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Efficient uncertainty quantification and management in the early stage design

of composite applications

Dinesh Kumar, Yao Koutsawa, Gaston Rauchs, Mariapia Marchi, Carlos

Kavka, Salim Belouettar

PII: S0263-8223(20)31344-1
DOI: https://doi.org/10.1016/j.compstruct.2020.112538
Reference: COST 112538

To appear in: Composite Structures

Received Date: 30 March 2020

Accepted Date: 26 May 2020

Please cite this article as: Kumar, D., Koutsawa, Y., Rauchs, G., Marchi, M., Kavka, C., Belouettar, S., Efficient
uncertainty quantification and management in the early stage design of composite applications, Composite
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 Efficient uncertainty quantification and management in
the early stage design of composite applications

Dinesh Kumara , Yao Koutsawaa , Gaston Rauchsa , Mariapia Marchib ,

Carlos Kavkab , Salim Belouettara,∗
a Luxembourg Institute of Science and Technology, 5, avenue des Hauts-Fourneaux, L-4362
Esch-sur-Alzette, Luxembourg

b ESTECO S.p.A., I-34149 Trieste, Italy

Abstract

One of the key enablers of valued early decision-making in composite mate-

rial designs is the ability to account for different aspects/scale of uncertainties
within models and design processes. In order to enable well-judged decisions
and to improve the trust of industrial decision-makers, measures of uncertainty,
risk, and cost involved in materials are crucial. In this work, we provide i) ef-
ficient uncertainty analysis (UA) and ii) sensitivity analysis (SA) in composite
structures to quantify the influence of input parameters on the output of in-
terest accounting for the stochastic nature in multi-scale modeling with a large
number of uncertain parameters. UA also provides a statistical distribution
of the output of interest. The influences of different input parameters on the
system responses can be estimated by conducting the global sensitivity analysis
on the multi-scale models. To this end, a data-driven model approximating the
relationship between the inputs and outputs is constructed by using an adap-
tive Sparse Polynomial Chaos Expansion (SPCE) approach. The sensitivities of
the input factors on the system performances are computed analytically from
the constructed data-driven model without any additional computational cost.
To demonstrate the sensitivity and uncertainty management, two different test

∗ Correspondingauthor. Tel:+352 275 888 1; Fax: +352 275 885

Email address: salim.belouettar@list.lu (Salim Belouettar)

Preprint submitted to Composite Structures May 30, 2020

cases (composite leafspring and aircraft fuselage airframe) are considered for
the stochastic structural analysis in multi-scale composite modeling. In both
cases, the combined effects of multi-scale uncertainties are evaluated on the
structural performances. Input parameters include the material microstructure
(micro-scale uncertainties), composite layers stacking sequence (mesoscale un-
certainties), and structural loading (uncertainty in macro-scale). The responses
are provided in terms of their variations and probability distributions.

Uncertainty Management; Multi-scale Modeling; Global Sensitivity Analy-

sis; Sparse Polynomial Chaos Expansion; Composite Structures and Heteroge-
neous Materials

1. Introduction

Over the past few decades, multi-scale modeling has been used widely to
improve the accuracy and efficiency of engineering problems particularly in the
field of composite materials design. In structural modeling, uncertainties in
material properties, model parameters, system loading, and manufacturing tol-
erances due to the laminate stacking sequence can affect the composite perfor-
mance. Using statistical approaches, the computational results can be provided
with more confidence by adding their variability bound and probabilistic be-
havior. To quantify the influence of system input parameters on the output of
interest in the mathematical modeling, uncertainty quantification (UQ) meth-
ods are developed. The main objective of uncertainty and sensitivity analysis
is to determine the key input parameters for a specific output by considering
the stochastic nature of the underlying model, based on the probability distribu-
tions of the input parameters. Inputs include for instance, the microstructure of
the composite, system boundary conditions, and potential outputs are the per-
formance parameters of the composite material. A simulation platform targets
the integration of all types of mathematical models, including commercial and
in-house source codes. For such models, the UA functionality is not typically
present, and the only possibility is to compute it externally. Uncertainties are

2
endemic in most facets of materials. Thus, managing uncertainties and their
propagation through the material model and business decision workflow is of
paramount importance. Materials selection is complicated by the complexity of
nonlinear phenomena and existing uncertainties in materials modeling, materi-
als processing, and business decision environments (cost, business sustainability,
etc.). This requires statistical methods to quantify the influence of uncertain
input parameters on uncertain outputs.
In the last few years, several methods for uncertainty quantification [2, 3],
such as Monte Carlo [4], perturbation method [5, 6], and polynomial chaos [18]
have been developed and applied in numerous engineering problems [7, 8, 9, 15,
18, 12]. Monte Carlo is a sampling-based approach that is very straightforward
to use, and it does not need any modification in the existing deterministic code.
However, the Monte Carlo based UQ methods are not desirable in industrial
applications as they exhibit a very slow convergence rate and need a vast num-
ber of simulations to predict statistical results accurately. Usually, in the Monte
Carlo method with random sampling, a large number of samples (an order of
104 ) is required. For a real industrial application, it is almost impossible to
consider a large number of samples as one simulation itself is computationally
costly, and massive storage is needed to save the simulation data. Alternatively,
Latin Hypercube Sampling (LHS) is an efficient technique to have accurate so-
lutions with a relatively smaller number of samples. The perturbation methods
which are based on the Taylor series need higher-order gradients for better ac-
curacy. So they are also limited to small perturbations and not useful in real
engineering applications. The Polynomial Chaos Expansion (PCE) approach
based on orthogonal polynomials is one of the most efficient methods proposed
in the literature for uncertainty quantification.
The polynomial chaos approach was initially formulated by Wiener [10]
for Gaussian distributed uncertainties, and further, it was generalized by Xiu
and Karniadakis [11] for any given probability distribution. In the last few
years, for uncertainty quantification, the generalized PCE was implemented in
a broad range of engineering applications in multi-disciplinary research areas

3
[13, 14, 15, 18] as computational fluid dynamics, heat transfer, composite mate-
rials, structural analysis, nuclear reactor design, etc. In all these applications,
the number of input uncertainties considered was minimal. In case of a large
number of input uncertainties, the polynomial chaos approach suffers from an
issue related to computational cost, called the curse of dimensionality. That
means with the increasing number of input uncertainties, the number of simu-
lations needed for the UQ process increases exponentially, and so the compu-
tational time. To deal with this issue, the efficiency of the polynomial chaos
method can be improved using sparse collocation, model reduction or sparse
polynomial chaos expansion approaches [19, 22, 23, 21, 20, 24, 25]. Blatman
and Sudret [22, 23] first proposed the idea of SPCE, and further, it was de-
veloped by Hu and Youn [26], Fajraoui et al. [27], Shao et al. [28], etc. In
this work, we use adaptive sparse polynomial chaos based on the Least Angle
Regression (LAR) algorithm. The main idea of this approach is to build the
adaptive sparse polynomial chaos expansion of the system response for a given
number of samples and a maximum number of polynomial order approximation
using only the most significant polynomial terms.
Global Sensitivity Analysis (GSA) is a handy tool to estimate the effect
of each input parameter onto the responses of a system [29, 30, 31, 33]. In
this work, the sensitivity analysis is used to explore the influence of the input
parameters on multi-scale composite structural modeling responses. For sen-
sitivity estimation, a wide range of techniques such as linear regression-based
GSA, variance-based GSA [32], etc. are discussed. Sobol’ indices based GSA
are widely used to measure the impact of model parameters on system responses
[34]. Sobol’ indices can be computed using Monte-Carlo or other meta-modeling
approaches such as polynomial chaos or surrogate modeling. Recently, meta-
modeling based Sobol’ indices calculation received much attention due to their
efficiency and effectiveness [22, 23]. This approach can also be referred as a
data-driven approach as for computing responses and their sensitivity, a large
number of numerical experiments is used to explore several combinations of
input parameters. Sobol’ indices can be computed analytically from the meta-

4
model without any additional computational cost.
This work is part of an ambitious ongoing EU Horizon 2020 project COM-
POSELECTOR [1] aiming to improve material selection and design process
capabilities at the early stages of design. In this work for the first time, the
non-intrusive SPCE method is applied to two very high-dimensional stochastic
composite structural problems in multi-scale modeling. In Figure 1, different
scales of the composite modelling process are depicted. For the first test case,
the SPCE approach is applied to investigate a combined effect of multi-scale
uncertainties in the structural analysis of a composite leafspring, a test case of
Dow (one of the COMPOSELECTOR project partners). The input uncertain-
ties are from material structures (in micro-scale), laminate stacking sequence
(in mesoscale), and system loading (in macro-scale). In this analysis, a total
of 20 input uncertainties (3 from micro-scale, 16 from mesoscale, and 1 from
macro-scale) are considered. The output quantities (response) of interest are
the leafspring mass, structural stiffness, and maximum stress. For the second
test case, the approach is applied to a more complex problem, an aircraft fuse-
lage airframe, a test case from Airbus (a COMPOSELECTOR project partner).
The airframe is made of three composite components. In the micro-scale, three
uncertainties are considered from material structures. In the mesoscale, a total
of 56 uncertainties in the stacking sequence of the airframe components are con-
sidered. The combined effect of these uncertainties is evaluated on the buckling
mode of the airframe. The adaptive sparse polynomial chaos and sensitivity
analysis approaches are developed within modeFRONTIER, a multidisciplinary
design optimization platform from ESTECO (a COMPOSELECTOR project
partner), and are used here for the statistical analysis. For both the test cases,
Latin Hypercube sampling (LHS) scheme is used.
The main objectives of this analysis are twofold: first, to examine the ca-
pability of the sparse polynomial chaos approach in handling a large number of
input uncertainties in composite structural problems and second to estimate the
main parameters contributing to the output by using sensitivity analysis. The
layout of this paper is as follows. In Section 2, the regression-based polynomial

5
Figure 1: Uncertainty propagation in the multi-scale modelling process of composite structures

chaos and adaptive sparse polynomial chaos approaches are discussed. Section 3
reviews global sensitivity analysis and Sobol’ indices followed by the stochastic
analysis of the test cases in Section 4. Two very high dimensional stochastic
structural test cases leafspring (in Section 4.1) and Airbus airframe (in Section
4.2) are analysed in this section. Finally, conclusions based on the structural
analysis are drawn in Section 5.

2. Sparse Polynomial Chaos Expansion

The stochastic model response of a system under uncertainties can be written

in terms of a set of polynomial basis as:
X
Y = M (ξ) = ab ψb (ξ) (1)
b∈N n

where ψb are multi-dimensional orthogonal polynomials, b = b1 . . . bn is an

n-dimensional index, and terms ab are the polynomial coefficients. Equation (1)
is the polynomial chaos expansion of Y . In the above equation, n is the number
of input uncertainties in the system. The multi-dimensional polynomials ψb are
constructed from a set of one-dimensional orthogonal polynomials as:

n
Y
ψb (ξ) = ψb1 ...bn (ξ) = ψbi (ξi ) (2)
i=1

where bi is the order of the polynomial expansion in ξi .

6
 For example, the set of two dimensional Legendre basis of polynomial order
3 is shown in Table 1. The shape of the two dimensional Legendre polynomials
is also illustrated in Figure 2.

Table 1: 2D Legendre polynomials of PC order 0, 1, 2, 3

j Order of PC j th polynomial
0 p=0 1
1 p=1 ξ1
2 ξ2
1
3 p=2 2
2 (3ξ1 − 1)
4 ξ1 ξ2
1
5 2
2 (3ξ2 − 1)
1
6 p=3 3
2 (5ξ1 − 3ξ1 )
1
7 2
2 ξ2 (3ξ1 − 1)
1
8 2
2 ξ1 (3ξ2 − 1)
1
9 3
2 (5ξ2 − 3ξ2 )

The polynomial expansion is usually truncated to a finite number of terms

as after a certain number of terms, the system response converges, and adding
further higher-order terms to the expansion does not make any significant con-
tribution to the response. A truncated polynomial chaos expansion whose total
Pn
degree |b| = i=1 bi does not exceed a given order p reads:
X
Y ≃ Mp (ξ) = ab ψb (ξ), Ap,n = {b ∈ N n : |b| ≤ p} (3)
b∈Ap,n

The total number of polynomial terms (basis function) in the PCE is equal
(n+p)!
to n!p! where n is the number of input uncertainties, and p is the maximum
order of polynomial expansion. The basis functions are known (set of orthogo-
nal polynomials), and if the polynomial coefficients are computed, the PCE of
the output response can be extracted. The first coefficient in the polynomial
chaos expansion (zeroth-order term) is the mean value of the stochastic response.
Similarly, using the computed PC coefficients, the higher-order statistical mo-

7
 Figure 2: The complete set of two dimensional Legendre polynomials for PC order 3

ments can be computed numerically without any additional computational ef-

fort. Thus, the polynomial chaos approach for UQ is finding the polynomial
coefficients. The polynomial coefficients can be computed using an appropriate
numerical method such as collocation or regression method. In this work, the
regression-based polynomial chaos approach is used.
The regression method is a simplified statistical approach used to estimate
a relationship between dependent and independent variables of a system and
to approximate a response surface if the system is over-determined. It is based
on minimizing the least-squares error. For computing the polynomial chaos
coefficient, the non-intrusive polynomial chaos approach was combined with the
regression approach by Walters [7]. It is a sampling-based approach where the
stochastic response u(x; ξ) is written in terms of its polynomial expansion as:

P
X
u(x; ξ) = ui (x)ψi (ξ) (4)
i=0

where the total number of terms in the above expression is P + 1. By

considering a size of experimental designs m > (P + 1) as (ξ j = {ξ1 , ξ2 .....ξn }j ;

8
j = 1, 2, 3...m) in the stochastic space and evaluating the corresponding response
u(x; ξ j ) at these sampling points, the polynomial coefficients can be estimated
by solving the over-determined system of equations as:

  
1 1 1 1
ψ (ξ ) ψ1 (ξ ) ψ2 (ξ ) . . ψP (ξ ) u (x)
 0  0 
 ψ0 (ξ 2 ) ψ1 (ξ ) 2
ψ2 (ξ ) 2
. . 2
ψP (ξ )   u1 (x) 
  
  
 ψ0 (ξ 3 ) ψ1 (ξ 3 ) ψ3 (ξ 3 ) . . ψP (ξ 3 )   u2 (x) 
  
   (5)
. . . . . . .
  
  
  
. . . . . . .
  
  
  
ψ0 (ξ m ) ψ1 (ξ m ) ψ2 (ξ m ) . . ψP (ξ m ) uP (x)
 
u(x; ξ 1 )
 
 u(x; ξ 2 )
 

 
 u(x; ξ 3 )
 

= 
.
 
 
 
.
 
 
 
u(x; ξ m )

or
Au = b (6)

By minimizing the least-squares error, the solution of the above system of

equation (6) can be written as:

u = (AT A)−1 AT b (7)

9
 In the above system of equations, the matrix A is called the design matrix as
it has information of polynomial values at the design samples. The design matrix
A is very crucial in the least-squares based regression. To make the problem
well-posed (AT A must be a full rank matrix ), one needs to choose the number
of samples (m) more than the number of equations (P + 1). To construct the
design matrix, different sampling approaches such as Latin hypercube sampling,
Sobol sampling, random sampling are proposed in the literature. In [18], Hosder
et al. investigated the effect of sampling schemes and the number of samples.
They concluded that for accurate PC coefficients, the total number of samples
required is more than two times the number of PC coefficients.
The classical polynomial chaos explained above is accurate and efficient for
a small number of input uncertainties. For example, if there are one or two un-
certain input parameters in the system, the polynomial chaos approach is very
efficient in comparison to other existing UQ methods. However, as the stochas-
tic dimension n increases and if one needs to estimate very accurate results
(related to PC order p), the number of samples, 2(P + 1) = 2 (n+p)!
n!p! increases

exponentially with the increasing number of input uncertainties (n) and the
maximum order of polynomial approximation (p). While designing a real-world
engineering application, multi-scale mathematical modeling is used where nu-
merous sources of uncertainties are encountered from each scale. Overall, for
any engineering application, we have to deal with a large number of uncertain-
ties. Quantifying the combined effect of the these multi-scale uncertainties, the
classical PCE approach becomes useless as it is impossible to compute a large
number of simulations, especially for the test cases where the computation cost
of one simulation itself takes days or weeks. To reduce the number of model
evaluations and to prevent over-fitting, an SPCE is usually adopted. The main
idea in this approach is to compute the order of significance of each PC term
using the least angle regression for the given order of polynomial chaos and the
number of samples. The LAR approach is based on L1-norm regularization. It
means a constraint in sparsity is added in the optimization process while esti-
mating polynomial coefficients. Least angle regression is considered as a very

10
efficient approach in model selection. To select the best candidate model, Leave
one out error criterion is selected of the adjusted R-squared. In this way, the
adaptive SPCE contains a small number of PC terms to estimate the significant
features of the system output:

X card(A)
Y ≃ MA (ξ) = ab ψb (ξ), A ⊆ Ap,n and ≪1 (8)
card(Ap,n )
b∈A
where the operator card is called as the cardinality of a set. The total
number of PC terms in the adaptive sparse polynomial chaos is much smaller
than the total number of terms in the classical polynomial chaos approach.

3. Global Sensitivity Analysis

Sensitivity analysis quantifies a comparative influence of input parameters.

Methods for sensitivity analysis are usually classified as local sensitivity analysis
and global sensitivity analysis. The local sensitivity analysis is based on the
gradient calculation of the output over its input parameters around the mean
values. It estimates the local influence of input parameters on the model. The
global sensitivity analysis concentrates estimating the output uncertainty, due
to uncertainty in the input parameters (single or in combination).
In this work, a variance based method is used for global sensitivity analy-
sis. Sobol’ indices can be derived from a Sobol’ decomposition to evaluate the
sensitivity of model responses to the input variables. The method is also called
analysis of variance (ANOVA).

A function g(x) where x = (x1 , · · · , xn ) is rewritten as:

X X
g(x) = g0 + gi (xi ) + gij (xi , xj ) + · · · + g1,2,···,n (x1 , · · · , xn ) (9)
i 1≤i<j≤n

In the above equation, the integral of each summand with respect to its
independent variables is zero.
The terms in 9 can be derived analytically as:
Z
g0 = g(x)p(x)dx (10)

11
 Z
gi (xi ) = g(x)p(x∼i )dx∼i − g0 (11)

with dx∼i all x variables except xi .

Z
gij (xi , xj ) = g(x)p(x∼ij )dx∼ij − gi (xi ) − gj (xj ) − g0 (12)

The variance on the response is given by:

Z
V = V ar[g(x)] = g 2 (x)p(x)dx − g02 (13)

It can be decomposed as:

X X
V = Vi + Vij + · · · + V1,2,···,n (14)
i 1≤i<j≤n

i.e. a similar summation as in (9) (apart from the constant term).

Or it can be written as:
X
V = Vu (15)
u⊆(1,2,···,n)

The partial variances (also called conditional variances) above are defined as:

Z
Vu = gu2 (xu )p(xu )dxu (16)

The Sobol indices are defined as:

Vu
Su = (17)
V

where each index Su is a measure of the first order sensitivity describing

the amount of the total variance due to the uncertainties in the set of input
parameters u.
The Sobol indices can also be derived from the polynomial chaos expansion
as the PC expansion can be written as a Sobol series.
Starting from the PC decomposition:
P
X
Y = gj ψj (ξ) (18)
j=0

where ξ = (ξ1 , · · · , ξn ).

12
 Defining ζi1 ,···,im as indices corresponding to polynomials containing only
(ξ1 , · · · , ξm ) the PC expansion can be decomposed as:

Pn
(19)
P
Y = g0 + i=1 α∈ζi gα ψα (ξi )
P P
+ 1≤i1 <i2 ≤n α∈ζi1 ,i2 gα ψα (ξ1 , ξ2 )
P P
+ 1≤i1 <···<im ≤n α∈ζi1 ,···,im gα ψα (ξi , · · · , ξm )
P
+ α∈ζi1 ,i2 ,···,in gα ψα (ξ1 , · · · , ξn )

Alternatively, the sensitivity information can be directly computed from

the input and solution samples using SS-ANOVA (smoothing spline-analysis of
variance algorithm) [35]. It is important to notice that sensitivity analysis is a
relative indicator and so the number of samples does not make any significant
difference in the sensitivity calculations unlike uncertainty analysis.

4. Stochastic Analysis in Multi-Scale Modeling of Composite Struc-

tures

The manufacturing process of fiber reinforced composite structures is not

very straightforward. The performance of a composite structure is affected
by the uncertainties present at the different scales of its modelling process.
The possible sources of uncertainties in micro-scale are due to the material
properties of fiber and matrix. The uncertainties in meso-scale are due to the
stacking sequence of composite layers. Finally in macro-scale, uncertainties
can arise from the system properties such as the loading, boundary and initial
conditions. In this section, uncertainties from different scales are propagated
in two composite applications. The effect of these uncertainties is provided on
composite responses using non-intrusive approaches described in the previous
section.

13
4.1. Test case 1: Composite Leafspring

Here, a composite leafspring, a test case of Dow, is considered for the uncer-
tainty analysis. The leafspring geometry is provided by Dow. For the modeling
of the composite material in the leafspring, carbon fiber T300 and Epoxy resin
914C are used as the primary materials with a [0/90/0/45]S stacking config-
uration. A volume fraction of 50% as suggested by Dow is considered here.
The computational model, boundary conditions, and loading information are
depicted in Figure 3. Pinned type boundary conditions are used on both sides
of the leafspring. A concentrated force of 27000N is applied at the center of
the leafspring, as shown in the figure. The computational domain is divided
into 2775 nodes using the S8R type conventional shell element of the commer-
cial finite element software Abaqus. The thickness of the leafpring is 18 mm,
and it is made of 8 composite layers. Each layer has a thickness of 2.25 mm.
Layers stacking information is also shown in Figure 3. The surface area and the
volume of the leafspring are computed as 0.0781 m2 and 0.00141 m3 simultane-
ously. The laminate stacking sequence (stacking orientation angles and layers
thickness) is shown in Table 2.

Figure 3: Composite leafspring (laminated with T300/914C in a [0/90/0/45]S configuration)

test case (left) with loading, boundary conditions and ply stacking information (right)

For the micro-scale analysis (to compute the effective properties of the com-
posite material), an in-house code CMBSFE [16, 17] developed at the Material
Research and Technology (MRT) department, Luxembourg Institute of Science

14
 Table 2: Laminate stacking information for the leafspring model

Layers Thickness (mm) angle (degree)

Layer1 2.25 0
Layer2 2.25 90
Layer3 2.25 0
Layer4 2.25 45
Layer5 2.25 45
Layer6 2.25 0
Layer7 2.25 90
Layer8 2.25 0

and Technology (LIST) is used. Further, the FEM solver Abaqus is connected
with CMBSFE for the macro-scale structural analysis. The deterministic results
(without uncertainties) for the leafspring are depicted in Figure 4 (deflection and
stress). The computed values for the maximum deflection and the maximum
stress are 16.57 cm and 500.5 MPa simultaneously. For this test case, one de-
terministic simulation takes approximately 2 minutes.
For the uncertainty analysis, currently, three uncertainties in the micro-scale,
the volume fraction, and the densities of the carbon fiber and epoxy resin are
considered. vf , the volume fraction of the materials is considered as uniformly
distributed with a variation as 5% of the mean value. ρc , the density of the
carbon fiber and ρr , the density of epoxy resin are also considered as uniformly
distributed with variations of 5% around the mean values. These values of
uncertainties are provided by Dow and are based on expert opinions. In the
mesoscale, the uncertainties are introduced in the laminate stacking sequence,
i.e., in layers thickness and their orientation angles. These uncertainties are
related to the manufacturing tolerances. So, for the thickness of the layers,

15
Figure 4: Model response: deflection (top) and stress (bottom)

16
a variation of 5% around the mean is considered. For orientation angles, a
variation of 10 degrees from the mean values is taken into account. In the
macro-scale, the applied load is also considered as uniformly distributed with
a variation of 5% around the mean. The mean values and their uncertainties
are tabulated in Table 3. For the current analysis, all input uncertainties are
considered uniformly distributed.

Table 3: Description of the multi-scale input uncertainties for the leafspring case

Parameters Mean Std. Dev. Min. Max.

vf +5.00E-001 +1.44E-002 +4.75E-001 +5.25E-001

ρc +1.78E000 +5.139E-002 +1.69E000 +1.89E000
ρr +1.29E000 +3.7230E-002 +1.23E000 +1.354E000
angle1 +0.00E000 +5.768E000 -1.00E001 +1.00E001
angle2 +9.00E001 +5.768E000 +8.00E001 +1.00E002
angle3 +0.00E000 +5.768E000 -1.00E001 +1.00E001
angle4 +4.50E001 +5.768E000 +3.50E001 +5.50E001
angle5 +4.50E001 +5.768E000 +3.50E001 +5.50E001
angle6 +0.00E000 +5.768E000 -1.00E001 +1.00E001
angle7 +9.00E001 +5.768E000 +8.00E001 +1.00E002
angle8 +0.00E000 +5.768E000 -1.00E001 +1.00E001
thickness +2.25E-003 +6.50E-005 +2.14E-003 +2.36E-003
load +2.70E004 +7.796E002 +2.565004 +2.834E004

The uncertainties are propagated from the micro-scale to the meso, and
to the macro-scale. The effect of these uncertainties is estimated on the final
design of the leafspring (macro-scale) using the adaptive sparse polynomial chaos
approach developed within the modeFRONTIER module as discussed in the
previous sections. For this analysis, a third-order PC approximation with 200

17
samples using the LHS scheme is used for the adaptive sparse polynomial chaos
approach. The design space for the input uncertainties and the corresponding
model responses are shown in Figures 5 and 6. It can be seen in Figure 5 that all
input experimental designs are distributed uniformly in the space. However, the
response spaces do not follow the same patterns. The responses are not expected
to follow the same probability distribution due the possible nonlinearity in the
model. The stochastic results (mean and standard deviation of the output
quantities) are shown in Table 4.

Figure 5: Design space for input uncertain parameters

Table 4: Statistical results for the leafspring using the adaptive SPCE with 200 samples and
3rd order PCE

Output Mean Std. Dev. Min. Max.

Leafspring mass +2.1644E000 +4.586E-002 +2.0561E000 +2.2644E000
Max. stress +5.0039E008 +1.7712E007 +4.566E008 +5.432E008
Stiffness +2.2525E005 +8.4332E003 +2.0197E005 +2.4612E005

In Figure 7, the probability distributions (and histograms) of the output

18
 Figure 6: Response space for all output quantities

Figure 7: Probability distributions of the leafspring responses

19
 Figure 8: Sensitivity analysis for the leafspring case

quantities, the leafspring mass (left), max. stress (middle) and stiffness (right)
are illustrated. As expected, it can be seen that uniformly distributed uncer-
tainties in the input parameters do not necessarily result in uniform distributed
outputs. The output probability distributions of Figure 7 look more like Gaus-
sian. For the probability fit, the ksdensity (Kernel smoothing) function is used.
However, any other pre-described distribution fitting tool can be used to fit
these distributions into a beta, Gaussian etc.
In Figure 8, the sensitivity information is shown. The sensitivity (Sobol’
indices) of the output quantities (i.e., the leafspring mass, max. stress and stiff-
ness) with respect to the input variables is depicted. As the leafspring mass is
directly related to the material properties (volume fraction, and densities), the
sensitivity information suggests that the leafspring mass is sensitive to the vol-
ume fraction, carbon fiber density and matrix density only. Other parameters
from meso or macro-scales do not exhibit any influence on the structural mass.
For the max. stress, the applied load is the most influential parameter. The
thicknesses of the composite layers also make significant contributions to the
sensitivity. A minor contribution is also seen by volume fraction. The material
densities and layers orientation angles do not show any impact on the max.

20
stress. For the stiffness, the volume fraction of the materials is seen as the most
influential parameter. Composite layer thicknesses also exhibit significant con-
tributions. However, the layer orientation angles, the applied load, and material
densities do not show any influence on the stiffness of the structure. Overall, it
can be concluded that any small perturbation in the orientation angles does not
make any difference in the structural performance of the composite leafspring.
Usually, in statistical analysis, the first-order moment (mean) can be esti-
mated accurately with a small number of samples. However, to estimate higher-
order of moments, a reasonable number of samples is required. This number
depends on the stochastic nature and the non-linearity of the problem consid-
ered for the analysis. To check the convergence of the solution, we also study
the effect of an increasing number of samples on the accuracy of the stochastic
results. In Table 5, the stochastic results (mean and standard deviation) of the
output quantities (leafspring mass, max. stress, and stiffness) are tabulated for
50, 100, 150 and 200 samples used in the adaptive polynomial chaos approach
with PC order 3. It can be noticed from Table 5 that the mean values of the re-
sponses can be evaluated accurately with a small number of samples. Increasing
the number of samples makes hardly any significant contribution to the accuracy
in the mean values. From the table, it is noticed that the standard deviation of
the leafspring mass is achieved accurately with 50 samples, and increasing the
number of samples does not make any significant improvement in its standard
deviation. The main reason for this conclusion is that the structural mass can
be estimated linearly using the volume fraction and material densities without
any complexity. Similarly, for the max. stress and stiffness, the mean values
converge with 100 samples. However, for the standard deviations, the values are
seen converging with 200 samples as a very negligible difference in the standard
deviation values is seen in 150 samples and 200 samples. Overall, from this
analysis, it can be concluded that 200 samples are enough for the statistical
analysis of this test case with 20 uncertainties in multi-scale modeling.

21
 Table 5: Statistical results for leafspring with number of samples for PC order 3

# samples 50 100 150 200

Mass mean 2.1644E000 2.1644E000 2.1644E000 2.1644E000

std 4.5855E-002 4.5855E-002 4.5855E-002 4.5855E-002

Stress mean 4.9982E008 5.0041E008 5.0042E008 5.0039E008

std 1.3213E007 1.7527E007 1.7745E007 1.7712E007

Stiffness mean 2.2467E005 2.2522E005 2.2525E005 2.2525E005

std 6.61000E003 8.3490E003 8.4161E003 8.4332E003

4.2. Test case 2: Buckling Analysis of Airbus Airframe under Uncertainties

Buckling is a form of instability that leads to the failure of a structure. It

occurs when a structure is under compressive axial stress, and it is identified as
a sudden sideways deflection of the structure. If the axial load applied to the
structure (such as a column) is increased, it ultimately becomes large enough to
make the structure unstable and causes a structural failure called buckling. For
engineering applications, it is very decisive to have exact information about the
buckling load. Uncertainties in the computer simulations make it challenging to
predict the buckling accurately. So to avoid the failure of the structure under
study, it is a very crucial step to estimate the effect of input uncertainties on
the buckling mode.
In this section, a relatively complex test case, a fuselage airframe component,
shown in Figure 9, is considered for the stochastic structural analysis. Airbus
provided the computational model for this test case. The model contains three
components, a panel, stringer, and mainframe, as shown in Figure 10. The panel
and stringer are made of 12 composite layers, and the frame contains 16 layers.

22
The layer thickness is constant for all three components and is set to 0.18 mm.
The stacking orientation angles for each layers are tabulated in Table 6. For the
buckling analysis of the model, the computational domain is divided into S8R
type conventional shells. The mainframe is divided into 6851 nodes. The panel
is divided into 27216 nodes, and for the stringer, 1764 nodes are used.
For the modeling of the composite material in the airframe, carbon fiber T300
and Epoxy resin 914C are used as primary materials with a volume fraction of
50% the same as the previous test case. The effective properties of the composite
material used in the computational model are computed using an in-house code
CMBSFE. For the structural analysis for the airframe model, the CMBSFE code
is connected with the FEM solver Abaqus using python scripts. To estimate the
critical load, the eigenvalue buckling analysis approach is used. In eigenvalue
buckling problems, the lowest eigenvalue (the first buckling mode) is related to
the critical buckling load. In this analysis, the first buckling mode is considered
as the model output. For this test case, one deterministic simulation takes
approximately 25 minutes.

Figure 9: Airframe model

The input uncertainties at the micro-scale level are considered in the mate-
rial properties of the epoxy resin. We noticed that any change in the material

23
Figure 10: Airframe components: Panel (top left), main frame (top right) and stringer (bot-
tom)

Figure 11: Probability density function of the buckling mode (histogram and fitted density)

24
 Table 6: Orientation angles for the airframe components

Panel Stringer Frame

Layer1 -45 -45 45

Layer2 90 90 -45
Layer3 0 0 0
Layer4 90 90 0
Layer5 0 0 90
Layer6 45 45 0
Layer7 45 45 0
Layer8 0 0 45
Layer9 90 90 -45
Layer10 0 0 0
Layer11 90 90 0
Layer12 -45 -45 90
Layer13 0
Layer14 0
Layer15 -45
Layer16 45

density does not make any difference in the buckling mode. So for this analysis,
the uncertainties are introduced in the volume fraction (vf ), Young’s modulus
(E), and Poisson ratio (ν) of the epoxy resin. The mean values and the vari-
ability information of the micro-scale uncertainties are tabulated in Table 7. In
mesoscale, the uncertainties are introduced in the layers stacking sequence (i.e.,
in layer thickness and orientation angles). A total of 32 uncertain parameters
(16 orientation angles and 16 layer thicknesses) are considered for the main-
frame. Also, for the 12 layers in the stringer, a total of 24 uncertain parameters
(12 thicknesses and 12 angles) uncertainties are included. As the panel and

25
Table 7: Description of the micro-scale input uncertainties for the composite airframe

Em Young’s modulus Poisson ratio

(vf ) (E) (ν)

Distribution Uniform Uniform Uniform

Mean 0.5 2.50E+6 0.35
Scale 5% of mean 5% of mean 5% of mean
Std. dev. 0.0144 7.22E+4 0.004
Lower bound 0.475 2.38E+6 0.343
Upper bound 0.525 2.62E+6 0.357

Table 8: Description of the meso-scale input uncertainties for the composite airframe

Layer thicknesses Orientation angle

(in m) (in degrees)

Distribution Uniform Uniform

Mean 0.18 θ
Scale 5% of mean 50 from θ
Std. dev. 0.0052 0.0289*θ
Lower bound 0.171 θ−5
Upper bound 0.189 θ+5

26
 Table 9: Uncertainty in the output (buckling mode) the composite airframe

Samples Mean Std Dev. min. max.

200 8.3544E-001 9.1774E-003 8.1275E-001 8.617E-001

250 8.3545E-001 9.1767E-003 8.1287E-001 8.5914E-001

Figure 12: Sensitivity of input parameters on the buckling mode

27
the stringer consist of the same composite configurations (they are made of the
same number of layers and stacking sequences, see Table 6), for the simplicity,
no separate random parameters are assigned. That means the randomness in
the panel is considered the same as in the stringer. In this way, a total of 59
uncertainties (56 from mesoscale and 3 from micro-scale) are included in the
modeling process. As these uncertainties are due to the manufacturing toler-
ances, we consider uniform distributions with a 5 % variation from the mean
values in the layer thicknesses and a variation of 5 degrees in the orientation
angles are considered. The mean values of the input uncertainties and their
uncertainty bounds are tabulated in Table 8.
Similar to the previous test case, for the uncertainty analysis, a third order
polynomial approximation (PC=3) is considered to get accurate stochastic re-
sults. For the sparse polynomial based surrogate, a total of 200 samples using
the LHS scheme are considered. Further, to check the convergence, the analysis
is repeated with 250 samples. Statistical results (mean and standard deviation)
of the first buckling mode are tabulated in Table 9. It can be noticed that the in-
crease in number of samples doesn’t make any difference in the computed values
and so the results have converged with respect to the number of samples used
for this analysis. In Figure 11, the probability distribution of the first buckling
mode is shown. The range of buckling mode due to the input uncertainties can
be observed in the figure. The probability distribution of the buckling mode is
similar to a Gaussian distribution.
As for structural stability, the buckling mode gives essential information
related to failure, and it is worth to know its sensitivity with respect to the
input parameters to have safe and reliable engineering design. In Figure 12, the
sensitivity information is also provided. Sensitivity information on the buckling
mode is shown for the input parameters. It can be noticed that from the micro-
scale, the volume fraction of the materials used in the composite is the most
sensitive parameter for the buckling analysis. A small change in the volume
fraction can make a huge impact on the failure of the structure. Young modulus
of the epoxy resin exhibits minor effects on the buckling mode. The sensitivity

28
in the Poisson ratio is also a very dominating parameter on the buckling mode.
The thicknesses of the composite layers in the laminates exhibit a good impact
on the buckling mode. The buckling mode is not sensitive to changes in the
orientation angles of the composite layers.

5. Conclusions and Future Work

In this work, an adaptive sparse polynomial chaos approach is used for ef-
ficient uncertainty and sensitivity analysis of very high dimensional stochastic
composite structures with uncertainties in the multi-scale modeling process.
Two challenging test cases, composite leafspring, and Airbus airframe are used
for the demonstration. For both test cases, the effective material properties are
computed using an in-house code CMBSFE, and uncertainties in the material
properties are propagated to mesoscale and to macro-scale analysis using the
FEM solver Abaqus. Uncertainties in the laminate stacking sequence are also
included simultaneously. Stochastic system responses such as stiffness, effective
mass, and buckling mode are presented in terms of their variabilities and prob-
ability distributions. For both the test cases, the sensitivity analyses on the
system output due to the input variables are also conducted. Currently, only
uniformly distributed uncertainties are considered as input. However, consid-
ering a different sampling scheme or different probability distributions in input
uncertainties might give a different conclusion. The most important conclusion
from the two test cases is that the uncertainties in orientation angles of the
laminate stacking sequence are not making any contribution to the output. In
continuation of this work, the future work will concentrate on comparing the
results with different sampling schemes and probabilities. Plans in this frame-
work are also to optimize these test cases under uncertainties for manufacturing
cost and their strengths using an efficient multi-disciplinary robust optimization
approach.

29
Acknowledgments

The authors would like to acknowledge the support of EU H2020 COMPOS-

ELECTOR project (Grant No: 721105).

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