5

Uncertainty Quantification
in Laminated Composites
A Meta-model Based Approach
Sudip Dey
Mechanical Engineering Department
National Institute of Technology, Silchar, India
Tanmoy Mukhopadhyay
Department of Engineering Science
University of Oxford
Oxford, UK
Sondipon Adhikari
Chair of Aerospace Engineering
College of Engineering
Swansea University, Wales, UK
p,
p,
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Library of Congress Cataloging-in-Publication Data
Names: Dey, Sudip, author. | Mukhopadhyay, Tanmoy, author. | Adhikari,
Sondipon, author.
Title: Uncertainty quantification in laminated composites : a meta-model
approach / Sudip Dey, Asst. Professor, Mechanical Engineering Department,
National Institute of Technology, Silchar, India, Tanmoy Mukhopadhyay,
Department of Engineering Science, University of Oxford, Oxford, UK,
Sondipon Adhikari, Chair of Aerospace Engineering, College of Engineering,
Swansea University, Wales, UK.
Description: Boca Raton, FL : CRC Press, Taylor & Francis Group, [2018] | "A
science publishers book." | Includes bibliographical references and index.
Identifiers: LCCN 2018022527 | ISBN 9781498784450 (hardback)
Subjects: LCSH: Laminated materials--Mathematical models.
Classification: LCC TA418.9.L3 D49 2018 | DDC 620.1/18--dc23
LC record available at https://lccn.loc.gov/2018022527
Visit the Taylor & Francis Web site at

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Preface
Who should read it and why? Natural and engineered materials have acquired
an unprecedented role in the history of human civilisation. Entire eras have been
named after predominant materials, such, as the stone age, bronze age, and iron age
to mention a few. Composite materials are the defining advanced materials in the
current era with the exceptional promise of applicability in a number of high-end
areas such as aerospace, marine, automotive, construction and defence sectors.
Composite materials convincingly demonstrate that their mechanical properties
can be tailored to specific engineering demands and therefore perform superiorly
compared to conventional metallic materials. From a design perspective, this
advantage arises through a fundamental mathematical fact that the mechanical
properties of composite materials are functions of significantly more parameters
compared to their metallic counterparts. However, the advantages of composite
materials come at a cost that the designers and analysts have to deal with many
parameters. This gives rise to two major problems. Firstly, considering many
parameters simultaneously makes the design process computationally more
expensive. Secondly, perhaps more importantly, the increase in the number of
parameters leads to an unavoidable escalation of uncertainty associated with these
parameters. One way to address both of these problems simultaneously is to use
metamodels which effectively ‘replace’ the original physics-based computationally
expensive model with a data-based computationally inexpensive model. The aim
of this book is to introduce predominant techniques in this direction.
This book is the first comprehensive text on the treatment of uncertainties in
the modelling and analysis of composite materials. The authors have drawn on their
considerable research experience to produce this book. The text is written from
an engineering standpoint, comprising fundamental and complex theories that are
relevant across a wide range of metamodeling techniques. The book introduces
faculties, researchers and students about the confluence of composite structure
theory, uncertainty modelling and propagation and metamodeling approaches.
The pedagogical objective of this book is to systematically present the latest
developments in the metamodeling techniques and explain how they can be used
in conjunction with composite structures. The focus has been on the mathematical
iv Uncertainty Quantification in Laminated Composites: A Meta-Model Approach
and computational aspects. This book will be relevant to aerospace, mechanical

and civil engineering disciplines and various sub-disciplines within them. The
intended readers of this book include senior undergraduate students and graduate
students doing projects or doctoral research in the field of composite structures.
Researchers, Professors and practicing engineers working in the field of composite
structures will also find this book useful.
Existing works and the need for this book: There are some excellent books which
already exist in the field of composite materials. For example, the book by Reddy
(2003) covers essential details on analytical techniques and physics-based modelling
of laminated composites. Uncertainty quantification has gained immense attention
from the research community in the recent years. Extensive works from different
disciplines such as mathematics, statistics, engineering and applied sciences have
led to some excellent books on uncertainty quantification. As an example, the
book by Smith (2014) gives a comprehensive account of uncertainty quantification
approaches from a general multidisciplinary point of view. Meta-modelling is a
classical topic which has seen a significant explosion over the past two decades due
to the increasing demand for inexpensive computational tools. As a result, there
are excellent books available to the readers on this topic. We refer to the books
by Myers et al. (2016) and Forrester and Keane (2008) for a detailed exposure on
statistical and mathematical aspects underpinning the metamodeling techniques for
computational models. Although there are outstanding books available separately
on the topics of composite structures, uncertainty quantification and metamodeling,
to date there is no book which comprehensively discusses the role of metamodeling
techniques for efficient uncertainty quantification and sensitivity analysis of
composite structures in a unified manner. This book was conceived by us to fill this
essential gap in the literature. We hope that this text will be an invaluable reference
for next-generation engineers and researchers working in the area of design, analysis
and manufacturing of composite materials for a wide range of practical applications.
As significant research works have gone into uncertainty quantification in composite
structures recently and many seminal papers have been published, the book also
covers some of these latest developments with the introduction of fundamentals
in a concise way. The attention in the book is mainly focussed on theoretical and
computational aspects, although some reference to experimental works is given.
Using this book, engineering and applied science graduate students and researchers
will be able to implement and develop metamodels for applications in composite
structural mechanics.
What will you find in this book? This book covers the essential fundamentals,
applications and important references related to different metamodeling approaches
specifically applicable to the aspect of uncertainty quantification in composite
structures. Chapter 1 gives a general introduction to the need for considering
uncertainty in engineering. The Chapter 2 of this book gives an overview of
uncertainty quantification and a general review of the literature related to uncertainty
quantification in composite structures. Chapter 3 presents a bottom-up approach
Preface v
to analyse the effect of stochasticity in material and structural parameters of a

composite plate on the dynamic responses based on high dimensional model
representation technique. Chapter 4 and 5 deals with the stochastic dynamic
analysis of singly curved and doubly curved composite shells respectively. Chapter
6 deals with an environmental effect (thermal uncertainty) on the stochastic
dynamic analysis of composite laminates, while chapter 7 addresses one of the
crucial aspects of mechanical structures arising during the operational conditions
(rotational uncertainty). Often application-specific requirements are needed to be
met in engineering structures such as cutouts in plate and shells. Chapter 8 deals with
the stochastic dynamics of composite laminates with cutouts. Chapter 9 presents
a stochastic dynamic stability analysis of composite shells with uncertain material
and geometric properties. Chapter 10 presents the stochastic dynamics and stability
analysis of sandwich panels. Probabilistic approaches of uncertainty quantification
are followed in Chapter 3 to 10. A metamodel based non-probabilistic uncertainty
propagation scheme for composites is presented in Chapter 11. Different metamodel
based uncertainty propagation schemes are discussed in Chapter 3 to 11, while the
comparative performance of the metamodels for analysing composite structures
is presented in Chapter 12 and 13. The scope of this book includes the aspect of
uncertainty modelling as well as critical evaluation of the efficient metamodel-based
uncertainty propagation approaches for composite structures.
Brief history and acknowledgements: This book on uncertainty quantification in
laminated composites is a result of last ten years of research by the authors in the
area of probabilistic engineering mechanics. The book’s initial chapters began taking
shape when Dr Dey, an expert in composite mechanics, joined Swansea University
as a postdoctoral research fellow to work on uncertainty propagation in large
composite structures. During this time, Dr Dey collaborated with Dr Mukhopadhyay,
who had experience in metamodeling methods and computational mechanics.
The inception of this book emerged from the fusion of three key technical areas
which were historically disconnected in nature, namely, uncertainty modelling and
propagation (Prof Adhikari), composite structures (Dr Dey) and metamodeling
for multi-parameter systems and computational mechanics (Dr Mukhopadhyay).
Without the timely merger of such complementary expertise, this book would have
never taken the shape.
In this context, it could be noted that Dr Dey and Dr Mukhopadhyay have
contributed equally in this book.
The authors are deeply indebted to numerous colleagues, students, collaborators
and mentors. We are genuinely thankful to all of them for numerous stimulating
scientific discussions, exchanges of ideas and on many occasions direct contributions
towards the intellectual content of the book. Support and encouragement from
colleagues within Swansea University’s Zienkiewicz Centre for Computational
Engineering, such as Professor M. I. Friswell, Professor P. Nithiarasu,
Dr H. H. Khodaparast is greatly acknowledged. Particular thanks to Dr P. Higino,
Dr G. Caprio and Dr A. Prado from Embraer (Brazil) for their intellectual
vi Uncertainty Quantification in Laminated Composites: A Meta-Model Approach
contributions and discussions at different times. The authors are grateful to Professor
J. E. Cooper (University of Bristol, UK), Dr R. Chowdhury (IIT Roorkee, India),
Dr A. Chakrabari (IIT Roorkee, India), Dr S. Chakraborty (University of Notre
Dame, USA), Professor S. K. Sahu (NIT Rourkela, India), Dr. G. Li (Princeton
University, USA), Professor H. Rabitz (Princeton University, USA), Professor
E. Carrera and Dr A. Pagani (Politecnico di Torino, Italy), Dr C. Scarth (University
of Bath, UK) and Professor R. Banerjee (City University London, UK) for
many stimulating discussions contributing towards the intellectual content of
this book. The authors would like to gratefully acknowledge the contribution of
Dr S. Naskar (University of Aberdeen, UK) in preparing the initial two chapters of
this book. Beside the names taken here, we are thankful to many colleagues, fellow
researchers and students working in this field of research around the world, whose
name cannot be listed here for page limitations. The lack of explicit mentions by
no means implies that their contributions are any less. The opinions presented in
the book are entirely ours, and none of our colleagues, students, collaborators and
mentors has any responsibility for any shortcomings.
We have been fortunate to receive grants from various companies, charities
and government organisations including an Advanced Research Fellowship from
UK Engineering and Physical Sciences Research Council (EPSRC), the Wolfson
research merit award from The Royal Society, the Philip Leverhulme Prize from The
Leverhulme Trust, research grants from Embraer, NRN Wales and a Zienkiewicz
Scholarship from Swansea University. Without these funding, it would have been
impossible to conduct the works leading to this book.
Sudip Dey
Tanmoy Mukhopadhyay
Sondipon Adhikari
February 2018
.
Contents
Preface iii
1. Introduction 1
2. Uncertainty Quantification in Composite Structures: An Overview 17
3. Stochastic Dynamic Analysis of Laminated Composite Plates 37
4. Stochastic Free Vibration Analysis of Pre-twisted Singly Curved 67
Composite Shells
5. Stochastic Dynamic Analysis of Doubly Curved Composite Shells 90
6. Effect of Operational Uncertainties on the Stochastic Dynamics 122
of Composite Laminates
7. Effect of Environmental Uncertainties on the Free Vibration Analysis 145
of Composite Laminates
8. Effect of Cutout on the Stochastic Free Vibration Analysis of Twisted 165
Composite Panels
9. Stochastic Dynamic Stability Analysis of Composite Laminates 191
10. Uncertainty Quantification for Skewed Laminated Soft-core Sandwich 220
Panels
11. Fuzzy Uncertainty Quantification in Composite Laminates 250
12. Comparative Assessment of Kriging Variants for Stochastic Analysis 272
of Composites
13. A Comparative Study on Metamodel Based Stochastic Analysis of 302
Composite Structures
Bibliography 331
Index 363
CHAPTER 1
Introduction
“Uncertainty is the only certainty there is, and knowing how to live
with insecurity is the only security”.
― John Allen Paulos
If we think deeply, sun-rise or sun-set never ever occurs. In reality, there is no new
year or end of year and thus there is no century. Actually, all of us have framed
everything as per our convenience. We always try to formulate our surroundings
in the form of a theory-law-hypothesis or an equation or algorithm. The perpetuity
of these deterministic frameworks based on the model of certainty does not exist in
the universal-continuum of time scale. The Sun and earth rotate to their own tune
of rotation. In many of the cases, we cannot even identify the variability/change
in pattern due to the unimaginable vastness of such systems both in terms of space
and time. Since the dawn of civilization all models introduced are meant for some
specific purposes, such as the solar model initially proposed by Pythagoras and
Aristotle (500 BC) was meant for the purpose of assessment of weather needed
for crop production. Later on, Ptolemy (300 BC) proposed a new solar model
which claimed to have corrected the previous solar model. Even though the earlier
models served the intended purpose to some extent, both the models are found to be
wrong as compared to the present solar model (refer to Fig. 1.1). Thus there exists
a deficiency in the accuracy of our understanding of the physical systems in many
cases. We human beings have formulated all the uncertain facts and transformed
them into the cage of certainty for our convenience. Hence, many of the theories,
laws, hypothesis, and formulae (from Aristotle to Hawking) become questionable
if we change its domain, assumptions and boundary conditions.
The convenient simplified models have their limitations in accurate predictions
and often differ from the true values. For centuries, researchers have been abiding
2 Uncertainty Quantification in Laminated Composites: A Meta-Model Approach
a b
Fig. 1.1 Solar models.
by and spending their valuable time either to demonstrate or to validate those certain
(/deterministic) models, which are actually uncertain in the domain of space and
time. However, uncertainty being an inevitable characteristics of this universe, it is
almost impossible to model a system accurately in a deterministic manner. Rather,
it is a rational idea to try to quantify the effect of such uncertainty by considering it
as an integral part of the model and deal with the consequences. This approach of
modelling physical systems equips us to be prepared for the possible combination of
outcomes by providing a detailed account of the variation from deterministic values
of responses (i.e., the output quantity of interest). In case of engineering systems,
if the design is carried out by considering the effect of source-uncertainties and
prospective service-life conditions (such as environmental effects and damages)
instead of blatantly avoiding them, the possibility of failure can be minimized (/
controlled) based on a strong scientific foundation.
Let us take a simple example to understand the influence of source-uncertainty.
When we flip a fair coin, the probability of getting head or tail is 50%; but what
happens if there is a soft muddy floor. It may lead to some possibilities wherein
the coin will fall neither head nor tail, i.e., the coin may fall vertical. In such
cases, it will not be 50% probability of getting either head or tail. Moreover, due
to manufacturing uncertainties the coin may not be perfectly unbiased. This may
also deviate the outcome from the general expectation. Likewise, the probability
of getting one in dice having six faces is 1/6. But if the similar conditions (such
as soft muddy surface, manufacturing uncertainty of the dice) are imposed here,
there can be some possibilities wherein the dice will not show any specific face, or
the probability of different outcomes would vary. Hence, the exact probability of
getting one in those cases can’t be predicted. In a similar fashion, all the physical
or mathematical models are formulated based on certain boundary conditions and
assumptions, which are often not strictly valid.
Introduction 3
1.1 Source-uncertainty in engineering systems

If we think in a scale of time, the observations (/realizations) at a present time are
precise and unique; while the sparsity of impreciseness (/uncertainty in prediction)
increases as we go away from the present moment towards the direction of past
or future (refer to Fig. 1.2). Various practical issues of life should be able to
cope with the uncertainties that may originate from different aspects of design,
implementation and operational conditions. The past, present and future are the
unidirectional horizon of time, wherein plenty of areas can be cited to illustrate
the scope of quantifying the hidden uncertainty, such as:
• Forecasting of weather in a particular place over a common span of time.
• Gain or loss on investment in financial markets, e.g., stock markets.
• Measurement error implicitly influencing the accuracy of machines or
instruments.
• Response of structural systems related to various fields of engineering, such
as aerospace, mechanical and civil.
• Validation and verification of material modelling in engineering.
• Success of new product, services, firms or person in the time-scale of future.
• Winning in games or gambling.
• Occurrences of events, incidents, births, deaths, accidents.
• Day to day activities like walking, sleeping, sitting, reading, writing, eating.
• Movement of particles such as atoms, molecules from Dalton’s atomic theory
to modern quantum mechanics.
• Actions, reactions and reflex in any biological systems.
• Human behaviour and activities.
In particular, the areas of engineering, which are most susceptible to different
forms of uncertainty, are listed below:
q Design of Machine elements or components (linear and non-linear model)
• Design of joints (Any fasteners subjected to random load).
• Power transmission unit design (Shaft coupling for torque transmission).
Tim e
Fig. 1.2 Past-present-future domain with respect to time scale.

• Bearing design (Journal/Ball/Roller bearing).

• Vehicles Dynamics (Tire Technology).
• Pressure vessel design subjected to uncertain load.
q Biomedical or Bioengineering
• Human glucose metabolism/Diabetic Model.
º Model for inflow of insulin by injection.
º Model for inflow of glucose from ingested food.
• Molecular/Cellular/Organisms/Communities and Ecosystems.
• HIV model, Ebola virus model, Polio model, etc.
• Human Blood Pressure model.
q Control Engineering for robust design
• Temperature–Moisture Controller for air-conditioner.
• Speed: Fuel consumption Controller for automobiles.
• Speed: Cleanliness (dirt-removal) Controller for washing machine.
• Illumination: Power Controller for Light emitting diode (LED) light.
q Aerospace and Structural Engineering
• Bending Characteristics.
• Vibration analysis (Free/Forced).
• Inverse Problem/Design Optimization.
• Structural Health Monitoring.
• Reliability Analysis.
q Environmental Engineering
• Weather Model (rain/snowfall/humidity/temperature).
• Earthquake Model.
• Atmospheric climate (Layerwise) Model.
q Coastal/Marine Engineering
• Tide/Flood control.
• Marine traffic control.
q Geo-technical Engineering
• Contamination migration problem (by uncertain diffusion process).
• Sedimentation of clay/silt due to uncertain hydraulic transportation.
• Inaccurate measurement of the properties of soil and their spatially varying
characteristics.
This book is focused on the aspect of source-uncertainties in advanced
lightweight structures such as composites and efficient approaches to quantify their
effects on global responses for a safe, yet economic design. A brief overview of
the uncertainty quantification of composites following an efficient metamodeling
approach is provided in the following sections of this chapter.
Introduction 5
1.2 Importance of uncertainty quantification in composite

structures
Composite structures are extensively used in modern aerospace, marine,
construction and automobile applications due to their high strength, stiffness,
lightweight and tailorable properties. Even though laminated composite structures
have the advantage of modulating large number of design parameters to achieve
various application-specific requirements, this concurrently brings the challenge
of manufacturing the structure according to exact design specifications. Large-
scale production of such structures according to the requirements of industry
is always subjected to significant variability due to unavoidable manufacturing
imperfections (such as intra-laminate voids, incomplete curing of resin and excess
resin between plies, porosity, excess matrix voids, variations in ply thickness and
fibre parameters), lack of experiences and complexity of the structural configuration.
The issue aggravates further due to uncertain operational and environmental factors
and the possibility of incurring different forms of damages and defects during the
service life.
In general, an additional factor of safety (FOS) is incorporated by the designer
to account for such unpredictable global responses, which may lead to either an
ultraconservative or an unsafe design. A river and bridge model (refer to Fig. 1.3)
is introduced to explain this further. Due to the presence of different forms of
uncertainties (referred as the river of uncertainty in a collective form), the designed
outcome and the real outcome differ for an engineering system. For a particular
value of FOS, if the design is more conservative the real outcome would be less
prone to failure (refer to Fig. 1.3a) and vice versa (refer to Fig. 1.3b). However
a high value of FOS would be required if the design is less conservative, yet the
system is required to be less prone to failure (refer to Fig. 1.3c). The above three
cases normally lead to either an unsafe or uneconomic design because of the fact
that the river of uncertainty is not adequately explored in this approach of analysis.
An economic, yet safe design requires the in-depth analysis of the uncertainty
associated with the system, as shown in Fig. 1.3d. If the level of uncertainty for
a system is appropriately quantified, then the value of FOS can be adopted based
on the importance of the system in a more robust manner. Moreover, probabilistic
description for the response of the system could be obtained for the adopted value
of FOS. As laminated composites are often used in various functionally important
structures (such as aircrafts), it is important to quantify the uncertainties associated
with the responses of the structure. If the actual outcome of an engineering system
is considered, there could be four distinct situations in terms of attaining the design
specification and variability from the target (refer to Fig. 1.4). The objective is
to achieve a design outcome which is on target and has low variability. As the
variability cannot be nil in case of real-life engineering systems, the objective
becomes to minimize it and subsequently quantify the effect of such variability
(/uncertainty) following a strong mathematical stochastic paradigm.
Fig. 1.3 River and bridge model of uncertainty.
Fig. 1.4 Realistic design aim of engineering structures.
In general, uncertainties are classified into three categories, namely aleatoric

(because of variability in the structural system parameters), epistemic (because of
lack of information of the structural system) and prejudicial (because of the absence
of variability characterization of the structural system). A detail description of
different categories of uncertainty is provided in Chapter 2. Composite structures
being susceptible to multiple forms of uncertainties, damages and environmental
Introduction 7
variations, the structural performances are often subjected to a significant element

of risk. Thus it is of prime importance in case of composite structures to quantify
the effect of source-uncertainties so that an inclusive design paradigm could be
adopted to avoid any compromise in the aspects of safety and serviceability. The
whole context of uncertainty quantification in various global responses of composite
structures, which are increasingly being used in different industries, is summarized
in Fig. 1.5. A concise discussion of the most prominent approaches for uncertainty
quantification in composite structures is furnished in the next paragraph.
Following several decades of deterministic studies related to the static
and dynamic responses of laminated composite structures (Reddy 2003,
Chakrabarti et al. 2013, Mandal et al. 2017), the aspect of considering the
effect of uncertainty in material and structural attributes have recently started
receiving due attention from the scientific community. Both probabilistic (Sakata
et al. 2008, Goyal and Kapania 2008, Manan and Cooper 2009) as well as
non-probabilistic (Pawar et al. 2012) approaches have been investigated to analyse
the effect of variability in the material and structural properties of composite
structures. Plenty of researches have been reported based on intrusive methods to
quantify the uncertainty of composite structures (Lal and Singh 2010, Scarth and
Adhikari 2017); wherein the major drawback can be identified as the requirement of
intensive analytical derivation and lack of the ability to obtain complete probabilistic
description of the response quantities for systems with spatially varying attributes.
Moreover, many of these approaches are valid only for a low degree of stochasticity
in the input parameters. A non-intrusive method based on Monte Carlo simulation,
Fig. 1.5 Uncertainty quantification in various global responses of composite structures.

as adopted by many researchers (Dey et al. 2015a), can obtain comprehensive

probabilistic descriptions for the response quantities of composite structures and
these methods can account for much higher degree of stochasticity in the input
parameters. A brief description of the Monte Carlo simulation method is provided
in the next section.
1.3 Monte Carlo simulation

Uncertainty quantification is part of modern structural analysis problems. Practical
structural systems are faced with uncertainty, ambiguity, and variability constantly,
as discussed in the preceding sections. Even though one might have unprecedented
access to information due to the recent improvement in various technologies, it is
impossible to accurately predict future structural behaviour during its service life.
Monte Carlo simulation, a computerized mathematical technique, lets us realize all
the possible outcomes of a structural system leading to better and robust designs for
the intended performances. The technique was first used by scientists working on
the atom bomb; it was named after Monte Carlo, the Monaco resort town renowned
for its casinos. Since its introduction in World War II, this technique has been used
to model a variety of physical and conceptual systems across different fields such
as engineering, finance, project management, energy, manufacturing, research and
development, insurance, oil and gas, transportation and environment.
Monte Carlo simulation furnishes a range of prospective outcomes along
with their respective probability of occurrence (refer to Fig. 1.6). This technique
performs uncertainty quantification by forming probabilistic models of all possible
results accounting for a range of values from the probability distributions of any
factor that has inherent uncertainty. It simulates the outputs over and over, each
time using a different set of random values from the probability distribution of
stochastic input parameters. Depending upon the nature of stochasticity, a Monte
Carlo simulation could involve thousands or tens of thousands of recalculations
before it can provide a converged result depicting the distributions of possible
outcome values of the response quantities of interest. Each set of samples is called
an iteration or realization, and the resulting outcome from that sample is recorded.
In this way, Monte Carlo simulation provides not only a comprehensive view of
...
what could happen, but how likely it is to happen, i.e., the probability of occurrence.
x1(ro)
x2(ro) y(ro)
x3(ro)
Stocbastic
system
... J ( \ ~utput probability
\_stribution
Fig. 1.6 Schematic representation for Monte Carlo simulation based analysis of a stochastic system
with three input parameters (xi, i = 1, 2, 3) and one output parameter (y). Here w– represents the
stochastic character of a parameter.
Introduction 9
The mean or expected value of a function f(x) of an n dimensional random

variable vector can be expressed as
f = E[f(x)] =  f(x) (x)dx (1.1)
Ω
Similarly the variance of the random function f(x) is given by the integral below,
f2 = Var [f (x)] =  ( f (x) – f )2 (x)dx (1.2)
Ω
The above multidimensional integrals, as shown in equations (1.1) and (1.2)
are difficult to evaluate analytically for many types of joint density functions and
the integrand function f(x) may not be available in analytical form for the problem
under consideration. Thus the only alternative way is to calculate it numerically. The
above integral can be evaluated using MCS approach, wherein N sample points are
generated using a suitable sampling scheme in the n-dimensional random variable
space. The N samples drawn from a dataset must follow the distribution specified
by  (x). Having the N samples for x, the function in the integrand f(x) is evaluated
at each of the N-sampling points xi of the sample set    x1 ,............, xN . Thus, the
integral for the expected value takes the form of averaging operator as shown below
N
1
 f  E  f  x     f  xi  (1.3)
N i 1
Similarly, using sampled values of MCS, the equation (1.2) leads to
N
1
 2f  Var  f  x      f  xi    f 
2
(1.4)
N  1 i 1
Thus the statistical moments can be obtained using a brute force Monte Carlo
simulation based approach, which is often computationally very intensive due
the evaluation of function f(xi) corresponding to the N-sampling points xi, where
N ~ 104. The noteworthy fact in this context is the adoption of a metamodel
based Monte Carlo simulation approach that reduces the computational burden
of traditional (i.e., brute force) Monte Carlo simulation to a significant extent, as
discussed in the next section.
1.4 Meta-modelling approach for uncertainty quantification

Uncertainty quantification based on Monte Carlo simulation is a popular approach
because of its ability to obtain a comprehensive probabilistic description of the
response quantities. However, the major lacuna of this approach is that a Monte
Carlo simulation requires thousands of expensive model evaluations to be carried
out corresponding to the random realizations. Thus, in case of the systems where the
model evaluations are expensive (such as finite element simulation), direct Monte
Carlo simulation has limited practical use because of its computational intensiveness.
In general for complex composite structures, the performance function is not

available as an explicit function of the random design variables unlike various other
engineering problems with closed-form solutions (Mukhopadhyay and Adhikari
2017a, Mukhopadhyay et al. 2017b, 2017e, 2018c). The performance functions
or responses (such as natural frequencies, buckling loads, etc.) of the composite
structure can only be evaluated numerically at the end of a structural analysis
procedure such as the finite element method, which is often time-consuming and
computationally expensive. To mitigate this lacuna, a meta-modelling approach can
be adopted, wherein the uncertainty propagation is realized following an efficient
mathematical medium. The metamodel based uncertainty propagation strategy can
develop a predictive and representative mathematical model relating each response
quantity of interest to a number of input variables. These metamodel equations are
used to determine the global response characteristics corresponding to given values
of input variables, instead of having to repeatedly run the time-consuming original
simulation model (such as finite element analysis). The metamodel thus represents
the result (or output) of the structural analyses encompassing (in theory) every
reasonable combination of all input variables. From this, thousands of combinations
of all design variables can be created (via simulation) and a pseudo analysis for each
variable set can be performed by simply adopting the corresponding metamodel.
In general, the metamodels are employed to reduce the number of function
evaluations based on actual simulation/experimental models in a Monte Carlo
simulation, which needs large number of realizations corresponding to random
set of input parameters (Metya et al. 2017, Mukhopadhyay et al. 2016f, Mahata
et al. 2016). Metamodels are also quite popular in the area of optimization and
inverse problems that involves multiple function evaluations (Mukhopadhyay
et al. 2015b, 2016d). The development of metamodels is performed in three
typical steps: selection of the representative sample points (which are able
to collect all information of the whole design space in an optimal way) to
construct a surrogate of the original simulation model, evaluation of responses
(i.e., output) corresponding to each sample point and formulation of the
mathematical or statistical model to obtain input-output relationship based on
the sample set (containing a set of input parameters and corresponding output
parameters). The performance of a metamodel (i.e., accuracy in prediction and
computational efficiency) depends on various factors such as: dimension of the
input parameter space (i.e., number of input parameters), number and quality of
sample points for metamodel formation, degree of nonlinearity involved with the
system and different forms of errors involved in metamodel formation (refer to
Fig. 1.7). This book follows a metamodel based approach to quantify the effect of
uncertainty in various global responses of composite structures.
Introduction 11
– ) and y(x(w
Fig. 1.7 Metamodel based analysis of stochastic systems. (Here x(w – )) are the symbolic
representation of stochastic input parameters and output responses respectively. w – denotes the
stochasticity of parameters.)
1.5 Motivation and scope of the book

Uncertainty quantification in composite materials and structures, initiated from
industrial needs due to inevitable variation in global responses of such structures
from the deterministic predictions, has gained immense attention from the
research community over the last few decades. This book aims to present an
efficient uncertainty quantification scheme for laminated composite structures
following meta-model based approaches for stochasticity in material and geometric
parameters. Several meta-models are studied for this purpose and comparative
results are presented for different global responses of composite structures including
the effect of various environmental (such as temperature) and operational (such as
rotation) conditions. Stochastic response of composite structures with application-
specific design requirements such as cutouts is presented following the metamodel
based approach. Both probabilistic and non-probabilistic approaches are discussed.
Results for sensitivity analyses are presented to provide a complete understanding
of the relative importance of different material and geometric parameters in global
responses of the structure. To account for the effect of different forms of errors and
uncertainty in metamodel formation, a collective effect of noise is presented in the
metamodel based uncertainty quantification algorithms for composite structures.
Motivated by the influence of inevitable source-uncertainties in composite
structures and the computational challenges involved therein, as outlined in the
preceding sections, this book is written to address both the aspects of modeling
different forms of uncertainties in composites as well as efficient computational
approaches for uncertainty propagation. After providing a general overview
of uncertainty quantification and stochastic analysis of composite structures in
Chapters 1–2, rest of the chapters in this book are concentrated on various specific
aspects related to uncertainty analysis of laminated composites and metamodel
based algorithms for uncertainty quantification. The Chapters 3–10 of this book
are focused on probabilistic approach of uncertainty quantification in composite
laminates and sandwich structures, while the Chapter 11 deals with a non-
probabilistic approach of uncertainty quantification in composites. The aspects of
uncertainty and sensitivity of the material, geometric, environmental and operational
factors for different responses of composite structures are analyzed in the Chapters
3–11. Various application-specific requirements (such as cutouts, twist and skewed
geometry) in modern high-performance structural systems are analyzed. The effect
of noise is analyzed in surrogate based uncertainty quantification algorithms for
composites. Chapter 12 provides a critical assessment of different kriging model
variants for the uncertainty quantification of composite structures. Different meta-
models are used for formulating the uncertainty quantification schemes in various
chapters of this book. Finally, comparative assessment of these meta-models is
presented in Chapter 13. A concise summary explaining the contributions of each
of the chapters in this book is given below.
The Chapter 2 of this book gives an overview of uncertainty quantification and
a general review of the literature related to uncertainty quantification in composite
structures. Different probabilistic and non-probabilistic methods of stochastic
structural analysis are briefly presented in this chapter. After providing a concise
review of the deterministic models for analyzing composite structures, the recent
works on the aspect of uncertainty quantification in composite structures are
discussed. The present standing of research in this area is assessed critically and the
contribution of this book is justified in that context. Even though a comprehensive
literature review is presented in Chapter 2, Chapters 3–13 also cite relevant studies
specific to the topic of a particular chapter.
The effect of material and geometric uncertainty on the dynamic responses
of composite plates is investigated in Chapter 3. A bottom up surrogate based
approach is employed to quantify the variability in free vibration responses of
composite cantilever plates due to uncertainty in ply orientation angle, elastic
modulus and mass density. The finite element method is employed incorporating
effects of transverse shear deformation based on Mindlin’s theory in conjunction
with a random variable approach. Parametric studies are carried out to determine
the stochastic frequency response functions (SFRF) along with stochastic natural
frequencies and modeshapes. In this study, a surrogate based approach using General
High Dimensional Model Representations (GHDMR) is employed for achieving
computational efficiency in quantifying uncertainty. This chapter also presents
an uncertainty quantification scheme using commercial finite element software
Introduction 13
(ANSYS) and thereby comparative results of stochastic natural frequencies are

furnished for UQ using GHDMR approach and ANSYS.
In Chapter 4, we have concentrated on the stochastic dynamic responses of
singly curved composite shells including the effect of twist angle in the geometry.
The effect of transverse shear deformation is incorporated in the probabilistic finite
element analysis considering an eight noded isoparametric quadratic element with
five degrees of freedom at each node. The finite element model is coupled with
the response surface method based on D-optimal design to achieve computational
efficiency. A sensitivity analysis is carried out to address the influence of different
input parameters on the output natural frequencies. The fibre orientation angle,
twist angle and material properties are randomly varied to obtain the stochastic
natural frequencies.
Chapter 5 presents an efficient stochastic free vibration analysis of composite
doubly curved shells. The stochastic finite element formulation is carried out
considering rotary inertia and transverse shear deformation based on Mindlin’s
theory. The sampling size and computational cost in the probabilistic analysis is
reduced by employing a Kriging model based approach compared to direct Monte
Carlo simulation. Besides detail investigation on the stochastic natural frequencies
corresponding to low frequency vibration modes, the stochastic mode shapes and
frequency response functions are also presented for a typical laminate configuration.
The effect of noise on the kriging based uncertainty propagation algorithm is
addressed. Results are presented for different levels of noise in a probabilistic
framework to provide a comprehensive idea about stochastic structural responses
under the influence of simulated noise.
Chapter 6 investigates the effect of rotational uncertainty under operating
condition in the dynamic responses of composite shells. A response surface
method based on central composite design algorithm is used for the quantification
of rotational and ply-level uncertainties. The stochastic eigenvalue problem is
solved by using QR iteration algorithm. An eight noded isoparametric quadratic
element with five degrees of freedom at each node is considered in the finite
element formulation. Sensitivity analysis is carried out to address the influence of
different input parameters on the output natural frequencies. The sampling size and
computational cost is reduced by employing the present surrogate based approach
compared to direct Monte Carlo simulation. The stochastic mode shapes are also
depicted for a typical laminate configuration.
Chapter 7 deals with the uncertainty caused by inevitable random variation
of environmental factors such as temperature. The propagation of thermal
uncertainty in composite structures has significant computational challenges.
This chapter presents the thermal, ply-level and material uncertainty propagation
in frequency responses of laminated composite plates by employing a surrogate
model which is capable of dealing with both correlated and uncorrelated input
parameters. In the present generalized high dimensional model representation
(GHDMR) based approach, diffeomorphic modulation under observable response
preserving homotopy (D-MORPH) regression is utilized to ensure the hierarchical
orthogonality of high dimensional model representation component functions. The

stochastic range of thermal field includes elevated temperatures up to 375 K and
sub-zero temperatures up to cryogenic range of 125 K.
The aspect of an application-specific design requirement in engineering
structures (cutouts) is illustrated in Chapter 8. This chapter deals with the effect
of cutout on stochastic dynamic responses of composite laminates. Support vector
regression (SVR) model in conjunction with Latin hypercube sampling is used
in this investigation as a surrogate of the actual finite element model to achieve
computational efficiency. The convergence of the present algorithm for laminated
composite curved panels with cutout is validated with original finite element
(FE) analysis along with traditional Monte Carlo simulation (MCS). Variations
of input parameters (both individual and combined cases) are studied to portray
their relative effect on the output quantity of interest. The layer-wise variability of
structural and material properties is included considering the effect of twist angle,
cutout sizes and different geometries (such as cylindrical, spherical, hyperbolic
paraboloid and plate). The sensitivities of input parameters in terms of coefficient
of variation are enumerated to project the relative importance of different random
inputs on natural frequencies. Subsequently, the noise induced effects on SVR
based computational algorithm are presented to map the inevitable variability in
practical field of applications.
In Chapter 9, a stochastic dynamic stability analysis of composite panels is
presented considering the effect of non-uniform partial edge loading. The system
input parameters are randomized to ascertain the stochastic first buckling load and
zone of resonance. Considering the effects of transverse shear deformation and
rotary inertia, first order shear deformation theory is used to model the composite
curved panels. Moving least square method is employed as a surrogate of the
actual finite element model to reduce the computational cost. Statistical results
are presented to show the effects of radius of curvatures, material properties, fibre
parameters, and non-uniform load parameters on the stability boundaries.
Chapter 10 focuses on the stochastic analysis of laminated soft-core sandwich
panels including the effect of skewness in the geometry. An efficient multivariate
adaptive regression splines based approach for dynamics and stability analysis
of sandwich plates is presented considering the random system parameters.
The propagation of uncertainty in such structures has significant computational
challenges due to inherent structural complexity and high dimensional space of
input parameters. The theoretical formulation is developed based on a refined C0
stochastic finite element model and higher-order zigzag theory in conjunction with
multivariate adaptive regression splines. A cubical function is considered for the in-
plane parameters as a combination of a linear zigzag function with different slopes
at each layer over the entire thickness while a quadratic function is assumed for the
out-of-plane parameters of the core and constant in the face sheets. Both individual
and combined stochastic effect of skew angle, layer-wise thickness, and material
properties (both core and laminate) of sandwich plates are considered. Statistical
Introduction 15
analyses are carried out to illustrate the results of the first three stochastic natural
frequencies and buckling load.
A non-probabilistic uncertainty propagation approach (fuzzy) for composites is
presented in Chapter 11. Probabilistic descriptions of uncertain model parameters
are not always available due to lack of data. This chapter investigates on the
uncertainty propagation in dynamic characteristics (such as natural frequencies,
frequency response function and mode shapes) of laminated composite plates by
using fuzzy approach. A non-intrusive Gram–Schmidt polynomial chaos expansion
(GPCE) method is adopted in the uncertainty propagation, wherein the parameter
uncertainties are represented by fuzzy membership functions. A domain in the
space of input data at zero-level of membership functions is mapped to a zone of
output data with the parameters determined by D-optimal design. The obtained
meta-model (GPCE) can also be used for higher α-levels of fuzzy membership
function. The most significant input parameters such as ply orientation angle, elastic
modulus, mass density and shear modulus are identified and then fuzzified. Fuzzy
analysis of the first three natural frequencies is presented to illustrate the results
and its performance. The proposed fuzzy approach is applied to the problem of
fuzzy modal analysis for frequency response function of a simplified composite of
cantilever plates. The fuzzy mode shapes are also depicted for a typical laminate
configuration. The GPCE based approach is found more efficient compared to the
conventional global optimization approach in terms of computational time and cost.
Chapter 12 presents a critical comparative assessment of Kriging model
variants for surrogate based uncertainty propagation considering stochastic natural
frequencies of laminated composite shells. The five Kriging model variants
studied here are: Ordinary Kriging, Universal Kriging based on pseudo-likelihood
estimator, Blind Kriging, Co-Kriging and Universal Kriging based on marginal
likelihood estimator. First three stochastic natural frequencies of the composite
shell are analysed by using a finite element model that includes the effects of
transverse shear deformation based on Mindlin’s theory in conjunction with a
layer-wise random variable approach. The comparative assessment is carried out
to address the accuracy and computational efficiency of the five Kriging model
variants. Comparative performance of different covariance functions is also
studied. Subsequently the effect of noise in uncertainty propagation is addressed
by using the Stochastic Kriging. Representative results are presented for both
individual and combined stochasticity in layer-wise input parameters to address
performance of various Kriging variants for low dimensional and relatively higher
dimensional input parameter spaces. The error estimation and convergence studies
are conducted with respect to original Monte Carlo Simulation to justify merit
of the present investigation. The study reveals that Universal Kriging coupled
with marginal likelihood estimate yields the most accurate results, followed by
Co-Kriging and Blind Kriging. As far as computational efficiency of the Kriging
models is concerned, it is observed that for high-dimensional problems, CPU time
required for building the Co-Kriging model is significantly less as compared to
other Kriging variants.
Chapter 13 presents an exhaustive comparative investigation on different

metamodels for critical comparative assessment of uncertainty in natural frequencies
of composite plates on the basis of computational efficiency and accuracy. Both
individual and combined variations of input parameters have been considered
to account for the effect of low and high dimensional input parameter spaces in
the surrogate based uncertainty quantification algorithms including the rate of
convergence. Probabilistic characterization of the first three stochastic natural
frequencies is carried out by using a finite element model that includes the effects of
transverse shear deformation based on Mindlin’s theory in conjunction with a layer-
wise random variable approach. The results obtained by different metamodels have
been compared with the results of direct Monte Carlo simulation (MCS) method
for high fidelity uncertainty quantification. The crucial issue regarding influence
of sampling techniques on the performance of metamodel based uncertainty
quantification has been addressed as an integral part of this chapter.
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Uncertainty Quantification

© by Taylor & Francis Group, LLC

No claim to original U.S. Government works

Printed on acid-free paper

International Standard Book Number-13:

Visit the Taylor & Francis Web site at

and the CRC Press Web site at

and computational aspects. This book will be relevant to aerospace, mechanical

to analyse the effect of stochasticity in material and structural parameters of a

Fig. 1.1 Solar models.

1.1 Source-uncertainty in engineering systems

Fig. 1.2 Past-present-future domain with respect to time scale.

• Bearing design (Journal/Ball/Roller bearing).

1.2 Importance of uncertainty quantification in composite

Fig. 1.3 River and bridge model of uncertainty.

Fig. 1.4 Realistic design aim of engineering structures.

In general, uncertainties are classified into three categories, namely aleatoric

variations, the structural performances are often subjected to a significant element

Fig. 1.5 Uncertainty quantification in various global responses of composite structures.

as adopted by many researchers (Dey et al. 2015a), can obtain comprehensive

1.3 Monte Carlo simulation

The mean or expected value of a function f(x) of an n dimensional random

1.4 Meta-modelling approach for uncertainty quantification

In general for complex composite structures, the performance function is not

1.5 Motivation and scope of the book

(ANSYS) and thereby comparative results of stochastic natural frequencies are

orthogonality of high dimensional model representation component functions. The

Chapter 13 presents an exhaustive comparative investigation on different

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© by Taylor & Francis Group, LLC