Time- and space-dependent uncertainty analysis and its application in lunar plasma environment modeling

”During an engineering system design, engineers usually encounter uncertainties that ubiquitously exist, such as material properties, dimensions of components, and random loads. Some of these parameters do not change with time or space and hence are time- and space-independent. However, in many engineering applications, the more general time- and space-dependent uncertainty is frequently encountered. Consequently, the system exhibits random time- and space-dependent behaviors, which may result in a higher probability of failure, lower average lifetime, and/or worse robustness. Therefore, it is critical to quantify uncertainty and predict how the system behaves under time- and space- dependent uncertainty. The objective of this study is to develop accurate and efficient methods for uncertainty analysis. This study contains five works. In the first work, an accurate method based on the series expansion, Gauss-Hermite quadrature, and saddle point approximation is developed to calculate high-dimensional normal probabilities. Then the method is applied to estimate time-dependent reliability. In the second work, we develop an adaptive Kriging method to estimate product average lifetime. In the third work, a time- and space-dependent reliability analysis method based on the first-order and second-order methods is proposed. In the fourth work, we extend the existing robustness analysis to time- and space-dependent problems and develop an adaptive Kriging method to evaluate the time- and space-dependent robustness. In the fifth work, we develop an adaptive Kriging method to efficiently estimate the lower and upper bounds of the electric potentials of the photoelectron sheaths near the lunar surface”--Abstract, page iv

SOLVING TWO-LEVEL OPTIMIZATION PROBLEMS WITH APPLICATIONS TO ROBUST DESIGN AND ENERGY MARKETS

This dissertation provides efficient techniques to solve two-level optimization problems. Three specific types of problems are considered. The first problem is robust optimization, which has direct applications to engineering design. Traditionally robust optimization problems have been solved using an inner-outer structure, which can be computationally expensive. This dissertation provides a method to decompose and solve this two-level structure using a modified Benders decomposition. This gradient-based technique is applicable to robust optimization problems with quasiconvex constraints and provides approximate solutions to problems with nonlinear constraints. The second types of two-level problems considered are mathematical and equilibrium programs with equilibrium constraints. Their two-level structure is simplified using Schur's decomposition and reformulation schemes for absolute value functions. The resulting formulations are applicable to game theory problems in operations research and economics. The third type of two-level problem studied is discretely-constrained mixed linear complementarity problems. These are first formulated into a two-level mathematical program with equilibrium constraints and then solved using the aforementioned technique for mathematical and equilibrium programs with equilibrium constraints. The techniques for all three problems help simplify the two-level structure into one level, which helps gain numerical and application insights. The computational effort for solving these problems is greatly reduced using the techniques in this dissertation. Finally, a host of numerical examples are presented to verify the approaches. Diverse applications to economics, operations research, and engineering design motivate the relevance of the novel methods developed in this dissertation