AI Chat Paper
Note: Please note that the following content is generated by AMiner AI. SciOpen does not take any responsibility related to this content.
{{lang === 'zh_CN' ? '文章概述' : 'Summary'}}
{{lang === 'en_US' ? '中' : 'Eng'}}
Chat more with AI
Article Link
Collect
Show Outline
Outline
Show full outline
Hide outline
Outline
Show full outline
Hide outline
Full Length Article | Open Access

An efficient uncertainty propagation method for nonlinear dynamics with distribution-free P-box processes

Licong ZHANGaChunna LIaHua SUaYuannan XUbAndrea Da RONCHcChunlin GONGa( )
Flight Vehicle Design Key Laboratory, School of Astronautics, Northwestern Polytechnical University, Xi’an 710072, China
Research and Development Department, China Academy of Launch Vehicle Technology, Beijing 100076, China
Faculty of Engineering and Physical Sciences, University of Southampton, Southampton, England SO171BJ, UK

Peer review under responsibility of Editorial Committee of CJA.

Show Author Information

Abstract

The distribution-free P-box process serves as an effective quantification model for time-varying uncertainties in dynamical systems when only imprecise probabilistic information is available. However, its application to nonlinear systems remains limited due to excessive computation. This work develops an efficient method for propagating distribution-free P-box processes in nonlinear dynamics. First, using the Covariance Analysis Describing Equation Technique (CADET), the dynamic problems with P-box processes are transformed into interval Ordinary Differential Equations (ODEs). These equations provide the Mean-and-Covariance (MAC) bounds of the system responses in relation to the MAC bounds of P-box-process excitations. They also separate the previously coupled P-box analysis and nonlinear-dynamic simulations into two sequential steps, including the MAC bound analysis of excitations and the MAC bounds calculation of responses by solving the interval ODEs. Afterward, a Gaussian assumption of the CADET is extended to the P-box form, i.e., the responses are approximate parametric Gaussian P-box processes. As a result, the probability bounds of the responses are approximated by using the solutions of the interval ODEs. Moreover, the Chebyshev method is introduced and modified to efficiently solve the interval ODEs. The proposed method is validated based on test cases, including a duffing oscillator, a vehicle ride, and an engineering black-box problem of launch vehicle trajectory. Compared to the reference solutions based on the Monte Carlo method, with relative errors of less than 3%, the proposed method requires less than 0.2% calculation time. The proposed method also possesses the ability to handle complex black-box problems.

Electronic Supplementary Material

Download File(s)
cja-37-12-116_ESM.pdf (229.7 KB)

References

1

Luo YZ, Yang Z. A review of uncertainty propagation in orbital mechanics. Prog Aerosp Sci 2017;89:23–39.

2

Fu C, Sinou JJ, Zhu WD, et al. A state-of-the-art review on uncertainty analysis of rotor systems. Mech Syst Signal Process 2023;183:109619.

3

Faes M, Moens D. Recent trends in the modeling and quantification of non-probabilistic uncertainty. Arch Comput Meth Eng 2020;27(3):633–71.

4

Beer M, Ferson S, Kreinovich V. Imprecise probabilities in engineering analyses. Mech Syst Signal Process 2013;37(1–2):4–29.

5

Shinozuka M. Monte Carlo solution of structural dynamics. Comput Struct 1972;2(5–6):855–74.

6

Geller DK. Linear covariance techniques for orbital rendezvous analysis and autonomous onboard mission planning. J Guid Contr Dyn 2006;29(6):1404–14.

7

Roberts J, Spanos P. Random vibration and statistical linearization. New York: Courier Corporation; 1990.

8

Dos Santos KRM, Kougioumtzoglou IA, Spanos PD. Hilbert transform–based stochastic averaging technique for determining the survival probability of nonlinear oscillators. J Eng Mech 2019;145(10):4019079.

9

Kougioumtzoglou IA, Spanos PD. Response and first-passage statistics of nonlinear oscillators via a numerical path integral approach. J Eng Mech 2013;139(9):1207–17.

10

Zhu WQ. Nonlinear stochastic dynamics and control in Hamiltonian formulation. Appl Mech Rev 2006;59(4):230–48.

11

Li J. Probability density evolution method: background, significance and recent developments. Probab Eng Mech 2016;44:111–7.

12

Chen GH, Yang DX. A unified analysis framework of static and dynamic structural reliabilities based on direct probability integral method. Mech Syst Signal Process 2021;158:107783.

13

Chen HS, Chen GH, Meng Z, et al. Stochastic dynamic analysis of nonlinear MDOF systems under combined Gaussian and Poisson noise excitation based on DPIM. Mech Syst Signal Process 2022;176:109163.

14

Prabhakar A, Fisher J, Bhattacharya R. Polynomial chaos-based analysis of probabilistic uncertainty in hypersonic flight dynamics. J Guid Contr Dyn 2010;33(1):222–34.

15

Xiong FF, Chen SS, Xiong Y. Dynamic system uncertainty propagation using polynomial chaos. Chin J Aeronaut 2014;27 (5):1156–70.

16

Jiang ZM, Li J. A new reliability method combining Kriging and probability density evolution method. Int J Str Stab Dyn 2017;17 (10):1750113.

17

Bai ZW, Song SF. Physics-informed neural network for first-passage reliability assessment of structural dynamic systems. Comput Struct 2023;289:107189.

18

Das S, Tesfamariam S. Reliability assessment of stochastic dynamical systems using physics informed neural network based PDEM. Reliab Eng Syst Saf 2024;243:109849.

19

Wan ZQ, Chen JB, Tao WF, et al. A feature mapping strategy of metamodelling for nonlinear stochastic dynamical systems with low to high-dimensional input uncertainties. Mech Syst Signal Process 2023;184:109656.

20

Kong F, Spanos PD. Response spectral density determination for nonlinear systems endowed with fractional derivatives and subject to colored noise. Probab Eng Mech 2020;59:103023.

21

Lei SM, Ge YJ, Li Q, et al. Frequency-domain method for non-stationary stochastic vibrations of train-bridge coupled system with time-varying characteristics. Mech Syst Signal Process 2023;183:109637.

22

Julier S, Uhlmann J, Durrant-Whyte HF. A new method for the nonlinear transformation of means and covariances in filters and estimators. IEEE Trans Autom Contr 2000;45(3):477–82.

23

Park RS, Scheeres DJ. Nonlinear mapping of Gaussian statistics: Theory and applications to spacecraft trajectory design. J Guid Contr Dyn 2006;29(6):1367–75.

24

Terejanu G, Singla P, Singh T, et al. Uncertainty propagation for nonlinear dynamic systems using Gaussian mixture models. J Guid Contr Dyn 2008;31(6):1623–33.

25

Ding C, Dang C, Valdebenito MA, et al. First-passage probability estimation of high-dimensional nonlinear stochastic dynamic systems by a fractional moments-based mixture distribution approach. Mech Syst Signal Process 2023;185:109775.

26

Huang DW, Wu F, Zhang S, et al. A high-performance calculation scheme for stochastic dynamic problems. Mech Syst Signal Process 2023;189:110073.

27

Weng YY, Lu ZH, Li PP, et al. Dynamic reliability analysis of structures under nonstationary stochastic excitations using tail-modified extreme value distribution. Mech Syst Signal Process 2023;198:110424.

28

Elishakoff I, Elisseeff P, Glegg SAL. Nonprobabilistic, convex-theoretic modeling of scatter in material properties. AIAA J 1994;32(4):843–9.

29

Zadeh LA. Fuzzy sets as a basis for a theory of possibility. Fuzzy Sets Syst 1999;100:9–34.

30

Wu JL, Zhang YQ, Chen LP, et al. A Chebyshev interval method for nonlinear dynamic systems under uncertainty. Appl Math Model 2013;37(6):4578–91.

31

Wu JL, Luo Z, Zhang YQ, et al. Interval uncertain method for multibody mechanical systems using Chebyshev inclusion functions. Int J Numer Meth Eng 2013;95(7):608–30.

32

Li C, Chen BS, Peng HJ, et al. Sparse regression Chebyshev polynomial interval method for nonlinear dynamic systems under uncertainty. Appl Math Model 2017;51:505–25.

33

Wang LQ, Chen ZT, Yang GL. A polynomial chaos expansion approach for nonlinear dynamic systems with interval uncertainty. Nonlinear Dyn 2020;101(4):2489–508.

34

Wang LQ, Yang GL. An interval uncertainty propagation method using polynomial chaos expansion and its application in complicated multibody dynamic systems. Nonlinear Dyn 2021;105(1):837–58.

35

Wei S, Chu FL, Ding H, et al. Dynamic analysis of uncertain spur gear systems. Mech Syst Signal Process 2021;150:107280.

36

Fu C, Zheng ZL, Zhu WD, et al. Nonlinear vibrations of a rotor with support nonlinearities considering bounded uncertainties. Nonlinear Dyn 2022;110(3):2363–79.

37

Jiang C, Zhang QF, Han X, et al. Multidimensional parallelepiped model—a new type of non-probabilistic convex model for structural uncertainty analysis. Num Meth Eng 2015;103(1):31–59.

38

Ni BY, Jiang C, Han X. An improved multidimensional parallelepiped non-probabilistic model for structural uncertainty analysis. Appl Math Model 2016;40(7–8):4727–45.

39

Ni BY, Jiang C, Huang ZL. Discussions on non-probabilistic convex modelling for uncertain problems. Appl Math Model 2018;59:54–85.

40

Jiang C, Ni BY, Han X, et al. Non-probabilistic convex model process: a new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems. Comput Meth Appl Mech Eng 2014;268:656–76.

41

Jiang C, Li JW, Ni BY, et al. Some significant improvements for interval process model and non-random vibration analysis method. Comput Meth Appl Mech Eng 2019;357:112565.

42

Jiang C, Liu NY, Ni BY. A Monte Carlo simulation method for non-random vibration analysis. Acta Mechanica 2017;228 (7):2631–53.

43

Ni BY, Jiang C, Li JW, et al. Interval K-L expansion of interval process model for dynamic uncertainty analysis. J Sound Vib 2020;474:115254.

44

Zhang LC, Li CN, Su H, et al. A novel linear uncertainty propagation method for nonlinear dynamics with interval process. Nonlinear Dyn 2023;111(5):4425–50.

45

Faes MGR, Daub M, Marelli S, et al. Engineering analysis with probability boxes: a review on computational methods. Struct Saf 2021;93:102092.

46

Schöbi R, Sudret B. Global sensitivity analysis in the context of imprecise probabilities (p-boxes) using sparse polynomial chaos expansions. Reliab Eng Syst Saf 2019;187:129–41.

47

Liu HB, Jiang C, Xiao Z. Efficient uncertainty propagation for parameterized p-box using sparse-decomposition-based polynomial chaos expansion. Mech Syst Signal Process 2020;138:106589.

48

McKeand AM, Gorguluarslan RM, Choi SK. Stochastic analysis and validation under aleatory and epistemic uncertainties. Reliab Eng Syst Saf 2021;205:107258.

49

Li JW, Jiang C. A novel imprecise stochastic process model for time-variant or dynamic uncertainty quantification. Chin J Aeronaut 2022;35(9):255–67.

50

Faes MGR, Broggi M, Chen G, et al. Distribution-free P-box processes based on translation theory: definition and simulation. Probab Eng Mech 2022;69:103287.

51

Faes M, Moens D. Imprecise random field analysis with parametrized kernel functions. Mech Syst Signal Process 2019;134:106334.

52

Faes M, Valdebenito M, Moens D, et al. Bounding the first excursion probability of linear structures subjected to imprecise stochastic loading. Comput Struct 2020;239:106320.

53

Faes MGR, Valdebenito MA, Yuan XK, et al. Augmented reliability analysis for estimating imprecise first excursion probabilities in stochastic linear dynamics. Adv Eng Softw 2021;155:102993.

54

Faes MGR, Valdebenito MA, Moens D, et al. Operator norm theory as an efficient tool to propagate hybrid uncertainties and calculate imprecise probabilities. Mech Syst Signal Process 2021;152:107482.

55

Enszer JA, Lin YD, Ferson S, et al. Probability bounds analysis for nonlinear dynamic process models. AlChE J 2011;57 (2):404–22.

56

Ni PH, Jerez DJ, Fragkoulis VC, et al. Operator norm-based statistical linearization to bound the first excursion probability of nonlinear structures subjected to imprecise stochastic loading. ASCE-ASME J Risk Uncertainty Eng Syst, Part A: Civ Eng 2022;8(1):4021086.

57

Wu JL, Luo Z, Zhang N, et al. A new uncertain analysis method and its application in vehicle dynamics. Mech Syst Signal Process 2015;50–51:659–75.

58

Wu JL, Luo L, Zhu B, et al. Dynamic computation for rigid–flexible multibody systems with hybrid uncertainty of randomness and interval. Multibody Syst Dyn 2019;47(1):43–64.

59

Taylor JH. Handbook for the direct statistical analysis of missile guidance systems via CADET (Covariance analysis describing function technique). Massachusetts: Analytic Sciences Corporation; 1975.

60

Li QC, Fan YH, Xu HY, et al. A new approach for nonlinear transformation of means and covariances in direct statistical analysis of nonlinear systems. IEEE Access 2021;9:76738–49.

61

Wu JL, Luo Z, Zhang N, et al. A new sampling scheme for developing metamodels with the zeros of Chebyshev polynomials. Eng Optim 2015;47(9):1264–88.

62

Brevault L, Balesdent M. Uncertainty quantification for multidisciplinary launch vehicle design using model order reduction and spectral methods. Acta Astronaut 2021;187:295–314.

63

Zheng X, Ma N, Gao CS, et al. Propagation mechanism analysis of navigation errors caused by initial state errors for long-range vehicles. Aerosp Sci Technol 2017;67:378–86.

Chinese Journal of Aeronautics
Pages 116-138
Cite this article:
ZHANG L, LI C, SU H, et al. An efficient uncertainty propagation method for nonlinear dynamics with distribution-free P-box processes. Chinese Journal of Aeronautics, 2024, 37(12): 116-138. https://doi.org/10.1016/j.cja.2024.05.028

7

Views

0

Crossref

0

Web of Science

0

Scopus

0

CSCD

Altmetrics

Received: 09 October 2023
Revised: 15 November 2023
Accepted: 06 February 2024
Published: 23 May 2024
© 2024 Chinese Society of Aeronautics and Astronautics.

This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).

Return