Award Abstract # 1462385
Stochastic Optimization for Design under Uncertainty with Dependent Probability Measures

NSF Org: CMMI
Division of Civil, Mechanical, and Manufacturing Innovation
Recipient: THE UNIVERSITY OF IOWA
Initial Amendment Date: August 8, 2015
Latest Amendment Date: August 8, 2015
Award Number: 1462385
Award Instrument: Standard Grant
Program Manager: Kathryn Jablokow
kjabloko@nsf.gov
 (703)292-7933
CMMI
 Division of Civil, Mechanical, and Manufacturing Innovation
ENG
 Directorate for Engineering
Start Date: August 15, 2015
End Date: July 31, 2020 (Estimated)
Total Intended Award Amount: $287,820.00
Total Awarded Amount to Date: $287,820.00
Funds Obligated to Date: FY 2015 = $287,820.00
History of Investigator:
  • Sharif Rahman (Principal Investigator)
    rahman@engineering.uiowa.edu
Recipient Sponsored Research Office: University of Iowa
105 JESSUP HALL
IOWA CITY
IA  US  52242-1316
(319)335-2123
Sponsor Congressional District: 01
Primary Place of Performance: University of Iowa
IA  US  52242-1320
Primary Place of Performance
Congressional District:
01
Unique Entity Identifier (UEI): Z1H9VJS8NG16
Parent UEI:
NSF Program(s): ESD-Eng & Systems Design
Primary Program Source: 01001516DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s): 067E, 068E, 073E, 9150
Program Element Code(s): 146400
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.041

ABSTRACT

Many complex systems and engineering structures are plagued by uncertainties in manufacturing processes and operating environments. Conventional design approaches rely on heuristically derived safety factors and do not account quantitatively for the statistical variation of a system response. In this project, the principal investigator will conduct fundamental research on design optimization of complex systems in the presence of statistically dependent uncertainty. Novel methods will be developed to determine the best design alternative considering that the system behavior is uncertain and driven by dependent input variables. Potential engineering applications include ground vehicle design for improved durability and crashworthiness, fatigue- and fracture-resistant design for civil and aerospace applications, and reliable design of microelectronic packaging under harsh environments. Beyond engineering, the results from this research will benefit the U.S. economy and society through potential application in areas such as energy, finance, management, scheduling, and transportation and logistics, where optimization under uncertainty plays a vital role. This research is multi-disciplinary, encompassing several disciplines, including engineering, computer science, mathematics, and statistics. It will help broaden participation of underrepresented groups in research and positively impact engineering education.

The objectives of this project are to build a solid mathematical foundation, devise efficient numerical algorithms, and develop practical tools for design optimization subject to uncertainty characterized by dependent probability distributions. The effort will involve (1) a new theoretical development of the generalized polynomial dimensional decomposition method for a high-dimensional stochastic response; (2) new formulae and scalable algorithms for calculating the statistical moments and reliability, followed by design sensitivity analysis; and (3) new reliability-based and robust optimization algorithms for shape and topology designs. Due to innovative calculation of the expansion coefficients, the generalized decomposition method will be efficiently implemented regardless of the size of the stochastic design problem. The innovative formulation of the statistical moment and reliability analyses and design sensitivities, which requires a single or at most a few stochastic simulations for all possible designs, will markedly accelerate the optimization process, potentially producing breakthrough solutions to stochastic design problems.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

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(Showing: 1 - 10 of 18)
Lee, D. and Rahman, S., "Practical Uncertainty Quantification Analysis Involving Statistically Dependent Random Variables" Applied Mathematical Modelling , v.84 , 2020 , p.324 https://doi.org/10.1016/j.apm.2020.03.041
Rahman, S. "A Polynomial Chaos Expansion in Dependent Random Variables" Journal of Mathematical Analysis and Applications , v.454 , 2018 , p.749
Rahman, S. "A Surrogate Method for Density-based Global Sensitivity Analysis" Reliability Engineering & Systems Safety , v.155 , 2016 , p.224
Rahman, S. "A Surrogate Method for Density-based Global Sensitivity Analysis" Reliability Engineering & Systems Safety , v.155 , 2016 , p.224
Rahman, S. "Dimensionwise Multivariate Orthogonal Polynomials in General Probability Spaces" Applied Mathematics and Computation , v.362 , 2019 , p.1 https://doi.org/10.1016/j.amc.2019.06.052
Rahman, S. "Mathematical Properties of Polynomial Dimensional Decomposition" SIAM/ASA Journal on Uncertainty Quantification , v.6 , 2018 , p.816
Rahman, S. "The f-Sensitivity Index" SIAM/ASA Journal on Uncertainty Quantification , v.4 , 2016 , p.130
Rahman, S. "The f-Sensitivity Index" SIAM/ASA Journal on Uncertainty Quantification , v.4 , 2016 , p.130
Rahman, S. "The f-Sensitivity Index" SIAM/ASA Journal on Uncertainty Quantification , v.4 , 2016 , p.130
Rahman, S. "Uncertainty Quantification under Dependent Random Variables by a Generalized Polynomial Dimensional Decomposition" Computer Methods in Applied Mechanics and Engineering , v.344 , 2019 , p.910
Rahman, S. "Wiener-Hermite Polynomial Chaos Expansion for Dependent Variables" Journal of Mathematical Analysis and Applications , v.454 , 2016 , p.303
(Showing: 1 - 10 of 18)

PROJECT OUTCOMES REPORT

Disclaimer

This Project Outcomes Report for the General Public is displayed verbatim as submitted by the Principal Investigator (PI) for this award. Any opinions, findings, and conclusions or recommendations expressed in this Report are those of the PI and do not necessarily reflect the views of the National Science Foundation; NSF has not approved or endorsed its content.

Engineering design of complex systems is frequently confronted with uncertainties stemming from manufacturing processes and operating environments. These uncertainties cannot be explicitly or effectively dealt with in a traditional deterministic paradigm. More often than not, heuristically acquired safety factors are used to consider the influence of uncertainties in a qualitative manner, leading to overly incompetent or unknowingly risky designs. Under this National Science Foundation award, the principal investigator and his student performed fundamental research on the design optimization of complex systems in the presence of statistically dependent uncertainty. The principal objective was to develop innovative methods to determine the best design alternative considering that the system behavior is uncertain and driven by dependent input variables. The research involved new theoretical developments and integration of state-of-the-art computational methods from engineering, mathematics, and statistics. New computer models were created to examine two principal variants of design optimization: (1) robust design optimization by propagating input uncertainties to system behavior, resulting in a reduced sensitivity of optimal design; and (2) reliability-based design optimization by fulfilling a prescribed reliability level, leading to optimal design with an acceptably low risk of failure. Depending on the objective put forward by a designer, uncertainty is deftly controlled by these design optimization methods. The novel formulations of probabilistic analysis, design sensitivity analysis, and optimization algorithms generated from this research have attained not only highly accurate but also computationally proficient design solutions. As such, the computer models developed are capable of solving industrial-scale design optimization problems with numerous design variables. The results of this research are anticipated to be applicable to a comprehensive multidisciplinary optimization methodology in the presence of uncertainty. Conceivable engineering applications include ground vehicle design for improved durability, noise-vibration-harshness, and crashworthiness; fatigue- and fracture-resistant design for civil and aerospace applications; and reliability-based design of microelectronics and interconnects, to name just a few. Beyond engineering, potential application areas include energy sciences (e.g., nuclear energy, carbon sequestration); finance and management (e.g., stock market, portfolio management); geosciences, (e.g., seismology, reservoir modeling); and transportation and logistics (e.g., freight transportation, product shipment), where optimization under uncertainty plays an important role. Therefore, this research not only advances the frontier of knowledge in engineering design but also will positively impact the U.S. economy and society.


Last Modified: 11/02/2020
Modified by: Sharif Rahman

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