Kernel-based stochastic collocation for the random two-phase Navier-Stokes equations

In this work, we apply stochastic collocation methods with radial kernel basis functions for an uncertainty quantification of the random incompressible two-phase Navier-Stokes equations. Our approach is non-intrusive and we use the existing fluid dynamics solver NaSt3DGPF to solve the incompressible two-phase Navier-Stokes equation for each given realization. We are able to empirically show that the resulting kernel-based stochastic collocation is highly competitive in this setting and even outperforms some other standard methods

Controllability in partial and uncertain environments

© 2014 IEEE.Controller synthesis is a well studied problem that attempts to automatically generate an operational behaviour model of the system-to-be that satisfies a given goal when deployed in a given domain model that behaves according to specified assumptions. A limitation of many controller synthesis techniques is that they require complete descriptions of the problem domain. This is limiting in the context of modern incremental development processes when a fully described problem domain is unavailable, undesirable or uneconomical. Previous work on Modal Transition Systems (MTS) control problems exists, however it is restricted to deterministic MTSs and deterministic Labelled Transition Systems (LTS) implementations. In this paper we study the Modal Transition System Control Problem in its full generality, allowing for nondeterministic MTSs modelling the environments behaviour and nondeterministic LTS implementations. Given an nondeterministic MTS we ask if all, none or some of the nondeterministic LTSs it describes admit an LTS controller that guarantees a given property. We show a technique that solves effectively the MTS realisability problem and it can be, in some cases, reduced to deterministic control problems. In all cases the MTS realisability problem is in same complexity class as the corresponding LTS problem

Improving Fiber Alignment in HARDI by Combining Contextual PDE Flow with Constrained Spherical Deconvolution

We propose two strategies to improve the quality of tractography results computed from diffusion weighted magnetic resonance imaging (DW-MRI) data. Both methods are based on the same PDE framework, defined in the coupled space of positions and orientations, associated with a stochastic process describing the enhancement of elongated structures while preserving crossing structures. In the first method we use the enhancement PDE for contextual regularization of a fiber orientation distribution (FOD) that is obtained on individual voxels from high angular resolution diffusion imaging (HARDI) data via constrained spherical deconvolution (CSD). Thereby we improve the FOD as input for subsequent tractography. Secondly, we introduce the fiber to bundle coherence (FBC), a measure for quantification of fiber alignment. The FBC is computed from a tractography result using the same PDE framework and provides a criterion for removing the spurious fibers. We validate the proposed combination of CSD and enhancement on phantom data and on human data, acquired with different scanning protocols. On the phantom data we find that PDE enhancements improve both local metrics and global metrics of tractography results, compared to CSD without enhancements. On the human data we show that the enhancements allow for a better reconstruction of crossing fiber bundles and they reduce the variability of the tractography output with respect to the acquisition parameters. Finally, we show that both the enhancement of the FODs and the use of the FBC measure on the tractography improve the stability with respect to different stochastic realizations of probabilistic tractography. This is shown in a clinical application: the reconstruction of the optic radiation for epilepsy surgery planning

Numerical approximation of poroelasticity with random coefficients using Polynomial Chaos and Hybrid High-Order methods

In this work, we consider the Biot problem with uncertain poroelastic coefficients. The uncertainty is modelled using a finite set of parameters with prescribed probability distribution. We present the variational formulation of the stochastic partial differential system and establish its well-posedness. We then discuss the approximation of the parameter-dependent problem by non-intrusive techniques based on Polynomial Chaos decompositions. We specifically focus on sparse spectral projection methods, which essentially amount to performing an ensemble of deterministic model simulations to estimate the expansion coefficients. The deterministic solver is based on a Hybrid High-Order discretization supporting general polyhedral meshes and arbitrary approximation orders. We numerically investigate the convergence of the probability error of the Polynomial Chaos approximation with respect to the level of the sparse grid. Finally, we assess the propagation of the input uncertainty onto the solution considering an injection-extraction problem.Comment: 30 pages, 15 Figure

High-Dimensional Stochastic Design Optimization by Adaptive-Sparse Polynomial Dimensional Decomposition

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic response for statistical moment and reliability analyses; a novel integration of the adaptive-sparse PDD approximation and score functions for estimating the first-order design sensitivities of the statistical moments and failure probability; and standard gradient-based optimization algorithms. New analytical formulae are presented for the design sensitivities that are simultaneously determined along with the moments or the failure probability. Numerical results stemming from mathematical functions indicate that the new method provides more computationally efficient design solutions than the existing methods. Finally, stochastic shape optimization of a jet engine bracket with 79 variables was performed, demonstrating the power of the new method to tackle practical engineering problems.Comment: 18 pages, 2 figures, to appear in Sparse Grids and Applications--Stuttgart 2014, Lecture Notes in Computational Science and Engineering 109, edited by J. Garcke and D. Pfl\"{u}ger, Springer International Publishing, 201

Optimal Uncertainty Quantification

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ), is based on the observation that, given a set of assumptions and information about the problem, there exist optimal bounds on uncertainties: these are obtained as values of well-defined optimization problems corresponding to extremizing probabilities of failure, or of deviations, subject to the constraints imposed by the scenarios compatible with the assumptions and information. In particular, this framework does not implicitly impose inappropriate assumptions, nor does it repudiate relevant information. Although OUQ optimization problems are extremely large, we show that under general conditions they have finite-dimensional reductions. As an application, we develop \emph{Optimal Concentration Inequalities} (OCI) of Hoeffding and McDiarmid type. Surprisingly, these results show that uncertainties in input parameters, which propagate to output uncertainties in the classical sensitivity analysis paradigm, may fail to do so if the transfer functions (or probability distributions) are imperfectly known. We show how, for hierarchical structures, this phenomenon may lead to the non-propagation of uncertainties or information across scales. In addition, a general algorithmic framework is developed for OUQ and is tested on the Caltech surrogate model for hypervelocity impact and on the seismic safety assessment of truss structures, suggesting the feasibility of the framework for important complex systems. The introduction of this paper provides both an overview of the paper and a self-contained mini-tutorial about basic concepts and issues of UQ.Comment: 90 pages. Accepted for publication in SIAM Review (Expository Research Papers). See SIAM Review for higher quality figure