arXiv subjects

Hanno Gottschalk

Publications and source records attributed to Hanno Gottschalk.

107 records · Page 6Linked to original sources

arXiv2018

Adjoint Method to Calculate Shape Gradients of Failure Probabilaties for Turbomachinery Components

In the optimization of turbomachinery components, shape sensitivities for fluid dynamical objective functions have been used for a long time. As peak stress is not a differential func- tional of the shape, such highly efficient procedures so far have been missing for objective functionals that stem from mechan- ical integrity. This changes, if deterministic lifing criteria are replaced by probabilistic criteria, which have been introduced recently to the field of low cycle fatigue (LCF). Here we present a finite element (FEA) based first discretize, then adjoin approach to the calculation of shape gradients (sen- sitivities) for the failure probability with regard to probabilistic LCF and apply it to simple and complex geometries, as e.g. a blisk geometry. We review the computation of failure probabilities with a FEA postprocessor and sketch the computation of the relevant quantities for the adjoint method. We demonstrate high accuracy and computational efficiency of the adjoint method compared to finite difference schemes. We discuss implementation details for rotating components with cyclic boundary conditions. Finally, we shortly comment on future development steps and on poten- tial applications in multi criteria optimization.

math.NA↗

arXiv2017

Combined Notch and Size Effect Modeling in a Local Probabilistic Approach for LCF

In recent years a local probabilistic model for low cycle fatigue (LCF) based on the statistical size effect has been developed and applied on engineering components. Here, the notch support extension based on the stress gradient effect is described in detail, as well as an FEA-based parameter calibration. An FEA is necessary to simulate non-homogeneous stress fields in non-smooth specimens which exhibit gradients and determine size effects. The hazard density approach and the surface integration over the FEA stress lead to geometry-independent model parameters. Three different materials (superalloys IN-939, Rene80, steel 26NiCrMoV14-5) and three different geometry types (smooth, notch, cooling hole specimens) are considered for a more comprehensive validation of the probabilistic LCF model and to demonstrate its wide application range. At the same time, a reduced testing effort is needed compared to deterministic model predictions with notch support.

cond-mat.mtrl-sci↗

arXiv2017

Shape optimization to decrease failure probability

Ceramic is a material frequently used in industry because of its favorable properties. Common approaches in shape optimization for ceramic structures aim to minimize the tensile stress acting on the component, as it is the main driver for failure. In contrast to this, we follow a more natural approach by minimizing the component's probability of failure under a given tensile load. Since the fundamental work of Weibull, the probabilistic description of the strength of ceramics is standard and has been widely applied. Here, for the first time, the resulting failure probabilities are used as objective functions in PDE constrained shape optimization. To minimize the probability of failure, we choose a gradient based method combined with a first discretize then optimize approach. For discretization finite elements are used. Using the Lagrangian formalism, the shape gradient via the adjoint equation is calculated at low computational cost. The implementation is verified by comparison of it with a finite difference method applied to a minimal 2d example. Furthermore, we construct shape flows towards an optimal / improved shape in the case of a simple beam and a bended joint.

math.OC↗

arXiv2017

Probabilistic LCF Risk Evaluation of a Turbine Vane by Combined Size Effect and Notch Support Modeling

A probabilistic risk assessment for low cycle fatigue (LCF) based on the so-called size effect has been applied on gas-turbine design in recent years. In contrast, notch support modeling for LCF which intends to consider the change in stress below the surface of critical LCF regions is known and applied for decades. Turbomachinery components often show sharp stress gradients and very localized critical regions for LCF crack initiations so that a life prediction should also consider notch and size effects. The basic concept of a combined probabilistic model that includes both, size effect and notch support, is presented. In many cases it can improve LCF life predictions significantly, in particular compared to \textit{E-N} curve predictions of standard specimens where no notch support and size effect is considered. Here, an application of such a combined model is shown for a turbine vane.

math.NA↗

arXiv2017

Option Pricing in Markets with Unknown Stochastic Dynamics

We consider arbitrage free valuation of European options in Black-Scholes and Merton markets, where the general structure of the market is known, however the specific parameters are not known. In order to reflect this subjective uncertainty of a market participant, we follow a Bayesian approach to option pricing. Here we use historic discrete or continuous observations of the market to set up posterior distributions for the future market. Given a subjective physical measure for the market dynamics, we derive the existence of arbitrage free pricing rules by constructing subjective option pricing measures. The non-uniqueness of such measures can be proven using the freedom of choice of prior distributions. The subjective market measure thus turns out to model an incomplete market. In addition, for the Black-Scholes market we prove that in the high frequency limit (or the long time limit) of observations, Bayesian option prices converge to the standard BS-Option price with the true volatility. In contrast to this, in the Merton market with normally distributed jumps Bayesian prices do not converge to standard Merton prices with the true parameters, as only a finite number of jump events can be observed in finite time. However, we prove that this convergence holds true in the limit of long observation times.

q-fin.MF↗

arXiv2016

Quantum fields obtained from convoluted generalized white noise never have positive metric

It is proven that the relativistic quantum fields obtained from analytic continuation of convoluted generalized (Lévy type) noise fields have positive metric, if and only if the noise is Gaussian. This follows as an easy observation from a criterion by K. Baumann, based on the Dell'Antonio-Robinson-Greenberg theorem, for a relativistic quantum field in positive metric to be a free field.

math-ph↗

arXiv2016

Optimal Reliability for Components under Thermomechanical Cyclic Loading

We consider the existence of optimal shapes in the context of the thermomechanical system of partial differential equations (PDE) using the recent approach based on elliptic regularity theory. We give an extended and improved definition of the set of admissible shapes based on a class of sufficiently differentiable deformation maps applied to a baseline shape. The obtained set of admissible shapes again allows one to prove a uniform Schauder estimate for the elasticity PDE. In order to deal with thermal stress, a related uniform Schauder estimate is also given for the heat equation. Special emphasis is put on Robin boundary conditions, which are motivated from convective heat transfer. It is shown that these thermal Schauder estimates can serve as an input to the Schauder estimates for the elasticity equation. This is needed to prove the compactness of the (suitably extended) solutions of the entire PDE system in some state space that carries a c2-Hölder topology for the temperature field and a C3-Hölder topology for the displacement. From this one obtains he property of graph compactness, which is the essential tool in an proof of the existence of optimal shapes. Due to the topologies employed, the method works for objective functionals that depend on the displacement and its derivatives up to third order and on the temperature field and its derivatives up to second order. This general result in shape optimization is then applied to the problem of optimal reliability, i.e. the problem of finding shapes that have minimal failure probability under cyclic thermomechanical loading.

math.OC↗

arXiv2015

Calibration of Lévy Processes using Optimal Control of Kolmogorov Equations with Periodic Boundary Conditions

We present an optimal control approach to the problem of model calibration for Lévy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond. Calibration of Lévy processes is particularly challenging as the jump distribution is given by an arbitrary Lévy measure, which form a infinite dimensional space. In this work, we follow an approach which is related to the maximum likelihood theory of sieves. The sampling of the Lévy process is modelled as independent observations of the stochastic process at some terminal time $T$. We use a generic spline discretization of the Lévy jump measure and select an adequate size of the spline basis using the Akaike Information Criterion (AIC). The numerical solution of the Lévy calibration problem requires efficient optimization of the log likelihood functional in high dimensional parameter spaces. We provide this by the optimal control of Kolmogorov's forward equation for the probability density function (Fokker-Planck equation). The first order optimality conditions are derived based on the Lagrange multiplier technique in a functional space. The resulting Partial Integral-Differential Equations (PIDE) are discretized, numerically solved and controlled using scheme a composed of Chang-Cooper, BDF2 and direct quadrature methods. For the numerical solver of the Kolmogorov's forward equation we prove conditions for non-negativity and stability in the $L^1$ norm of the discrete solution. To set boundary conditions, we argue that any Lévy process on the real line can be projected to a torus, where it again is a Lévy process. If the torus is sufficiently large, the loss of information is negligible.

math.OC↗

arXiv2014

Minimal failure probability for ceramic design via shape control

We consider the probability of failure for components made of brittle mate- rials under one time application of a load as introduced by Weibull and Batdorf - Crosse and more recently studied by NASA and the STAU cooperation as an objective functional in shape optimization and prove the existence of optimal shapes in the class of shapes with a uniform cone property. The corresponding integrand of the objective functional has convexity properties that allow to derive lower-semicontinuity according to Fujii (Opt. Th. Appl. 1988). These properties require less restrictive regularity assumptions for the boundaries and state functions compared to [arXiv:1210.4954]. Thereby, the weak formulation of linear elasticity can be kept for the abstract setting for shape optimization as presented in the book by Haslinger and Maekinen.

math.OC↗

arXiv2013

Optimal Reliability in Design for Fatigue Life

The failure of a component often is the result of a degradation process that originates with the formation of a crack. Fatigue describes the crack formation in the material under cyclic loading. Activation and deactivation operations of technical units are important examples in engineering where fatigue and especially low-cycle fatigue (LCF) play an essential role. A significant scatter in fatigue life for many materials results in the necessity of advanced probabilistic models for fatigue. Moreover, optimization of reliability is of vital interest in engineering, where with respect to fatigue the cost functionals are motivated by the predicted probability for the integrity of the component after a certain number of load cycles. The natural mathematical language to model failure, here understood as crack initiation, is the language of spatio-temporal point processes and their first failure times. This translates the problem of optimal reliability in the framework of shape optimization. The cost functionals derived in this way for realistic optimal reliability problems are too singular to be $H^1$-lower semi-continuous as many damage mechanisms, like LCF, lead to crack initiation as a function of the stress at the component's surface. Realistic crack formation models therefore impose a new challenge to the theory of shape optimization. In this work, we have to modify the existence proof of optimal shapes, for the case of sufficiently smooth shapes using elliptic regularity, uniform Schauder estimates and compactness of strong solutions via the Arzela-Ascoli theorem. This result applies to a variety of crack initiation models and in particular applies to a recent probabilistic model for LCF.

math.OC↗

arXiv2013

Probabilistic Analysis of LCF Crack Initiation Life of a Turbine Blade under Thermomechanical Loading

An accurate assessment for fatigue damage as a function of activation and deactivation cycles is vital for the design of many engineering parts. In this paper we extend the probabilistic and local approach to this problem proposed in [1,2] and [3] to the case of non-constant temperature fields and thermomechanical loading. The method has been implemented as a finite element postprocessor and applied to an example case of a gas-turbine blade which is made of a conventionally cast nickel base superalloy.

math.NA↗

arXiv2013

A Probabilistic Model for LCF

Fatigue life of components or test specimens often exhibit a significant scatter. Furthermore, size effects have a non-negligible influence on fatigue life of parts with different geometries. We present a new probabilistic model for low-cycle fatigue (LCF) in the context of polycrystalline metal. The model takes size effects and inhomogeneous strain fields into account by means of the Poisson point process (PPP). This approach is based on the assumption of independently occurring LCF cracks and the Coffin-Manson-Basquin (CMB) equation. Within the probabilistic model, we give a new and more physical interpretation of the CMB parameters which are in the original approach no material parameters in a strict sense, as they depend on the specimen geometry. Calibration and validation of the proposed model is performed using results of strain controlled LCF tests of specimens with different surface areas. The test specimens are made of the nickel base superalloy RENE 80.

stat.AP↗

arXiv2013

A triviality result in the AdS/CFT correspondence for Euclidean quantum fields with exponential interaction

We consider scalar quantum fields with exponential interaction on Euclidean hyperbolic space $\mathbb{H}^2$ in two dimensions. Using decoupling inequalities for Neumann boundary conditions on a tessellation of $\mathbb{H}^2$, we are able to show that the infra-red limit for the generating functional of the conformal boundary field becomes trivial.

math-ph↗

arXiv2013

Risk estimation for LCF crack initiation

An accurate risk assessment for fatigue damage is of vital importance for the design and service of today's turbomachinery components. We present an approach for quantifying the probability of crack initiation due to surface driven low-cycle fatigue (LCF). This approach is based on the theory of failure-time processes and takes inhomogeneous stress fields and size effects into account. The method has been implemented as a finite-element postprocessor which uses quadrature formulae of higher order. Results of applying this new approach to an example case of a gas-turbine compressor disk are discussed.

math.NA↗

arXiv2011

Dynamical Backreaction in Robertson-Walker Spacetime

The treatment of a quantized field in a curved spacetime requires the study of backreaction of the field on the spacetime via the semiclassical Einstein equation. We consider a free scalar field in spatially flat Robertson-Walker space time. We require the state of the field to allow for a renormalized semiclassical stress tensor. We calculate the sigularities of the stress tensor restricted to equal times in agreement with the usual renormalization prescription for Hadamard states to perform an explicit renormalization. The dynamical system for the Robertson Walker scale parameter $a(t)$ coupled to the scalar field is finally derived for the case of conformal and also general coupling.

math-ph↗

arXiv2008

The Feynman graph representation of convolution semigroups and its applications to Lévy statistics

We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so obtained can be re-expressed in terms of generalized Feynman graphs and Feynman rules. The logarithm of the solution can then be represented by a series containing only the connected Feynman graphs. Under some conditions, it is shown that the formal solution uniquely determines the real solution by means of Borel transforms. The formalism is then applied to probabilistic Lévy distributions. Here, the Gaussian part of such a distribution is re-interpreted as a initial condition and a large diffusion expansion for Lévy densities is obtained. It is outlined how this expansion can be used in statistical problems that involve Lévy distributions.

math.PR↗

arXiv2007

A Comment on the Infra-Red Problem in the AdS/CFT Correspondence

In this note we report on some recent progress in proving the AdS/CFT correspondence for quantum fields using rigorously defined Euclidean path integrals. We also comment on the infra-red problem in the AdS/CFT correspondence and argue that it is different from the usual IR problem in constructive quantum field theory. To illustrate this, a triviality proof based on hypercontractivity estimates is given for the case of an ultra-violet regularized potential of type $:ϕ^4:$. We also give a brief discussion on possible renormalization strategies and the specific problems that arise in this context.

math-ph↗