Abstract
Interval process is a preferable model for time-varying uncertainty propagation of dynamic systems when only the range of uncertainties can be obtained. However, for nonlinear systems, except for Monte Carlo (MC) simulation, there are still few efficient uncertainty propagation methods under the interval process model. This paper develops a non-intrusive and semi-analytical uncertainty propagation method, named the “convex model linearization method (CMLM),” by constructing a linearization formulation of a nonlinear system in a non-probabilistic sense. First, the criterion to evaluate the difference between the original system and the linearization formulation is derived, represented by the discrepancy of middle point, radius and correlations of response. By minimizing these three parameters, the coefficients of linear equations will be optimized to obtain the linearization formulation of the original system. Then, analytical equations are built to calculate uncertainty response under the interval process, without time-consuming analysis of the original system. To further improve the efficiency of the linearization process, Chebyshev polynomial is introduced to approximate the nonlinear dynamic analysis. Two numerical examples of duffing oscillators and vehicle rides are set to test the proposed CMLM. Compared to the MC method, with comparable uncertainty response precision, the CMLM just needs 1–10% times of dynamic analyses of the nonlinear system. Furthermore, a practical launch vehicle ascent trajectory problem with black-box dynamics is solved by, respectively, the CMLM and MC method. The results verify the capacity of the CMLM to deal with black-box problems and show that the CMLM performs better in terms of accuracy, efficiency and robustness.
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The complete source code (written in MATLAB) of the method applied in the two numerical tests and the LV ascent trajectory problem, as well as the source code of corresponding MC simulations, is provided in the supplementary material. The source code of the CMLM applied in Duffing oscillator analysis, vehicle ride analysis, and Problem 1 and Problem 2 of LV ascent trajectory are supplied in the folder “CMLM,” which are, respectively, named as: “CMLM_Duffing.m,” “CMLM_VehicleRide.m,” “CMLM_LVtrajectory_1stStage.m” and “CMLM_LVtrajectory_2nd3rdStage.m.” The source code of the MCS for Duffing oscillator analysis, vehicle ride analysis, and Problem 1 and Problem 2 of LV ascent trajectory are supplied in the folder “MCS,” which are, respectively, named as: “MCS_Duffing.m,” “MCS_VehicleRide.m,” “MCS_LVtrajectory_1stStage.m” and “MCS_LVtrajectory_2nd3rdStage.m.”
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The present work was supported by the major advanced research project of Civil Aerospace from State Administration of Science, Technology and Industry of China.
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Appendices
Appendix 1
1.1 Derivation of CMLM criterion
By the weighted sum of e1, e2 and e3, a comprehensive index e can be established. The weighting coefficients are first determined. The index e1 is independent because it is only related to M and not to N. Thus, its weighting coefficient can be defined as 1, and the value does not affect the optimal value of M and N. Then, to achieve the weighted sum of e2 and e3 in an equivalent order of magnitude, they are compared in a similar form represented by covariances:
From the comparison, it is obvious that e3 should be weighted by
Then e2 and e3 can be weighted equivalently, and e is finally expressed as:
where the SCC ρs is defined as:
where xIi and xIj are two interval variables; and x i(s) and x j(s) are sampling points of xIi and xIj. Therefore, the SCC of the uncertain value of the nonlinear function and its approximate linear function can be calculated as:
where
Thus,
The SCC between the uncertain value of the nonlinear function and its uncertain inputs can be calculated as:
Then substitute (67) into (66) that
Through the substituting (69) into (62), e can be expressed as:
Moreover,
Finally, e can be calculated as:
Appendix 2
2.1 Approach to taking samples in a MEM domain
The characteristic matrix G to describe a MEM can be decomposed by eigenvalue decomposition as:
where D is eigenvalue matrix; Q is eigenvector matrix; and QTQ = I. The samples, x(s), uniformly distributed in a “multidimensional ellipsoid” can be obtained through a transformation (73) from the sampling points, U.(s), uniformly distributed in a unit hyper-sphere[28]
where xM is a vector of the middle points of the interval variables. For a k-dimensional problem, every single set of sampling points U(s) can be calculated in the spherical coordinates (r, θ1, θ2, …, θk-1) as:
where r(s) are the sampling points lie in a one-dimensional IM with range [0, 1] and [θ1(s), θ2(s), …, θk-1(s)] are the sampling points lying in a (k-1)-dimensional IM with range [0, 2π] of every dimension.
Finally, the sampling points in the MEM domain can be obtained by taking samples in the above IMs conventionally. Incidentally, through the approach, the scanning method and MC simulation can also be achieved by taking samples orthogonally and randomly, respectively.
Appendix 3
3.1 Model of LV flight dynamics
The detailed expansion of the LV flight dynamics model is expressed as
where m is the mass of LV; [P, 0, 0]T is the component of propulsion P; [Xc, Yc, Zc]T are the components of control force Fc; and [X, Y, Z]T are the components of aerodynamic force R, which can be calculated as:
where α and β are the angle of attack and sideslip angle, respectively. Cx is the drag coefficient, and Cyα is the derivative of the lift coefficient with respect to α; SR is the reference surface area; and q is the dynamic pressure, which is calculated as:
where ρ is the atmospheric density and v is the resultant velocity of the LV flight as
Then, GB and GV are coordinate transform matrixes as:
where φ and ψ are, respectively, the pitch angle and yaw angle, which describe the flight attitude of the LV. Meanwhile, θ and σ are, respectively, flight path angle and flight path azimuth angle, which describe the flight direction of the LV. These angles can be derived as:
Moreover, A and B, in(75), are the matrixes to describe inertial force caused by the rotation of the earth as:
where ωe is the earth rotation rate and [ωex, ωey, ωez]T are the components of the vector ωe. Afterward, [R0x, R0y, R0z]T, in (75), are the components of the vector R0 to describe the position of the launch point. Next, gr and gωe are the components of gravitational acceleration and can be calculated as:
where μ and J are the constant characteristics of gravity. ae is the length of the semimajor axis of the earth under an ellipsoid model; besides, the semiminor axis is symbolled by be. And, r, the geocentric distance of the LV, is calculated as:
Meanwhile, ϕ, the geocentric latitudinal, can be derived from:
In addition, the flight height of the LV can also be obtained by r and ϕ as:
Finally, these equations can be solved according to a given flight program angle, and generally, they are provided in the form:
Accordingly, to achieve the flight program, the corresponding α and β are expressed as
where Aφ and Aψ are both constant coefficients.
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Zhang, L., Li, C., Su, H. et al. A novel linear uncertainty propagation method for nonlinear dynamics with interval process. Nonlinear Dyn 111, 4425–4450 (2023). https://doi.org/10.1007/s11071-022-08084-0
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DOI: https://doi.org/10.1007/s11071-022-08084-0