Table Of ContentNotes on Numerical Fluid Mechanics
and Multidisciplinary Design 140
Charles Hirsch · Dirk Wunsch
Jacek Szumbarski
Łukasz Łaniewski-Wołłk
Editors
Jordi Pons-Prats
Uncertainty
Management for
Robust Industrial
Design in Aeronautics
Findings and Best Practice Collected
During UMRIDA, a Collaborative
Research Project (2013–2016) Funded
by the European Union
Notes on Numerical Fluid Mechanics
and Multidisciplinary Design
Volume 140
Series editors
Wolfgang Schröder, Lehrstuhl für Strömungslehre und Aerodynamisches Institut,
Aachen, Germany
e-mail: offi[email protected]
BendiksJanBoersma,DelftUniversityofTechnology,CADelft,TheNetherlands
e-mail: [email protected]
Kozo Fujii, The Institute of Space and Astronautical Science, Kanagawa, Japan
e-mail: fujii@flab.eng.isas.jaxa.jp
Werner Haase, Neubiberg, Germany
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Ernst Heinrich Hirschel, Zorneding, Germany
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Michael A. Leschziner, Imperial College of Science Technology and Medicine,
London, UK
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Jacques Periaux, Paris, France
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Sergio Pirozzoli, Università di Roma “La Sapienza”, Roma, Italy
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Arthur Rizzi, KTH Royal Institute of Technology, Stockholm, Sweden
e-mail: [email protected]
Bernard Roux, Technopole de Chateau-Gombert, Marseille Cedex, France
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Yurii I. Shokin, Siberian Branch of the Russian Academy of Sciences,
Novosibirsk, Russia
e-mail: [email protected]
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⋅
Charles Hirsch Dirk Wunsch
⋅ Ł Ł łł
Jacek Szumbarski ukasz aniewski-Wo k
Jordi Pons-Prats
Editors
Uncertainty Management
for Robust Industrial Design
in Aeronautics
Findings and Best Practice Collected
During UMRIDA, a Collaborative Research
–
Project (2013 2016) Funded by the European
Union
123
Editors
CharlesHirsch ŁukaszŁaniewski-Wołłk
NUMECA International S.A. Institute of Aeronautics
Brussels andAppliedMechanics
Belgium Warsaw University of Technology
Warsaw
DirkWunsch Poland
NUMECA International S.A.
Brussels JordiPons-Prats
Belgium CIMNEInternational Centre
forNumerical Methods
Jacek Szumbarski inEngineering
Institute of Aeronautics Barcelona
andAppliedMechanics Spain
Warsaw University of Technology
Warsaw
Poland
ISSN 1612-2909 ISSN 1860-0824 (electronic)
NotesonNumerical Fluid MechanicsandMultidisciplinary Design
ISBN978-3-319-77766-5 ISBN978-3-319-77767-2 (eBook)
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Contents
Part I The UMRIDA Project
Vision, Objectives and Research Activities. . . . . . . . . . . . . . . . . . . . . . . 3
Charles Hirsch and Dirk Wunsch
UMRIDA Test Case Database with Prescribed Uncertainties. . . . . . . . . 15
Sönke Klostermann
Part II Uncertainty Quantification (UQ) and Efficient Handling of a
Large Number of Uncertainties
Uncertainties in Compressor and Aircraft Design . . . . . . . . . . . . . . . . . 35
Dirk Büche, Sönke Klostermann, G. Rogé and X. Loyatho
EstimationofModelErrorUsingBayesianModel-ScenarioAveraging
with Maximum a Posterori-Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
MartinSchmelzer,RichardP.Dwight,WouterEdelingandPaolaCinnella
Uncertainties for Thermoacoustics: A First Analysis . . . . . . . . . . . . . . . 71
A. Ndiaye and F. Nicoud
Numerical Uncertainties Estimation and Mitigation by Mesh
Adaptation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
Frédéric Alauzet, Alain Dervieux, Loïc Frazza and Adrien Loseille
General Introduction to Polynomial Chaos
and Collocation Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
Chris Lacor and Éric Savin
Generalized Polynomial Chaos for Non-intrusive Uncertainty
Quantification in Computational Fluid Dynamics. . . . . . . . . . . . . . . . . . 123
Vincent Couaillier and Éric Savin
v
vi Contents
Non-intrusive Probabilistic Collocation Method for Operational,
Geometrical, and Manufacturing Uncertainties in Engineering
Practice . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
Dirk Wunsch, Rémy Nigro, Grégory Coussement and Charles Hirsch
Non-intrusiveUncertaintyQuantificationbyCombinationofReduced
Basis Method and Regression-based Polynomial Chaos Expansion . . . . 169
Mehrdad Raisee, Dinesh Kumar and Chris Lacor
Screening Analysis and Adaptive Sparse Collocation Method . . . . . . . . 185
Alberto Clarich and Rosario Russo
General Introduction to Surrogate Model-Based
Approaches to UQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
Daigo Maruyama, Stefan Görtz and Dishi Liu
Comparing Surrogates for Estimating Aerodynamic Uncertainties
of Airfoils. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
Daigo Maruyama, Dishi Liu and Stefan Görtz
Ordinary Kriging Surrogates in Aerodynamics . . . . . . . . . . . . . . . . . . . 229
Antoine Dumont, Jean-Luc Hantrais-Gervois, Pierre-Yves Passaggia,
Jacques Peter, Itham Salah el Din and Éric Savin
Surrogates for Combustion Instabilities in Annular Combustors. . . . . . 247
M. Bauerheim, A. Ndiaye and F. Nicoud
General Introduction to Monte Carlo and Multi-level
Monte Carlo Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
Robin Schmidt, Matthias Voigt, Michele Pisaroni, Fabio Nobile,
Penelope Leyland, Jordi Pons-Prats and Gabriel Bugeda
Latin Hypercube Sampling-Based Monte Carlo Simulation:
Extension of the Sample Size and Correlation Control . . . . . . . . . . . . . 279
Robin Schmidt, Matthias Voigt and Ronald Mailach
Multi-level Monte Carlo Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
Jordi Pons-Prats and G. Bugeda
Continuation Multi-level Monte Carlo . . . . . . . . . . . . . . . . . . . . . . . . . . 305
Michele Pisaroni, Fabio Nobile and Penelope Leyland
Introduction to Intrusive Perturbation Methods. . . . . . . . . . . . . . . . . . . 327
Alain Dervieux
Algorithmic Differentiation for Second Derivatives . . . . . . . . . . . . . . . . 335
Alain Dervieux
Second-Order Derivatives for Geometrical Uncertainties . . . . . . . . . . . . 347
Marcin Wyrozębski, Łukasz Łaniewski-Wołłk and Jacek Rokicki
Contents vii
Part III Application of Uncertainty Quantification to Industrial
Challenges
Application of UQ for Turbine Blade CHT Computations. . . . . . . . . . . 365
K. Vinogradov and G. Kretinin
Application of Uncertainty Quantification Methodologies to Falcon. . . . 383
G. Rogé and X. Loyatho
Application of UQ to Combustor Design . . . . . . . . . . . . . . . . . . . . . . . . 399
S. Richard, J. Lamouroux, A. Ndiaye and F. Nicoud
Manufacturing Uncertainties for Acoustic Liners. . . . . . . . . . . . . . . . . . 415
N. Magnino
Manufacturing Uncertainties in High-Pressure Compressors . . . . . . . . . 431
Rémy Nigro, Dirk Wunsch, Grégory Coussement and Charles Hirsch
Part IV Robust Design Optimization (RDO) and Applications
Formulations for Robust Design and Inverse Robust Design . . . . . . . . . 447
Alberto Clarich and Rosario Russo
Robust Design of Initial Boundary Value Problems. . . . . . . . . . . . . . . . 463
Jan Nordström and Markus Wahlsten
Robust Optimization with Gaussian Process Models . . . . . . . . . . . . . . . 479
Krzysztof Marchlewski, Łukasz Łaniewski-Wołłk, Sławomir Kubacki
and Jacek Szumbarski
Robust Design in Turbomachinery Applications . . . . . . . . . . . . . . . . . . 495
Rémy Nigro, Dirk Wunsch, Grégory Coussement and Charles Hirsch
Robust Design Measures for Airfoil Shape Optimization . . . . . . . . . . . . 513
Daigo Maruyama, Stefan Görtz and Dishi Liu
Robust Design with MLMC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 529
Michele Pisaroni, Fabio Nobile and Penelope Leyland
Value-at-Risk and Conditional Value-at-Risk in Optimization
Under Uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541
Domenico Quagliarella
Combination of Polynomial Chaos with Adjoint Formulations
for Optimization Under Uncertainties . . . . . . . . . . . . . . . . . . . . . . . . . . 567
Dinesh Kumar, Mehrdad Raisee and Chris Lacor
Robust Multiphysics Optimization of Fan Blade . . . . . . . . . . . . . . . . . . 583
K. Vinogradov, G. Kretinin and I. Leshenko
viii Contents
UQ Sensitivity Analysis and Robust Design Optimization
of a Supersonic Natural Laminar Flow Wing-Body . . . . . . . . . . . . . . . . 601
Domenico Quagliarella and Emiliano Iuliano
Robust Compressor Optimization by Evolutionary Algorithms . . . . . . . 629
Dirk Büche
Robust Optimization of Acoustic Liners. . . . . . . . . . . . . . . . . . . . . . . . . 647
N. Magnino
Application of Robust Design Methodologies to Falcon . . . . . . . . . . . . . 663
G. Rogé and X. Loyatho
Part V UMRIDA Best Practices: Methods for Uncertainty
Quantification, RDO and Their Applicability Range
Uncertainties Identification and Quantification . . . . . . . . . . . . . . . . . . . 679
Dirk Büche, Sönke Klostermann and Martin Schmelzer
Polynomial Chaos and Collocation Methods and Their Range
of Applicability. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 687
Chris Lacor and Éric Savin
Surrogate Model-Based Approaches to UQ and Their Range
of Applicability. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 703
Daigo Maruyama, Dishi Liu and Stefan Görtz
Monte Carlo-Based and Sampling-Based Methods and Their Range
of Applicability. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 715
Robin Schmidt, Matthias Voigt, Michele Pisaroni, Fabio Nobile,
Penelope Leyland, Jordi Pons-Prats and Gabriel Bugeda
Introduction to Intrusive Perturbation Methods and Their Range
of Applicability. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 721
Alain Dervieux
Use of Open Source UQ Libraries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 737
Sönke Klostermann and R. Lebrun
Uncertainty Quantification in an Engineering
Design Software System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 747
Dirk Wunsch, Rémy Nigro, Grégory Coussement and Charles Hirsch
Use of Automatic Differentiation Tools at the Example
of TAPENADE. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 755
Alain Dervieux
Formulations for Robust Design and Inverse Robust Design . . . . . . . . . 765
Alberto Clarich and Rosario Russo
Contents ix
Use of RD in Multiphysics Applications. . . . . . . . . . . . . . . . . . . . . . . . . 777
S. Richard and N. Magnino
Geometrical Uncertainties—Accuracy of Parametrization and Its
Influence on UQ and RDO Results. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 785
Dishi Liu, Daigo Maruyama and Stefan Görtz
Analysis and Interpretation of Probabilistic Simulation Output. . . . . . . 799
Alberto Clarich and Rosario Russo
Summary of UMRIDA Best Practices . . . . . . . . . . . . . . . . . . . . . . . . . . 805
Jordi Pons-Prats and Gabriel Bugeda
Part VI Conclusions
Project Summary and Outlook. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 811
Charles Hirsch and Dirk Wunsch
Description:This book covers cutting-edge findings related to uncertainty quantification and optimization under uncertainties (i.e. robust and reliable optimization), with a special emphasis on aeronautics and turbomachinery, although not limited to these fields. It describes new methods for uncertainty quantif