Comparative Analysis of Methodologies for Uncertainty Propagation and Quantification

In engineering design, uncertainty is inevitable and can cause a significant deviation in the performance of a system. Uncertainty in input parameters can be categorized into two groups: aleatory and epistemic uncertainty. The work presented here is focused on aleatory uncertainty, which can cause natural, unpredictable and uncontrollable variations in performance of the system under study. Such uncertainty can be quantified using statistical methods, but the main obstacle is often the computational cost, because the representative model is typically highly non-linear and complex. Therefore, it is necessary to have a robust tool that can perform the uncertainty propagation with as few evaluations as possible. In the last few years, different methodologies for uncertainty propagation and quantification have been proposed. The focus of this study is to evaluate four different methods to demonstrate strengths and weaknesses of each approach. The first method considered is Monte Carlo simulation, a sampling method that can give high accuracy but needs a relatively large computational effort. The second method is Polynomial Chaos, an approximated method where the probabilistic parameters of the response function are modelled with orthogonal polynomials. The third method considered is Mid-range Approximation Method. This approach is based on the assembly of multiple meta-models into one model to perform optimization under uncertainty. The fourth method is the application of the first two methods not directly to the model but to a response surface representing the model of the simulation, to decrease computational cost. All these methods have been applied to a set of analytical test functions and engineering test cases. Relevant aspects of the engineering design and analysis such as high number of stochastic variables and optimised design problem with and without stochastic design parameters were assessed. Polynomial Chaos emerges as the most promising methodology, and was then applied to a turbomachinery test case based on a thermal analysis of a high-pressure turbine disk.