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VALIDATION OF A RANDOM MATRIX MODEL FOR MESOSCALE ELASTIC DESCRIPTION OF MATERIALS WITH MICROSTRUCTURES ROGER GHANEM, University of Southern California, Los Angeles, CA ARASH NOSHADRAVAN, Massachusetts Institute of Technology, Cambridge, MA JOHANN GUILLEMINOT, Université Paris-Est, MSME, Marne-la-Vallée, France I KSHWAKU ATODARIA,PEDRO PERALTA, Arizona State University, Tempe, AZ April 5, 2012 SIAM-UQ 2012 - Raleigh, NC R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 1 / 18
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  • VALIDATION OF A RANDOM MATRIX MODEL FOR MESOSCALE ELASTICDESCRIPTION OF MATERIALS WITH MICROSTRUCTURES

    ROGER GHANEM, University of Southern California, Los Angeles, CA

    ARASH NOSHADRAVAN, Massachusetts Institute of Technology, Cambridge, MA

    JOHANN GUILLEMINOT, Université Paris-Est, MSME, Marne-la-Vallée, France

    IKSHWAKU ATODARIA, PEDRO PERALTA, Arizona State University, Tempe, AZ

    April 5, 2012SIAM-UQ 2012 - Raleigh, NC

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 1 / 18

  • Introduction and motivation

    Structural Health Monitoring (SHM) and Prognosis in Aerospace Systems

    Future of SHM and Prognosis

    Advances in experimentalcharacterization, sensing technology,computational facility.

    human inspection, timed maintenance→ condition-based SHM, residual lifeestimation.

    Anticipate damage from measureddata.

    - number, type and location ofsensors

    Sensing and Processing

    Predictive modeling

    Data Interrogation

    Damage Prognosis

    Structural Health Monitoring

    Uncertainty Quantification & Model Validation

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 2 / 18

  • Challenges-Solutions

    Challenge

    Damage initiates at a very small scale.

    Measured data is at a coarse scale.

    The details of the microscale for the specimenbeing measured are not known.

    Microscale Simulation ?microstructure unknown - can be characterized statistically in the lab.

    to determine location of sensors we need to formulate an optimization problem.

    mechanistic analysis of an ensemble of microstructures is very expensive.

    SolutionDevelop a new stochastic mechanistic model with :

    State of the model at same scale as experimental observables.

    Model behavior sensitive to occurrences at the scale of damage initiation.

    Scatter in predictions from model consistent with observed scatter.

    Behavior of model honors known accepted conservation laws.

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 3 / 18

  • Challenges-Solutions

    Challenge

    Damage initiates at a very small scale.

    Measured data is at a coarse scale.

    The details of the microscale for the specimenbeing measured are not known.

    Microscale Simulation ?microstructure unknown - can be characterized statistically in the lab.

    to determine location of sensors we need to formulate an optimization problem.

    mechanistic analysis of an ensemble of microstructures is very expensive.

    SolutionDevelop a new stochastic mechanistic model with :

    State of the model at same scale as experimental observables.

    Model behavior sensitive to occurrences at the scale of damage initiation.

    Scatter in predictions from model consistent with observed scatter.

    Behavior of model honors known accepted conservation laws.

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 3 / 18

  • Challenges-Solutions

    Challenge

    Damage initiates at a very small scale.

    Measured data is at a coarse scale.

    The details of the microscale for the specimenbeing measured are not known.

    Microscale Simulation ?microstructure unknown - can be characterized statistically in the lab.

    to determine location of sensors we need to formulate an optimization problem.

    mechanistic analysis of an ensemble of microstructures is very expensive.

    SolutionDevelop a new stochastic mechanistic model with :

    State of the model at same scale as experimental observables.

    Model behavior sensitive to occurrences at the scale of damage initiation.

    Scatter in predictions from model consistent with observed scatter.

    Behavior of model honors known accepted conservation laws.

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 3 / 18

  • Challenges-Solutions

    Challenge

    Damage initiates at a very small scale.

    Measured data is at a coarse scale.

    The details of the microscale for the specimenbeing measured are not known.

    Microscale Simulation ?microstructure unknown - can be characterized statistically in the lab.

    to determine location of sensors we need to formulate an optimization problem.

    mechanistic analysis of an ensemble of microstructures is very expensive.

    SolutionDevelop a new stochastic mechanistic model with :

    State of the model at same scale as experimental observables.

    Model behavior sensitive to occurrences at the scale of damage initiation.

    Scatter in predictions from model consistent with observed scatter.

    Behavior of model honors known accepted conservation laws.

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 3 / 18

  • Challenges-Solutions

    Challenge

    Damage initiates at a very small scale.

    Measured data is at a coarse scale.

    The details of the microscale for the specimenbeing measured are not known.

    Microscale Simulation ?microstructure unknown - can be characterized statistically in the lab.

    to determine location of sensors we need to formulate an optimization problem.

    mechanistic analysis of an ensemble of microstructures is very expensive.

    SolutionDevelop a new stochastic mechanistic model with :

    State of the model at same scale as experimental observables.

    Model behavior sensitive to occurrences at the scale of damage initiation.

    Scatter in predictions from model consistent with observed scatter.

    Behavior of model honors known accepted conservation laws.

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 3 / 18

  • Physically-based Multiscale Modeling for SHM and Prognosis

    • Microscopic images

    • Ultrasonic techniques

    Probabilistic physically-based multiscale model

    • Damage detection

    • Life time evaluation

    • Prediction & Prognosis

    Characterization of microstructural heterogeneity

    Stochastic characterization and representation of

    microstructureModel Verification

    & Validation Stochastic upscaling

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 4 / 18

  • Physically-based Multiscale Modeling for SHM and Prognosis

    • Microscopic images

    • Ultrasonic techniques

    Probabilistic physically-based multiscale model

    • Damage detection

    • Life time evaluation

    • Prediction & Prognosis

    Characterization of microstructural heterogeneity

    Stochastic characterization and representation of

    microstructureModel Verification

    & Validation Stochastic upscaling

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 4 / 18

  • Outline

    1 Statistical model for characterization and realization of microstructure

    2 Probabilistic model for mesoscale bounded elasticity tensor of polycrystalls

    3 Validation methodology

    4 Summary and conclusions

    Statistical model for characterization and

    realization of microstructure

    Probabilistic model for mesoscale description

    of materials

    Model Calibration

    Model Validation

    Microstructural measurements

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 5 / 18

  • Experimental characterization and database

    Three EBSD maps of 12 mm×1.5 mm Al-2024 specimenInformation on geometry and crystallographic orientation of ≈12000 grainsThe microstructure is described by the equivalent aspect ratios and Euler anglesof all the grains

    0 1 2 3 4 5 6 70

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    1.4

    1.6

    1.8

    Euler angle (rad)

    pd

    f

    φ1

    φφ

    2

    pdfs of Euler angles

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 10

    0.5

    1

    1.5

    2

    2.5

    3

    Aspect ratio β

    pdf

    pdf of overall aspect ratio

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 6 / 18

  • Statistical model for characterization and realization of microstructures

    I : Random geometry

    Voronoi-G tessellation

    Extension of classical Voronoi-tessellating by using the following distance

    V(x(i)tes)def= {x ∈ Ω | dG(x(i)tes, x) ≤ dG(x

    (i)tes, x

    (j)tes)},

    dG(x, y)def=√

    (x, y)T [G] (x, y)

    [G] =[

    (1/s)2 00 1

    ]

    s : Rate of growth of tessellation in e1 − direction1/s controls the aspect ratio of the grains

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 7 / 18

  • Statistical model for characterization and realization of microstructuresMinimum Relative Entropy estimates of parameter s

    ŝ = arg mins∈R+

    DKL (p̂β(β) ‖ pβ(β|s)) ,

    DKL (p̂β(β) ‖ pβ(β|s)) =∫R+

    p̂β(β) logp̂β(β)

    pβ(β|s)dβ.

    DKL (Kullback-Leibler divergence) : distance-like measure of the difference between two pdfs

    1 1.5 2 2.5 3 3.5 4 4.50

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    1.4

    Parameter s

    Rel

    ativ

    e en

    trop

    y D

    KL

    Plot of minimum relative entropy functions

    −0.6 −0.4 −0.2 0 0.2 0.4 0.6

    −0.6

    −0.4

    −0.2

    0

    0.2

    0.4

    0.6

    −0.6 −0.4 −0.2 0 0.2 0.4 0.6

    −0.6

    −0.4

    −0.2

    0

    0.2

    0.4

    0.6

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 8 / 18

  • Statistical model for characterization and realization of microstructures

    II : Random crystallographic orientation

    Objective

    Euler angles are modeled as vector-valued random field.

    x 7→ Φ(x) = (φ1(x), φ2(x), φ3(x))Approach

    The vector-valued random field of Euler angles is modeled as a translationprocess with prescribing :

    Marginal probability distribution functions estimated from measurementsFractile correlation functions estimated from measurements

    Fractile correlation

    um(x) = Fm(φm(x)), m = 1, 2, 3.

    [R(x, x′)]mn =E{(um(x)− um(x))(un(x

    ′)− un(x′))}√

    E{(um(x)− um(x))2}E{(un(x′)− un(x′))2}

    = 12E{um(x)un(x′)} − 3.

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 9 / 18

  • Statistical model for characterization and realization of microstructuresEstimation of correlation functions from measurements :

    0 30 60 90 120 150−1

    −0.75

    −0.5

    −0.25

    0

    0.25

    0.5

    0.75

    1

    η (micron)

    [R] ii

    [R]

    11

    [R]22

    [R]33

    0 30 60 90 120 150−1

    −0.75

    −0.5

    −0.25

    0

    0.25

    0.5

    0.75

    1

    η (micron)

    [R] ij

    [R]

    12

    [R]23

    [R]13

    Identification of the correlation structure : [R(η)]mn = amn exp(−η/lmn)

    0 30 60 90 120 150−1

    −0.75

    −0.5

    −0.25

    0

    0.25

    0.5

    0.75

    1

    η (micron)

    [R] 1

    1

    estimated valuesbest exponential fit (a

    11=1.0, l

    11=22.4553)

    0 30 60 90 120 150−1

    −0.75

    −0.5

    −0.25

    0

    0.25

    0.5

    0.75

    1

    η (micron)

    [R] 1

    3

    estimated valuesbest exponential fit (a

    13=−0.9416, l

    13=35.9678)

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 10 / 18

  • Probabilistic model for mesoscale elasticity tensor

    Objective

    Mesoscale material description that :(i) captures the effect of subscale heterogeneities (ii) could be used in a coarse scalemodeling.

    Approach : MaxEnt principle & Random matrix theory

    Constructing a probability distribution on the set of elasticity matrices.

    Constrain random matrices to specified physics-based bounds.

    Calibrate the random matrices from all the available information.

    Prob. model for mesoscale elasticity

    tensor

    Calibration

    Verification Validation

    Prediction & Detection

    ....

    Microstructure

    Macroscale (RVE) Mesoscale (SVE)

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 11 / 18

  • Probabilistic model for mesoscale elasticity tensor

    Overview of model constructionLet :

    N = (C− Cl )−1 − (Cu − Cl )−1 > 0,

    Maximize : ∫M+n (R)

    ln(p)pN(N) dN

    subject to : ∫M+n (R)

    pN(N) dN = 1,∫M+n (R)

    N p[N](N) dN = N ∈ M+n (R),∫C

    ln(det(N))pN(N)dN = cN , |cN | < +∞.

    pN(N) = IM+n (R)(N)ĉ0 det(N)λ−1etr{−ΛN N}

    ΛN and λ are Lagrange multipliers.

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 12 / 18

  • Probabilistic model for mesoscale elasticity tensorCalibration

    Computing the realizations of the bounds for apparent elasticity matrix (Huet’s partitioningtechnique)Computing the realizations of the apparent elasticity matrix

    Apparent properties

    min ‖〈σ〉BC − [C]〈�〉BC‖subject to meaningful constraints

    }⇒ [Capp]

    BCs :

    SUBC : t(x) = σ0n(x) ⇒ Lower bound [Cappσ ]

    KUBC : u(x) = �0x ⇒ Upper bound [Capp� ]

    MBC (Tension test, e.g.)⇒ Samples of apparent elasticity tensor [Capp]

    Compute the statistical estimates of parameters for Nsim = 100 and Ω = 0.3× 0.3 [mm]

    δ̃N =

    1Nsim‖[Ñ]‖2FNsim∑k=1

    ‖[N(ωk )]− [Ñ]‖2F

    1/2

    = 0.66

    [Ñ] =1

    Nsim

    Nsim∑k=1

    [N(ωk )] = 10−3

    0.2667 0.0879 −0.01890.0879 0.2214 0.0277−0.0189 0.0277 0.2366

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 13 / 18

  • Probabilistic model for mesoscale elasticity tensorCalibration

    Computing the realizations of the bounds for apparent elasticity matrix (Huet’s partitioningtechnique)Computing the realizations of the apparent elasticity matrix

    Apparent properties

    min ‖〈σ〉BC − [C]〈�〉BC‖subject to meaningful constraints

    }⇒ [Capp]

    BCs :

    SUBC : t(x) = σ0n(x) ⇒ Lower bound [Cappσ ]

    KUBC : u(x) = �0x ⇒ Upper bound [Capp� ]

    MBC (Tension test, e.g.)⇒ Samples of apparent elasticity tensor [Capp]

    Compute the statistical estimates of parameters for Nsim = 100 and Ω = 0.3× 0.3 [mm]

    δ̃N =

    1Nsim‖[Ñ]‖2FNsim∑k=1

    ‖[N(ωk )]− [Ñ]‖2F

    1/2

    = 0.66

    [Ñ] =1

    Nsim

    Nsim∑k=1

    [N(ωk )] = 10−3

    0.2667 0.0879 −0.01890.0879 0.2214 0.0277−0.0189 0.0277 0.2366

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 13 / 18

  • Probabilistic model for mesoscale elasticity tensor

    VerificationWhether the model implementation accurately represent the intended conceptual descriptionof the model and the solution to the model

    1.08 1.1 1.12 1.14 1.16

    x 105

    0

    1

    2

    3

    4

    5

    6x 10

    −4

    C11

    PDF

    1.08 1.1 1.12 1.14 1.16

    x 105

    0

    1

    2

    3

    4

    5

    6x 10

    −4

    C22

    PDF

    2.4 2.5 2.6 2.7 2.8 2.9

    x 104

    0

    1

    2

    3

    4

    5

    6

    7

    8x 10

    −4

    C33

    PDF

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 14 / 18

  • Validation : Static

    Credibility of the model in propagating the uncertainty in the fine scale into thecoarse scale response

    x (mm)

    y (

    mm

    )

    0.0 1.0 2.0 3.0

    0.0

    1.0

    2.0

    3.0

    0= 1000 N/mm2σ

    Quantity of interest (QOI) :volume averaged strain energy density

    ϕ = (1/2)〈�(x)Tσ(x)〉V

    5.5 6 6.5 70

    1

    2

    3

    4

    5

    6

    7

    8

    volume averaged strain energy density

    pdf

    coarse scalefine scale

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 15 / 18

  • Validation : Static

    pdfs of QOI in subvolumes :

    4 5 6 70

    4

    8

    V11

    4 5 6 70

    4

    8

    V12

    4 5 6 70

    4

    8

    V13

    4 5 6 70

    4

    8

    V21

    4 5 6 70

    4

    8

    V22

    4 5 6 70

    4

    8

    V23

    4 5 6 70

    4

    8

    V31

    4 5 6 70

    4

    8

    V32

    4 5 6 70

    4

    8

    V33

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 16 / 18

  • Validation : Ultrasonic wave response

    QOI : attenuation coefficient α

    I2(xi ) = Io

    2 e−2α‖xi−xo‖

    0.0 1.5 3.0 6.0

    0.0

    1.5

    3.0

    6.0

    y (

    mm

    )

    x (mm)

    4.5

    4.5

    0 0.05 0.1 0.15 0.2 0.25−0.5

    −0.25

    0

    0.25

    0.5

    0.75

    1Ricker pulse with fc=10 MHz

    Time (µ sec)

    Am

    plit

    ud

    e

    0 0.5 1 1.5 2 2.5 3−18

    −16

    −14

    −12

    −10

    −8

    −6

    −4

    −2

    0

    ||xi−xo|| (mm)

    log

    (I2(

    xi)

    / I2o)

    computed valueslog(I

    2(xi) / I

    2o)=(−2α)||xi−xo||

    2.8 2.9 30

    10

    20

    30

    40

    50

    60

    α (1/mm)

    pdf

    fc=2 (MHz)

    1.4 1.60

    5

    10

    15

    20

    25

    30

    35

    40

    45

    α (1/mm)

    pdf

    fc=5 (MHz)

    0.6 0.7 0.80

    5

    10

    15

    20

    25

    30

    35

    40

    45

    50

    α (1/mm)

    pdf

    fc=10 (MHz)

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 17 / 18

  • Summary

    1 Developing a statistical tool for characterization and realization of randompolycrystal.

    characterization and simulation of geometry with elongated grains.characterization and simulation of Euler angles random field.

    2 Adopting a probabilistic model for mesoscale elasticity tensor of polycrystallinematerials.

    3 Presenting a validation methodology for prediction of the probabilistic model

    Validation in static case.Validation in dynamic case (ultrasonic wave response).

    R. Ghanem (USC) SIAM-UQ-2012, Raleigh, NC April 5, 2012 18 / 18


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