Multifidelity Uncertainty Quantification for Online Simulations of Automotive Propulsion Systems

2021 ◽  
Author(s):  
Hang Yang ◽  
Alex Gorodetsky ◽  
Yuji Fujii ◽  
Kon-Well Wang

Abstract The increasing complexity and demanding performance requirement of modern automotive propulsion systems necessitate more intelligent and robust predictive controls. Due to the significant uncertainties from both unavoidable modeling errors and probabilistic environmental disturbances, the ability to quantify the effect of these uncertainties to the system behaviors is of crucial importance to enable advanced control designs for automotive propulsion systems. Furthermore, the quantification of uncertainty must be computationally efficient such that it can be conducted on board a vehicle in real-time. However, traditional uncertainty quantification methods for complicated nonlinear systems, such as Monte Carlo, often rely on sampling — a computationally prohibitive process for many applications. Previous research has shown promises of using spectral decomposition methods such as generalized Polynomial Chaos to reduce the online computational cost of uncertainty quantification. However, such method suffers from scalability and bias issues. This paper seeks to alleviate these computational bottlenecks by developing a multifidelity uncertainty quantification method that combines low-order generalized Polynomial Chaos with Monte Carlo estimation via Control Variates. Results on the mean and variance estimates of the axle shaft torque show that the proposed method can correct the bias of low-order Polynomial Chaos expansions while significantly reducing variance compared to the conventional Monte Carlo.

Author(s):  
Jeremy Kolansky ◽  
Corina Sandu

The generalized polynomial chaos (gPC) method for propagating uncertain parameters through dynamical systems (previously developed at Virginia Tech) has been shown to be very computationally efficient. This method seems also to be ideal for real-time parameter estimation when merged with the Extended Kalman Filter (EKF). The resulting technique is shown in the present paper for systems in state-space representations, and then expanded to systems in regressions formulations. Due to the way the filter interacts with the polynomial chaos expansions, the covariance matrix is forced to zero in finite time. This problem shows itself as an inability to perform state estimations and causes the parameters to converge to incorrect values for state space systems. In order to address this issue, improvements to the method are implemented and the updated method is applied to both state space and regression systems. The resultant technique shows high accuracy of both state and parameter estimations.


2019 ◽  
Vol 14 (2) ◽  
Author(s):  
Andrew S. Wixom ◽  
Gage S. Walters ◽  
Sheri L. Martinelli ◽  
David M. Williams

We explore the use of generalized polynomial chaos (GPC) expansion with stochastic collocation (SC) for modeling the uncertainty in the noise radiated by a plate subject to turbulent boundary layer (TBL) forcing. The SC form of polynomial chaos permits re-use of existing computational models, while drastically reducing the number of evaluations of the deterministic code compared to Monte Carlo (MC) sampling, for instance. Further efficiency is attained through the application of new, efficient, quadrature rules to compute the GPC expansion coefficients. We demonstrate that our approach accurately reconstructs the statistics of the radiated sound power by propagating the input uncertainty through the computational physics model. The use of optimized quadrature rules permits these results to be obtained using far fewer quadrature nodes than with traditional methods, such as tensor product quadrature and Smolyak sparse grid methods. As each quadrature node corresponds to an expensive deterministic model evaluation, the computational cost of the analysis is seen to be greatly reduced.


2010 ◽  
Vol 02 (02) ◽  
pp. 305-353 ◽  
Author(s):  
K. SEPAHVAND ◽  
S. MARBURG ◽  
H.-J. HARDTKE

In recent years, extensive research has been reported about a method which is called the generalized polynomial chaos expansion. In contrast to the sampling methods, e.g., Monte Carlo simulations, polynomial chaos expansion is a nonsampling method which represents the uncertain quantities as an expansion including the decomposition of deterministic coefficients and random orthogonal bases. The generalized polynomial chaos expansion uses more orthogonal polynomials as the expansion bases in various random spaces which are not necessarily Gaussian. A general review of uncertainty quantification methods, the theory, the construction method, and various convergence criteria of the polynomial chaos expansion are presented. We apply it to identify the uncertain parameters with predefined probability density functions. The new concepts of optimal and nonoptimal expansions are defined and it demonstrated how we can develop these expansions for random variables belonging to the various random spaces. The calculation of the polynomial coefficients for uncertain parameters by using various procedures, e.g., Galerkin projection, collocation method, and moment method is presented. A comprehensive error and accuracy analysis of the polynomial chaos method is discussed for various random variables and random processes and results are compared with the exact solution or/and Monte Carlo simulations. The method is employed for the basic stochastic differential equation and, as practical application, to solve the stochastic modal analysis of the microsensor quartz fork. We emphasize the accuracy in results and time efficiency of this nonsampling procedure for uncertainty quantification of stochastic systems in comparison with sampling techniques, e.g., Monte Carlo simulation.


Sign in / Sign up

Export Citation Format

Share Document