Sampling-Based Uncertainty Quantification: Monte Carlo and Beyond

Author(s):  
Ryan G. McClarren
Author(s):  
Georg A. Mensah ◽  
Luca Magri ◽  
Jonas P. Moeck

Thermoacoustic instabilities are a major threat for modern gas turbines. Frequency-domain based stability methods, such as network models and Helmholtz solvers, are common design tools because they are fast compared to compressible CFD computations. Frequency-domain approaches result in an eigenvalue problem, which is nonlinear with respect to the eigenvalue. Nonlinear functions of the frequency are, for example, the n–τ model, impedance boundary conditions, etc. Thus, the influence of the relevant parameters on mode stability is only given implicitly. Small changes in some model parameters, which are obtained by experiments with some uncertainty, may have a great impact on stability. The assessment of how parameter uncertainties propagate to system stability is therefore crucial for safe gas turbine operation. This question is addressed by uncertainty quantification. A common strategy for uncertainty quantification in thermoacoustics is risk factor analysis. It quantifies the uncertainty of a set of parameters in terms of the probability of a mode to become unstable. One general challenge regarding uncertainty quantification is the sheer number of uncertain parameter combinations to be quantified. For instance, uncertain parameters in an annular combustor might be the equivalence ratio, convection times, geometrical parameters, boundary impedances, flame response model parameters etc. Assessing also the influence of all possible combinations of these parameters on the risk factor is a numerically very costly task. A new and fast way to obtain algebraic parameter models in order to tackle the implicit nature of the eigenfrequency problem is using adjoint perturbation theory. Though adjoint perturbation methods were recently applied to accelerate the risk factor analysis, its potential to improve the theory has not yet been fully exploited. This paper aims to further utilize adjoint methods for the quantification of uncertainties. This analytical method avoids the usual random Monte Carlo simulations, making it particularly attractive for industrial purposes. Using network models and the open-source Helmholtz solver PyHoltz it is also discussed how to apply the method with standard modeling techniques. The theory is exemplified based on a simple ducted flame and a combustor of EM2C laboratory for which experimental validation is available.


2014 ◽  
Vol 46 (4) ◽  
pp. 481-488 ◽  
Author(s):  
SEUNG WOOK LEE ◽  
BUB DONG CHUNG ◽  
YOUNG-SEOK BANG ◽  
SUNG WON BAE

2014 ◽  
Vol 185 (5) ◽  
pp. 1355-1363 ◽  
Author(s):  
Americo Cunha ◽  
Rafael Nasser ◽  
Rubens Sampaio ◽  
Hélio Lopes ◽  
Karin Breitman

Mathematics ◽  
2020 ◽  
Vol 8 (7) ◽  
pp. 1078
Author(s):  
Ruxandra Stoean ◽  
Catalin Stoean ◽  
Miguel Atencia ◽  
Roberto Rodríguez-Labrada ◽  
Gonzalo Joya

Uncertainty quantification in deep learning models is especially important for the medical applications of this complex and successful type of neural architectures. One popular technique is Monte Carlo dropout that gives a sample output for a record, which can be measured statistically in terms of average probability and variance for each diagnostic class of the problem. The current paper puts forward a convolutional–long short-term memory network model with a Monte Carlo dropout layer for obtaining information regarding the model uncertainty for saccadic records of all patients. These are next used in assessing the uncertainty of the learning model at the higher level of sets of multiple records (i.e., registers) that are gathered for one patient case by the examining physician towards an accurate diagnosis. Means and standard deviations are additionally calculated for the Monte Carlo uncertainty estimates of groups of predictions. These serve as a new collection where a random forest model can perform both classification and ranking of variable importance. The approach is validated on a real-world problem of classifying electrooculography time series for an early detection of spinocerebellar ataxia 2 and reaches an accuracy of 88.59% in distinguishing between the three classes of patients.


2020 ◽  
Vol 42 (4) ◽  
pp. B1067-B1091
Author(s):  
Andrea Beck ◽  
Jakob Dürrwächter ◽  
Thomas Kuhn ◽  
Fabian Meyer ◽  
Claus-Dieter Munz ◽  
...  

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