Numerical Methods for Uncertainty Quantification in Gas Network Simulation

When modeling the gas flow through a network, some elements such as pressure control valves can cause kinks in the solution. In this thesis we modify the method of simplex stochastic collocation such that it is applicable to functions with kinks. First, we derive a system of partial differential and algebraic equations describing the gas flow through different elements of a network. Restricting the gas flow to an isothermal and stationary one, the solution can be determined analytically. After introducing some common methods for the forward propagation of uncertainty, we present the method of simplex stochastic collocation to approximate functions of uncertain parameters. By utilizing the information whether a pressure regulator is active or not in the current simulation, we improve the method such that we can prove algebraic convergence rates for functions with kinks. Moreover, we derive two new error estimators for an adaptive refinement and show that multiple refinements are possible. Conclusively, several numerical results for a real gas network are presented and compared with standard methods to demonstrate the significantly better convergence results

Active learning with generalized sliced inverse regression for high-dimensional reliability analysis

It is computationally expensive to predict reliability using physical models at the design stage if many random input variables exist. This work introduces a dimension reduction technique based on generalized sliced inverse regression (GSIR) to mitigate the curse of dimensionality. The proposed high dimensional reliability method enables active learning to integrate GSIR, Gaussian Process (GP) modeling, and Importance Sampling (IS), resulting in an accurate reliability prediction at a reduced computational cost. The new method consists of three core steps, 1) identification of the importance sampling region, 2) dimension reduction by GSIR to produce a sufficient predictor, and 3) construction of a GP model for the true response with respect to the sufficient predictor in the reduced-dimension space. High accuracy and efficiency are achieved with active learning that is iteratively executed with the above three steps by adding new training points one by one in the region with a high chance of failure

VI Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts

The VI Workshop on Computational Data Analysis and Numerical Methods (WCDANM) is going to be held on June 27-29, 2019, in the Department of Mathematics of the University of Beira Interior (UBI), Covilhã, Portugal and it is a unique opportunity to disseminate scientific research related to the areas of Mathematics in general, with particular relevance to the areas of Computational Data Analysis and Numerical Methods in theoretical and/or practical field, using new techniques, giving especial emphasis to applications in Medicine, Biology, Biotechnology, Engineering, Industry, Environmental Sciences, Finance, Insurance, Management and Administration. The meeting will provide a forum for discussion and debate of ideas with interest to the scientific community in general. With this meeting new scientific collaborations among colleagues, namely new collaborations in Masters and PhD projects are expected. The event is open to the entire scientific community (with or without communication/poster)

Metamodel-based uncertainty quantification for the mechanical behavior of braided composites

The main design requirement for any high-performance structure is minimal dead weight. Producing lighter structures for aerospace and automotive industry directly leads to fuel efficiency and, hence, cost reduction. For wind energy, lighter wings allow larger rotor blades and, consequently, better performance. Prosthetic implants for missing body parts and athletic equipment such as rackets and sticks should also be lightweight for augmented functionality. Additional demands depending on the application, can very often be improved fatigue strength and damage tolerance, crashworthiness, temperature and corrosion resistance etc. Fiber-reinforced composite materials lie within the intersection of all the above requirements since they offer competing stiffness and ultimate strength levels at much lower weight than metals, and also high optimization and design potential due to their versatility. Braided composites are a special category with continuous fiber bundles interlaced around a preform. The automated braiding manufacturing process allows simultaneous material-structure assembly, and therefore, high-rate production with minimal material waste. The multi-step material processes and the intrinsic heterogeneity are the basic origins of the observed variability during mechanical characterization and operation of composite end-products. Conservative safety factors are applied during the design process accounting for uncertainties, even though stochastic modeling approaches lead to more rational estimations of structural safety and reliability. Such approaches require statistical modeling of the uncertain parameters which is quite expensive to be performed experimentally. A robust virtual uncertainty quantification framework is presented, able to integrate material and geometric uncertainties of different nature and statistically assess the response variability of braided composites in terms of effective properties. Information-passing multiscale algorithms are employed for high-fidelity predictions of stiffness and strength. In order to bypass the numerical cost of the repeated multiscale model evaluations required for the probabilistic approach, smart and efficient solutions should be applied. Surrogate models are, thus, trained to map manifolds at different scales and eventually substitute the finite element models. The use of machine learning is viable for uncertainty quantification, optimization and reliability applications of textile materials, but not straightforward for failure responses with complex response surfaces. Novel techniques based on variable-fidelity data and hybrid surrogate models are also integrated. Uncertain parameters are classified according to their significance to the corresponding response via variance-based global sensitivity analysis procedures. Quantification of the random properties in terms of mean and variance can be achieved by inverse approaches based on Bayesian inference. All stochastic and machine learning methods included in the framework are non-intrusive and data-driven, to ensure direct extensions towards more load cases and different materials. Moreover, experimental validation of the adopted multiscale models is presented and an application of stochastic recreation of random textile yarn distortions based on computed tomography data is demonstrated

A stochastic computational multiscale approach; Application to MEMS resonators

peer reviewedThe aim of this work is to develop a stochastic multiscale model for polycrystalline materials, which accounts for the uncertainties in the micro-structure. At the finest scale, we model the micro-structure using a random Voronoi tessellation, each grain being assigned a random orientation. Then, we apply a computational homogenization procedure on statistical volume elements to obtain a stochastic characterization of the elasticity tensor at the meso-scale. A random field of the meso-scale elasticity tensor can then be generated based on the information obtained from the SVE simulations. Finally, using a stochastic finite element method, these meso-scale uncertainties are propagated to the coarser scale. As an illustration we study the resonance frequencies of MEMS micro-beams made of poly-silicon materials, and we show that the stochastic multiscale approach predicts results in agreement with a Monte Carlo analysis applied directly on the fine finite-element model, i.e. with an explicit discretization of the grains.3SMVIB: The research has been funded by the Walloon Region under the agreement no 1117477 (CT-INT 2011-11-14) in the context of the ERA-NET MNT framework

Computational and Near-Optimal Trade-Offs in Renewable Electricity System Modelling

In the decades to come, the European electricity system must undergo an unprecedented transformation to avert the devastating impacts of climate change. To devise various possibilities for achieving a sustainable yet cost-efficient system, in the thesis at hand, we solve large optimisation problems that coordinate the siting of generation, storage and transmission capacities. Thereby, it is critical to capture the weather-dependent variability of wind and solar power as well as transmission bottlenecks. In addition to modelling at high spatial and temporal resolution, this requires a detailed representation of the electricity grid. However, since the resulting computational challenges limit what can be investigated, compromises on model accuracy must be made, and methods from informatics become increasingly relevant to formulate models efficiently and to compute many scenarios. The first part of the thesis is concerned with justifying such trade-offs between model detail and solving times. The main research question is how to circumvent some of the challenging non-convexities introduced by transmission network representations in joint capacity expansion models while still capturing the core grid physics. We first examine tractable linear approximations of power flow and transmission losses. Subsequently, we develop an efficient reformulation of the discrete transmission expansion planning (TEP) problem based on a cycle decomposition of the network graph, which conveniently also accommodates grid synchronisation options. Because discrete investment decisions aggravate the problem\u27s complexity, we also cover simplifying heuristics that make use of sequential linear programming (SLP) and retrospective discretisation techniques. In the second half, we investigate other trade-offs, namely between least-cost and near-optimal solutions. We systematically explore broad ranges of technologically diverse system configurations that are viable without compromising the system\u27s overall cost-effectiveness. For example, we present solutions that avoid installing onshore wind turbines, bypass new overhead transmission lines, or feature a more regionally balanced distribution of generation capacities. Such alternative designs may be more widely socially accepted, and, thus, knowing about these degrees of freedom is highly policy-relevant. The method we employ to span the space of near-optimal solutions is related to modelling-to-generate-alternatives, a variant of multi-objective optimisation. The robustness of our results is further strengthened by considering technology cost uncertainties. To efficiently sweep the cost parameter space, we leverage multi-fidelity surrogate modelling techniques using sparse polynomial chaos expansion in combination with low-discrepancy sampling and extensive parallelisation on high-performance computing infrastructure