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A Computational Framework for Quantifying Extreme-Event Statistics in Nonlinear Systems With Stochastic Input
A Computational Framework for Quantifying Extreme-Event Statistics in Nonlinear Systems Wi...
A Computational Framework for Quantifying Extreme-Event Statistics in Nonlinear Systems With Stochastic Input

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자료유형  
 학위논문 서양
최종처리일시  
20250211152108
ISBN  
9798382741192
DDC  
620
저자명  
Gong, Xianliang.
서명/저자  
A Computational Framework for Quantifying Extreme-Event Statistics in Nonlinear Systems With Stochastic Input
발행사항  
[Sl] : University of Michigan, 2024
발행사항  
Ann Arbor : ProQuest Dissertations & Theses, 2024
형태사항  
242 p
주기사항  
Source: Dissertations Abstracts International, Volume: 85-12, Section: B.
주기사항  
Advisor: Pan, Yulin.
학위논문주기  
Thesis (Ph.D.)--University of Michigan, 2024.
초록/해제  
요약Extreme events happen in many stochastic natural and engineering systems. Although these events occur with a low probability, they are often associated with catastrophic consequences, making the quantification of their statistics vitally important. In this dissertation, we aim to build efficient and accurate methods for the resolution of extreme-event statistics, using a master example of extreme ship motions in random seas. A direct computation of the extreme ship motion statistics requires running numerical ship simulations to a long wave signal covering all wave conditions. Its computational cost, however, is prohibitively high considering the high complexity of the random wave field, the rareness of the extreme motions, and the expensiveness of the numerical simulation. One critical effort to reduce the computational cost is reducing the complexity of the random sources, i.e., parameterizing the wave field. The original problem then becomes a standard uncertainty quantification task to quantify the extreme response statistics given an input-to-response (ItR) function (that needs to be learned) with known input probability. Many methods have been proposed to address such problems, with one method we are particularly interested in---surrogate modeling trained with active learning. In detail, one can train a surrogate to approximate the ItR function. The training samples are sequentially selected by optimizing an acquisition function based on the existing samples to facilitate the convergence of the extreme-event statistics. In this dissertation, we design a set of methods to resolve extreme-event statistics in various forms. Regarding ship motions in random waves, we first introduce a basic framework following existing methods in wave group parameterization and sequential sampling. In addition to some algorithmic improvements on these two components, we also enrich the framework by considering complete system dynamics through nonlinear wave simulation and ship-wave interaction CFD simulation. In this basic framework, the ship response statistics are defined in terms of the maximum motion in each wave group, which is easy to implement but not straightforward to interpret. We next adapt the framework to quantify a more robust measure, the temporal exceeding probability as the fraction of time that responses exceed a given threshold. While group parameterization significantly speeds up the computation in the above two works, the uncertainties introduced by reduced complexities have not been quantified. To incorporate the lost information, we also consider systems characterized by a stochastic ItR with heteroscedastic randomness due to dimension reduction. In addition, we develop a multi-fidelity method to further reduce the computational cost. The key idea here is to leverage low-fidelity models whose cost is only a certain fraction of their high-fidelity counterparts. In particular, we employ the multi-fidelity Gaussian process as a surrogate model and design a new acquisition function to select both the location and fidelity of the next sample. We further adapt the multi-fidelity framework to quantify exceeding/failure probability over a threshold in the context of reliability analysis of connected and autonomous vehicles (CAV). Our acquisition is formulated through information-theoretic consideration which is not only desired to reduce the cost of CAV evaluation but also valuable to the general field of reliability analysis. We next improve a likelihood-weighted acquisition (algorithm) initially designed for rare-event statistics and later extended to many other applications. In the final part of this dissertation, we present an ongoing work on batch sampling and conclude with a discussion of limitations and future research.
일반주제명  
Engineering
일반주제명  
Statistics
일반주제명  
Ocean engineering
일반주제명  
Automotive engineering
키워드  
Uncertainty quantification
키워드  
Extreme events
키워드  
Active learning
키워드  
Reliability analysis
기타저자  
University of Michigan Naval Architecture & Marine Engineering
기본자료저록  
Dissertations Abstracts International. 85-12B.
전자적 위치 및 접속  
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MARC

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■1001  ▼aGong,  Xianliang.
■24512▼aA  Computational  Framework  for  Quantifying  Extreme-Event  Statistics  in  Nonlinear  Systems  With  Stochastic  Input
■260    ▼a[Sl]▼bUniversity  of  Michigan▼c2024
■260  1▼aAnn  Arbor▼bProQuest  Dissertations  &  Theses▼c2024
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■500    ▼aSource:  Dissertations  Abstracts  International,  Volume:  85-12,  Section:  B.
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■5021  ▼aThesis  (Ph.D.)--University  of  Michigan,  2024.
■520    ▼aExtreme  events  happen  in  many  stochastic  natural  and  engineering  systems.  Although  these  events  occur  with  a  low  probability,  they  are  often  associated  with  catastrophic  consequences,  making  the  quantification  of  their  statistics  vitally  important.  In  this  dissertation,  we  aim  to  build  efficient  and  accurate  methods  for  the  resolution  of  extreme-event  statistics,  using  a  master  example  of  extreme  ship  motions  in  random  seas.  A  direct  computation  of  the  extreme  ship  motion  statistics  requires  running  numerical  ship  simulations  to  a  long  wave  signal  covering  all  wave  conditions.  Its  computational  cost,  however,  is  prohibitively  high  considering  the  high  complexity  of  the  random  wave  field,  the  rareness  of  the  extreme  motions,  and  the  expensiveness  of  the  numerical  simulation.  One  critical  effort  to  reduce  the  computational  cost  is  reducing  the  complexity  of  the  random  sources,  i.e.,  parameterizing  the  wave  field.  The  original  problem  then  becomes  a  standard  uncertainty  quantification  task  to  quantify  the  extreme  response  statistics  given  an  input-to-response  (ItR)  function  (that  needs  to  be  learned)  with  known  input  probability.  Many  methods  have  been  proposed  to  address  such  problems,  with  one  method  we  are  particularly  interested  in---surrogate  modeling  trained  with  active  learning.  In  detail,  one  can  train  a  surrogate  to  approximate  the  ItR  function.  The  training  samples  are  sequentially  selected  by  optimizing  an  acquisition  function  based  on  the  existing  samples  to  facilitate  the  convergence  of  the  extreme-event  statistics.  In  this  dissertation,  we  design  a  set  of  methods  to  resolve  extreme-event  statistics  in  various  forms.  Regarding  ship  motions  in  random  waves,  we  first  introduce  a  basic  framework  following  existing  methods  in  wave  group  parameterization  and  sequential  sampling.  In  addition  to  some  algorithmic  improvements  on  these  two  components,  we  also  enrich  the  framework  by  considering  complete  system  dynamics  through  nonlinear  wave  simulation  and  ship-wave  interaction  CFD  simulation.  In  this  basic  framework,  the  ship  response  statistics  are  defined  in  terms  of  the  maximum  motion  in  each  wave  group,  which  is  easy  to  implement  but  not  straightforward  to  interpret.  We  next  adapt  the  framework  to  quantify  a  more  robust  measure,  the  temporal  exceeding  probability  as  the  fraction  of  time  that  responses  exceed  a  given  threshold.  While  group  parameterization  significantly  speeds  up  the  computation  in  the  above  two  works,  the  uncertainties  introduced  by  reduced  complexities  have  not  been  quantified.  To  incorporate  the  lost  information,  we  also  consider  systems  characterized  by  a  stochastic  ItR  with  heteroscedastic  randomness  due  to  dimension  reduction.    In  addition,  we  develop  a  multi-fidelity  method  to  further  reduce  the  computational  cost.  The  key  idea  here  is  to  leverage  low-fidelity  models  whose  cost  is  only  a  certain  fraction  of  their  high-fidelity  counterparts.  In  particular,  we  employ  the  multi-fidelity  Gaussian  process  as  a  surrogate  model  and  design  a  new  acquisition  function  to  select  both  the  location  and  fidelity  of  the  next  sample.  We  further  adapt  the  multi-fidelity  framework  to  quantify  exceeding/failure  probability  over  a  threshold  in  the  context  of  reliability  analysis  of  connected  and  autonomous  vehicles  (CAV).  Our  acquisition  is  formulated  through  information-theoretic  consideration  which  is  not  only  desired  to  reduce  the  cost  of  CAV  evaluation  but  also  valuable  to  the  general  field  of  reliability  analysis.  We  next  improve  a  likelihood-weighted  acquisition  (algorithm)  initially  designed  for  rare-event  statistics  and  later  extended  to  many  other  applications.  In  the  final  part  of  this  dissertation,  we  present  an  ongoing  work  on  batch  sampling  and  conclude  with  a  discussion  of  limitations  and  future  research.
■590    ▼aSchool  code:  0127.
■650  4▼aEngineering
■650  4▼aStatistics
■650  4▼aOcean  engineering
■650  4▼aAutomotive  engineering
■653    ▼aUncertainty  quantification
■653    ▼aExtreme  events
■653    ▼aActive  learning
■653    ▼aReliability  analysis
■690    ▼a0537
■690    ▼a0547
■690    ▼a0463
■690    ▼a0540
■71020▼aUniversity  of  Michigan▼bNaval  Architecture  &  Marine  Engineering.
■7730  ▼tDissertations  Abstracts  International▼g85-12B.
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■792    ▼a2024
■793    ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17162885▼nKERIS▼z이  자료의  원문은  한국교육학술정보원에서  제공합니다.

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