TY - JOUR

T1 - A feature mapping strategy of metamodelling for nonlinear stochastic dynamical systems with low to high-dimensional input uncertainties

AU - Wan, Zhiqiang

AU - Chen, Jianbing

AU - Tao, Weifeng

AU - Wei, Pengfei

AU - Beer, Michael

AU - Jiang, Zhongming

N1 - Funding Information: The Fundamental Research Funds for the Central Universities (Grant No. G2022KY05103 ) is sincerely appreciated by the first author. The Fundamental Research Funds for the Central Universities (Grant No. G2021KY05103 ) is gratefully appreciated by the corresponding author. The National Natural Science Foundation of China (Grant Nos. 72171194 and 51905430 ) as well as the Sino-German Mobility Programme (Grant No. M-0175 ) are highly appreciated by the fourth author, and the National Natural Science Foundation of China (Grant No. 51908468 ) is gratefully appreciated by the last author. The first author greatly thanks for constructive comments and discussions from the other authors. In particular, the constant support from the second author is greatly appreciated. As a younger researcher, the first author feels honoured to have supports from different institutes and groups, which inspires the first author with confidence in the future research.

PY - 2023/2/1

Y1 - 2023/2/1

N2 - This paper deals with the issue on metamodelling (a.k.a. surrogate modelling) of nonlinear stochastic dynamical systems, which are often with multiple input uncertainties Θ∈Rn, viz., the dimension n may range from low to high (e.g., n≥10). In this paper, to circumvent the problem of “curse of dimensionality” of high-dimensional input uncertainties, the feature spaces of outputs and inputs are firstly extracted from the original output and input spaces, and thus a feature mapping strategy is proposed. To form the feature output space, the nonlinear autoregressive with exogenous inputs (NARX) and the proper orthogonal decomposition (POD) are adopted, while the feature input space is detected by the active subspace method (ASM). It is found that the dimension of feature input (output) space may be much less than the one of original input (output) space, thus the applicability of many metamodelling methods can be naturally enhanced. On the constructed input–output feature space, the procedure of metamodelling is completed by the polynomial chaos expansion (PCE) combined with Kriging, which can capture global behaviours as well as local characteristics of the computational model. Two techniques are introduced to accelerate the proposed feature mapping strategy, consisting of the GF-discrepancy minimization algorithm for the design of experiments (DoEs), and the manifold optimization technique for the parameter identification of ASM. Four benchmarks, including a mathematical function (n=2), a dynamical quarter car model (n=10), a Bouc–Wen nonlinear oscillator subjected to earthquake ground motions (n=30), and the first sub-system (as a black box) of the NASA UQ Challenge 2019 (n=100), are studied to demonstrate the accuracy and efficiency of the proposed method. Some problems to be further studied are also outlined.

AB - This paper deals with the issue on metamodelling (a.k.a. surrogate modelling) of nonlinear stochastic dynamical systems, which are often with multiple input uncertainties Θ∈Rn, viz., the dimension n may range from low to high (e.g., n≥10). In this paper, to circumvent the problem of “curse of dimensionality” of high-dimensional input uncertainties, the feature spaces of outputs and inputs are firstly extracted from the original output and input spaces, and thus a feature mapping strategy is proposed. To form the feature output space, the nonlinear autoregressive with exogenous inputs (NARX) and the proper orthogonal decomposition (POD) are adopted, while the feature input space is detected by the active subspace method (ASM). It is found that the dimension of feature input (output) space may be much less than the one of original input (output) space, thus the applicability of many metamodelling methods can be naturally enhanced. On the constructed input–output feature space, the procedure of metamodelling is completed by the polynomial chaos expansion (PCE) combined with Kriging, which can capture global behaviours as well as local characteristics of the computational model. Two techniques are introduced to accelerate the proposed feature mapping strategy, consisting of the GF-discrepancy minimization algorithm for the design of experiments (DoEs), and the manifold optimization technique for the parameter identification of ASM. Four benchmarks, including a mathematical function (n=2), a dynamical quarter car model (n=10), a Bouc–Wen nonlinear oscillator subjected to earthquake ground motions (n=30), and the first sub-system (as a black box) of the NASA UQ Challenge 2019 (n=100), are studied to demonstrate the accuracy and efficiency of the proposed method. Some problems to be further studied are also outlined.

KW - Active subspace method (ASM)

KW - Feature mapping

KW - High-dimensionality

KW - Metamodel

KW - Nonlinear autoregressive with exogenous inputs (NARX)

KW - PC-Kriging

KW - Proper orthogonal decomposition (POD)

UR - http://www.scopus.com/inward/record.url?scp=85136245023&partnerID=8YFLogxK

U2 - 10.1016/j.ymssp.2022.109656

DO - 10.1016/j.ymssp.2022.109656

M3 - Article

AN - SCOPUS:85136245023

VL - 184

JO - Mechanical Systems and Signal Processing

JF - Mechanical Systems and Signal Processing

SN - 0888-3270

M1 - 109656

ER -