Uncertainty Propagation (Forward UQ)

Category: 解析 | Integrated 2026-04-06
CAE visualization for uq propagation theory - technical simulation diagram
不確かさ伝播(Forward UQ)

Theory and Physics

Overview

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Teacher! Today's topic is uncertainty propagation (Forward UQ), right? What is it?


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Estimating the uncertainty of model outputs from input uncertainties. Comparison of Taylor expansion approximation (FOSM/SOSM), Monte Carlo Method, and PCE method.



🧑‍🎓

Your explanation is easy to understand! The haze around the model's uncertainty from input uncertainties has cleared up.


Governing Equations




$$ Y = M(\mathbf{X}), \quad \mathbf{X} \sim f_X(\mathbf{x}) $$
$$ \mu_Y \approx M(\boldsymbol{\mu}_X) + \frac{1}{2}\sum_{i,j}\frac{\partial^2 M}{\partial X_i \partial X_j}\text{Cov}(X_i,X_j) $$




Discretization Methods

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How do you actually solve these equations on a computer?


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We use spatial discretization by the Finite Element Method (FEM). We assemble the element stiffness matrix and construct the global stiffness equation.


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We perform transformation to the Weak Form (variational form) and use formulation by the Galerkin method using test functions and shape functions. The choice of element type (low-order elements vs. higher-order elements, full integration vs. reduced integration) directly affects the trade-off between solution accuracy and computational cost.




Matrix Solution Algorithms

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What exactly are matrix solution algorithms?


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Solving simultaneous equations by direct methods (LU Decomposition, Cholesky Decomposition) or iterative methods (CG Method, GMRES Method). Preconditioned iterative methods are effective for large-scale problems.



SolverClassificationMemory UsageApplicable Scale
LU DecompositionDirect MethodO(n²)Small to Medium Scale
Cholesky DecompositionDirect Method (Symmetric Positive Definite)O(n²)Small to Medium Scale
PCG MethodIterative MethodO(n)Large Scale
GMRES MethodIterative MethodO(n·m)Large Scale / Non-symmetric
AMG PreconditionerPreprocessingO(n)Very Large Scale
🧑‍🎓

So, if you cut corners in the finite element method part, you'll pay for it later. I'll keep that in mind!


Implementation in Commercial Tools

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So, what software can be used to do uncertainty propagation (Forward UQ)?


Tool NameDeveloper/CurrentMain File Formats
MSC Nastran / NX NastranMSC Nastran (Hexagon), NX Nastran (Siemens Digital Industries Software).bdf, .dat, .f06, .op2, .pch
Abaqus FEA (SIMULIA)Dassault Systèmes SIMULIA.inp, .odb, .cae, .sta, .msg
Ansys Mechanical (formerly ANSYS Structural)Ansys Inc..cdb, .rst, .db, .ans, .mac
Ansys FluentAnsys Inc..cas, .dat, .msh, .jou
Simcenter STAR-CCM+Siemens Digital Industries Software.sim, .java, .csv
COMSOL MultiphysicsCOMSOL AB.mph
OpenFOAMOpen Source (OpenCFD/ESI, OpenFOAM Foundation)Dictionary files (blockMeshDict, etc.), .foam

Vendor Lineage and Product Integration History

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Do the origins of each software have some dramatic stories?



MSC Nastran / NX Nastran

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Next is about MSC Nastran, right? What's the content?


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Developed in the 1960s as NASA Structural Analysis (NASTRAN). Commercialized by MSC Software, later UGS (now Siemens) derived NX Nastran. MSC was acquired by Hexagon AB in 2017.

Current Affiliation: MSC Nastran (Hexagon), NX Nastran (Siemens Digital Industries Software)



Abaqus FEA (SIMULIA)

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What exactly is Abaqus FEA?


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Developed in 1978 by HKS (Hibbitt, Karlsson & Sorensen). Acquired by Dassault Systèmes in 2005 and integrated into the SIMULIA brand.

Current Affiliation: Dassault Systèmes SIMULIA


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Wait, wait, structural analysis... so can it also be used for cases like this?



Ansys Mechanical (formerly ANSYS Structural)

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Tell me about "Ansys Mechanical"!


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Developed in 1970 by Swanson Analysis Systems Inc. (SASI). Based on APDL (Ansys Parametric Design Language).

Current Affiliation: Ansys Inc.


🧑‍🎓

Wow, the structural analysis story is super interesting! Tell me more.


File Formats and Interoperability

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Are there any points to note when transferring data between different software?


FormatExtensionTypeOverview
STEP.stp/.

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