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Modeling uncertainty propagation in Modeling uncertainty propagation in large deformations large deformations Materials Process Design and Control Laborator Materials Process Design and Control Laborator C C O O R R N N E E L L L L U N I V E R S I T Y Swagato Acharjee and Nicholas Zabaras Materials Process Design and Control Laboratory Sibley School of Mechanical and Aerospace Engineering 188 Frank H. T. Rhodes Hall Cornell University Ithaca, NY 14853-3801 Email: [email protected] [email protected] URL: http://mpdc.mae.cornell.edu/

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Materials Process Design and Control Laboratory OUTLINE Motivation Overview of GPCE GPCE Solution methodology GPCE based Applications Merits and pitfalls of GPCE Overview of Support space/Stochastic Galerkin method Solution scheme using Support space method Extension to Continuum Damage Applications Conclusions/Future work

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Page 1: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Modeling uncertainty propagation in Modeling uncertainty propagation in large deformations large deformations

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

Swagato Acharjee and Nicholas Zabaras

Materials Process Design and Control LaboratorySibley School of Mechanical and Aerospace Engineering

188 Frank H. T. Rhodes HallCornell University

Ithaca, NY 14853-3801

Email: [email protected] [email protected]: http://mpdc.mae.cornell.edu/

Page 2: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

peoplepeople

CCOORRNNEELLLL U N I V E R S I T Y

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

RESEARCH SPONSORS

U.S. AIR FORCE PARTNERS

Materials Process Design Branch, AFRL

Computational Mathematics Program, AFOSR

CORNELL THEORY CENTER

ARMY RESEARCH OFFICE

Mechanical Behavior of Materials Program

NATIONAL SCIENCE FOUNDATION (NSF)

Design and Integration Engineering Program

Page 3: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

OUTLINE

•Motivation

•Overview of GPCE

•GPCE Solution methodology

•GPCE based Applications

•Merits and pitfalls of GPCE

•Overview of Support space/Stochastic Galerkin method

•Solution scheme using Support space method

•Extension to Continuum Damage

•Applications

•Conclusions/Future work

Page 4: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

MOTIVATION

All physical systems have an inherent associated randomness

SOURCES OF UNCERTAINTIES

•Multiscale material information – inherently statistical in nature.

•Uncertainties in process conditions

•Input data

•Model formulation – approximations, assumptions.

Why uncertainty modeling ?Assess product and process reliability.

Estimate confidence level in model predictions.

Identify relative sources of randomness.

Provide robust design solutions.

Engineering component

Heterogeneous random

Microstructural features

Fail SafeComponent

reliability

Page 5: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

MOTIVATION:UNCERTAINTY IN FINITE DEFORMATION PROBLEMS

Metal forming

Composites – fiber orientation, fiber spacing, constitutive model

Biomechanics – material properties, constitutive model, fibers in tissues

Initial preform shape

Material properties/models

Forging velocity

Texture, grain sizes

Die/workpiece friction

Die shape

Small change in preform shape could lead to underfill

Page 6: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

OVERVIEW OF FINITE DEFORMATION DETERMINISTIC PROBLEM

Linearized principle of virtual work equation

0 0

. .B B

dP dFdV P dFdV

BB0 BBFF eFF p

FFInitial configurationInitial configuration Deformed configurationDeformed configuration

B

Governing equationGoverning equation

. 0P

(1) Multiplicative decomposition framework(1) Multiplicative decomposition framework

(2) State variable based rate-dependent (2) State variable based rate-dependent constitutive modelsconstitutive models

(3) Total Lagrangian formulation(3) Total Lagrangian formulation

(4) Semi-implicit stress update scheme (4) Semi-implicit stress update scheme (Ortiz,1990)(Ortiz,1990) F

xX

X x

x

Strain measure – Green strainStrain measure – Green strain

Conjugate stress measure – Conjugate stress measure – PKII stressPKII stress

Page 7: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

GENERALIZED POLYNOMIAL CHAOS EXPANSION - OVERVIEW

n

iii txWtxW

0)(),(~),,(

Stochastic Stochastic processprocess

Chaos Chaos polynomialspolynomials

(random (random variables)variables)Reduced order representation of a stochastic processes.

Subspace spanned by orthogonal basis functions from the Askey series.

Chaos polynomialChaos polynomial Support spaceSupport space Random variableRandom variable

LegendreLegendre [[]] UniformUniform

JacobiJacobi [[]] BetaBeta

HermiteHermite [-[-∞,∞]∞,∞] Normal, LogNormalNormal, LogNormal

LaguerreLaguerre [0, [0, ∞]∞] GammaGamma

Number of chaos polynomials used to represent output uncertainty depends on Number of chaos polynomials used to represent output uncertainty depends on

- Type of uncertainty in input- Type of uncertainty in input - Distribution of input uncertainty- Distribution of input uncertainty- Number of terms in KLE of input - Degree of uncertainty propagation desired- Number of terms in KLE of input - Degree of uncertainty propagation desired

(Wiener,Karniadakis,Ghanem)

Page 8: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

UNCERTAINTY ANALYSIS USING SSFEM

Key features

Total Lagrangian formulation – (assumed deterministic initial configuration)

Spectral decomposition of the current configuration leading to a stochastic deformation gradient

Bn+1(θ)

xn+1(θ)=x(X,tn+1, θ,)

B0

Xxn+1(θ)

F(θ)

1 1( ) ( )n ni i B B

10 1

( , )( ) ( , )

nn

tt

x X,F x X,

X1

1( ) ( , ) ( ) nx QF P X

1 1( )i i i iQ Q F F = P P

11

( )( , )

n

nP xx

1 1( ) ( )n ni i x x

11( )

i

i i

nnP

xx

( )

Q XX

Page 9: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

CCOORRNNEELLLL U N I V E R S I T Y

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

TOOLBOX FOR ELEMENTARY OPERATIONS ON TOOLBOX FOR ELEMENTARY OPERATIONS ON RANDOM VARIABLESRANDOM VARIABLES

Scalar operations

Matrix\Vector operations

1. Addition/Subtraction

2. Multiplication

3. Inverse

1. Addition/Subtraction

2. Multiplication

3. Inverse

4. Trace

5. Transpose

Non-polynomial function evaluations

1. Square root

2. Exponential

3. Higher powersUse precomputed expectations

of basis functions and

direct manipulation

of basis coefficients

Use direct integration

over support space

Matrix InverseCompute B(θ) = A-1(θ)

Galerkin projection

Formulate and solve linear system for Bj

(PC expansion)

Page 10: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

UNCERTAINTY ANALYSIS USING SSFEM

Linearized PVW

On integration (space) and further simplification

( ) ( ) ( )i j i jP

f d Galerkin projection Inner product

Page 11: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

UNCERTAINTY DUE TO MATERIAL HETEROGENEITY

State variable based power law model.

State variable – Measure of deformation resistance- mesoscale property

Material heterogeneity in the state variable assumed to be a second order random process with an exponential covariance kernel.

Eigen decomposition of the kernel using KLE.

0

n

fs

21 1( ,0, ,0) exp

r

bp pR

2

01

( ) (1 ( ))i n ii

s s v

p p

V20.3398190.2390330.1382470.0374605

-0.0633257-0.164112-0.264898-0.365684-0.466471-0.567257

V10.4093960.3958130.382230.3686460.3550630.3414790.3278960.3143130.3007290.287146

Eigenvectors Initial and mean deformed config.

Page 12: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.80

0.2

0.4

0.6

0.8

1

1.2

1.4

1.6

Displacement (mm)

SD

Loa

d (N

)

Homogeneous materialHeterogeneous material

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.80

2

4

6

8

10

12

14

Displacement (mm)

Load

(N)

Mean

Load vs Displacement SD Load vs Displacement

Dominant effect of material heterogeneity on response statistics

UNCERTAINTY DUE TO MATERIAL HETEROGENEITY

Page 13: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

UNCERTAINTY DUE TO MATERIAL HETEROGENEITY-MC RESULTS

MC results from 1000 samples generated using Latin Hypercube Sampling (LHS). Order 4 PCE used for SSFEM

Page 14: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

EFFECT OF UNCERTAIN FIBER ORIENTATION

Aircraft nozzle flap – composite material, subjected to pressure on the free end

Equiv Stress: 0.006 0.026 0.047 0.068 0.088SD Equiv Stress: 0.003 0.005 0.008 0.011 0.013

Deterministic

Stochastic-mean

Orthotropic hyperelastic material model with uncertain angle of orthotropy modeled using KL expansion with exponential

covariance and uniform random variables

Two independent random variables with order 4 PCE (Legendre Chaos)

Page 15: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

EFFECT OF UNCERTAIN FIBER ORIENTATION – MC COMPARISON

Nozzle tip displacement

MC results from 1000 samples generated using Latin Hypercube Sampling

Page 16: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

Bn+1(θ)B0

X(θ) xn+1(θ)F(θ)

xn+1(θ)=x(XR,tn+1, θ,)

XR

F*(θ)

MODELING INITIAL CONFIGURATION UNCERTAINTY

BR

FR(θ)

Introduce a deterministic reference configuration BR which maps onto a stochastic initial configuration by a stochastic reference deformation gradient FR(θ). The deformation problem is then solved in this reference configuration.

Page 17: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

Deterministic simulation- Uniform bar under tension with effective plastic strain of 0.7 . Power law constitutive model.

Plastic strain 0.7

Eq. strain1.266561.194461.122351.050240.9781360.9060290.8339220.7618160.6897090.617602

Eq. strain0.7495560.7081580.6667590.6253610.5839620.5425640.5011650.4597670.4183680.37697

Initial configuration assumed to vary uniformly between two extremes with strain maxima in different regions in the stochastic simulation.

STRAIN LOCALIZATION DUE TO INITIAL CONFIGURATION UNCERTAINTY

Page 18: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

Stochastic simulation

Plastic strain 0.7

SD Eq. strain0.2680860.2425070.2169280.1913490.165770.1401910.1146120.08903270.06345370.0378747

Eq. strain0.7566080.7497910.7429750.7361580.7293420.7225250.7157090.7088920.7020760.69526

SD Eq. strain0.2680860.2425070.2169280.1913490.165770.1401910.1146120.08903270.06345370.0378747

SD uy0.1178790.1060910.09430280.0825150.07072710.05893930.04715140.03536360.02357570.0117879

SD ux0.05046060.04541450.04036850.03532240.03027640.02523030.02018420.01513820.01009210.00504606

Results plotted in mean deformed configuration

STRAIN LOCALIZATION DUE TO INITIAL CONFIGURATION UNCERTAINTY

Page 19: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

Point at top

Plastic strain 0.7

Outer boundary plot

00.5

11.5

2

2.53

3.54

0.264 0.266 0.268 0.27 0.272 0.274 0.276

x (mm)

y (m

m)

Mean-MC

Mean - SSFEM - o4

Mean -Deterministic

STRAIN LOCALIZATION DUE TO INITIAL CONFIGURATION UNCERTAINTY

Point at centerline

Page 20: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

MERITS AND PITFALLS OF GPCE

• Reduced order representation of uncertainty

• Faster than mc by at least an order of magnitude

• Exponential convergence rates for many problems

• Provides complete response statistics

But….

• Behavior near critical points.

• Requires continuous polynomial type smooth response.

• Performance for arbitrary PDF’s.

• How do we represent inequalities spectrally ?

• How do we compute eigenvalues spectrally ?

Page 21: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

SUPPORT SPACE METHOD - INTRODUCTION

Finite element representation of the support space.

Inherits properties of FEM – piece wise representations, allows discontinuous functions, quadrature based integration rules, local support.

Provides complete response statistics.Convergence rate identical to usual finite elements, depends on order of interpolation, mesh size (h , p versions).

Easily extend to updated Lagrangian formulations.

Constitutive problem fully deterministic – deterministic evaluation at quadrature points – trivially extend to damage problems.

True PDF

Interpolant

FE Grid

Page 22: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

SUPPORT SPACE METHOD – SOLUTION SCHEME

Linearized PVW

Galerkin projection0 0

. .j mi i j k k m

B B

dP dV P dV

u uX X

. .B B

dP dFdV P dFdV

( ) ( )

( ) ( )( ). ( ).( ) ( )

n nn nB B

dP dV P dV

u ux x

( ) ( )

( ) ( )( ). ( ) ( ). ( )( ) ( )

n nn nP B P B

dP dVd P dVd

u ux x

Galerkin projection

GPCE

Support space

1 ( )

1 ( )

( )( ). ( )( )

( ) ( ). ( )( )

s

e n

s

e n

nel

e nP B

nel

e nP B

dP dVd

P dVd

ux

ux

2i j i j l l lu K B

Page 23: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

EXTENSION TO CONTINUUM DAMAGE

Stochastic finite deformation damage evolution based on Gurson-Tvergaard-Needleman model.

Updated Lagrangian formulation (Anand, Zabaras et. al.).

Material heterogeneity induced by random distribution of micro-voids modeled using KLE and an exponential kernel.

Constitutive model

ˆ1det ˆ1

P iff

F

2

01

ˆ ˆ( ) (1 ( ))i n ii

f f v

p p

01exp 1fC s

( ) ps t A B

Page 24: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

PROBLEM 2: EFFECT OF RANDOM VOIDS ON MATERIAL BEHAVIOR

SD Eq. strain0.2680860.2425070.2169280.1913490.165770.1401910.1146120.08903270.06345370.0378747

Mean

Initial Final

Using 6x6 uniform support space grid

SD-Void fraction0.01860.01720.01580.01430.01290.01150.0101

Void fraction0.04190.03880.03570.03250.02940.02630.0231

SD-Void fraction0.00980.00960.00940.00920.00910.00890.0087

Uniform 0.02

Page 25: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

PROBLEM 2: EFFECT OF RANDOM VOIDS ON MATERIAL BEHAVIOR

Load displacement curves

Displacement (mm)

Load

(N)

0.1 0.2 0.3 0.4

1

2

3

4

5

6Mean

Mean +/- SD

Displacement (mm)

SD

Load

(N)

0.1 0.2 0.3 0.40

0.1

0.2

0.3

0.4

0.5

0.6

0.7

Page 26: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

FURTHER VALIDATION

Comparison of statistical parameters

Parameter Monte Carlo (1000 LHS samples)

Support space 6x6 uniform grid

Support space 7x7 uniform grid

Mean 6.1175 6.1176 6.1175

SD 0.799125 0.798706 0.799071

m3 0.0831688 0.0811457 0.0831609

m4 0.936212 0.924277 0.936017

Final load values

Page 27: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

PROCESS UNCERTAINTY

Axisymmetric cylinder upsetting – 60% height reduction

Random initial radius – 10% variation about mean – uniformly distributed

Random die workpiece friction U[0.1,0.5]

Power law constitutive model

Using 10x10 support space grid Void fraction: 0.002 0.004 0.007 0.009 0.011 0.013 0.016

Random ? Shape

Random ? friction

Page 28: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

PROCESS STATISTICSForce SD Force

Parameter Monte Carlo (7000 LHS samples)

Support space 10x10

Mean 2.2859e3 2.2863e6

SD 297.912 299.59

m3 -8.156e6 --9.545e6

m4 1.850e10 1.979e10

Final force statistics

Page 29: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

Demonstration of two non-statistical methods for modeling uncertainty in finite deformation problems.

• Both provide complete response statistics and convergence in distribution.

• The support-space approach incurs a larger computation cost in comparison to the GPCE approach for a given stochastic simulation of systems with smooth inputs.

• GPCE fails for systems with sharp discontinuities. (inequalities).

• Easier to integrate the support space method into existing codes. Ideal for complex simulations with strong nonlinearities. (Finite deformations – eigen strains, inequalities, complex constitutive models).

• GPCE needs explicit spectral expansion and repeated Galerkin projections.

IN CONCLUSION

Page 30: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

• The support-space approach can handle completely empirical probability density functions due to local support with no change in the convergence properties (convergence is based on number of elements used to discretize the support-space and the order of interpolation).

• GPCE on the other hand loses its convergence properties if the Askey chaos chosen does not correspond to the input distribution.

• Curse of dimensionality – both methods are susceptible. More research needed on intelligent approximations.

IN CONCLUSION

Relevant Publication

S. Acharjee and N. Zabaras, "Uncertainty propagation in finite deformations -- A spectral stochastic Lagrangian approach", Computer Methods in Applied Mechanics and Engineering, in press

Page 31: Modeling uncertainty propagation in large deformations Materials Process Design and Control Laboratory Swagato Acharjee and Nicholas Zabaras Materials

Materials Process Design and Control LaboratoryMaterials Process Design and Control Laboratory

CCOORRNNEELLLL U N I V E R S I T Y

FUTURE WORK

Linkage?

Information Theory

• Field of mathematics founded by Shannon in 1948

•Try to transfer as much information as possible about parameters of interest (displacements, stresses, strains etc)

• Extend to reliability of processes.

• Examine effect of process parameters/ material randomness on design objectives.

• Robust design applications

• Incorporate microscale statistical information.

Information theoretic correlation kernels