McCormick School of Engineering
          Northwestern University




  Robust Shape &Topology
Optimization under Uncertainty

                    Prof. Wei Chen
       Wilson-Cook Professor in Engineering Design
      Integrated DEsign Automation Laboratory (IDEAL)
          Department of Mechanical Engineering
                  Northwestern University


  Based on Shikui Chen’s PhD Dissertation

               http://ideal.mech.northwestern.edu/
Presentation Outline

1. Topology Optimization
     Level set method
     Challenge for topology optimization under uncertainty
2. Robust Shape and Topology Optimization (RSTO)
     Framework for RSTO
     RSTO under Load and Material Uncertainties
     RSTO under Geometric Uncertainty
3. Examples
4. Conclusion
Topology Optimization

What is Topology Optimization?
• A technique for optimum
  material distribution in a given           Topology
  design domain.

Why do topology optimization?
• Able to achieve the optimal
  design without depending on
  designers’ a priori knowledge.
• More powerful than shape and
  size optimization.
                                     Shape              Size


                              ~3~
Applications of Topology Optimization
                           Load Uncertainty
Most of the sate-of-the- pressure distribution on the
                           upper wing surface
art work in TO is
focused Uncertainty
  Material on deterministic
and purely mechanical
problems.

                                                                 Aircraft Structure Design
                                                                      (Boeing, 2004)




                                    Light Vehicle Frame Design
                                      (Mercedes-Benz, 2008)

                    MEMS Design

 Micro structure of
composite material                         ~4~                        ~4~
Topology Optimization: State of The Art



                                                                     E E0    p




                                                       SIMP
                                                       (Rozvany, Zhou and Birker,
                                                       1992)


                                                      Solid Isotropic Material
                          Homogenization              with Penalisation (SIMP)
                          (Bendsoe & Kikuchi, 1988)   - power law that
Ground Structure Method
                                                      interpolates the Young's
                                                      modulus to the scalar
                                                      selection field
Dynamic Geometric Model: Level Set Methods
                                                ( x) 0
                                                                    ( x) 0       x         
( x) 0
                                                                    ( x) 0            x
                                                                    ( x) 0        x       D

                                                           Hamilton-Jacobi Equation
                                           ( x) 0

                                                                             Vn ( x)           0
                                                                       t
         ( x)   0                                   D
                                    ( x)   0
                                                          Implicit representation
                                                          Benefits
                                                             –   Precise representation of boundaries
                                                             –   Simultaneous shape and topology opt.
                         ( x)   0                            –   No chess-board patterns
                                                             –   Accurate for geometric variations
                (M. Wang et al., 2003)

                                                         ~6~
Formulation for Robust Shape and Topology
                       Optimization

f (X)                                          Minimize
           minimize [      f   ,   f   ]                 J * ( , u, z )   ( J ( , u, z )) k ( J ( , u, z )
           s.t.   g   k   g        0           Subject to :
                                                           Volume constraint             obj
                                                                                               ,
                                                           Perimeter constraint on             ,
                                                                 divσ (u) f       in
                      robust               X
                                                                    u 0          on      D
 Robust Design Model (Chen, 1996)                                σ (u) n g       on      N



                                               Challenges in RSTO:
                                               • Modeling and propagation of high-dimensional
                                                 random-field uncertainty
                                               • Sensitivity analysis for probabilistic
                                                 performances

                                                 ~7~
Random Variable and Random Field



   k




                    X      A realization of a weakly correlated random field
A random variable




                        A realization of a strongly correlated random field
                               ~8~
Framework for TO under Uncertainty

                             A      Uncertainty Quantification (UQ)
                                                                       B
                              Characterization of correlation                Uncertainty propagation
                              Dimension reduction in UQ                               (UP)
                              Random field to random variables
Material uncertainty
                                                                                    Efficient sampling
Loading uncertainty
                                                                                    Dimension reduction
Geometric uncertainty
                                 Update design using TO algorithm                   in UP


                            C       Sensitivity Analysis (SA) for
                                                                           Performance prediction using
                                    probabilistic performances
                                                                             finite element simulations

                                 Analytical sensitivity analysis for
                                  deterministic TO sub-problems
                                                                             Evaluation of probabilistic
                                                                             performances using Gauss
                              Decomposition into deterministic TO               quadrature formula
 Robust & reliable Design
                                       sub-problems

       Chen, S., Chen, W., and Lee, S., “Level Set Based Robust Shape and Topology
       Optimization under Random Field Uncertainties”, Structural and Multidisciplinary
       Optimization, 41(4), pg 507, 2010.        ~9~
Module A: Uncertainty Representation
  •Karhunen-Loeve Expansion
  •A spectral approach to represent a random field using eigenfunctions
  of the random field’s covariance function as expansion bases.

Random
                                                             ξ: orthogonal random parameters
Field
                                                              g mean function
                                                               :

                        ith eigenvalue ith eigenvector
  x - spatial
  coordinate
                                                            Significance check
   - random                                                 Select M when s is close to 1
  parameter

  •Truncated K-L Expansion



           Ghanem and Spanos 1991; Haldar and Mahadevan 2000; Ghanem and Doostan 2006
                                              ~ 10 ~
Module B: Uncertainty Propagation

Numerical Integration with Gaussian Quadrature Formula
Approximate the integration of a function g(ξ) by a weighted sum of
function values at specified points




Univariate Dimension Reduction (UDR) Method (Raman and
Xu, 2004)




• Approximate a multivariate function by a sum of multiple univariate functions
• Accurate if interactions of random variables ξ are relatively small
• Greatly reduce sample points for calculating statistical moments
                                      ~ 11 ~
Single Dimension Gauss Quadrature Formulae

The k-th order statistical moment of a function of a random variable
can be calculated by a quadrature formula as follows
                 k            m
      k                                       k
E g        g         p ( )d         wi g li
                              i 1
                                                  wi weights
                                                  li locations of nodes


                                                  Provide the highest
                                                  precision in terms of
                                                  the integration order

                                                  Much cheaper than
                                                  

                                                  MCS


                                     ~ 12 ~
Tensor Product Quadrature vs. Univariate
            Dimension Reduction
Tensor Product Quadrature                                                                   UDR
                    x2                                                                           x2
    1           1         1
   36           9        36


   1            4            1
   9            9            9
                                 x1                                                                                           x1
    1           1         1
   36           9        36



                                               mi

        wi j weights                     yi          wi j g    X1   ,            , li j ,        Xn
                                               j 1
                                                                                                                      1
        li j   location of                      mi                                                                2       2

               nodes                      yi          wi j g            X1   ,        , li j ,    ,   Xn   g_ i
                                                j 1

                                      ~ 13 ~
Module C: Shape Sensitivity Analysis for
              Probabilistic Performances
Expand the functions of mean and variance using UDR in an additive
format                n
             D         J                D             J_i            n 1 D            J        , u, μ z                  (1)
                                  i 1

                                                            n
                                            1                               2
            D          J                                         D          J_i               (2)
                                        n
                                                2       i 1
                                                J_i
                                        i 1

 Using adjoint variable method and shape sensitivity analysis (Sokolowski,
 1992),we can calculate (1) and (2), and further obtain
           D J * ( , u, z ) D  ( J ( , u, z )) kD ( J ( , u, z))
             n                                                                                      n
                                                                                          k
                   D        J_i         n 1 D                   J ( , u, μ z )                            D       2
                                                                                                                  J_i
                                                                                      n
             i 1                                                                              2     i 1
                                                                                              J_i
                                                                                      i 1

J*        u Vn ds          Steepest Descent                       Vn              u                           t         Vn |   | 0

                                                                   ~ 14 ~
Example 1. Bridge Beam with A Random Load at Bottom

(1) RSTO under loading uncertainty             (2) Deterministic Topology Optimization




                     f                                                f
Angle: Uniform distribution [-3pi/4, -pi/4],
                                                      Domain size: 2 by 1 , f      1
magnitude: Gumbel distribution (1, 0.3)




                                                                          ~ 15 ~
Example 1.
RSTO (with A Random Load at Bottom) v.s. DSTO
  Robust Design                                   Deterministic Design




                                                     Robust         Deterministic

          25-point tensor-product quadrature         1410.70             1422.25
 E(C)
             Monte Caro (10000 points)               1400.10             1424.99

          25-point tensor-product quadrature          994.86             1030.93
 Std(C)
             Monte Caro (10000 points)                959.86             1042.93
                                         ~ 16 ~
Example 2
       A Micro Gripper under A Random Material Field




                                              1
                                                   f out
f in
                                               2
                                                   f out




        Chen, S., Chen, W., and Lee, S., 2010, "Level set based robust shape and topology optimization
        under random field uncertainties," Structural and Multidisciplinary Optimization, 41(4), pp. 507-
        524.                                            ~ 17 ~
Example 2
     Robust Design vs. Deterministic Design




                   Parameters      Volume Ratio   Robust Design   Deterministic
                                                                    Design
Material Field 1    E        1        0.090          -0.065          -0.07

Material Field 2        E    1        0.098          -0.059          -0.055
                        E    0.3
                    d       0.5
                                      ~ 18 ~
Geometric Uncertainty Modeling with A Level Set Model

                                        Represents geometric
                                          uncertainty by modeling the
                                          normal velocity field as a
                                          random field;
                                        Naturally describes topological
                                         changes in the boundary
                                         perturbation process;
                                        Can model not only uniformly too
                                         thin (eroded) or too thick (dilated)
                                         structures but also shape-
                                         dependent geometric uncertainty

 Eulerian            d ( X)
                            Vn ( X, z )            ( X)     0
 Description           dt
   Chen, S. and Chen, W., “A New Level-Set Based Approach to Shape and
   Topology Optimization under Geometric Uncertainty”, Structural and
   Multidisciplinary Optimization, 44, 1-18, April 2011
                                         ~ 19 ~
Module A: Geometric Uncertainty
        Quantification




        Extracted boundary points from the
        level set model    N
         a x,      a x             i   ai x   i
                      ~ 20 ~ i 1
Extending Boundary Velocity to The Whole
             Design Domain


                          Vn
                                sign( )            V        0




Initial velocity on the boundary            Extended velocity on the whole domain



                            d (X )
                                   Vn ( X , z)   (X )   0
                              dt




                                      ~ 21 ~
Challenges in Shape Sensitivity Analysis under Geometric
                      Uncertainty

                             Conventional SSA Problem : How to
                             change   to minimize J

                                         DJ
                                          D


                            Our problem: Need shape gradient
                            of J     and J      at the same
                            time


   Challenge: Need shape gradient of J
                                               DJ
   is with respect to                     Vn
                                                 D

                             ~ 22 ~
SSA under Geometric Uncertainties
                                                                       Deformed configuration
                                                                       (perturbed design), t = t
             x = Ψ(X,t)
                                       Path line
                                                                            p
                                                         x2
                                  u(X) = U(x)                                         Based on large
Underformed
                                                        e2            e1              deformation theory
configuration
                                                                            x1
                         P
(current design),                                                          Using Nanson’s relation
t=0                                       b                  e3
                    X2                             x3                      and Polar decomposition
                                                                           theory, it was proved that
          E2
                             E1                                            DJ                       DJ
                                  X1                     Vn ( X )                          Vn (x)
                                                                                D                    D
  X3       E3
       The design velocity field should be mapped along the path
       line from   to
                                                             ~ 23 ~
Example: Cantilever Beam Problem
       Robust Design                 Deterministic Design




Vn X    N (0,1), t   0.02
                            ~ 24 ~
Configurations of Robust and Deterministic
          Designs under Geometric Uncertainty
Robust Design under Variations      Deterministic Design under Variations




                                 ~ 25 ~
Comparison of Deterministic vs. Robust Design

                                  A
       A                              Std (C )




                     A
           A                              D
           B         C




   B             C                D




                         ~ 26 ~
Robust Designs for Over-Etching and
     Under-Etching Situations
   Robust design for the
   under-etching situation
     E
                                               F



                               Robust design for the
                             F over-etching situation


         E
Summary

 Demonstrated the importance of considering
  uncertainty in topology optimization
 A unified, mathematically rigorous and
  computationally efficient framework to
  implement RSTO
 First attempt of level-set based TO under
  geometric uncertainty (TOGU)
 Bridge the gap between TO and state-of-the
  art techniques for design under uncertainty


                       ~ 28 ~

Robust Shape and Topology Optimization - Northwestern

  • 1.
    McCormick School ofEngineering Northwestern University Robust Shape &Topology Optimization under Uncertainty Prof. Wei Chen Wilson-Cook Professor in Engineering Design Integrated DEsign Automation Laboratory (IDEAL) Department of Mechanical Engineering Northwestern University Based on Shikui Chen’s PhD Dissertation http://ideal.mech.northwestern.edu/
  • 2.
    Presentation Outline 1. TopologyOptimization  Level set method  Challenge for topology optimization under uncertainty 2. Robust Shape and Topology Optimization (RSTO)  Framework for RSTO  RSTO under Load and Material Uncertainties  RSTO under Geometric Uncertainty 3. Examples 4. Conclusion
  • 3.
    Topology Optimization What isTopology Optimization? • A technique for optimum material distribution in a given Topology design domain. Why do topology optimization? • Able to achieve the optimal design without depending on designers’ a priori knowledge. • More powerful than shape and size optimization. Shape Size ~3~
  • 4.
    Applications of TopologyOptimization Load Uncertainty Most of the sate-of-the- pressure distribution on the upper wing surface art work in TO is focused Uncertainty Material on deterministic and purely mechanical problems. Aircraft Structure Design (Boeing, 2004) Light Vehicle Frame Design (Mercedes-Benz, 2008) MEMS Design Micro structure of composite material ~4~ ~4~
  • 5.
    Topology Optimization: Stateof The Art E E0 p SIMP (Rozvany, Zhou and Birker, 1992) Solid Isotropic Material Homogenization with Penalisation (SIMP) (Bendsoe & Kikuchi, 1988) - power law that Ground Structure Method interpolates the Young's modulus to the scalar selection field
  • 6.
    Dynamic Geometric Model:Level Set Methods ( x) 0 ( x) 0 x ( x) 0 ( x) 0 x ( x) 0 x D Hamilton-Jacobi Equation ( x) 0 Vn ( x) 0 t ( x) 0 D ( x) 0  Implicit representation  Benefits – Precise representation of boundaries – Simultaneous shape and topology opt. ( x) 0 – No chess-board patterns – Accurate for geometric variations (M. Wang et al., 2003) ~6~
  • 7.
    Formulation for RobustShape and Topology Optimization f (X) Minimize minimize [ f , f ] J * ( , u, z ) ( J ( , u, z )) k ( J ( , u, z ) s.t. g k g 0 Subject to : Volume constraint obj , Perimeter constraint on , divσ (u) f in robust X u 0 on D Robust Design Model (Chen, 1996) σ (u) n g on N Challenges in RSTO: • Modeling and propagation of high-dimensional random-field uncertainty • Sensitivity analysis for probabilistic performances ~7~
  • 8.
    Random Variable andRandom Field k X A realization of a weakly correlated random field A random variable A realization of a strongly correlated random field ~8~
  • 9.
    Framework for TOunder Uncertainty A Uncertainty Quantification (UQ) B Characterization of correlation Uncertainty propagation Dimension reduction in UQ (UP) Random field to random variables Material uncertainty Efficient sampling Loading uncertainty Dimension reduction Geometric uncertainty Update design using TO algorithm in UP C Sensitivity Analysis (SA) for Performance prediction using probabilistic performances finite element simulations Analytical sensitivity analysis for deterministic TO sub-problems Evaluation of probabilistic performances using Gauss Decomposition into deterministic TO quadrature formula Robust & reliable Design sub-problems Chen, S., Chen, W., and Lee, S., “Level Set Based Robust Shape and Topology Optimization under Random Field Uncertainties”, Structural and Multidisciplinary Optimization, 41(4), pg 507, 2010. ~9~
  • 10.
    Module A: UncertaintyRepresentation •Karhunen-Loeve Expansion •A spectral approach to represent a random field using eigenfunctions of the random field’s covariance function as expansion bases. Random ξ: orthogonal random parameters Field g mean function : ith eigenvalue ith eigenvector x - spatial coordinate Significance check - random Select M when s is close to 1 parameter •Truncated K-L Expansion Ghanem and Spanos 1991; Haldar and Mahadevan 2000; Ghanem and Doostan 2006 ~ 10 ~
  • 11.
    Module B: UncertaintyPropagation Numerical Integration with Gaussian Quadrature Formula Approximate the integration of a function g(ξ) by a weighted sum of function values at specified points Univariate Dimension Reduction (UDR) Method (Raman and Xu, 2004) • Approximate a multivariate function by a sum of multiple univariate functions • Accurate if interactions of random variables ξ are relatively small • Greatly reduce sample points for calculating statistical moments ~ 11 ~
  • 12.
    Single Dimension GaussQuadrature Formulae The k-th order statistical moment of a function of a random variable can be calculated by a quadrature formula as follows k m k k E g g p ( )d wi g li i 1 wi weights li locations of nodes Provide the highest precision in terms of the integration order Much cheaper than  MCS ~ 12 ~
  • 13.
    Tensor Product Quadraturevs. Univariate Dimension Reduction Tensor Product Quadrature UDR x2 x2 1 1 1 36 9 36 1 4 1 9 9 9 x1 x1 1 1 1 36 9 36 mi wi j weights yi wi j g X1 , , li j , Xn j 1 1 li j location of mi 2 2 nodes yi wi j g X1 , , li j , , Xn g_ i j 1 ~ 13 ~
  • 14.
    Module C: ShapeSensitivity Analysis for Probabilistic Performances Expand the functions of mean and variance using UDR in an additive format n D J D J_i n 1 D J , u, μ z (1) i 1 n 1 2 D J D J_i (2) n 2 i 1 J_i i 1 Using adjoint variable method and shape sensitivity analysis (Sokolowski, 1992),we can calculate (1) and (2), and further obtain D J * ( , u, z ) D ( J ( , u, z )) kD ( J ( , u, z)) n n k D J_i n 1 D J ( , u, μ z ) D 2 J_i n i 1 2 i 1 J_i i 1 J* u Vn ds Steepest Descent Vn u t Vn | | 0 ~ 14 ~
  • 15.
    Example 1. BridgeBeam with A Random Load at Bottom (1) RSTO under loading uncertainty (2) Deterministic Topology Optimization f f Angle: Uniform distribution [-3pi/4, -pi/4], Domain size: 2 by 1 , f 1 magnitude: Gumbel distribution (1, 0.3) ~ 15 ~
  • 16.
    Example 1. RSTO (withA Random Load at Bottom) v.s. DSTO Robust Design Deterministic Design Robust Deterministic 25-point tensor-product quadrature 1410.70 1422.25 E(C) Monte Caro (10000 points) 1400.10 1424.99 25-point tensor-product quadrature 994.86 1030.93 Std(C) Monte Caro (10000 points) 959.86 1042.93 ~ 16 ~
  • 17.
    Example 2 A Micro Gripper under A Random Material Field 1 f out f in 2 f out Chen, S., Chen, W., and Lee, S., 2010, "Level set based robust shape and topology optimization under random field uncertainties," Structural and Multidisciplinary Optimization, 41(4), pp. 507- 524. ~ 17 ~
  • 18.
    Example 2 Robust Design vs. Deterministic Design Parameters Volume Ratio Robust Design Deterministic Design Material Field 1 E 1 0.090 -0.065 -0.07 Material Field 2 E 1 0.098 -0.059 -0.055 E 0.3 d 0.5 ~ 18 ~
  • 19.
    Geometric Uncertainty Modelingwith A Level Set Model  Represents geometric uncertainty by modeling the normal velocity field as a random field;  Naturally describes topological changes in the boundary perturbation process;  Can model not only uniformly too thin (eroded) or too thick (dilated) structures but also shape- dependent geometric uncertainty Eulerian d ( X) Vn ( X, z ) ( X) 0 Description dt Chen, S. and Chen, W., “A New Level-Set Based Approach to Shape and Topology Optimization under Geometric Uncertainty”, Structural and Multidisciplinary Optimization, 44, 1-18, April 2011 ~ 19 ~
  • 20.
    Module A: GeometricUncertainty Quantification Extracted boundary points from the level set model N a x, a x i ai x i ~ 20 ~ i 1
  • 21.
    Extending Boundary Velocityto The Whole Design Domain Vn sign( ) V 0 Initial velocity on the boundary Extended velocity on the whole domain d (X ) Vn ( X , z) (X ) 0 dt ~ 21 ~
  • 22.
    Challenges in ShapeSensitivity Analysis under Geometric Uncertainty Conventional SSA Problem : How to change to minimize J DJ D Our problem: Need shape gradient of J and J at the same time Challenge: Need shape gradient of J DJ is with respect to Vn D ~ 22 ~
  • 23.
    SSA under GeometricUncertainties Deformed configuration (perturbed design), t = t x = Ψ(X,t) Path line p x2 u(X) = U(x) Based on large Underformed e2 e1 deformation theory configuration x1 P (current design), Using Nanson’s relation t=0 b e3 X2 x3 and Polar decomposition theory, it was proved that E2 E1 DJ DJ X1 Vn ( X ) Vn (x) D D X3 E3 The design velocity field should be mapped along the path line from to ~ 23 ~
  • 24.
    Example: Cantilever BeamProblem Robust Design Deterministic Design Vn X N (0,1), t 0.02 ~ 24 ~
  • 25.
    Configurations of Robustand Deterministic Designs under Geometric Uncertainty Robust Design under Variations Deterministic Design under Variations ~ 25 ~
  • 26.
    Comparison of Deterministicvs. Robust Design A A Std (C ) A A D B C B C D ~ 26 ~
  • 27.
    Robust Designs forOver-Etching and Under-Etching Situations Robust design for the under-etching situation E F Robust design for the F over-etching situation E
  • 28.
    Summary  Demonstrated theimportance of considering uncertainty in topology optimization  A unified, mathematically rigorous and computationally efficient framework to implement RSTO  First attempt of level-set based TO under geometric uncertainty (TOGU)  Bridge the gap between TO and state-of-the art techniques for design under uncertainty ~ 28 ~