journal article·2020-03

Uncertainty Quantification and Propagation in Computational Materials Science and Simulation-Assisted Materials Design

Pejman Honarmandi, Raymundo Arróyave

Publisher page

Abstract

Significant advances in theory, simulation tools, advanced computing infrastructure, and experimental frameworks have enabled the field of materials science to become increasingly reliant on computer simulations. Theory-grounded computational models provide a better understanding of observed materials phenomena. At the same time, computational tools constitute an important ingredient of any framework that seeks to accelerate the materials development cycle. While simulations keep increasing in sophistication, formal frameworks for the quantification, propagation, and management of their uncertainties are required. Uncertainty analysis is fundamental to any effort to validate and verify simulations, which is often overlooked. Likewise, no simulation-driven materials design effort can be done with any level of robustness without properly accounting for the uncertainty in the predictions derived from the computational models. Here, we review some of the most recent works that have focused on the analysis, quantification, propagation, and management of uncertainty in computational materials science and ICME-based simulation-assisted materials design. Modern concepts of efficient uncertainty quantification and propagation, multi-scale/multi-level uncertainty analysis, model selection as well as model fusion are also discussed. While the topic remains relatively unexplored, there have been significant advances that herald an increased sophistication in the approaches followed for model validation and verification and model-based decision support.
Source: openaire · Quality: candidate unverified · Source record ↗

Research context

OpenAlex topics: Machine Learning in Materials Science · Probabilistic and Robust Engineering Design · Polymer crystallization and properties

SciVX discovery tags are terminology-based. OpenAlex topics are source-provided classifications.

References (100+)

Show source-provided references
1. Winsberg E (2009) Computer simulation and the philosophy of science. Philos Compass 4(5):83510.1111/j.1747-9991.2009.00236.x ↗
2. Murr LE, Murr LE (2015) Computer simulation in materials science and engineering: definitions, types, methods, implementation, verification, and validation. In: Handbook of materials structures, properties, processing and performance. Springer, Cham, pp 1105–1121
3. Farajpour I, Atamturktur S (2012) Error and uncertainty analysis of inexact and imprecise computer models. J Comput Civ Eng 27(4):40710.1061/(ASCE)CP.1943-5487.0000233 ↗
4. McDowell DL, Kalidindi SR (2016) The materials innovation ecosystem: a key enabler for the materials genome initiative. MRS Bull 41(4):32610.1557/mrs.2016.61 ↗
5. Larssen T, Huseby RB, Cosby BJ, Høst G, Høgåsen T, Aldrin M (2006) Forecasting acidification effects using a Bayesian calibration and uncertainty propagation approach. Environ Sci Technol 40(24):784110.1021/es061091o ↗
6. Choi HJ, McDowell D, Allen J, Mistree F (2008) An inductive design exploration method for hierarchical systems design under uncertainty. Eng Optim 40:28710.1080/03052150701742201 ↗
7. Arróyave R, McDowell DL (2019) Systems approaches to materials design: past, present, and future. Ann Rev Mater Res 49:103–12610.1146/annurev-matsci-070218-125955 ↗
8. Du X, Chen W (2002) Efficient uncertainty analysis methods for multidisciplinary robust design. AIAA J 40(3):54510.2514/2.1681 ↗
9. Panchal JH, Kalidindi SR, McDowell DL (2013) Key computational modeling issues in integrated computational materials engineering. Comput Aided Des 45(1):410.1016/j.cad.2012.06.006 ↗
10. Chernatynskiy A, Phillpot SR, LeSar R (2013) Uncertainty quantification in multiscale simulation of materials: a prospective. Annu Rev Mater Res 43(1):15710.1146/annurev-matsci-071312-121708 ↗
11. McDowell DL (2007) Simulation-assisted materials design for the concurrent design of materials and products. JOM 59(9):2110.1007/s11837-007-0111-7 ↗
12. N.R. Council et al (2008) Integrated computational materials engineering: a transformational discipline for improved competitiveness and national security. National Academies Press, Washington
13. Horstemeyer MF (2018) Integrated computational materials engineering (ICME) for metals: concepts and case studies. Wiley, New York10.1002/9781119018377 ↗
14. McDowell DL (2018) Microstructure-sensitive computational structure-property relations in materials design. In: Computational materials system design. Springer, Cham, pp 1–2510.1007/978-3-319-68280-8_1 ↗
15. Wang WY, Li J, Liu W, Liu ZK (2019) Integrated computational materials engineering for advanced materials: a brief review. Comput Mater Sci 158:4210.1016/j.commatsci.2018.11.001 ↗
16. TMS (2015) Modeling across scales: a roadmapping study for connecting materials models and simulations across length and time scales. The Minerals, Metals and Materials Society, Warrendale
17. Kyzyurova KN, Berger JO, Wolpert RL (2018) Coupling computer models through linking their statistical emulators. SIAM/ASA J Uncertain Quantif 6(3):115110.1137/17M1157702 ↗
18. Allaire D, Willcox K (2012) Fusing information from multifidelity computer models of physical systems. In: 2012 15th international conference on information fusion, pp 2458–2465
19. Dasey TJ, Braun JJ (2007) Information fusion and response guidance. Lincoln Lab J 17(1):153–166
20. Thomison WD, Allaire DL (2017) A model reification approach to fusing information from multifidelity information sources. In: 19th AIAA non-deterministic approaches conference, p 1949
21. Frazier PI, Powell WB, Dayanik S (2008) A knowledge-gradient policy for sequential information collection. SIAM J Control Optim 47(5):241010.1137/070693424 ↗
22. Powell WB, Ryzhov IO (2012) Optimal learning, vol 841. Wiley, New York10.1002/9781118309858 ↗
23. Ghoreishi SF, Allaire DL (2018) A fusion-based multi-information source optimization approach using knowledge gradient policies. In: 2018 AIAA/ASCE/AHS/ASC structures, structural dynamics, and materials conference, p 1159
24. Honarmandi P, Paulson NH, Arróyave R, Stan M (2019) Uncertainty quantification and propagation in CALPHAD modeling. Model Simul Mater Sci Eng 27(3):03400310.1088/1361-651X/ab08c3 ↗
25. Rizzi F, Jones R, Debusschere B, Knio O (2013) Uncertainty quantification in MD simulations of concentration driven ionic flow through a silica nanopore. I. Sensitivity to physical parameters of the pore. J Chem Phys 138(19):19410410.1063/1.4804666 ↗
26. Jones RE, Rizzi F, Boyce B, Templeton JA, Ostien J (2017) Plasticity models of material variability based on uncertainty quantification techniques. Technical report, Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
27. Mortensen JJ, Kaasbjerg K, Frederiksen SL, Nørskov JK, Sethna JP, Jacobsen KW (2005) Bayesian error estimation in density-functional theory. Phys Rev Lett 95(21):21640110.1103/PhysRevLett.95.216401 ↗
28. Hanke F (2011) Sensitivity analysis and uncertainty calculation for dispersion corrected density functional theory. J Comput Chem 32(7):142410.1002/jcc.21724 ↗
29. Honarmandi P, Duong TC, Ghoreishi SF, Allaire D, Arroyave R (2019) Bayesian uncertainty quantification and information fusion in CALPHAD-based thermodynamic modeling. Acta Mater 164:63610.1016/j.actamat.2018.11.007 ↗
30. Honarmandi P, Solomou A, Arroyave R, Lagoudas D (2019) Uncertainty quantification of the parameters and predictions of a phenomenological constitutive model for thermally induced phase transformation in Ni-Ti shape memory alloys. Model Simul Mater Sci Eng 27(3):03400110.1088/1361-651X/ab0040 ↗
31. Honarmandi P, Arroyave R (2017) Using Bayesian framework to calibrate a physically based model describing strain–stress behavior of TRIP steels. Comput Mater Sci 129:6610.1016/j.commatsci.2016.12.015 ↗
32. Duong TC, Hackenberg RE, Landa A, Honarmandi P, Talapatra A, Volz HM, Llobet A, Smith AI, King G, Bajaj S et al (2016) Revisiting thermodynamics and kinetic diffusivities of uranium–niobium with Bayesian uncertainty analysis. Calphad 55:21910.1016/j.calphad.2016.09.006 ↗
33. Sanghvi M, Honarmandi P, Attari V, Duong T, Arroyave R, Allaire DL (2019) Uncertainty propagation via probability measure optimized importance weights with application to parametric materials models. In: AIAA Scitech 2019 forum, p 096710.2514/6.2019-0967 ↗
34. Attari V, Honarmandi P, Duong T, Sauceda DJ, Allaire D, Arroyave R (2019) Uncertainty propagation in a multiscale CALPHAD-reinforced elastochemical phase-field model. arXiv preprint arXiv:1908.00638v110.2139/ssrn.3427526 ↗
35. Paulson NH, Jennings E, Stan M (2018) Bayesian strategies for uncertainty quantification of the thermodynamic properties of materials. ArXiv Preprint arXiv:1809.07365
36. Otis RA, Liu ZK (2017) High-throughput thermodynamic modeling and uncertainty quantification for ICME. JOM 69(5):88610.1007/s11837-017-2318-6 ↗
37. Stan M, Reardon BJ (2003) A Bayesian approach to evaluating the uncertainty of thermodynamic data and phase diagrams. Calphad 27(3):31910.1016/j.calphad.2003.11.002 ↗
38. Attari V, Honarmandi P, Duong T, Sauceda DJ, Allaire D, Arroyave R (2019) Uncertainty propagation in a multiscale CALPHAD-reinforced elastochemical phase-field model. Acta Mater 183:452–47010.1016/j.actamat.2019.11.031 ↗
39. Gelman A, Carlin JB, Stern HS, Rubin DB (2004) Bayesian data analysis, 2nd edn. Chapman and Hall/CRC, Cambridge
40. Swiler LP (2006) Bayesian methods in engineering design problems. Technical report, Sandia National Laboratories10.2172/883142 ↗
41. Wagenmakers EJ, Lee M, Lodewyckx T, Iverson GJ (2008) Bayesian versus frequentist inference. In: Bayesian evaluation of informative hypotheses. Springer, New York, pp 181–20710.1007/978-0-387-09612-4_9 ↗
42. Lynch SM (2007) Introduction to applied Bayesian statistics and estimation for social scientists. Springer, Berlin10.1007/978-0-387-71265-9 ↗
43. Foreman-Mackey D, Hogg DW, Lang D, Goodman J (2013) EMCEE: the MCMC hammer. Publ Astron Soc Pac 125(925):30610.1086/670067 ↗
44. Au SK (2012) Connecting Bayesian and frequentist quantification of parameter uncertainty in system identification. Mech Syst Signal Process 29:32810.1016/j.ymssp.2012.01.010 ↗
45. Feeley RP (2008) Fighting the curse of dimensionality: a method for model validation and uncertainty propagation for complex simulation models. University of California, Berkeley
46. Saltelli A, Ratto M, Andres T, Campolongo F, Cariboni J, Gatelli D, Saisana M, Tarantola S (2008) Global sensitivity analysis: the primer. Wiley, Hoboken
47. Putko M, Taylor A III, Newman P, Green L (2001) Approach for uncertainty propagation and robust design in CFD using sensitivity derivatives. In: 15th AIAA computational fluid dynamics conference, p 252810.2514/6.2001-2528 ↗
48. Kirk T, Malak R, Arroyave R (2018) Applying path planning to the design of additively manufactured functionally graded materials. In: ASME 2018 international design engineering technical conferences and computers and information in engineering conference. American Society of Mechanical Engineers Digital Collection, pp 1–910.1115/DETC2018-86002 ↗
49. Balachandran PV, Xue D, Theiler J, Hogden J, Lookman T (2016) Adaptive strategies for materials design using uncertainties. Sci Rep 6:1966010.1038/srep19660 ↗
50. Xue D, Balachandran PV, Yuan R, Hu T, Qian X, Dougherty ER, Lookman T (2016) Accelerated search for BaTiO$$_3$$-based piezoelectrics with vertical morphotropic phase boundary using Bayesian learning. Proc Natl Acad Sci 113(47):1330110.1073/pnas.1607412113 ↗
51. Frazier PI, Wang J (2016) Bayesian optimization for materials design. In: Information science for materials discovery and design. Springer, Cham, pp 45–75
52. Talapatra A, Boluki S, Honarmandi P, Solomou A, Zhao G, Ghoreishi SF, Molkeri A, Allaire D, Srivastava A, Qian X et al (2019) Experiment design frameworks for accelerated discovery of targeted materials across scales. Front Mater 6:8210.3389/fmats.2019.00082 ↗
53. Isukapalli S, Roy A, Georgopoulos P (1998) Stochastic response surface methods (SRSMs) for uncertainty propagation: application to environmental and biological systems. Risk Anal 18(3):35110.1111/j.1539-6924.1998.tb01301.x ↗
54. Kennedy MC, O’Hagan A (2001) Bayesian calibration of computer models. J R Stat Soc Ser B (Stat Methodol) 63(3):42510.1111/1467-9868.00294 ↗
55. Tapia G, Johnson L, Franco B, Karayagiz K, Ma J, Arroyave R, Karaman I, Elwany A (2017) Bayesian calibration and uncertainty quantification for a physics-based precipitation model of nickel–titanium shape-memory alloys. J Manuf Sci Eng 139(7):07100210.1115/1.4035898 ↗
56. Van der Waart A (1998) Asymptotic statistics. In: Cambridge series in statistical and probabilistic mathematics. Cambridge University Press, Cambridge
57. Grimmett G, Stirzaker D (2001) Probab Random Process. Oxford University Press, Oxford10.1093/oso/9780198572237.001.0001 ↗
58. Ma JZ, Ackerman E (1993) Parameter sensitivity of a model of viral epidemics simulated with Monte Carlo techniques. II. Durations and peaks. Int J Biomed Comput 32(3):25510.1016/0020-7101(93)90018-2 ↗
59. Eggert RJ (1995) Design variation simulation of thick-walled cylinders. J Mech Des 117(2A):22110.1115/1.2826126 ↗
60. Rastegar J, Fardanesh B (1990) Geometric synthesis of manipulators using the Monte Carlo method. J Mech Des 112(3):45010.1115/1.2912629 ↗
61. Amaral S, Allaire D, Willcox K (2014) A decomposition-based approach to uncertainty analysis of feed-forward multicomponent systems. Int J Numer Methods Eng 100(13):98210.1002/nme.4779 ↗
62. Allaire D, Willcox K (2014) Uncertainty assessment of complex models with application to aviation environmental policy-making. Transp Policy 34:10910.1016/j.tranpol.2014.02.022 ↗
63. Allaire D, Noel G, Willcox K, Cointin R (2014) Uncertainty quantification of an aviation environmental toolsuite. Reliab Eng Syst Saf 126:1410.1016/j.ress.2014.01.002 ↗
64. Chen W, Jin R, Sudjianto A (2004) Analytical uncertainty propagation via metamodels in simulation-based design under uncertainty. In: 10th AIAA/ISSMO multidisciplinary analysis and optimization conference, p 435610.2514/6.2004-4356 ↗
65. Schöbi R, Kersaudy P, Sudret B, Wiart J (2014) Combining polynomial chaos expansions and kriging. Technical report, Orange Labs research, ETH Zurich, Switzerland
66. Jones DR, Schonlau M, Welch WJ (1998) Efficient global optimization of expensive black-box functions. J Glob Optim 13(4):45510.1023/A:1008306431147 ↗
67. Couckuyt I, Dhaene T, Demeester P (2012) ooDACE toolbox. Adv Eng Softw 49(3):110.1016/j.advengsoft.2012.03.002 ↗
68. Mahmoudi M, Tapia G, Karayagiz K, Franco B, Ma J, Arroyave R, Karaman I, Elwany A (2018) Multivariate calibration and experimental validation of a 3D finite element thermal model for laser powder bed fusion metal additive manufacturing. Integr Mater Manuf Innov 7(3):11610.1007/s40192-018-0113-z ↗
69. Kaladhar M, Subbaiah KV, Rao CS (2012) Determination of optimum process parameters during turning of AISI 304 austenitic stainless steels using Taguchi method and ANOVA. Int J Lean Think 3(1):1
70. Somashekara H, Swamy NL (2012) Optimizing surface roughness in turning operation using Taguchi technique and ANOVA. Int J Eng Sci Technol 4(05):1967
71. Ramanujam R, Muthukrishnan N, Raju R (2011) Optimization of cutting parameters for turning Al–SiC (10p) MMC using ANOVA and grey relational analysis. Int J Precis Eng Manuf 12(4):65110.1007/s12541-011-0084-x ↗
72. Ho CY, Lin ZC (2003) Analysis and application of grey relation and ANOVA in chemical–mechanical polishing process parameters. Int J Adv Manuf Technol 21(1):1010.1007/s001700300001 ↗
73. Montgomery DC (2017) Design and analysis of experiments. Wiley, Hoboken
74. Austin PC, Naylor CD, Tu JV (2001) A comparison of a Bayesian vs. a frequentist method for profiling hospital performance. J Eval Clin Pract 7(1):3510.1046/j.1365-2753.2001.00261.x ↗
75. Gelman A et al (2006) Prior distributions for variance parameters in hierarchical models (comment on article by Browne and Draper). Bayesian Anal 1(3):51510.1214/06-BA117A ↗
76. Wolpert DH (1996) Reconciling Bayesian and non-Bayesian analysis. In: Maximum entropy and bayesian methods. Springer, Dordrecht, pp 79–8610.1007/978-94-015-8729-7_4 ↗
77. Schoups G, Vrugt JA (2010) A formal likelihood function for parameter and predictive inference of hydrologic models with correlated, heteroscedastic, and non-Gaussian errors. Water Resour Res 46(10):W10531
78. Box GE, Tiao GC (2011) Bayesian inference in statistical analysis, vol 40. Wiley, Hoboken
79. Beven K, Binley A (1992) The future of distributed models: model calibration and uncertainty prediction. Hydrol Process 6(3):27910.1002/hyp.3360060305 ↗
80. Kass RE, Raftery AE (1995) Bayes factors. J Am Stat Assoc 90(430):77310.1080/01621459.1995.10476572 ↗
81. Robert C, Casella G (2011) A short history of Markov chain Monte Carlo: subjective recollections from incomplete data. Stat Sci 26:102–11510.1214/10-STS351 ↗
82. Feroz F, Hobson M, Cameron E, Pettitt A (2013) Importance nested sampling and the MultiNest algorithm. arXiv preprint arXiv:1306.2144
83. Goodman J, Weare J (2010) Ensemble samplers with affine invariance. Commun Appl Math Comput Sci 5(1):6510.2140/camcos.2010.5.65 ↗
84. Jeffreys H (1935) Some tests of significance, treated by the theory of probability. Math Proc Camb Philos Soc 31(2):20310.1017/S030500410001330X ↗
85. Orloff J, Bloom J (2014) Massachusetts Institute of Technology. Recovered from https://ocw.mit.edu/courses/mathematics/18-05-introduction-to-probability-and-statistics-spring-2014/readings/MIT18_05S14_Reading20.pdf. Accessed 14 Sept 2019
86. Aldegunde M, Zabaras N, Kristensen J (2016) Quantifying uncertainties in first-principles alloy thermodynamics using cluster expansions. J Comput Phys 323:1710.1016/j.jcp.2016.07.016 ↗
87. Van De Walle A, Asta M, Ceder G (2002) The alloy theoretic automated toolkit: a user guide. Calphad 26(4):53910.1016/S0364-5916(02)80006-2 ↗
88. Mueller T, Ceder G (2009) Bayesian approach to cluster expansions. Phys Rev B 80(2):02410310.1103/PhysRevB.80.024103 ↗
89. Nelson LJ, Ozoliņš V, Reese CS, Zhou F, Hart GL (2013) Cluster expansion made easy with Bayesian compressive sensing. Phys Rev B 88(15):15510510.1103/PhysRevB.88.155105 ↗
90. Rizzi F, Salloum M, Marzouk Y, Xu R, Falk M, Weihs T, Fritz G, Knio O (2011) Bayesian inference of atomic diffusivity in a binary Ni/Al system based on molecular dynamics. Multiscale Model Simul 9(1):48610.1137/10080590X ↗
91. Kaufman L (2001) Computational thermodynamics and materials design. Calphad 25(2):14110.1016/S0364-5916(01)00039-6 ↗
92. Olson GB, Kuehmann C (2014) Materials genomics: from CALPHAD to flight. Scr Mater 70:2510.1016/j.scriptamat.2013.08.032 ↗
93. Königsberger E (1991) Improvement of excess parameters from thermodynamic and phase diagram data by a sequential Bayes algorithm. Calphad 15(1):6910.1016/0364-5916(91)90027-H ↗
94. Olbricht W, Chatterjee ND, Miller K (1994) Bayes estimation: a novel approach to derivation of internally consistent thermodynamic data for minerals, their uncertainties, and correlations. Part I: theory. Phys Chem Miner 21(1–2):36
95. Chatterjee ND, Krüger R, Haller G, Olbricht W (1998) The Bayesian approach to an internally consistent thermodynamic database: theory, database, and generation of phase diagrams. Contrib Mineral Pet 133(1–2):14910.1007/s004100050444 ↗
96. Malakhov DV (1997) Confidence intervals of calculated phase boundaries. Calphad 21(3):39110.1016/S0364-5916(97)00039-4 ↗
97. Duong TC, Talapatra A, Son W, Radovic M, Arróyave R (2017) On the stochastic phase stability of Ti$$_2$$AlC–Cr$$_2$$AlC. Sci Rep 7(1):513810.1038/s41598-017-05463-1 ↗
98. Paulson NH, Bocklund BJ, Otis RA, Liu ZK, Stan M (2019) Quantified uncertainty in thermodynamic modeling for materials design. Acta Mater 174:910.1016/j.actamat.2019.05.017 ↗
99. Bocklund B, Otis R, Egorov A, Obaied A, Roslyakova I, Liu ZK (2019) ESPEI for efficient thermodynamic database development, modification, and uncertainty quantification: application to Cu–Mg. MRS Commun 9:1–1010.1557/mrc.2019.59 ↗
100. Paulson NH, Jennings E, Stan M (2019) Bayesian strategies for uncertainty quantification of the thermodynamic properties of materials. Int J Eng Sci 142:7410.1016/j.ijengsci.2019.05.011 ↗