Chapter One: 1.1 Introductory Comments
Chapter One: 1.1 Introductory Comments
Introduction
This course aims at exploring computational methodologies for engineering design under
uncertainty. It is intended for undergraduate seniors and graduate students who are
interested in statistical/probabilistic methods and design optimization in engineering
analysis and design. It covers reliability analysis, analytical robustness assessment, robust
design, reliability-based design, and their engineering applications. Associated outcomes
include 1) an ability to model uncertainties for engineering analysis and design, 2) an
ability to apply knowledge of statistics and probability to engineering design, 3) an ability
to integrate robust design and reliability-based design with CAD/CAE simulations,
design optimization, and Design of Experiments (DOE), and 4) an ability to use
probabilistic and statistical methods for Design for Six Sigma.
Reliability analysis
Monte Carlo simulation
Sensitivity analysis
Robustness assessment
3. Probabilistic design design methodologies that manage and mitigate the effect
of uncertainty
Introduction to design optimization
Reliability-based design
Robust design
Integrated probabilistic design
4. Case study in Industry (automotive, structural, and mechanical applications)
In this chapter, the basic concepts of engineering design and design process will be
discussed first, followed by the introduction to the fundamentals of probabilistic
engineering design. In the subsequent chapters, we will primarily discuss three major
topics: 1) uncertainty modeling with the application of probability theory, 2) uncertainty
analysis that quantifies the effects of uncertainty, and 3) probabilistic engineering design
that manages and mitigates the effects of uncertainty.
Engineering design is a process that establishes and defines solutions to new engineering
problems, which have been solved before, or new solutions to engineering problems,
which have previously been solved, in a different way. The key word is new problems or
new solutions.
A general engineering design process involves the following major phases [1-4].
1
2 Probabilistic Engineering Design
Phase 3: Embodiment design to engineer a solution principle for the selected design
concepts by determining the general arrangements and preliminary shapes and materials
of all components. Embodiment design is also called preliminary design.
Phase 4: Detail design to specify all the details of the final design and produce
manufacturing drawings and documentation.
The engineering design process is demonstrated in Fig. 1.1. The input of the design
process is the customer needs, and the output of the design process is the final design,
including manufacturing specifications and all the documentations. The process is
dynamic and iterative. Rework is needed among the design phases before a satisfactory
final design is reached.
Phase 1 Phase 2
Problem clarification Conceptual design
Phase 3 Phase 4
Embodiment design Detailed design
For example, if a task is to determine a mechanism system that satisfies the functional
requirement y f ( x ) , in which x and y are input and output rotational displacements,
respectively. It is a design task because there are multiple solutions to this new problem,
2
3 Chapter 1 Introduction
and many decisions need to be made, such as the materials, the design options, the
geometry, dimensions, etc. Figure 1.2 shows several possible design options to the
problem, including a four-bar linkage, a cam-follower mechanism, and a pair of gears.
Design Analysis
A decision making process A problem solving process
x y
Let us look at the reverse problem. A four-bar linkage mechanism has been identified as
shown in Figure 1.3. The task is to find the output angle y given the input angle x. This
task is an analysis problem because there is only one unique solution to this existing
system, and it is a problem solving process where algebraic equations derived from
kinematics are used to find the solution.
c
a x y
3
4 Probabilistic Engineering Design
We have seen the differences between design and analysis. In a real engineering design
process, design and analysis are also tied to each other. A design involves a number of
analyses as shown in Fig. 1.4. After having generated a number of design concepts,
engineers perform analyses on the design concepts. Then they use the analysis results to
make decisions on selecting the best design concepts in terms of design performance.
After the concept selection, engineers make more decisions in order to detail and refine
the selected design. If the design is not considered satisfactory, they will use the analysis
results to improve and update the design by making necessary changes on material
selections, configurations, component interfaces, parameters, and so on. The process
iterates until a satisfactory design is identified. During this process, numerous decisions
are made.
Initial design
Analysis
Analysis results
(Design performances)
Updated design
Yes
Satisfactory? Design results
No
On the other hand, a single analysis may also contain other design tasks. For example,
solving a mathematical equation is an analysis problem. Designing and selecting
algorithms to solve the equation is a design problem.
With the advancements of computational tools and the demand of shortening product
design to market, engineers increasingly rely on mathematical and simulation models.
These models can provide a flexible and cheap means to explore and examine design
alternatives before physical deployment. With this fundamental paradigm shift, product
4
5 Chapter 1 Introduction
development is moving toward an engineering process where decisions are heavily based
on computational simulations with decreasing physical experiments.
x Analysis Model y
y = g(x)
y g (x) (1.1)
In Eq. 1.1, x is a vector of input variables. x may contain design variables (e.g. the
diameter of a shaft) that can be controlled and changed during the design process, or
design parameters (e.g. the temperature of the environment) that can not be controlled. In
general, x is the mixture of design variables and design parameters. y is an output or
response variable which is dependent on x. y is usually a design performance, such as the
cost and maximum stress.
Analysis models are important for many reasons. (1) Significant upfront design decision-
making occurs prior to the availability of physical prototypes. Such design-making relies
heavily on the predictions of design performances from the models. (2) Physical testing
can be expensive, time consuming, harmful, or even, in some situations, prohibitive. (3)
Engineers use models to gain some insights into certain phenomena, which may be
lacking from physical experiment due to measurement system limitations or its
practicality.
In this class, we will focus on model-based engineering design where engineers use
analysis models to predict product performances and make design decisions.
5
6 Probabilistic Engineering Design
Uncertainty can be viewed as the difference between the present state of knowledge and
the complete knowledge (see Fig. 1.6). In the context of model-based design, uncertainty
is the difference between the model prediction and reality. Uncertainty is usually
classified into aleatory and epistemic types.
Uncertainty
Epistemic uncertainty Aleatory uncertainty
6
7 Chapter 1 Introduction
coefficient of friction are distributed within the range. Due to the lack of knowledge, the
parameter uncertainty associated with the coefficient of friction is epistemic. If engineers
perform more analyses or experiments, the estimate of coefficient of friction will be more
precise and the range will be narrower or reduced to a single value. The epistemic
parameter uncertainty will then be reduced or eliminated.
Model structure uncertainty is the uncertainty in the model structure itself, including
uncertainty in the validity of the assumptions underlying the model. The uncertainty
associated with a model structure is a special type of epistemic uncertainty, which comes
from assumptions or a lack of knowledge in the model building process.
Uncertainty
To better understand the concept of uncertainty, let us look at a simple beam design
example (see Fig. 1.8). The design variables that are to be determined are the cross-
sectional dimensions, including widths b1 and b2, heights h1 and h2, and lengths l1 and l2.
A vertical external force P applies at the tip of the beam. The yield strength of the beam
material is S.
7
8 Probabilistic Engineering Design
P
A A-A
C B
h1 h2
b1
l2 l1 A
b2
Figure 1.8 A Cantilever Beam
To make the design feasible, it is necessary to calculate the maximum stress max and
make sure that it is less than the yield strength S. The analytical model y g (x) for the
design margin is defined by the difference between the strength and stress, namely,
6P(l1 l2 )
y g (x) S max S (1.2)
b2h22
where x b1, b2 , h1, h2 , l1, l2 , S and the maximum stress max is derived from the basic
beam theory as
6 P(l1 l2 )
max (1.3)
b2h22
Model structure uncertainty: Eq. 1.2 is derived from the basic beam theory based on
several idealized assumptions, such as (1) the material is isotropic and homogenous; the
material is also linearly elastic; (2) plane sections remain plane under a load; (3) the
moduli of elasticity in tension and compression are identical; and (4) the support of the
beam at C is perfectly rigid. The assumptions may not be completely valid, and therefore
the prediction of the design margin in Eq. 1.2 will be different from the true value. This
indicates the existence of model structure uncertainty. Model structure uncertainty is a
8
9 Chapter 1 Introduction
The above concepts are further demonstrated by the following vehicle crashworthiness
design example (Fig. 1.9). Finite element models play an integral part in the vehicle
crashworthiness design, which involves uncertain parameters such as those of geometry
(shape, thickness, and tolerances), material properties (elasticity, yield strength, and
damping), and loading. Some parameters (e.g. tolerances) are random variables with
aleatory uncertainty and their probability distributions are precisely known. Other
parameters are epistemically uncertain because the knowledge about them is imprecise.
For example, the most significant epistemic parameter uncertainty is that of the contact
resistance, which is assumed to lie in an interval due to a lack of knowledge [5]. Another
significant uncertainty is the model structure uncertainty, a special type of epistemic
uncertainty, caused by the linear approximation for stress and strain and by other
assumptions [5, 6]. With the model structure uncertainty, proving ground tests (Fig. 1.9)
are required to verify that the model-based design meets the mandated crashworthiness
standards. There are also many sources of uncertainty in the vehicle manufacturing
process and proving ground tests that, in turn, induce experimental uncertainty in the test
results, which also contain both aleatory and epistemic uncertainties.
Figure 1.9 Vehicle Crash Simulation (left) and Proving Ground Test (right)
(Courtesy of Ford Motor Company)
9
10 Probabilistic Engineering Design
Robust design
Robust design is a method for improving the quality of a product through
minimizing the effect of uncertainty without eliminating the causes of uncertainty.
The focus is the robustness of the product performance.
10
11 Chapter 1 Introduction
Uncertainty associated with parameters, model structures, and numerical errors has a
significant impact on design performances. The ignorance or inappropriate treatment of
uncertainty may lead to
Erroneous decision-making,
Low quality, robustness, reliability, safety,
High risk,
High cost of product-life cycle,
Costly warranty,
Over-designed (conservative) products,
Low customer satisfaction, and
Catastrophic consequences
For example, if a product is not robust, the product performance will be sensitive to the
variation of system inputs. As a result, small variations of system inputs such as the
imprecision of manufacturing may lead to a large variation in product performance. A
large variation in performance means low quality and will consequently results in low
customer satisfaction. In addition, if a product is not reliable, the chance of failure will be
relatively high. Catastrophic events may occur when the product fails.
11
12 Probabilistic Engineering Design
With the intensive requirement of high product quality, the more complex computer
simulations are increasingly being used, and more complicated decision making is
required during a design process. The need of uncertainty consideration in engineering
design has become imperative. Probabilistic and statistical based design methods, such as
Design of Experiments (DOE), robust design, reliability-based design, and Design for Six
Sigma (DFSS), have been used in industry to meet such a need. A typical example is the
vehicle development process, where vehicle program managers are continually
challenged with tasks with the presence of uncertainties. The typical tasks include
integrating uncertain information across a large number of functional areas, assessing
program risk relative to business goals, and then making program-level decisions. In the
mean time, engineers struggle to develop design alternatives facing with uncertainties in
design and analysis models, manufacturing processes, and environment. They must
provide the program managers with credible, timely, and robust estimates of design
related vehicle performance [8]. For many engineers in other industries, applying
nondeterministic approaches to handle uncertainty has also become a part of their routine
job.
In this class, we will discuss how to deal with uncertainty in engineering design at three
complementary levels modeling, analysis, and design. The three levels are illustrated in
Fig. 1.10.
12
13 Chapter 1 Introduction
Reference
[1] ABET, 2000. Criteria for Accrediting Engineering Programs. New York:
Accreditation Board for Engineering and Technology, Inc.
[2] Dym, C.L., and Little P., 2004, Engineering Design, A Project-Based
Introduction, 2nd Edition, John Wiley & Sons, Inc., U.S.A.
[3] Eggert, R., Engineering Design, 2005, Pearson Prentice Hall, Upper Saddle
River, New Jersey.
13
14 Probabilistic Engineering Design
[4] Ertas, A., and Jones, J., 1996, The Engineering Design Process, John Wiley &
Sons, Inc., U.S.A.
[5] Bayarri, M.J. Berger, J.O., Higdon, D., Kennedy, M.C., Kottas, A., Paulo, R.,
Sacks, J., Cafeo, J.A., Cavendish, J, Lin, C.H., and Tu J., 2000, A Framework for
Validation of Computer Models, Foundations for Verification and Validation in
the 21st Century Workshop, John Hopkins University/Applied Physics
Laboratory, Laurel, Maryland.
[6] Gu, L. and Yang, R. J., 2003, Computer Model Validation in Vehicle Crash
Safety Design, Proceedings of ASME 2003 Design Engineering Technical
Conferences and the Computers and Information in Engineering Conference,
Chicago, Illinois, September 1-4, 2003.
[7] Du, X., 2006, A Unified Uncertainty Analysis Framework by Probability and
Evidence Theories, 2006 ASME DETC Conferences, September 10-13, 2006,
Philadelphia, Pennsylvania.
[8] Cafeo, J.A., Donndelinger, J.A., Lust, R.V., and Mourelatos, Z.P., 2005, The
Need for Nondeterministic Approaches in Automotive Design: A Business
Perspective, in Engineering Design Reliability Handbook, edited by Nilolaidis,
E., Chiocel, D.M., and Singhal, S., CRC Press, Washington D.C.
14