Robust design with arbitrary distribution using Gauss-type quadrature formula

Sang Hoon Lee, Wei Chen*, Byung Man Kwak

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

In this paper, we present the Gauss-type quadrature formula as a rigorous method for statistical moment estimation involving arbitrary input distributions and further extend its use to robust design optimization. The mathematical background of the Gauss-type quadrature formula is introduced and its relation with other methods such as design of experiments (DOE) and point estimate method (PEM) is discussed. Methods for constructing one dimensional Gauss-type quadrature formula are summarized and the insights are provided. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed for two different multi-dimensional integration methods, the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. Through several examples, it is shown that the Gauss-type quadrature formula can be effectively used in robust design involving various non-normal distributions. The proposed design sensitivity analysis significantly reduces the number of function calls of robust optimization using the TPQ formulae, while using the UDR method, the savings of function calls are observed only in limited situations.

Original languageEnglish (US)
Title of host publication12th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, MAO
StatePublished - Dec 1 2008
Event12th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, MAO - Victoria, BC, Canada
Duration: Sep 10 2008Sep 12 2008

Other

Other12th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, MAO
CountryCanada
CityVictoria, BC
Period9/10/089/12/08

ASJC Scopus subject areas

  • Aerospace Engineering
  • Mechanical Engineering

Fingerprint Dive into the research topics of 'Robust design with arbitrary distribution using Gauss-type quadrature formula'. Together they form a unique fingerprint.

Cite this