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Simple effective conservative treatment of uncertainty from sparse samples of random functions

ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems. Part B. Mechanical Engineering

Romero, Vicente J.; Schroeder, Benjamin B.; Dempsey, J.F.; Lewis, John R.; Breivik, Nicole L.; Orient, George; Antoun, Bonnie R.; Winokur, Justin; Glickman, Matthew R.; Red-Horse, John R.

This paper examines the variability of predicted responses when multiple stress-strain curves (reflecting variability from replicate material tests) are propagated through a finite element model of a ductile steel can being slowly crushed. Over 140 response quantities of interest (including displacements, stresses, strains, and calculated measures of material damage) are tracked in the simulations. Each response quantity’s behavior varies according to the particular stress-strain curves used for the materials in the model. We desire to estimate response variability when only a few stress-strain curve samples are available from material testing. Propagation of just a few samples will usually result in significantly underestimated response uncertainty relative to propagation of a much larger population that adequately samples the presiding random-function source. A simple classical statistical method, Tolerance Intervals, is tested for effectively treating sparse stress-strain curve data. The method is found to perform well on the highly nonlinear input-to-output response mappings and non-standard response distributions in the can-crush problem. The results and discussion in this paper support a proposition that the method will apply similarly well for other sparsely sampled random variable or function data, whether from experiments or models. Finally, the simple Tolerance Interval method is also demonstrated to be very economical.

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Computational thermal, chemical, fluid, and solid mechanics for geosystems management

Martinez, Mario J.; Red-Horse, John R.; Carnes, Brian R.; Mesh, Mikhail; Field, Richard V.; Davison, Scott M.; Yoon, Hongkyu; Bishop, Joseph E.; Newell, Pania; Notz, Patrick K.; Turner, D.Z.; Subia, Samuel R.; Hopkins, Polly L.; Moffat, Harry K.; Jove-Colon, Carlos F.; Dewers, Thomas; Klise, Katherine A.

This document summarizes research performed under the SNL LDRD entitled - Computational Mechanics for Geosystems Management to Support the Energy and Natural Resources Mission. The main accomplishment was development of a foundational SNL capability for computational thermal, chemical, fluid, and solid mechanics analysis of geosystems. The code was developed within the SNL Sierra software system. This report summarizes the capabilities of the simulation code and the supporting research and development conducted under this LDRD. The main goal of this project was the development of a foundational capability for coupled thermal, hydrological, mechanical, chemical (THMC) simulation of heterogeneous geosystems utilizing massively parallel processing. To solve these complex issues, this project integrated research in numerical mathematics and algorithms for chemically reactive multiphase systems with computer science research in adaptive coupled solution control and framework architecture. This report summarizes and demonstrates the capabilities that were developed together with the supporting research underlying the models. Key accomplishments are: (1) General capability for modeling nonisothermal, multiphase, multicomponent flow in heterogeneous porous geologic materials; (2) General capability to model multiphase reactive transport of species in heterogeneous porous media; (3) Constitutive models for describing real, general geomaterials under multiphase conditions utilizing laboratory data; (4) General capability to couple nonisothermal reactive flow with geomechanics (THMC); (5) Phase behavior thermodynamics for the CO2-H2O-NaCl system. General implementation enables modeling of other fluid mixtures. Adaptive look-up tables enable thermodynamic capability to other simulators; (6) Capability for statistical modeling of heterogeneity in geologic materials; and (7) Simulator utilizes unstructured grids on parallel processing computers.

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Practical reliability and uncertainty quantification in complex systems : final report

Grace, Matthew D.; Red-Horse, John R.; Pebay, Philippe P.; Ringland, James T.; Zurn, Rena M.; Diegert, Kathleen V.

The purpose of this project was to investigate the use of Bayesian methods for the estimation of the reliability of complex systems. The goals were to find methods for dealing with continuous data, rather than simple pass/fail data; to avoid assumptions of specific probability distributions, especially Gaussian, or normal, distributions; to compute not only an estimate of the reliability of the system, but also a measure of the confidence in that estimate; to develop procedures to address time-dependent or aging aspects in such systems, and to use these models and results to derive optimal testing strategies. The system is assumed to be a system of systems, i.e., a system with discrete components that are themselves systems. Furthermore, the system is 'engineered' in the sense that each node is designed to do something and that we have a mathematical description of that process. In the time-dependent case, the assumption is that we have a general, nonlinear, time-dependent function describing the process. The major results of the project are described in this report. In summary, we developed a sophisticated mathematical framework based on modern probability theory and Bayesian analysis. This framework encompasses all aspects of epistemic uncertainty and easily incorporates steady-state and time-dependent systems. Based on Markov chain, Monte Carlo methods, we devised a computational strategy for general probability density estimation in the steady-state case. This enabled us to compute a distribution of the reliability from which many questions, including confidence, could be addressed. We then extended this to the time domain and implemented procedures to estimate the reliability over time, including the use of the method to predict the reliability at a future time. Finally, we used certain aspects of Bayesian decision analysis to create a novel method for determining an optimal testing strategy, e.g., we can estimate the 'best' location to take the next test to minimize the risk of making a wrong decision about the fitness of a system. We conclude this report by proposing additional fruitful areas of research.

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Structural Dynamics Challenge Problem: Summary

Computer Methods in Applied Mechanics and Engineering

Red-Horse, John R.

The six papers in this special issue that develop solutions to the Structural Dynamics Challenge Problem are summarized herein. The goal is to emphasize different tools and approaches applied to various parts of the structural dynamics problem. Specifically the following issues are considered: (1) Development of a mathematical framework for uncertainty quantification of a substructure. (2) Calibration of a mathematical model for the substructure. (3) Validation of the substructure mathematical model. (4) Use of the mathematical model of the substructure, in conjunction with another structure, to make a prediction of the probability that a regulatory limit is surpassed, and discussion of the uncertainty of the prediction. Different methodologies are presented and specific results vary, however, conclusions regarding satisfaction of the regulatory requirement match. © 2008 Elsevier B.V. All rights reserved.

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Elements of a function analytic approach to probability

Red-Horse, John R.

We first provide a detailed motivation for using probability theory as a mathematical context in which to analyze engineering and scientific systems that possess uncertainties. We then present introductory notes on the function analytic approach to probabilistic analysis, emphasizing the connections to various classical deterministic mathematical analysis elements. Lastly, we describe how to use the approach as a means to augment deterministic analysis methods in a particular Hilbert space context, and thus enable a rigorous framework for commingling deterministic and probabilistic analysis tools in an application setting.

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Bayesian methods for estimating the reliability in complex hierarchical networks (interim report)

Marzouk, Youssef M.; Pebay, Philippe P.; Red-Horse, John R.; Diegert, Kathleen V.; Zurn, Rena M.

Current work on the Integrated Stockpile Evaluation (ISE) project is evidence of Sandia's commitment to maintaining the integrity of the nuclear weapons stockpile. In this report, we undertake a key element in that process: development of an analytical framework for determining the reliability of the stockpile in a realistic environment of time-variance, inherent uncertainty, and sparse available information. This framework is probabilistic in nature and is founded on a novel combination of classical and computational Bayesian analysis, Bayesian networks, and polynomial chaos expansions. We note that, while the focus of the effort is stockpile-related, it is applicable to any reasonably-structured hierarchical system, including systems with feedback.

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Utilizing Computational Probabilistic Methods to Derive Shock Specifications in a Nondeterministic Environment

Field, Richard V.; Red-Horse, John R.; Paez, Thomas L.

One of the key elements of the Stochastic Finite Element Method, namely the polynomial chaos expansion, has been utilized in a nonlinear shock and vibration application. As a result, the computed response was expressed as a random process, which is an approximation to the true solution process, and can be thought of as a generalization to solutions given as statistics only. This approximation to the response process was then used to derive an analytically-based design specification for component shock response that guarantees a balanced level of marginal reliability. Hence, this analytically-based reference SRS might lead to an improvement over the somewhat ad hoc test-based reference in the sense that it will not exhibit regions of conservativeness. nor lead to overtesting of the design.

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A nondeterministic shock and vibration application using polynomial chaos expansions

Field, Richard V.; Red-Horse, John R.; Paez, Thomas L.

In the current study, the generality of the key underpinnings of the Stochastic Finite Element (SFEM) method is exploited in a nonlinear shock and vibration application where parametric uncertainty enters through random variables with probabilistic descriptions assumed to be known. The system output is represented as a vector containing Shock Response Spectrum (SRS) data at a predetermined number of frequency points. In contrast to many reliability-based methods, the goal of the current approach is to provide a means to address more general (vector) output entities, to provide this output as a random process, and to assess characteristics of the response which allow one to avoid issues of statistical dependence among its vector components.

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Reliability Analysis of Penetration Systems Using Nondeterministic Methods

Field, Richard V.; Red-Horse, John R.; Paez, Thomas L.

Device penetration into media such as metal and soil is an application of some engineering interest. Often, these devices contain internal components and it is of paramount importance that all significant components survive the severe environment that accompanies the penetration event. In addition, the system must be robust to perturbations in its operating environment, some of which exhibit behavior which can only be quantified to within some level of uncertainty. In the analysis discussed herein, methods to address the reliability of internal components for a specific application system are discussed. The shock response spectrum (SRS) is utilized in conjunction with the Advanced Mean Value (AMV) and Response Surface methods to make probabilistic statements regarding the predicted reliability of internal components. Monte Carlo simulation methods are also explored.

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Structural system identification: Structural dynamics model validation

Red-Horse, John R.

Structural system identification is concerned with the development of systematic procedures and tools for developing predictive analytical models based on a physical structure`s dynamic response characteristics. It is a multidisciplinary process that involves the ability (1) to define high fidelity physics-based analysis models, (2) to acquire accurate test-derived information for physical specimens using diagnostic experiments, (3) to validate the numerical simulation model by reconciling differences that inevitably exist between the analysis model and the experimental data, and (4) to quantify uncertainties in the final system models and subsequent numerical simulations. The goal of this project was to develop structural system identification techniques and software suitable for both research and production applications in code and model validation.

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SUPES Version 2. 1: A Software Utilities Package for the Engineering Sciences

Red-Horse, John R.

The Software Utilities Package for the Engineering Sciences (SUPES) is a collection of subprograms which perform frequently used non- numerical services for the engineering applications programmer. The three functional categories of SUPES are: (1) input command parsing, (2) dynamic memory management, and (3) system dependent utilities. The subprograms in categories one and two are written in standard FORTRAN-77, while the subprograms in category three are written to provide a standardized FORTRAN interface to several system dependent features. 2 refs.

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32 Results
32 Results