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An Electromagnetic Compatibility Problem Via Unscented
An Electromagnetic Compatibility Problem Via Unscented
An Electromagnetic Compatibility Problem Via Unscented
2, FEBRUARY 2012 94
Abstract ─ This paper aims to illustrate the current aim of this work is to focus on two additional
interest about the use of stochastic techniques for methods which present the simplicity of MC
electromagnetic compatibility (EMC) issues. This method with faster convergence rates. Thus, the
problem may be handled from various methods. unscented transform (UT) method [2, 3] and the
First, we may focus on the Monte Carlo (MC) stochastic collocation (SC) technique [4] will be
formalism but other techniques have been detailed from their foundations to an
implemented more recently (the unscented electromagnetic compatibility (EMC) application.
transform, UT, or stochastic collocation, SC, for
instance). This work deals with solving a II. THEORETICAL BASIS
stochastic EMC problem (transmission line) with Many methods are used to take uncertainties
the UT and SC techniques and to compare them into account in EM simulations; one of the
with the reference MC results. simplest ways to do so may remain as the use of
MC developments. Some probabilistic techniques
Index Terms ─ Sensibility analysis, stochastic are also available: we can mention, without
collocation, stochastic electromagnetic exhaustiveness, the polynomial chaos [5] or the
compatibility, unscented transform. kriging technique [6]. In this article, we focus on
the interest of the UT [2] and SC [4] methods to
I. INTRODUCTION solve EMC problems. They are two non-intrusive
Nowadays, although one may note the methods whose main advantages are simplicity
growing interest of the electromagnetic (EM) and efficiency. Contrary to a classical MC
community for measurement techniques and simulation, well known for its slow convergence
numerical codes with increasing accuracy, the rate, the collocation methods are computationally
trend is to improve their efficiency by optimizing very interesting since they need a limited number
them. Most of the computational works in of well-chosen points related to the distribution of
electromagnetics remain deterministic (i.e., one the random variables (RV). Thus, the UT and SC
single result per set of exact input data). Although techniques share many similarities; they only
the uncertainties are intrinsic in EM analysis differ regarding two or more random parameters.
(slight variations from large production, In our model, a stochastic parameter Z will be
environmental factors, reproducibility drifts), very defined according to a RV 𝑢� following
few studies are achieved to efficiently take them 𝑍 = 𝑍 0 + 𝑢�, (1)
0
into account. One of the most spread techniques with 𝑍 the initial value (mean) and without any
relies on Monte Carlo (MC) simulations [1]. The loss of generality 𝑢� follows a certain distribution
law (zero-mean and a given variance). The random numbers) with 0 ≤ 𝑚 + 𝑛 ≤ 4. Once more there
value Z may stand for different parameters: are several possible solutions: in the following we
material characteristics (dielectric), geometry (for will give different sets of sigma points and weights
instance size or location of a target) or the source solving the system (6).
parameters (magnitude, frequency ...).
B. SC foundations
A. UT principles This section is dedicated to the presentation of
As explained in [3], the UT method is similar to the SC technique [4].
the MC technique. The main difference relies on the SC basis for a single random parameter.
number of realizations needed to obtain the The idea of the technique is to find a polynomial
statistical moments of a given output. Instead of approximation of a given output I depending on a
several thousands of repetitions, only a few selected random parameter Z (1). In a first time, the
ones are necessary. function 𝑆 → 𝐼(𝑍 0 ; 𝑆) is split up a Lagrangian
A single RV UT case. Some conditions are basis with n the approximation order
required to compute UT for a single RV: we may 𝐼(𝑍 0 ; 𝑆) ≈ ∑𝑛𝑖=0 𝐼𝑖 (𝑍 0 )𝐿𝑖 (𝑆), (7)
know both the moments of the RV 𝑢� and the with 𝐿𝑖 (𝑆) = ∏𝑗=0 𝑛 𝑆−𝑆𝑗
. One of the most
nonlinear mapping of the random output. Its nth 𝑗≠𝑖
𝑆𝑖 −𝑆𝑗
order moment may be expressed as follows: interesting properties of the Lagrangian basis
𝐸{𝐼(𝑢�)𝑛 } = ∫ 𝐼(𝑢)𝑛 𝑝𝑑𝑓(𝑢)𝑑𝑢, (2) relies on its reducing characteristic: 𝐿𝑖 �𝑆𝑗 � = 𝛿𝑖𝑗
where pdf(u) is the probability density function of
(Kronecker δ) and we may write 𝐼𝑖 (𝑍 0 ) =
the RV 𝑢�. A discrete equivalent of the relation (2)
𝐼(𝑍 0 ; 𝑆𝑖 ). Then, the integration computation is
is used for the integration
based upon the Gauss quadrature with identical
∫ 𝐼(𝑢)𝑛 𝑝𝑑𝑓(𝑢)𝑑𝑢 ≈ ∑𝑖 𝜔𝑖 𝐼(𝑆𝑖 )𝑛 , (3) points Si than the ones previously needed by the
where Si are the so-called sigma points (for the SC method
integration). If the nonlinear mapping 𝐼(𝑢�) is well
behaved, it could be expressed from Taylor ∫𝐷 𝑝𝑑𝑓(𝑢) 𝑓(𝑢)𝑑𝑢 ≈ ∑𝑛𝑖=0 𝜔𝑖 𝑓(𝑆𝑖 ). (8)
polynomial series (gj coefficients) as Similarly to the UT case, the real numbers ωi are
∫ 𝐼(𝑢)𝑛 𝑝𝑑𝑓(𝑢)𝑑𝑢 = ∑∞ 𝑗
𝑗=0 𝑔𝑗 ∫ 𝑢 𝑝𝑑𝑓(𝑢)𝑑𝑢 . (4)
called integration weights. From (7), we may
From the discrete sum (3), each integration detail I with its polynomial approximation
term of (4) may be expressed from k+1 (k=0, 1 ...) 𝐸{𝐼(𝑍 0 ; 𝑆)} = ∑𝑛𝑖=0 𝐼𝑖 (𝑍 0 ) ∫𝐷 𝐿𝑖 (𝑠)𝑝𝑑𝑓(𝑠)𝑑𝑠. (9)
equations as From (9), we may straightforward compute
∫ 𝑢𝑘 𝑝𝑑𝑓(𝑢)𝑑𝑢 ≈ ∑𝑖 𝜔𝑖 𝑆𝑖𝑘 = 𝐸�𝑢�𝑘 �. (5) weights following
The nonlinear system depicted in (5) allows 𝜔𝑖 = ∫𝐷 𝐿𝑖 (𝑠)𝑝𝑑𝑓(𝑠) 𝑑𝑠. (10)
the computation of the sigma points Si and weights
We will detail in Section II-D the statistical
𝜔𝑖 from the moments of the RV 𝑢�. As detailed in
[2], the minimum number of Si points for a given moments computation enabled by the pair (Si, ωi).
order of the UT technique may be derived using Multi-RV SC case. The previous theoretical
the Gauss quadrature schemes. Indeed, elements may be generalized to the multivariate
considering (5), the solution is not unique and case. Therefore, by considering a two-variable
different sets of (𝑆𝑖 , 𝜔𝑖 ) may be obtained as random problem, for instance involving two RV
illustrated in the following. 𝑢�1 and 𝑢�2 standing for two random parameters,
UT for multi-RV. Based upon the results respectively Y and Z, we may write Y and Z from
obtained for a single RV, the Taylor polynomial the relation (1) including two initial values (𝑌 0
representation is still suitable for two RV. In the and 𝑍 0 ) and potentially two random distributions.
two variables case, the system (5) may be written From the same theoretical foundations, we may
using statistical moments cross terms [2] following project the function (𝑠, 𝑡) → 𝐼�𝑌 0 , 𝑍 0 ; 𝑠𝑖 , 𝑡𝑗 � on a
𝑚 𝑛
∑𝑖 𝜔𝑖 �𝑆𝑖1 � �𝑆𝑖2 � = 𝐸{𝑢�1𝑚 𝑢�2𝑛 }. (6) Lagrangian basis
The sigma points and weights are computed 𝐼�𝑌 0 , 𝑍 0 ; 𝑠𝑖 , 𝑡𝑗 �≈ ∑𝑛𝑖=0 ∑𝑛𝑗=0 𝐼𝑖𝑗 (𝑌 0 , 𝑍 0 )𝐿𝑖 (𝑠)𝐿𝑗 (𝑡),
for the two RV 𝑢�1 and 𝑢�2 and derived from the (11)
possible power combinations of m and n (natural
LALLÉCHÈRE, ET. AL.: AN EM COMPATIBILITY PROBLEM VIA UNSCENTED TRANSFORM AND STOCHASTIC COLLOCATION METHODS 96
with 𝐼𝑖𝑗 (𝑌 0 , 𝑍 0 ) = 𝐼�𝑌 0 , 𝑍 0 ; 𝑠𝑖 , 𝑡𝑗 �. It is rather stand respectively for the mean and standard
simple from (11) to compute the moments of the deviation of the Z output.
output I through a tensor product in each direction
(i.e., for each RV) based upon the generalization Table 2: Statistical moments computation with the
of (8). Comparatively to MC, the technique may UT/SC for one-dimensional RV case
appear limited when the number of RV increases. Moment n Computation
𝒏
Other methods exist [7, 8] to ensure efficiency
with a good level of accuracy but for few RV, UT, Mean 1 〈𝒁〉 = � 𝝎𝒊 𝑺𝒊
and SC reveal particularly precise. 𝒊=𝟎
𝑛
Using the Gauss quadrature to compute weights where i corresponds to the considered random
and sigma points leads to a similar (Si, ωi) set both length 𝐿𝑖 (𝐿𝑖 ∈ 𝐷𝐿 ) and 𝑧 𝑈𝑇/𝑆𝐶 , 𝑧 𝑀𝐶 stand for a
for the UT and SC. The single variable uncertainty given statistical moment, for instance mean or
is first introduced considering L. The line length is variance (standard deviation), of the random
associated to a RV 𝑢� following a normal output (current I) obtained respectively from
distribution (zero-mean, variance=0.053); different UT/SC and MC. The results from Fig. 3 show the
𝐿0 mean values are regarded in the set DL=[1.2m; convergence of the stochastic formulations since
4.5m]. In this example, the values of parameters respectively less than 0.25% and 2% errors appear
are set following: d=1mm, f=50MHz, h=20mm, from the current mean and standard deviation
with initial electric field amplitude 𝐸0 =1kV/m, a computations.
normal striking is considered here.
the skewness (3rd order) computation. Of course, appear both on the levels and the convergence
for higher statistical moments needs, the UT/SC rate, the SC method allows modeling different
will require higher precision. kind of uncertainties. The randomness distributed
from a log-normal law seems to require a different
SC order to converge (Fig. 6) comparatively to
normal or uniform distributions.
Figure 11 shows the gap between SC3 and Fig. 12. Influence of RV1 (h).
UT8 accuracies. Even if the SC/UT numerical
precision is high (less than 0.08% from MC
reference), the precision remains widely better for
SC (3 times) comparatively to UT. The time and
memory saves appear clearly from previous
examples since UT and SC need less than 10
realizations compared to the MC technique which
requires about 100,000 simulations. Furthermore,
it would be possible to improve the SC efficiency
using techniques from [11] to reduce the number
of SC realizations needed; it could be particularly
interesting for multivariate stochastic problems
involving many RV [12]. Another solution may be Fig. 13. Influence of RV2 (f).
to reduce this number to a minimum regarding
their relative influence. From [2], the comparison The influence of each parameter is shown in
of results from 1-RV simulation with those Figs. 12 and 13. The computation of the influence
involving a set of RV provides information on from (14) lays emphasis on the dominant effect of
significant parameters. height. As expected, the impact of the frequency is
101 ACES JOURNAL, VOL. 27, NO. 2, FEBRUARY 2012
relatively smooth outside resonance frequencies. [7] J. Foo and G.E. Karniadakis, “Multi-Element
The f-effect should not be neglected around them Probabilistic Collocation Method in High
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Adaptative Stochastic Collocation Method for
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solve stochastic EMC problems are presented. M. Fogli, and F. Paladian, “Numerical Simulation
Uncertainties involving source parameters of a Reverberation Chamber with a Stochastic
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normal distributions. The UT and SC methods
Applications by Considering Uncertainties,” XXX
appear similar to well chosen MC simulations: URSI General Assembly, Istanbul, Turkey, August
their main advantages rely on their effectiveness 2011.
(minimizing CPU time more than 20,000 times) [11] A. H. Stroud, “Remarks on the Disposition of
and non-intrusive characteristic. Directly linked to Points in Numerical Integration Formulas,” Math.
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Michielssen, “A Fast Stroud-Based Collocation
Method for Statistically Characterizing EMI/EMC
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