1,913 research outputs found

    Probability density adjoint for sensitivity analysis of the Mean of Chaos

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    Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down when used to compute sensitivities of long-time averaged quantities in chaotic dynamical systems. The following paper presents a new method for sensitivity analysis of {\em ergodic} chaotic dynamical systems, the density adjoint method. The method involves solving the governing equations for the system's invariant measure and its adjoint on the system's attractor manifold rather than in phase-space. This new approach is derived for and demonstrated on one-dimensional chaotic maps and the three-dimensional Lorenz system. It is found that the density adjoint computes very finely detailed adjoint distributions and accurate sensitivities, but suffers from large computational costs.Comment: 29 pages, 27 figure

    Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches

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    Uncertainty quantification in aerodynamic simulations calls for efficient numerical methods since it is computationally expensive, especially for the uncertainties caused by random geometry variations which involve a large number of variables. This paper compares five methods, including quasi-Monte Carlo quadrature, polynomial chaos with coefficients determined by sparse quadrature and gradient-enhanced version of Kriging, radial basis functions and point collocation polynomial chaos, in their efficiency in estimating statistics of aerodynamic performance upon random perturbation to the airfoil geometry which is parameterized by 9 independent Gaussian variables. The results show that gradient-enhanced surrogate methods achieve better accuracy than direct integration methods with the same computational cost

    Conformally Mapped Polynomial Chaos Expansions for Maxwell's Source Problem with Random Input Data

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    Generalized Polynomial Chaos (gPC) expansions are well established for forward uncertainty propagation in many application areas. Although the associated computational effort may be reduced in comparison to Monte Carlo techniques, for instance, further convergence acceleration may be important to tackle problems with high parametric sensitivities. In this work, we propose the use of conformal maps to construct a transformed gPC basis, in order to enhance the convergence order. The proposed basis still features orthogonality properties and hence, facilitates the computation of many statistical properties such as sensitivities and moments. The corresponding surrogate models are computed by pseudo-spectral projection using mapped quadrature rules, which leads to an improved cost accuracy ratio. We apply the methodology to Maxwell's source problem with random input data. In particular, numerical results for a parametric finite element model of an optical grating coupler are given

    Derivative based global sensitivity measures

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    The method of derivative based global sensitivity measures (DGSM) has recently become popular among practitioners. It has a strong link with the Morris screening method and Sobol' sensitivity indices and has several advantages over them. DGSM are very easy to implement and evaluate numerically. The computational time required for numerical evaluation of DGSM is generally much lower than that for estimation of Sobol' sensitivity indices. This paper presents a survey of recent advances in DGSM concerning lower and upper bounds on the values of Sobol' total sensitivity indices S_itotS\_{i}^{tot}. Using these bounds it is possible in most cases to get a good practical estimation of the values of S_itotS\_{i}^{tot} . Several examples are used to illustrate an application of DGSM

    A variational approach to probing extreme events in turbulent dynamical systems

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    Extreme events are ubiquitous in a wide range of dynamical systems, including turbulent fluid flows, nonlinear waves, large scale networks and biological systems. Here, we propose a variational framework for probing conditions that trigger intermittent extreme events in high-dimensional nonlinear dynamical systems. We seek the triggers as the probabilistically feasible solutions of an appropriately constrained optimization problem, where the function to be maximized is a system observable exhibiting intermittent extreme bursts. The constraints are imposed to ensure the physical admissibility of the optimal solutions, i.e., significant probability for their occurrence under the natural flow of the dynamical system. We apply the method to a body-forced incompressible Navier--Stokes equation, known as the Kolmogorov flow. We find that the intermittent bursts of the energy dissipation are independent of the external forcing and are instead caused by the spontaneous transfer of energy from large scales to the mean flow via nonlinear triad interactions. The global maximizer of the corresponding variational problem identifies the responsible triad, hence providing a precursor for the occurrence of extreme dissipation events. Specifically, monitoring the energy transfers within this triad, allows us to develop a data-driven short-term predictor for the intermittent bursts of energy dissipation. We assess the performance of this predictor through direct numerical simulations.Comment: Minor revisions, generalized the constraints in Eq. (2

    Trim Flight Conditions for a Low-Boom Aircraft Design Under Uncertainty

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    The purpose of this paper is to investigate the noise generation of a low-boom aircraft design in flight trim conditions under uncertainty. The deflection of control surfaces to maintain a trimmed flight state has the potential to change the perceived loudness at the ground. Furthermore, the uncertainties associated with the control surface deflections can complicate the overall uncertainty quantification. Incorporation of the uncertainties in the prediction of perceived sound levels during the design phase can lead to improved robustness. In this paper, a brief review of low-boom flight trim research is presented. Realistic flight trim conditions requiring control surface deflection are integrated into the current research efforts for uncertainty quantification and vehicle design. In addition, a generalized set of procedures for the characterization of uncertainties in flight trim conditions are introduced. In a case study of the application of these procedures, a 5 decibel average difference in the perceived level of loudness was found between clean (no deflections) and trimmed configurations. Also, uncertainties attributable to control surface deflection were found to account for, on average, over 50% of the total near field uncertainty. Uncertainty discretization methods implemented were able to give more insight into the overall global variances
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