density is not sensitive to the surface temperature at all in our model set-up. Another example is the change in the composition of the flow over the active area. Such changes can be seen in the velocity but again not in the number density. Although this study uses only a simple test case, we suggest that the approach, when applied to a real case in 3D, should assist in identifying the sensitivity of gas parameters measured in situ by, for example, the Rosetta spacecraft to the surface boundary conditions and vice versa.

Automated wordlength optimization framework for multi-source statistical interval-based analysis of nonlinear systems with control-flow structures

El uso de aritmética de punto fijo es una opción de diseño muy extendida en sistemas con fuertes restricciones de área, consumo o rendimiento. Para producir implementaciones donde los costes se minimicen sin impactar negativamente en la precisión de los resultados debemos llevar a cabo una asignación cuidadosa de anchuras de palabra. Encontrar la combinación óptima de anchuras de palabra en coma fija para un sistema dado es un problema combinatorio NP-hard al que los diseñadores dedican entre el 25 y el 50 % del ciclo de diseño. Las plataformas hardware reconfigurables, como son las FPGAs, también se benefician de las ventajas que ofrece la aritmética de coma fija, ya que éstas compensan las frecuencias de reloj más bajas y el uso más ineficiente del hardware que hacen estas plataformas respecto a los ASICs. A medida que las FPGAs se popularizan para su uso en computación científica los diseños aumentan de tamaño y complejidad hasta llegar al punto en que no pueden ser manejados eficientemente por las técnicas actuales de modelado de señal y ruido de cuantificación y de optimización de anchura de palabra. En esta Tesis Doctoral exploramos distintos aspectos del problema de la cuantificación y presentamos nuevas metodologías para cada uno de ellos: Las técnicas basadas en extensiones de intervalos han permitido obtener modelos de propagación de señal y ruido de cuantificación muy precisos en sistemas con operaciones no lineales. Nosotros llevamos esta aproximación un paso más allá introduciendo elementos de Multi-Element Generalized Polynomial Chaos (ME-gPC) y combinándolos con una técnica moderna basada en Modified Affine Arithmetic (MAA) estadístico para así modelar sistemas que contienen estructuras de control de flujo. Nuestra metodología genera los distintos caminos de ejecución automáticamente, determina las regiones del dominio de entrada que ejercitarán cada uno de ellos y extrae los momentos estadísticos del sistema a partir de dichas soluciones parciales. Utilizamos esta técnica para estimar tanto el rango dinámico como el ruido de redondeo en sistemas con las ya mencionadas estructuras de control de flujo y mostramos la precisión de nuestra aproximación, que en determinados casos de uso con operadores no lineales llega a tener tan solo una desviación del 0.04% con respecto a los valores de referencia obtenidos mediante simulación. Un inconveniente conocido de las técnicas basadas en extensiones de intervalos es la explosión combinacional de términos a medida que el tamaño de los sistemas a estudiar crece, lo cual conlleva problemas de escalabilidad. Para afrontar este problema presen tamos una técnica de inyección de ruidos agrupados que hace grupos con las señales del sistema, introduce las fuentes de ruido para cada uno de los grupos por separado y finalmente combina los resultados de cada uno de ellos. De esta forma, el número de fuentes de ruido queda controlado en cada momento y, debido a ello, la explosión combinatoria se minimiza. También presentamos un algoritmo de particionado multi-vía destinado a minimizar la desviación de los resultados a causa de la pérdida de correlación entre términos de ruido con el objetivo de mantener los resultados tan precisos como sea posible. La presente Tesis Doctoral también aborda el desarrollo de metodologías de optimización de anchura de palabra basadas en simulaciones de Monte-Cario que se ejecuten en tiempos razonables. Para ello presentamos dos nuevas técnicas que exploran la reducción del tiempo de ejecución desde distintos ángulos: En primer lugar, el método interpolativo aplica un interpolador sencillo pero preciso para estimar la sensibilidad de cada señal, y que es usado después durante la etapa de optimización. En segundo lugar, el método incremental gira en torno al hecho de que, aunque es estrictamente necesario mantener un intervalo de confianza dado para los resultados finales de nuestra búsqueda, podemos emplear niveles de confianza más relajados, lo cual deriva en un menor número de pruebas por simulación, en las etapas iniciales de la búsqueda, cuando todavía estamos lejos de las soluciones optimizadas. Mediante estas dos aproximaciones demostramos que podemos acelerar el tiempo de ejecución de los algoritmos clásicos de búsqueda voraz en factores de hasta x240 para problemas de tamaño pequeño/mediano. Finalmente, este libro presenta HOPLITE, una infraestructura de cuantificación automatizada, flexible y modular que incluye la implementación de las técnicas anteriores y se proporciona de forma pública. Su objetivo es ofrecer a desabolladores e investigadores un entorno común para prototipar y verificar nuevas metodologías de cuantificación de forma sencilla. Describimos el flujo de trabajo, justificamos las decisiones de diseño tomadas, explicamos su API pública y hacemos una demostración paso a paso de su funcionamiento. Además mostramos, a través de un ejemplo sencillo, la forma en que conectar nuevas extensiones a la herramienta con las interfaces ya existentes para poder así expandir y mejorar las capacidades de HOPLITE. ABSTRACT Using fixed-point arithmetic is one of the most common design choices for systems where area, power or throughput are heavily constrained. In order to produce implementations where the cost is minimized without negatively impacting the accuracy of the results, a careful assignment of word-lengths is required. The problem of finding the optimal combination of fixed-point word-lengths for a given system is a combinatorial NP-hard problem to which developers devote between 25 and 50% of the design-cycle time. Reconfigurable hardware platforms such as FPGAs also benefit of the advantages of fixed-point arithmetic, as it compensates for the slower clock frequencies and less efficient area utilization of the hardware platform with respect to ASICs. As FPGAs become commonly used for scientific computation, designs constantly grow larger and more complex, up to the point where they cannot be handled efficiently by current signal and quantization noise modelling and word-length optimization methodologies. In this Ph.D. Thesis we explore different aspects of the quantization problem and we present new methodologies for each of them: The techniques based on extensions of intervals have allowed to obtain accurate models of the signal and quantization noise propagation in systems with non-linear operations. We take this approach a step further by introducing elements of MultiElement Generalized Polynomial Chaos (ME-gPC) and combining them with an stateof- the-art Statistical Modified Affine Arithmetic (MAA) based methodology in order to model systems that contain control-flow structures. Our methodology produces the different execution paths automatically, determines the regions of the input domain that will exercise them, and extracts the system statistical moments from the partial results. We use this technique to estimate both the dynamic range and the round-off noise in systems with the aforementioned control-flow structures. We show the good accuracy of our approach, which in some case studies with non-linear operators shows a 0.04 % deviation respect to the simulation-based reference values. A known drawback of the techniques based on extensions of intervals is the combinatorial explosion of terms as the size of the targeted systems grows, which leads to scalability problems. To address this issue we present a clustered noise injection technique that groups the signals in the system, introduces the noise terms in each group independently and then combines the results at the end. In this way, the number of noise sources in the system at a given time is controlled and, because of this, the combinato rial explosion is minimized. We also present a multi-way partitioning algorithm aimed at minimizing the deviation of the results due to the loss of correlation between noise terms, in order to keep the results as accurate as possible. This Ph.D. Thesis also covers the development of methodologies for word-length optimization based on Monte-Carlo simulations in reasonable times. We do so by presenting two novel techniques that explore the reduction of the execution times approaching the problem in two different ways: First, the interpolative method applies a simple but precise interpolator to estimate the sensitivity of each signal, which is later used to guide the optimization effort. Second, the incremental method revolves on the fact that, although we strictly need to guarantee a certain confidence level in the simulations for the final results of the optimization process, we can do it with more relaxed levels, which in turn implies using a considerably smaller amount of samples, in the initial stages of the process, when we are still far from the optimized solution. Through these two approaches we demonstrate that the execution time of classical greedy techniques can be accelerated by factors of up to ×240 for small/medium sized problems. Finally, this book introduces HOPLITE, an automated, flexible and modular framework for quantization that includes the implementation of the previous techniques and is provided for public access. The aim is to offer a common ground for developers and researches for prototyping and verifying new techniques for system modelling and word-length optimization easily. We describe its work flow, justifying the taken design decisions, explain its public API and we do a step-by-step demonstration of its execution. We also show, through an example, the way new extensions to the flow should be connected to the existing interfaces in order to expand and improve the capabilities of HOPLITE.

Nanoindentation Relaxation Study and Micromechanics of Cement-Based Materials

Ce travail évalue le comportement mécanique des matériaux cimentaires à différentes échelles de distance. Premièrement, les propriétés mécaniques du béton produit avec un bioplastifiant à base de microorganismes efficaces (EM) sont etudiées par nanoindentation statistique, et comparées aux propriétés mécaniques du béton produit avec un superplastifiant ordinaire (SP). Il est trouvé que l’ajout de bioplastifiant à base de produit EM améliore la résistance des C–S–H en augmentant la cohésion et la friction des nanograins solides. L’analyse statistique des résultats d’indentation suggère que le bioplastifiant à base de produit EM inhibe la précipitation des C–S–H avec une plus grande fraction volumique solide. Deuxièmement, un modèle multi-échelles à base micromécanique est dérivé pour le comportement poroélastique de la pâte de ciment au jeune age. L’approche proposée permet d’obtenir les propriétés poroélastiques requises pour la modélisation du comportoment mécanique partiellement saturé des pâtes de ciment viellissantes. Il est montré que ce modèle prédit le seuil de percolation et le module de Young non drainé de façon conforme aux données expérimentales. Un metamodèle stochastique est construit sur la base du chaos polynomial pour propager l’incertitude des paramètres du modèle à travers plusieurs échelles de distance. Une analyse de sensibilité est conduite par post-traitement du metamodèle pour des pâtes de ciment avec ratios d’eau sur ciment entre 0.35 et 0.70. Il est trouvé que l’incertitude sous-jacente des propriétés poroélastiques équivalentes est principalement due à l’énergie d’activation des aluminates de calcium au jeune age et, plus tard, au module élastique des silicates de calcium hydratés de basse densité.

Trajectory prediction uncertainty modelling for Air Traffic Management

The anticipated growth of air traffic worldwide requires enhanced Air Traffic Management (ATM) technologies and procedures to increase the system capacity, efficiency, and resilience, while reducing environmental impact and maintaining operational safety. To deal with these challenges, new automation and information exchange capabilities are being developed through different modernisation initiatives toward a new global operational concept called Trajectory Based Operations (TBO), in which aircraft trajectory information becomes the cornerstone of advanced ATM applications. This transformation will lead to higher levels of system complexity requiring enhanced Decision Support Tools (DST) to aid humans in the decision making processes. These will rely on accurate predicted aircraft trajectories, provided by advanced Trajectory Predictors (TP). The trajectory prediction process is subject to stochastic effects that introduce uncertainty into the predictions. Regardless of the assumptions that define the aircraft motion model underpinning the TP, deviations between predicted and actual trajectories are unavoidable. This thesis proposes an innovative method to characterise the uncertainty associated with a trajectory prediction based on the mathematical theory of Polynomial Chaos Expansions (PCE). Assuming univariate PCEs of the trajectory prediction inputs, the method describes how to generate multivariate PCEs of the prediction outputs that quantify their associated uncertainty. Arbitrary PCE (aPCE) was chosen because it allows a higher degree of flexibility to model input uncertainty. The obtained polynomial description can be used in subsequent prediction sensitivity analyses thanks to the relationship between polynomial coefficients and Sobol indices. The Sobol indices enable ranking the input parameters according to their influence on trajectory prediction uncertainty. The applicability of the aPCE-based uncertainty quantification detailed herein is analysed through a study case. This study case represents a typical aircraft trajectory prediction problem in ATM, in which uncertain parameters regarding aircraft performance, aircraft intent description, weather forecast, and initial conditions are considered simultaneously. Numerical results are compared to those obtained from a Monte Carlo simulation, demonstrating the advantages of the proposed method. The thesis includes two examples of DSTs (Demand and Capacity Balancing tool, and Arrival Manager) to illustrate the potential benefits of exploiting the proposed uncertainty quantification method.

Decoding complex flow phenomena via Dynamic Mode Decomposition

In this thesis, the viability of the Dynamic Mode Decomposition (DMD) as a technique to analyze and model complex dynamic real-world systems is presented. This method derives, directly from data, computationally efficient reduced-order models (ROMs) which can replace too onerous or unavailable high-fidelity physics-based models. Optimizations and extensions to the standard implementation of the methodology are proposed, investigating diverse case studies related to the decoding of complex flow phenomena. The flexibility of this data-driven technique allows its application to high-fidelity fluid dynamics simulations, as well as time series of real systems observations. The resulting ROMs are tested against two tasks: (i) reduction of the storage requirements of high-fidelity simulations or observations; (ii) interpolation and extrapolation of missing data. The capabilities of DMD can also be exploited to alleviate the cost of onerous studies that require many simulations, such as uncertainty quantification analysis, especially when dealing with complex high-dimensional systems. In this context, a novel approach to address parameter variability issues when modeling systems with space and time-variant response is proposed. Specifically, DMD is merged with another model-reduction technique, namely the Polynomial Chaos Expansion, for uncertainty quantification purposes. Useful guidelines for DMD deployment result from the study, together with the demonstration of its potential to ease diagnosis and scenario analysis when complex flow processes are involved.

Symmetric periodic orbits near heteroclinic loops at infinity for a class of polynomial vector fields

For polynomial vector fields in R3, in general, it is very difficult to detect the existence of an open set of periodic orbits in their phase portraits. Here, we characterize a class of polynomial vector fields of arbitrary even degree having an open set of periodic orbits. The main two tools for proving this result are, first, the existence in the phase portrait of a symmetry with respect to a plane and, second, the existence of two symmetric heteroclinic loops.

On the existence of infinite heteroclinic cycles in polynomial systems and its dynamic consequences

In this work we consider the dynamic consequences of the existence of infinite heteroclinic cycle in planar polynomial vector fields, which is a trajectory connecting two saddle points at infinity. It is stated that, although the saddles which form the cycle belong to infinity, for certain types of nonautonomous perturbations the perturbed system may present a complex dynamic behavior of the solutions in a finite part of the phase plane, due to the existence of tangencies and transversal intersections of their stable and unstable manifolds. This phenomenon might be called the chaos arising from infinity. The global study at infinity is made via the Poincare Compactification and the argument used to prove the statement is the Birkhoff-Smale Theorem. (c) 2004 WILEY-NCH Verlag GmbH & Co. KGaA, Weinheim.

Normal Forms for Polynomial Differential Systems in R-3 Having an Invariant Quadric and a Darboux Invariant

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Direct Computation of Operational Matrices for Polynomial Bases

Several numerical methods for boundary value problems use integral and differential operational matrices, expressed in polynomial bases in a Hilbert space of functions. This work presents a sequence of matrix operations allowing a direct computation of operational matrices for polynomial bases, orthogonal or not, starting with any previously known reference matrix. Furthermore, it shows how to obtain the reference matrix for a chosen polynomial base. The results presented here can be applied not only for integration and differentiation, but also for any linear operation.