Smolyak Sparse Grid Research Articles

Scalable uncertainty estimation for nonlinear inverse problems using parameter reduction, constraint mapping, and geometric sampling: Marine controlled-source electromagnetic examples

We have developed a new uncertainty estimation method that accounts for nonlinearity inherent in most geophysical problems, allows for the explicit search of model posterior space, is scalable, and maintains computational efficiencies on the order of deterministic inverse solutions. We accomplish this by combining an efficient parameter reduction technique, a parameter constraint mapping routine, a sparse geometric sampling scheme, and an efficient forward solver. In order to reduce our model domain and determine an independent basis, we implement both a typical principal component analysis, which factorizes the model covariance matrix, and an alternative compression method, based on singular-value decomposition, which acts on training models, directly, and is storage efficient. Once we have a reduced base, we map parameter constraints, from our original model domain, to this reduced domain to define a bounded geometric region of feasible model space. We utilize an optimal scheme to sample this reduced model space that uses Smolyak sparse grids and minimizes the number of forward solves by finding the sparsest sampling required to produce convergent uncertainty measures. The result is an ensemble of equivalent models, consistent with our inverse solution structure, which is used to infer inverse uncertainty. We tested our method with a 1D synthetic example, a comparison with a published Metropolis-Hastings sampling example, and an extension to 2D problems using a field data inversion.

Uncertainty in microscale gas damping: Implications on dynamics of capacitive MEMS switches

Effects of uncertainties in gas damping models, geometry and mechanical properties on the dynamics of micro-electro-mechanical systems (MEMS) capacitive switch are studied. A sample of typical capacitive switches has been fabricated and characterized at Purdue University. High-fidelity simulations of gas damping on planar microbeams are developed and verified under relevant conditions. This and other gas damping models are then applied to study the dynamics of a single closing event for switches with experimentally measured properties. It has been demonstrated that although all damping models considered predict similar damping quality factor and agree well for predictions of closing time, the models differ by a factor of two and more in predicting the impact velocity and acceleration at contact. Implications of parameter uncertainties on the key reliability-related parameters such as the pull-in voltage, closing time and impact velocity are discussed. A notable effect of uncertainty is that the nominal switch, i.e. the switch with the average properties, does not actuate at the mean actuation voltage. Additionally, the device-to-device variability leads to significant differences in dynamics. For example, the mean impact velocity for switches actuated under the 90%-actuation voltage (about 150 V), i.e. the voltage required to actuate 90% of the sample, is about 129 cm/s and increases to 173 cm/s for the 99%-actuation voltage (of about 173 V). Response surfaces of impact velocity and closing time to five input variables were constructed using the Smolyak sparse grid algorithm. The sensitivity analysis showed that impact velocity is most sensitive to the damping coefficient whereas the closing time is most affected by the geometric parameters such as gap and beam thickness.

DESIGN UNDER UNCERTAINTY EMPLOYING STOCHASTIC EXPANSION METHODS

Non-intrusive polynomial chaos expansion (PCE) and stochastic collocation (SC) methods are attractive techniques for uncertainty quantification (UQ) due to their strong mathematical basis and ability to produce functional representations of stochastic variability. PCE estimates coefficients for known orthogonal polynomial basis functions based on a set of response function evaluations, using sampling, linear regression, tensor-product quadrature, or Smolyak sparse grid approaches. SC, on the other hand, forms interpolation functions for known coefficients, and requires the use of structured collocation point sets derived from tensor product or sparse grids. When tailoring the basis functions or interpolation grids to match the forms of the input uncertainties, exponential convergence rates can be achieved with both techniques for general probabilistic analysis problems. Once PCE or SC representations have been obtained for a response metric of interest, analytic expressions can be derived for the moments of the expansion and for the design derivatives of these moments, allowing for efficient design under uncertainty formulations involving moment control (e.g., robust design). This paper presents two approaches for moment design sensitivities, one involving response function expansions over both design and uncertain variables and one involving response derivative expansions over only the uncertain variables. These approaches present a trade-off between increased dimensionality in the expansions (and therefore increased simulation runs required to construct them) with global expansion validity versus increased data requirements per simulation with local expansion validity. Given this capability for analytic moments and their sensitivities, we explore bilevel, sequential, and multifidelity formulations for OUU. Initial experiences with these approaches is presented for a number of benchmark test problems.