Altair's Student Guides - CAE and Design Optimization - Advanced

CAE and Design Optimization – Advanced Contents
Contents
Introduction ......................................................................................................2
About This Series ...........................................................................................2
About This Book .............................................................................................2
Supporting Material ........................................................................................3
Optimization – Requirements And Approaches.....................................................4
Basic Definitions.............................................................................................4
“Mathematically Demanding” Approaches ........................................................5
The Need For Alternative Approaches ..............................................................6
Summary ..................................................................................................... 13
Design Improvement – A Designer’s View ......................................................... 15
Concept vs. Existing Design .......................................................................... 15
Design Of Experiment................................................................................... 16
Approximations: Building Better-Behaved Models ........................................... 17
Stochastics................................................................................................... 18
Optimization ................................................................................................ 20
Summary ..................................................................................................... 21
Statistics – A Worms Eye View.......................................................................... 22
Dealing With Populations .............................................................................. 22
Probability ................................................................................................... 25
Experiments................................................................................................. 27
Statistics – A Birds Eye View............................................................................. 34
DOE ............................................................................................................ 34
Variable Screening........................................................................................ 39
Summary ..................................................................................................... 40
Statistics – A Designer’s View ........................................................................... 42
Applications Of Approximate Models .............................................................. 42
Types Of Approximate Models ....................................................................... 47
Optimization ................................................................................................ 49
Reliability ..................................................................................................... 49
Summary ..................................................................................................... 52
HyperStudy - Putting It All Together ................................................................. 54
HyperStudy.................................................................................................. 55
Before The Study ......................................................................................... 55
Performing The Study................................................................................... 57
Reviewing Results ........................................................................................ 61
Glossary And References.................................................................................. 65
1
Introduction CAE and Design Optimization – Advanced
Introduction
About This Series
To make the most of this series you should be an engineering student, in
your third or final year of Mechanical Engineering. You should have access
to licenses of HyperWorks, to the Altair website, and to an instructor who
can guide you through your chosen projects or assignments.
Each book in this series is completely self-contained. References to other

volumes are only for your interest and further reading. You need not be
familiar with the Finite Element Method, with 3D Modeling or with Finite
Element Modeling. Depending on the volumes you choose to read, however,
you do need to be familiar with one or more of the relevant engineering
subjects: Design of Machine Elements, Strength of Materials, Kinematics of
Machinery, Dynamics of Machinery, Probability and Statistics, Manufacturing
Technology and Introduction to Programming. A course on Operations
Research or Linear Programming is useful but not essential.
About This Book

This volume introduces techniques to investigate reliability and robustness in
engineering design, and provides an alternative interpretation of Design
Optimization: the increasingly widely used method of Design Improvement.
If you want to study design optimization in the context of concept-design, or

New Product Design as it’s sometimes called, you will find the companion
volume CAE And Design Optimization – Basics useful. The techniques
outlined in this book are usually applied either to improve existing designs or
to improve concepts that have been suggested by the techniques outlined
for concept-design in the companion volume.
While it’s not essential, a good grasp of the basic principles of statistics and
probability will help you tremendously. Several essential aspects are covered
in this book, although in a qualitative fashion. You may want to treat the
chapter titled Statistics – A Worm’s Eye View as a reference. If you choose
to adopt this approach, at least a cursory reading of this chapter is strongly
recommended.
2
CAE and Design Optimization - Advanced Introduction
The various references cited in the book will probably be most useful after
you have worked through your project and are interpreting the results.
Supporting Material
Your instructor will have the Student Projects that accompany these volumes
– it should certainly be made use of. Further reading and references are
indicated both in this book and in the Instructor’s Manual.
If you find the material interesting, you should also look up the HyperWorks
On-line Help System. The Altair website, www.altair.com, is also likely to be
of interest to you, both for an insight into the evolving technology and to
help you present your project better.
The two volumes of this series that cover manufacturing simulation and
multi-body dynamics complement the techniques covered in this book. They
should be interesting from an application perspective if your areas of work
include non-linear analyses and multi-disciplinary optimization.
All models are wrong, some are useful.
George E.P.Box
3
Optimization – Requirements and Approaches CAE and Design Optimization – Advanced
Optimization – Requirements And Approaches

The earlier volume in this series, CAE and Design Optimization – Basics,
introduced the need for engineers to design products optimally, and
presented one definition of “optimum” as “the greatest degree or best result
obtained or obtainable under specific conditions”.
Basic Definitions
A design problem usually involves a set of resources, some limits on these
resources, and one or more performance-criteria to achieve with some
required degree of precision. There is almost always more than one correct
“answer” to a design problem. These are feasible in the sense that they
provide the required functions, and work with available resources. Some
answer are better than others either because they use fewer resources or
because they meet the performance criteria with a higher precision, or with
a higher reliability, or to a higher degree.
The optimum design is one that achieves the function to the best degree
using the fewest resources.
While traditional design approaches draw upon expertise or intuition to

arrive at one or more feasible solutions, optimization techniques are valuable
in design because they turn the problem around, using an inverse
formulation. Instead of being given a design to check for feasibility, the
computer program is given the specifications and asked to hunt for the best
solution.
To provide the specifications to the computer program we need to state:
1. The data: things that are given and cannot be changed. For instance, if
a component is to be designed to carry a particular load, the designer
must take the load as “data” and must not seek to change it (unless, of
course, a feasible solution cannot be found). The design space is the
region within which the designer must work. This data is captured in the
analysis model, which could be a Finite Element model or any other
mathematical model.
2. The design variables: things that can be controlled by the designer. For
example, the thickness of sheet-steel or the cross-section of a beam.
4
CAE and Design Optimization – Advanced Optimization – Requirements and Approaches
3. The responses: calculated or derived values that must be

tracked to check whether constraints have been violated,
or to rank the quality of various design options.
4. The constraints: limits on the resources that must be

observed if the design is to be judged feasible. For Original
instance the permissible stress in the chosen material or
ranges of frequency that must be avoided. The constraint
could be either on a design variable (maximum available
thickness of sheet-steel, for example) or on a response
(maximum displacement at a point, for example).
5. The objective: the measure of quality of the design. This

may be the center of gravity, or the deflection at points of Optimized
interest, etc. Usually we seek to minimize the objective.
Remember that minimizing an objective is the same as
maximizing its reciprocal. Also remember that this is
distinct from a constraint. A constraint needs to be
satisfied, while the objective must be minimized.
Using optimization at the concept-design level itself is an

attractive option. This gives us the capability to decide how
and where to place material within the design space so as to
achieve the objective to the best degree possible while
satisfying as many constraints as possible without drawing on
intuition or experience.
There are various ways to use these powerful tools. Topology

optimization, topography optimization, size optimization and
shape optimization methods are used either singly or in
combination to achieve remarkable economy and elegance of
designs. Their extensions to discrete optimization make them
an indispensable tool for applications such as design of
composites.
“Mathematically Demanding” Approaches

The 4 methods of optimization named above will not do if the mathematics
involved is ill-behaved.
5
A well-behaved function is one that is both predictable and tractable. That

is, we can both understand its behavior and evaluate the behavior at all
points in the domain. One measure that affects our ability to understand the
behavior of a function is its continuity. As you will recall from your
introductory course on Calculus, the continuity of a function is closely related
to its differentiability – that is, whether or not the gradient of the function
can be evaluated.
If the function is differentiable we can use gradient search methods to

locate the optimum solution.
Another useful measure of the tractability is the number of turning points in

the function: a function with just one minimum gives us the comfort that we
will find the minimum regardless of where we start from. If the curve /
surface has multiple turning points, though, we may
find ourselves trapped in a local minimum, unable to
reach the global minimum using gradient search
methods.
The Need For Alternative Approaches

Unfortunately, mechanics is not always
accommodating. Simple and essential aspects such as contact or friction
mean that the mathematics is pushed into areas where the required degree
of decorum cannot be counted on. We can of course, build models that
neglect these aspects. In this approach, used quite frequently, we linearize
the problem. Often, a linear approximation serves very well, particularly
since engineers use factors of safety to account for the approximation of the
model.
In many cases, even if linearization is recognized as inaccurate, we use it as

a starting point to arrive at a conceptual design. Then we use more accurate
models to verify and improve this concept.
There are some times, however, when linearization is simply not possible.
There are several factors that force us to step beyond linearization and look
for advanced methods of design, analysis and optimization.
6
Multi-Disciplinary Optimization
Almost any problem in the physical world involves multiple effects. Quite
often each of these is characterized by a different equation.
For instance, we use Navier-Stokes Equations to describe the flow of strain-

energy in solids and fluids, but must resort to Maxwell’s Equations to model
the flow of electromagnetic energy in the same
solids or fluids. We simply do not have a single
equation that adequately predicts the flow of both
types of energy.
In some cases, we can decompose the effects

because they are orthogonal and treat them
independently. In the world of CAE, this means
that we will use a different solver for each effect.
In other cases, we cannot afford to decompose the effects because they are
closely linked. In this case, we try to derive equations that work adequately
to model all effects in a single model. Almost invariably, these equations
are so complex that they require enormous computing resources to
evaluate.
An excellent example of this is Fluid-Structure-Interaction (FSI). To compute

the inflation characteristics of a commonly used safety device, the airbag
used in cars1, FSI must be used. The gas within
the airbag is a fluid, described by an equation of
state and following the gas laws. The bag itself is a
structure (of fabric). It is impossible to analyze the
two effects independently and still get meaningful
results!
Multi-Objective Optimization
In some cases the quality of the design cannot be
reduced to a single objective. There are multiple measures of product quality
and it’s not obvious which solution is the best.
1
The picture shown is from the Research Quarterly, Summer 2003, of the Los
Alamos National Laboratory.
7
Consider the dilemma a car designer faces. The task may be to design a
vehicle that provides a mileage of at least 20 km / liter and satisfies the
safety statutes.
Can we treat either of these functional requirements as a design constraint?
Yes, that’s certainly possible, but it’s not the best way out. Satisfying the
constraints means you will come up with a design that just satisfies both the
mileage requirement and the safety-statute. It does not mean you will
achieve the best possible design. Your competition may come up with a
design that has an even better mileage or is even safer.
Clearly, treating the requirements as constraints will not take us to the

optimum because of the difference between a constraint and an objective. A
constraint must be satisfied, while an objective must be minimized.
If, as in the case of the vehicle, there are two or more responses to be
minimized, this is called Multi-Objective-Optimization (MOO). Very often the
objectives are opposing. In the car, an increase in safety by adding stiffness
and weight usually results in a fall in fuel economy.
A design where improving one objective results in worsening at least one

other objective is said to be Pareto Optimal. A collection of all such designs
is called a Pareto Frontier. Quite often, in a design review, someone will ask
“What if we were to increase this variable?” or “Can we gain here if we are
willing to give up something else?” If design iterations start after such
questions, development time overruns may be the result. Pareto frontiers
help answer such questions quantitatively.
The designer’s task is to deliver the Pareto Frontier to the other members of
the product team, so that an educated decision can be made on what to
trade off.
There may be several designs that exceed both the fuel-economy target and
the statutory safety laws. Deciding which of these is “the” best calls for an
evaluation that lies outside the design engineer’s realm. Most often,
marketing strategies decide this. Choosing a solution invariably involves a
trade-off to arrive at the best compromise.
8
As an aside, engineers who tend to underestimate the importance of

marketing would do well to remember Akin’s Laws of Spacecraft Design2,
one of which points out that “A bad design with a good presentation is
doomed eventually. A good design with a bad presentation is doomed
immediately.”
Non-Linear Analyses
Problems that involve large deformations, large strains, plastic flow, contact,
radiative heat transfer, etc. are characterized by non-linear differential
equations. Metal-forming is one such application.
Most general non-linear differential

equations do not even possess proofs of
existence of a solution. These are
challenging problems to even solve, let
alone optimize using the inverse- approach
described earlier for concept-design (that
is, specify the criteria and let the algorithm
locate the best design).
We may not be sure that an optimal solution exists (that is, we may not be
sure that there is a global minimum), but would we be foolish to give up
without a search? In cases like these it makes sense to understand the lay
of the land first.
Design Space Exploration

There are several fields of engineering where mechanics is not yet upto the
task. Many real-world complexities are not adequately understood, much
less captured satisfactorily in mathematical models.
Like an explorer in uncharted territory, we may need to explore the design

space to understand how the various variables are linked, whether there are
any combinations that lead to pathologically bad designs, etc. In a lot of
cases it is a foolish waste of resources to start searching for an optimum
without first checking that an optimum even exists. Design Space
Exploration is the first step towards this. Once the results have been
reviewed, the search for an improved design can be embarked upon with a
better estimate of the time and cost of finding such a solution.
2
Written by Dave Akins. See http://spacecraft.ssl.umd.edu/ for the complete list.
9
We can therefore use a numerical procedure to explore behavior, rather

than to find a “right” answer. This is very well illustrated by the following
abstract3 which is drawn from the field of bio-mechanics. Since the language
is outside usual engineering expertise, areas of particular importance to us
have been emphasized:
“The use of a mesial-occlusal-distal (MOD) restoration in repairing a large carious

lesion depends on many factors. Biomechanical performance is one of the most
important. It has been recognized that resistance to restoration failure is not solely
a biological concern (e.g. toxicity), but that the cavity shape, dimensions, and the
state of stress must all be taken into account. In the present study, a newly
developed auto-mesh program was used to generate 30 three-dimensional (3D)
finite element (FE) models simulating the biomechanics for multiple factorial design
of the MOD gold restoration in a maxillary second premolar. Stress levels were
related to individual design factors (e.g. pulpal wall depth [P], isthmus width [W]
and interaxial thickness [T]) and to their interactions under the worst physiological
scenario: a concentrated bite force acting on lingual cusp with debonded interfaces
between cavity walls and restorations. The results showed that enlarging the
volume of the MOD cavity significantly increased stresses in enamel but did not
intentionally affect stresses in dentin. The alternation of individual design
parameters significantly changed the peak stresses (P < 005). For all three
parameters, except for the width, the peak stress increased as the cavity dimension
increased. Stress elevation rate (termed as 'volumetric stress rate' – stress
elevation by increasing one unit volume of the restored materials) was different
among three design factors. Depth was the most critical factor governing the stress
elevation in enamel (176 MPa mm3) while length (interaxial thickness) was the
most important parameter in dentin (049 MPa mm3). Width was the least
compromising factor to the remaining tooth, 032 MPa mm3 for enamel and
−023 MPa mm3 for dentin. The findings, at its core, did not fully agree with the
traditional concept that the preservation of tooth substances will reduce risk of
tooth fracture. This study leaves open possibility for the structural optimization of
the MOD restoration”
Robust Design
Webster’s dictionary defines a Robust System as one that has
“demonstrated an ability to recover gracefully from the whole range of
exceptional inputs and situations in a given environment. One step below
bulletproof. Carries the additional connotation of elegance in addition to just
careful attention to detail.”
Now recall the definition we used at the beginning of this chapter for
“optimum”: “the greatest degree or best result obtained or obtainable under
specific conditions”.
3
From “Multifactorial analysis of an MOD restored human premolar using auto-mesh
finite element approach”, Lin CL, Chang CH, Ko CC, J Oral Rehabil. 2001
Jun;28(6):576-85
10
The last two words in that definition have often exercised engineers’
ingenuity. Since “all measurements are subject to variation4”, to what extent
can we rely on the existence of “specific” conditions? If the conditions that
are used to arrive at the optimum design themselves are likely to vary, then
how certain can we be that the design is indeed optimal?
How will the design respond to the “exceptional inputs” that Webster
mentions?
Consider the graph, which plots the response vs. a design variable. Let’s
assume the objective is to minimize the response. That is, the best value for
the design variable is the one that gives the least response.
Variations in the design variable (x) result in variations in the response (z).
In the figure, possible variations in x are shown at two points: at the
optimum point and at the “robust” point.
As shown in the figure, this means that the non-optimum-but-robust design

is actually better than the optimal design! Given the same range of variation
in x, the spread in z at the optimal-point exceeds the spread in z at the
robust point.
The optimal design is better only if variations in the input can be controlled.
A conscientious designer should specify the maximum permitted variation
4
The observation is credited to W.E.Deming, the importance of whose work on
Quality cannot be overestimated.
11
within which the optimum remains optimal. Else, the claim to be an optimum
design is clearly dubious.
Further, as we saw, mathematically demanding techniques to find optimal

solutions make several assumptions: that the functions are all continuous,
that a global minimum exists, and so on. While all models are incorrect to
some extent, can we quantify the error in the approximation inherent in
these assumptions?
Reliability
Reliability is usually defined as the probability of a measure lying within a
specific range. Almost any product will fail sooner or later. Designs that rely
on large factors of safety are often called conservative. That is, they are
safe, but perhaps excessively so. Can they be made less safe without any
reduction in salability?
The consumer-good industry in particular has strong motivations to think

this way. Most people would prefer a fragile-but-light cell-phone to one that
is stronger-but-heavier because it’s over-designed by liberal uses of safety-
factors. Not only is product-failure not as dangerous as an air-crash, the
products themselves are often designed to have a short life.
HP is said to have spent over US$125,000,000 to design lighter, and

cheaper, printers. In an effort to convince his designers,
“manager Tom Alexander finally grabbed an HP printer and set it

on the conference room floor. Then he stood on it, all 200 pounds
of him. The point behind his grandstanding? Customers aren't
going to use printers as step stools, so don't add costs by building
them strong enough to withstand the weight of a grown man.5”
Why is this important for our goal of optimizing? We need to recognize that
if an event or condition is probable to occur, not dead-certain, then we can
quantify the probability of failure. In the example of the HP printers, it is
improbable but definitely possible that a customer may pile something on a
printer that is even heavier than the intrepid manager. If the probability of
this is known, and if from this the probability of failure can be estimated,
then the business manager can design a warranty cost accordingly.
5
From an article in Fortune, February 2003.
12
In other words, we need to account for the fact that in

the real world, many events are better modeled as “Business for consumer
probable than certain, and we need to evaluate our electronics makers hasn't
looked this good in two
designs in the light of these probabilities. These
decades, with revenue rising
evaluations are measures of the reliability of the well over 10 percent in major
design. An infinitely reliable design (one that will never world markets, yet gadget
fail) is often much more expensive than one that is makers are still turning in
designed to be 99% reliable (i.e. one that is designed meager profits.
such that one out of every 100 will fail).
Analysts said the industry has
Consider the example of the “Spirit”, the Mars Rover. landed in a virtuous cycle
The exorbitant cost of launching a space probe to where higher volumes are
needed for better economies
Mars6 meant that the design goal was a life of 90 days
of scale and lower costs,
only (a Martian day, called a sol, is 39 minutes and 35 which lead to more
seconds longer than an earth-day). The probe competitive prices. That
celebrated its 1000th day of active-service on the 26th drives consumer demand, but
of October, 2006. Whether this was due to a happy also causes oversupply, which
combination of improbable conditions or an excellent leads to low margins.”
design is a matter of conjecture!
From a Reuters article
by Lucas van Grinsven
Summary January 8, 2007
The techniques that we have branded mathematically
demanding are useful, but obviously the above cases require alternate
approaches.
In several cases, we prefer the term Design Improvement to Design

Optimization. This is sensible because while we cannot be certain that a
particular design represents an optimum, we can be certain whether or not
it represents an improvement over the previous design. We can, in fact, use
the phrase design improvement interchangeably with design optimization.
6
Mars probes have been marked by a failure rate that is high by terrestrial
standards, but remarkably low given the lack of information and control. The cost of
failure, unfortunately, is almost always enormous.
13
Finally, do not take the use of the phrase “mathematically demanding” to

mean that the techniques that will be presented in this book are not
rigorous. It’s just that they follow a different set of mathematical rules, to
which we will devote three chapters!
Robust Design: Not just strong. Flexible! Idiot Proof! Simple! Efficient! A …
high level performance despite … a wide range of changing client and
manufacturing conditions.
Genichi Taguchi
14
CAE and Design Optimization – Advanced Design Improvement – A Designer’s View
Design Improvement – A Designer’s View

Since the mathematics involved can be quite demanding, it’s useful to start
with a qualitative understanding of the approaches that help us design in the
face of the challenges outlined in the earlier chapter. You may find it useful
to re-read this chapter after having covered the mathematics.
Concept vs. Existing Design

One of the advantages of using methods like topology optimization is that
they can make the concept design stage come alive with the non-intuitive
yet functional elegance of the solutions. However, not all designers have the
freedom to work with fresh concepts. In many cases, existing designs are
tweaked or nudged to better states. This is particularly true in the case of
“one-of” designs like spacecraft, where the fear of failure inhibits the use of
radical innovations.
We can summarize the relevance of design-improvement methods, using the

following table:
Challenge Applicability of Basic Tools Advanced Tools

Required?
Concept Design Very useful provided the mathematical Not essential
models are well behaved
Existing Designs Very useful provided the mathematical Useful, not essential
models are well behaved
Design Space None Design of Experiment
Exploration
Non-linearity Linearization provides an initial starting Approximations,

point. Optimization
MDO Decomposition may be applicable Approximations,

Optimization
MOO None Experiments,

Approximations,
Optimization
Robustness None Stochastic Studies
Reliability None Stochastic Studies
15
Design Improvement – A Designer’s View CAE and Design Optimization – Advanced
The rest of this chapter introduces the Advanced Tools listed above: Design
of Experiments, Approximations, Optimization and Stochastic Studies.
Design Of Experiment
The current definition of the scientific approach is often traced back to
Francis Bacon’s procedure “which by slow and faithful toil gathers
information from things and brings it into understanding”. The use of the
adjective “scientific” is taken to mean that there is a verifiable basis for any
assumptions of behavior. Today’s step-by-step approach to understanding
phenomena is
1. Put forward a hypothesis
2. Analyze the data available
3. Conclude by rejecting or accepting the hypothesis
This approach is well recognized and widely applied to Quality Control,

where engineers try to determine settings for the manufacturing process
that will result in an acceptable quality. Most manufacturing processes are
very complex and there is often little understanding of cause-and-effect.
Despite this, the analysis of gathered data allows engineers to fine-tune
processes.
More recently, this approach has been applied to computer simulations.

There is one important and significant difference between computer
simulations and experiments in the real world. In the latter, repeating an
experiment even on the same subject invariably leads to at least a small
difference: the galvanometer records a slightly different value, the subject of
the interview reacts differently, etc. This inherent noise is absent from
computer models7. Running the same analysis again on the same computer
will give the same answer.
The next sections will cover the use of Design Of Experiments8 (DOE) to
computer simulation, and show why they have been so successful in their
adoption. The use of DOE is so widespread today that we often talk of “the
result of the DOE” rather than the more correct “result of the experiment”!
7
Computers models too can be susceptible to noise. We neglect it in this discussion,
but it is a topic of active research.
8
This method is usually traced back to Ronald Fisher, for whom the F-distribution,
which we will encounter when we discuss ANOVA, is named.
16
Approximations: Building Better-Behaved Models

Any model is an approximation of physical behavior. There are many
reasons we have to accept this limitation. Mathematics today does not have
entirely satisfactory ways to deal with several classes of numbers, equations
are based on observations which cannot be proved to be universal,
measurements have limited accuracy, and so on.
The introduction of Calculus by Newton and Leibniz led to an explosion of

equations to predict the rate of change of one variable given the rate of
change in others. These differential equations were quickly applied to
physics and mechanics. Unfortunately, several of these equations were not
solvable. An equation could be recognized as comprehensive, but in the
absence of an effective way to solve it, engineers were not benefited much.
The introduction of series methods and the subsequent use of computers

have made a dramatic difference, and continue to do so even today.
Unfortunately, even today, several equations are so intractable that they
cannot be solved effectively at an acceptable cost or in an acceptable time.
Why is this relevant to us? Remember that numerical methods like the Finite
Element Method have been tremendously successful and have, in several
applications, promoted the use of highly-non-linear models. Now recall from
our earlier discussion that the “ill behavior” of some mathematical models
prevents us from using gradient-based optimization methods.
This is a bit of an impasse.
We recognize that the models are acceptable in terms of simulating

behavior. They do a good job of linking independent variables and
dependent variables. That is, given a scenario described by the independent
variables, we can use these models to calculate responses of interest. The
power and utility of these models is clear.
But we cannot use these models in optimization because they are not well-
behaved enough. Either gradients don’t exist, or the model is so demanding
that we cannot afford to evaluate it at enough configurations to search for
the optimum.
17
One way out of this is based on the following steps9:
1. Use the mathematical model (such as an FE model) to calculate

responses at selected points. DOE is used to reduce the number of these
evaluation points as much as possible.
2. Use these evaluated responses to generate an approximate

equation that is mathematically well-behaved. At a
minimum, it should be quick to evaluate at any point of
interest.
3. Perform further investigations using this approximate

function. Since it’s easy to evaluate, various methods can be
used to get at the improved design. These range from
gradient based methods to Monte Carlo methods, as will be
detailed later.
4. Since the approximation is just that – approximate – use statistical

measures to quantify the reliability of the approximation
Stochastics
Most problems in engineering textbooks are very well defined. Since the goal
is usually to acquaint the student with the principles or theories being
taught, complexities are usually ignored. Problems in the real world are
rarely so accommodating. New product designers have to live with constant
changes in specifications, giving rise to the joke that designing to a
specification is like walking on water: easy to do if it’s frozen.
But even if specifications are removed from the list of things that can
change, the engineer in the “real” world is presented with a huge list of
items that cannot be treated as the absolute truth. A spread of 10% is often
considered to be sufficiently accurate for engineering purposes.
Engineers have long recognized and dealt with several forms of variation or
uncertainty. CAD users will be familiar with the stack-up analyses used to
determine tolerances that should be assigned to nominal dimensions. These
are techniques that designers employ to deal with uncertainties in
manufacturing related aspects.
9
Readers of the volume on CAE And Design Optimization – Basics will recognize that
OptiStruct also uses approximate models.
18
Stress Analysts use factors of safety to deal with uncertainty in loads,

material properties or environmental conditions. The magnitude of the
factor-of-safety depends on the probable variations in conditions and on the
cost of failure. Another approach is to construct analytical methods such as
Random Response Methods, widely used in vibration studies.
Sometimes, these approaches lead to an unnecessarily conservative, and

therefore expensive, design.
From a design engineer’s perspective, then, rather than calculating the

effect of a clearly defined condition (i.e. something that is deterministic) you
need to work with a set of conditions that is known to vary.
Some variations may be entirely random: you may know little of the event,
except that it is possible. Earthquakes are an excellent example of this. No
one, today, can predict when an earthquake can occur. Nor can they predict
what the magnitude of the earthquake will be.
Many items in Mechanical Engineering are stochastic: that is, they are
random, but in a predictable fashion10. You cannot say for certain, but you
can conjecture, or guess, at when the event will occur, and with what
severity.
The word “stochastic” is relatively easy to understand, particularly if you

look at its synonyms: hypothetical, , assumed, indeterminate, postulated,
speculative. The last synonym is excellent: a stochastic method is one that is
speculative.
Usually, stochastic processes are treated as distinct from (and in some sense
the “opposite” of) deterministic processes, which are defined by a set of
equations that specify exactly how the process behaves.
Examples of stochastic processes range from currency exchange rates to the

spread of epidemics. What is common to all of these is that we cannot say
for sure how the value will evolve, but can say what value it will probably
take.
10
All random events can be modeled using stochastic approaches provided there is a
large volume of data.
19
As design engineers, we need a way to simulate possible variations in

conditions and study the impact of these variations on measures of design
quality.
Factors of safety have traditionally been used to compensate for such

variations. One effect they have is to convert a stochastic problem to a
deterministic one, but at a cost. If you don’t want to pay this cost, you’re
going to have to find a way to accept the stochastic nature of variables that
affect the performance of your product.
It’s important to remember that this does not mean you should neglect
factors of safety. Failure prevention is an essential part of design. Stochastic
behavior comes in particularly useful when we want to quantify the effects
of variations on the design. We can either vary the controllable parameters,
or investigate the effects of variations of uncontrollable parameters.
In other words, either we are already aware that it won’t fail and we want to
see how much we can tweak it towards better performance, or we are
willing to tolerate some failure in return for better performance.
Optimization
DOE, Approximate Models and Stochastic Models are all ways to investigate
the behavior of our Design Space. We can use these investigations to
improve our design in several ways.
First, if the original model is not mathematically well-behaved, we can apply

gradient-based optimization tools to the approximate models to search for
an optimum. The methods outlined in this book can also deal with the
presence of multiple local minima.
Next, we can combine stochastic studies with optimization methods to

perform Reliability Based Design Optimization (RBDO). In this approach, we
include the uncertainty in data, in responses and constraints in the
investigations, and draw our conclusions based on these.
We can also perform trade-off studies to identify Pareto Optimal designs and
construct Pareto Frontiers.
In cases of MDO, we may also need to work with multiple solvers. The
variables of interest may have different behaviors in each “physics” and we
20
need a method to search for the solution that is the best across all these
multiple-disciplines.
Summary
To optimize design problems that demand the use of complex mathematical
models, or multiple disciplines, or that have multiple objectives, then, our
requirements of computer software are:
• Support for various DOE approaches
• The ability to build and evaluate Approximate Models
• Capabilities to include and interpret Stochastic effects
• Capabilities to search for global minima, optionally using

approximate models
• The ability to build models for and extract results from multiple
solvers
After all, facts are facts, and although we may quote one to another with a
chuckle the words of the Wise Statesman, “Lies - damn lies - and statistics,”
still there are some easy figures the simplest must understand, and the
astutest cannot wriggle out of.
Lord Courtney
21
Statistics – A Worm’s Eye View CAE and Design Optimization – Advanced
Statistics – A Worms Eye View

Henri Poincare is said to have described mathematics as the art of giving the
same name to different things11. A cursory study of statistics can reinforce
that impression. However, in order to effectively deploy the powerful
methods described in the earlier chapters, a good grasp of some statistical
techniques and their applications to CAE and Design Optimization is
indispensable.
This chapter lists terms that we will encounter frequently in our usage of
CAE for advanced design optimization. Most are defined without any
preamble or context. These will be provided in the next two chapters.
Dealing With Populations

The word statistics is believed to first been used in German, where the word
Staat refers to a body of men. It’s natural, therefore, to start our revision of
basic statistics with the definition of the term population. In our context, we
take the word to describe all the variables (and their ranges) that form our
study.
Populations can be further classified.
Discrete vs. Continuous

If the members of the population are distinct, we treat them as discrete
entities. An example would be the collection of all prime numbers. While the
set is infinite in the sense that there is no “last” prime number, each prime is
a discrete member of the set.
In some cases the data we are dealing with is continuous in the

mathematical sense of the term. For instance if we choose to deal with the
set of all possible temperatures, the set is truly continuous. In several cases
even if the population is truly discrete, we prefer to model it as continuous
for ease of manipulation.
11
Quoted by E.T.Bell, in “Men of Mathematics”
22
CAE and Design Optimization – Advanced Statistics – A Worm’s Eye View
A good example of this would be the population of a small village vs. the
population of a large country. Since the former is likely to be a few hundreds
at the most, data can be easily manipulated by treating each inhabitant as a
distinct member of the village. In the latter case, where the population lies
in the hundreds of millions, it is much easier to treat it as a continuous set.
In this case, all the theorems of differential and integral calculus can be
applied.
Random Variable
We use an algebraic symbol to represent any member of the population.
This symbol is called a variable. It can take on the characteristics of any
member of the population, just as a variable in an algebraic equation can
take on any value in the range / domain.
If the variable is not predisposed to take on any particular values, then we

call it a random variable, often abbreviated to RV.
RVs are sometimes segregated into discrete random variables and

continuous random variables, depending on whether the population is being
treated as distinct or continuous.
There is little point in working with variables that are not random, just as
there is little point in playing a game where the die is loaded: the outcome is
a foregone conclusion. Therefore we focus our attention on random
variables only.
Ways To Measure Data

Grouping data to form the population is the first step. Unfortunately,
defining the basis for a group is by no means trivial or obvious. And different
bases for inclusion in a population can dramatically affect the discernible
trends.
Discerning a trend, of course, is the main reason we collect the data in the
first place: as with most applications of modern science, the goal is to
understand the behavior of the population. Based on this understanding,
predictions can be made and comparisons drawn.
Even though the variable is random, statistical studies show that values tend
to cluster around the average. Measures of this tendency to cluster are
important in our efforts to characterize populations.
23
Measures Of Central Tendency
There are three basic measures: the mean, the median, and the mode.
While there are several measures of the mean, most often we look for a
value that can be interpreted as the average value.
While the mean, median and mode are often distinct from each other, they
can sometimes be the same. In particular, for the Normal Distribution that is
described below and that is our main focus of attention, all three are the
same. The most common symbol for the mean is µ, while x is sometimes
used.
Standard Deviation
While measures of central tendency indicate where the mean lies, how can
we measure the spread of the data? This is done using the standard
deviation, for which the usual symbol is σ. It is a standard measure of the
dispersion of the data from the mean.
Variance
The variance is nothing but the square of σ. It represents the average of the
squares of deviations from the mean. Squaring the deviations prevents
negative values from canceling out positive values.
Beginners sometimes make the mistake of treating the standard deviation

and variance as equivalent, since the former is the square-root of the latter.
But it is important to remember that they have different statistical
properties. We sometimes prefer to work with the variance, as we will see
when we discuss ANOVA.
Coefficient of Variance
The variance or standard deviation by themselves may provide a misleading
picture. For instance, consider a population with a standard deviation of 3.75
and a mean of 1,000. If we want to compare it with another population
whose standard deviation is also 3.75, but whose mean is 10, it is “obvious”
that in the former case the data is more tightly clustered around the mean.
In mathematical terms, “obvious” means that we are normalizing the
standard deviation with respect to the mean.
The coefficient of variance is the standard deviation divided by the mean,

and provides a more reliable measure to compare populations.
24
Probability
To define probability, it’s hard to improve on Aristotle, who said “the
probable is what usually happens.”
From a mathematical perspective, one of the advantages of statistics is that

each individual member of the population need not be dealt with separately:
we are always dealing with the population as a whole. As a result we need
to measure the likelihood of encountering a particular member of the
population: in other words, we need to estimate the probability of
occurrence of any element or set of elements in the population.
Continuous Distributions
When we work with populations, we find it useful to characterize the
variation of the random variable over the entire population in terms of a
distribution. That is, a symbolic form or formula that we can use to calculate
probabilities of occurrence of various values. There are several different
distributions that have been encountered in scientific studies: Binomial,
Normal, Weibull, Poisson, etc.
The most commonly encountered distribution when

working with continuous random variables is the
Normal (or Gaussian or Bell-shaped) distribution. In
this distribution, the range is from -∞ to +∞, and the
distribution is symmetric about the mean.
The Normal Distribution: PDF

The probability of occurrence of any value x (that is,
the probability that the random variable will take that particular value) is
given by the equation
−( x− µ )2
f ( x) = 1
e 2σ 2
2πσ 2
In this equation µ is the mean and σ is the standard deviation. The plot of
this Probability Density Function (PDF) is the reason it is also called the Bell-
Shaped Distribution.
25
CDF
The integral of the PDF is called the Cumulative Density Function, since it
represents the sum of probabilities of all values that lie within the limits of
the integral.
x
F ( x) = ∫ f (t )dt
−∞
This is useful.
• F(x1) is the probability that the random variable

will take values less than x1.
• F(x1) – F(xo) is the probability that the random

value will take values between x1 and x0.
• 1 – F(x1) is the probability that the random

variable will take values above x1.
The sum of probabilities of occurrence of all values within the population

must be 1. For the Normal distribution, this means that
+∞
∫ f (t )dt = 1
−∞
Any Normal Distribution can be transformed or mapped to the standard

normal distribution, which has a µ = 0 and a σ = 1. Values of the integral
are tabulated in Handbooks12. For any given normal distribution, we first
transform it to the standard distribution, then check the probability of
occurrence of a particular value. For instance suppose your manufacturing
process has a µ = 1001.5 σ = 23.54. And suppose your customer will only
accept components with a value less than 1001.5 ± 20. You will transform
these values to the standard distribution and check the probability that the
components you manufacture will be acceptable. If the probability of
occurrence of 1001.5 ± 20 is 0.60, this means that 60% of the components
you manufacture will be accepted, and 40% will be rejected.
12
Obviously, it is easier to look up a table than to evaluate the integral! In fact, the
integral cannot be evaluated analytically.
26
The Central Limit Theorem

For the Normal Distribution, the Mean, the Median and the Mode are all
equal. How about for other distributions?
One of the difficulties that beginners face is that of deciding which

distribution should be used to model a particular physical event13. This is not
an easy question to answer. A reference to the theory of each distribution
and a research into earlier uses for the physical event are recommended.
However in most experiments, regardless of what distribution best

characterizes the population, the Normal Distribution is still of overriding
importance. The reason for this is the Central Limit Theorem, which tells us
that regardless of the distribution followed by the random variable in
question, the mean of samples drawn from the population will follow a
Normal Distribution.
Experiments
Even with discrete variables, enumerating all possible values is often beyond
the power of available resources. For continuous distributions, it is obviously
out of the question. Data is sometimes collected by observation. The
observer makes no effort to control the variables, restricting effort to
collecting data and drawing conclusions from these. If an independent
variable does not change during the period of observation, the analyst can
draw no conclusions about its effect on behavior of the population.
To get around this, the statistician needs to control the independent

variables. On other words, the statistician needs to get data from an
experiment, where some variables are deliberately controlled.
Sample (vs. Census)

Enumerating every possible value that the random variable can take is called
a census. While a census is sometimes used – for instance in critical
healthcare – most often we use the power of statistics to draw conclusions
from a sample.
A sample is a subset of the population. The statistical measures of the

samples are used to infer the statistical properties of the population.
13
Finite Element beginners will sympathize: the choice of elements is often just as
confusing for a beginner.
27
Random Samples
In order to do this effectively, the sample must be free of bias. That is, it
must not be predisposed to any particular sets of values.
For instance, if you choose to conduct a survey to determine the most

common names in your locality by looking up the telephone directory, you
are restricting your survey to that part of the population that is accessible by
telephone: perhaps this introduces a bias or prejudice into your
observations.
Samples that are free of bias are called random samples. Deciding which
parts of the population to sample is an important question. Indeed, “the
generation of random numbers is too important to be left to chance14.”
As mentioned above, the Central Limit Theorem tells us that the properties
of samples follow a Normal Distribution even if the population itself does
not. Why is this important to us?
To estimate the properties of a population, we take a number of samples,

each of which consists of finite number of members. Now suppose we treat
the means of the samples themselves as a population, and calculate from
this the sample mean. That is, if we have drawn 20 samples, and each has a
mean µi, the sample mean is given by
20
∑µ i
s= i =1
20
Because the Central Limit Theorem tells us that the means of the samples
themselves follow a Normal Distribution, regardless of the distribution the
parent population follows, we can use the properties of the Normal
Distribution to calculate a confidence interval. This tells us the probability
that the mean of the population will lie within some specific distance from
the sample-mean. For example, there is a 95% probability that the mean of
the population will lie within the 95% confidence interval of the sample
mean.
14
Robert Coveyou, of the Oak Ridge National Laboratory, quoted by Ivars Peterson
in “The Jungles of Randomness; A Mathematical Safari”
28
For small normally distributed samples, the t-distribution is a good estimate

of the confidence interval. When using the t-distribution, it is customary to
talk of the “100(1-p)” confidence interval, but the intent is the same: to
measure the confidence with which we can assert that the mean of the
population lies within some distance of the sample-mean.
The smaller p is, the higher the confidence in the estimated values. p = 0.05
is the same as a 95% confidence, while p = 0.01 is the 99% confidence
interval. If a report says that the “95% confidence interval” for a response R
is 10.5 to 21.27, this means that there is a 95% probability that R will lie
between 10.5 and 21.27.
ANOVA
To make a meaningful comparison between measurements of different
samples, the conditions should be the same for all samples. This is obvious.
Unfortunately, any experiment is susceptible to noise. That is, even if the

experimenter wants to keep everything the same some variations inevitably
creep in. Anyone who has worked in a lab knows that no galvanometer ever
reports the exact same value twice.
In experiments, moreover, it is sometimes not enough to just measure the

mean of the population from the means of samples. We also want to make
predictions. That is, we want to change the values of control variables and
study their impact on the mean of the population. The values of the control
variable are sometimes referred to as the signal.
It is often important to estimate this signal-to-noise ratio. A manufacturing

process that has a high signal-to-noise ratio is hard to control, for example.
When evaluating the results of experiments, our interest lies in deciding

whether the change in the measured values is because of noise-in-the-
measurements or because of changes-in-the control-variable? The ANalysis
Of VAriance, ANOVA, is the method used to do this.
The control variables are called factors. Values that the control variables can
take are called levels. The values of interest are called responses. Let’s say
the experimenter has 1 factor, which can take 3 levels. And let’s say the
experimenter has constructed 5 samples (that is, 5 groups).
29
Then for each response we can present the results of the experiment as in
the table below:
Group Number Responses for: Level Level 2 Level 3

1
1 R11 R12 R13
2 R21 R22 R23
3 R31 R32 R33
4 R41 R42 R44
5 R51 R52 R44
Note that R11 would have been the same as R21 in the absence of noise.
Also, R12 would have been the same as R11 if the level had been the same.
The goal of an ANOVA is to study the difference within groups (i.e. at

different values of the control variable, which shows the effect of the
“signal”), and the difference between groups (i.e. the effect of the “noise”).
That is, ANOVA helps us determine whether the variation in the response
due to the change in the control variable is significant, when compared to
the change in the response due to noise.
If you have multiple factors, then the number of possible combinations

increases dramatically. This will be discussed in more detail in the next
chapter. For now, we will only point out that in most experiments there is
more than one factor.
Without going into the equations, we will state simply that ANOVA involves
calculating variances in the response between columns (between groups)
and between rows (within groups). Then, using the F-distribution, the
significance of the difference is estimated15.
The results of the Anova are often displayed in a table showing the factors
and the levels of significance.
ss df MS F p
Factor 1
Factor 2
Factor 3
Factor 4
Error
Total SS
15
For details on the F-Distribution and why it is used here, look up the references.
30
In the table, ss is the sum-of-squares, df is the degrees-of-freedom, MS is

the mean-sum-of-squares, and F is from tables of the F-distribution. The F-
value is tested against a critical value from the F-distribution (similar to the
confidence-interval described above). The larger the F-value, the more
significant the effect of the factor on the response. The last column, p, is
related to the confidence-interval. For instance, to have 95% confidence in
the effect of a factor, the p would be 0.05 for that factor.
If there were multiple responses, ANOVA would involve drawing up the table
above for each response.
Anova is sometimes conducted using the coefficient of variance, in which

case it is called ANCOVA.
If there are multiple variables in the experiment, then the term MANOVA is
sometimes used.
Monte Carlo Methods

Constructing random samples is not an easy task.
One alternative approach is based on the theory that if an experiment is

repeated enough times using random values for the control variables, the
responses can be used to calculate the properties of the distribution itself.
This is called the Monte Carlo approach. The main advantage of the Monte
Carlo methods is that they are scaleable; they can be applied as easily to a
1000-dimensioned problem as to a 1-dimensioned problem. In engineering
practice, these methods are often deployed when there are a large number
of variables.
There are several variations on the method, all of which are sometimes
referred to collectively as the Monte Carlo methods, since the principle
behind all of them is the same.
When dealing with multiple variables, each of which can have multiple
levels, the problem of designing an experiment itself can become intractable.
As we will see in the next Chapter, designing a meaningful experiment is not
a trivial task!
31
In other words, several problems are

susceptible to the problems of scale: as the size
of the problem rises, the resources required rise Many assume wrongly that
exponentially. The designer is faced with the Monte Carlo methods can be
choice of diluting the experiment and damaging applied only to problems that
the confidence interval, or omitting variables or involve probability.
levels at the cost of insight into the behavior.
Interested readers should
In such scenarios, Monte Carlo methods used look up descriptions of
along with Approximate Models can be a very Buffon’s Needle to get an
effective approach. idea as to how widely
applicable the method is.
Reliability Engineering is one area where Monte
Carlo methods are very widely used, because As Buffon’s Needle illustrates,
the use of random inputs turns a deterministic Monte Carlo methods can
simulation into a stochastic one. also be used to calculate the
value of π, which is certainly
To sum up, Monte Carlo methods use not probabilistic!
sequences of random numbers to simulate a
process. The only requirement is that the
process be described by a PDF.
Uni-variate Analyses
If a distribution has only one independent variable, we say it is univariate.
From the available data (gathered either through experiment or by
observation) we calculate the correlation coefficient between the variable
and the response.
The correlation coefficient is usually represented by the symbol r or ρ, and

can be calculated by a variety of methods. It’s important to remember that a
correlation does not imply a direct cause-and-effect relationship.
If the correlation coefficient is non-zero, we then use regression to fit a

curve through the data points, and use this regression equation to predict
values of the response.
Regression is often linear, and is most often calculated using a least-squares

approach.
32
Multi-variate Analyses
If there are multiple independent variables, as is normally the case, we use
multi-variate statistics. In this case, the regression equation is a “surface”
instead of a curve.
The One Factor at A Time (OFAT) approach is sometimes taken to reduce

multi-variate distributions to uni-variate distributions. That is, all variables
but one are held constant, and the effect of varying that one factor is
studied by the experimenter.
However, factors are often linked. Some may be independent, some may
work in tandem, some in opposition. One of the jobs of the experimenter is
to search for such linkages. The OFAT approach will not uncover linkages
between variables. An alternate approach, called DOE (described in the next
chapter) is better suited to the task.
It's easier to square the circle than to get around a mathematician.
Augustus De Morgan
33
Statistics – A Bird’s Eye View CAE and Design Optimization – Advanced
Statistics – A Birds Eye View

The previous chapter laid out several terms in statistics: samples, factors,
levels, responses, and tests of significance.
We saw how levels of factors are varied across samples, responses are
measured, and the significance of the measurements is estimated. All these
are based on “sound” mathematical principles. That is, the assumptions and
proofs are well laid out.
There is one important question that the previous chapter did not address.
How are the samples themselves to be constructed?
We need a scientific basis that provides guidelines on three critical fronts:
• How many measurements must be made?
• At which levels must these measurements be made and which

factors are important?
• How can we quantify the error?
The first guideline is provided by DOE. The second question is partially

answered by variable screening. The third is addressed by ANOVA.
DOE
Design Of Experiments is the procedure of selecting the points in the design
space where responses are to be measured.
First, let us recall the important terms:
• factors are the independent variables. They may be discrete (e.g.

number of pills administered) or continuous (e.g. modulus of
elasticity)
• levels are the values that the factors can take
• responses are the dependent variables

34
CAE and Design Optimization – Advanced Statistics – A Bird’s Eye View
To understand the importance of DOE, let’s take some specific numbers. It

will take some patience and concentration to follow the discussion, but the
effort is well worth it.
For the purpose of discussion, the scenario is as follows:
• We are studying the behavior of a rolling mill.
• We want to conduct the same experimental measurement 10

times on the same mill so that we allow for any error in
measurements or other variations (i.e. noise). That is, there are
10 sample groups.
• There are 2 Factors, F1 and F2. F1 is temperature, while F2 is the

number of passes.
• Factor 1 can have any of 3 levels – L1, L2 and L3. These

represent the values 420° Celsius, 450° Celsius and 470°
Celsius.
• Factor 2 can have any of 4 levels – L1, L2, L3, and L4. These
represent the values 0, 2, 5 and 10.
• The response is the finish of the strip, as measured by the

average surface roughness, RA
The combinations of different levels for different factors is best illustrated by

the following table (sometimes a graphic display called a Latin Square is
used to display the combinations):
Temperature
420° 450° 470°
0
passes
# of
2
5
10
As the table shows, there are 12 combinations of factors that are possible –
that is, 12 feasible process-settings (3*4, since there are 3 possible levels
for the temperature and 4 for the number-of-passes).
35
At 10 repetitions, this means 120 possible measurements.
If the process designer changes the equipment to allow for 6 levels of

temperature and 5 levels of passes, we now have 300 possible
measurements.
The purpose of the example above is twofold.
First, it brings in a new example for the “population”. In this case, the
population consists of all the possible combinations of values of all the
factors. Since the factors are discrete, a census is possible: that is, evaluate
at all possible combinations and choose the best.
Second, it brings in a new example of “group” for ANOVA. In a large

population, the groups would involve different subsets of the population. In
this case since we only have 1 mill, we treat repeated experiments on the
same population as different groups. ANOVA, in this case, measures the
variation-between-repeated-measurements and compares it with the
variation-across-levels. The logic is similar to the earlier example, with the
between-groups factor being replaced by the between-repeated-measures
factor.
Note that if we had had access to 100 identical mills, we could have
performed 10 tests, each on a different mill. Clearly this would define a
different “population” since the “mill being tested” would be a variable in
this case.
Full Factorial
An approach where all possible combinations of levels and factors is
evaluated (that is, the responses are measured) is called a full factorial
experiment. Obviously, it can increase in size very rapidly. For 20 factors and
3 levels per factor, the number of combinations is 320, which is roughly
3x109.
In general, if there are n factors, and each factor can have li levels, then the
total number of combinations in a full-factorial experiment is given by
∏l
i =1
i
36
For preliminary investigations, DOEs are sometimes applied to 2-level

designs. That is, only two levels are used for each factor even if more are
possible in the population. These 2 levels could be “present” vs. “absent”,
“high” vs. “low”, etc. In these cases, the total number of possible
combinations is 2n where n is the number of factors.
Such experiments are called 2-level experiments, and are usually used to
screen variables – to eliminate the trivial and retain the important ones.
An obvious way to reduce effort is to choose a subset of the full-factorial.

That is, to select a subset of all the possible combinations of levels and
factors. This approach is called a fractional factorial design. Depending on
which subset is chosen, we end up with different designs. Most of these
designs are named after their proposers.
Fractional Factorial
In this design, we choose a fraction of the full-factorial. This fraction can be
½, ¼, etc. For instance, a 2-level 3-factor design has 8 combinations if a
full-factorial design is chosen. The full factorial design is called a 23 design.
If we choose to run a ½ factorial, we call it a 23-1 design, and it will contain
4 measurements.
A full discussion of how to choose the fraction is beyond the scope of this
book. Look up one of the References for this detail, as well as for a
discussion on which subset of the full-factorial to choose for a given fraction.
Standard literature often describes fractional-factorial designs as 2(k-p), since
there are usually 2 levels per factor. For example, a ½ factorial design with
6 factors is called a 2(6-1) design. “k” is “6”, of course, because there are 6
factors. “p” is “1” because this is a “½ factorial design”. If it were a ¼
factorial design, “p” would be 2.
The tables below show the 23 full factorial, and one possible ½ fractional
factorial. In these tables, we have chosen +1 and –1 to represent the
possible levels for each factor.
37
Full Factorial ½ Fractional Factorial
F1 F2 F3 F1 F2 F3
1 +1 +1 +1 1 -1 -1 +1
2 +1 +1 -1 2 +1 -1 -1
3 +1 -1 +1 3 -1 +1 -1
4 +1 -1 -1 4 +1 +1 +1
5 -1 +1 +1
6 -1 +1 -1
7 -1 -1 +1
8 -1 -1 -1
The fractional factorial design was generated by first choosing 4 values for
F1 and F2. The levels for F3 were chosen by multiplying the chosen levels of
F1 and F2. We say that we have “confounded F3 by F1 and F2”.
We do pay a price for this simplification. The confounding (also called

aliasing) means we lose the ability to determine some interactions between
factors.
Fractional Factorial designs are suitable when some factors are considered
more important than others. We are willing to give up some resolution in the
weaker factors in return for the economy we gain by virtue of the shorter
experiment. However, remember that there is a-priori judgment involved in
deciding which factors to treat as “weaker”.
Since the effects of the lesser factors is reduced, such designs are
sometimes called screening designs.
Sometimes, we may choose to hold some factors fixed at chosen levels so

that we can measure the contribution of these factors to the total variation
of the responses. This is called Blocking. The “blocks” are the levels at which
the factors are held fixed. Different methods of choosing blocks to include
give rise to different designs: complete block designs, incomplete block
designs and randomized block designs.
Plackett-Burman
Named for the R.L.Plackett and J.P.Burman16, this design reduces the
number of runs even further. The main effects are heavily confounded. For
16
They published their paper titled “The Design Of Optimal Multifactorial Designs” in
1946
38
instance, you can construct a 12-run experiment with 11 factors. Standard

designs are provided for various numbers of factors.
Central Composite
Also called Box-Wilson designs, there are several variations of this method:
circumscribed, inscribed, and face centered. The first two require 5 levels
per factor, while the third requires 3. CC designs can be full-factorial or
fractional-factorial.
Remember that a 2-level experiment can only capture linear effects, while a
3-level experiment can capture quadratic effects, and so on.
Box-Behnken
A Box-Behnken design, also called a quadratic design, is a slightly more
economical variation of the full-factorial CC design but can be more
expensive than a fractional-factorial CC Design.
3 levels are required per factor.
Other Designs
There are several other types of designs, such as the Latin Hypercube
Design, Taguchi Design, and so on. Some designs are particularly suited for
computer experiments.
The term D-Optimal is used to describe experiment designs that are

generated based on the chosen model given the number of runs. The matrix
that defines the experiment is generated so as to optimize results for the
chosen number of runs. Generating such a matrix by hand is not feasible, so
D-Optimal designs are invariably used only for computer-experiments.
Variable Screening
In many cases, we want to check whether selected factors have an effect on
the responses or not. To do this, multiple samples are constructed, and the
experiment is repeated across these samples. As described in the previous
chapter, ANOVA is used to test levels of significance of the various factors. If
the effect of the variation of a factor is significantly more important than the
change of groups, then it is retained. Else it is screened.
39
Computer Experiments
In many cases, the experiment is conducted using a computer model. This,
of course, is of particular interest to us.
In the physical world, an experiment consists of choosing levels for factors

and measuring the responses. The measurements are repeated either for
different samples in a population as in a poll or an inspection in Quality
Control, or for repeated measurements on the same sample as described in
the example of the rolling-mill. In process control the experiments can be
repeated over the same machine. Either way the inherent noise generates
different response values. And we then use ANOVA to test significance of
the effect of noise on our conclusions.
On a computer, running the same set of levels on a computer model will

generate the same response, since there is no inherent noise17. This is only
to be expected: the computer is a deterministic machine, after all.
Therefore you cannot use ANOVA to compare variance-between-groups with

variance-across-groups.
The goal of a computer model is not to generate such results. Inherent in

the computer model is the assumption that the model has already been fine-
tuned so that it only contains important effects. Usually, this is done by a
process called Parameter Identification or System Identification. This is
explained in the next section.
One important outcome of a computer DOE is to generate an approximate

model (e.g. a Response Surface) that can be used to conduct further
numerical experiments. ANOVA is used, but unlike a physical-experiment
where between-groups factors are investigated, here it is used to check
which factors should be included in the approximate model.
This is called variable screening, in the context of computer experiments.
Summary
The previous chapter covered essential terms in statistics and probability.
This chapter put those terms together to explain how experiments are
conducted, and outlined the issues involved in the design of experiments.
17
As pointed out earlier, computers models too can be susceptible to noise.
Neglected in our discussion, as it is a different subject.
40
The next chapter looks at the issue from an engineering design point of
view, bringing together terms and techniques relevant to CAE.
However beautiful the strategy, you should occasionally look at the results.
Winston Churchill
41
Statistics – A Designer’s View CAE and Design Optimization – Advanced
Statistics – A Designer’s View

One of the main strengths of mathematical approaches is that they can be
applied to any context, provided the assumptions are fulfilled. This applies to
statistics too. When using the tools, it is essential that we keep in mind the
implicit assumptions.
Statistics is commonly used in non-engineering applications. Prediction of

outcomes of elections is an example that’s universally familiar. Pollsters use
samples to understand and predict the behavior of the electorate, while
candidates use samples to tailor their campaign promises.
Coming to engineering applications, statistics is widely used in

manufacturing. Applications in process control are well documented, and are
familiar to any engineer who has undergone an introductory course in
Quality Control.
The applicability to engineering design is not as widely known. Accordingly,

we will spend the rest of this chapter on two things. We will review some
important trends that have led to an increase in the use of these tools. And
we will use examples to show how the techniques of the previous two
chapters can be used in the context of CAE and Design Optimization.
Applications Of Approximate Models

Approximate models, also called Meta-Models or Surrogate Models, are not
essential for all applications. To understand how and why they are relevant
to our application, we will break our discussion into two parts.
First, we’ll list the advantages Approximate models have. Different scenarios
may benefit from one or more of these. It is possible that a scenario may
not need any of these benefits, in which case Approximate Models can be
dispensed with completely.
Second, we will discuss the types of Approximate models used in CAE.
Improvement In Mathematically Behavior

Non-linear behavior means the input and response are not linearly related.
This means a small change in input could cause a sudden jump in output.
42
CAE and Design Optimization – Advanced Statistics – A Designer’s View
Calculus describes these as sudden changes in gradient. Some situations can

be even worse: gradients may not exist at all.
For cases like these, approximate models offer a good way out. We choose
the form of the approximate model to ensure that it is differentiable or
otherwise well-behaved. (Note that differentiability is important for gradient-
based optimization methods, but is not required for other design
improvement methods.)
In other words, we give up some precision for an increase in decorum.
Reduction Of Computational Load

Any engineer who has used Finite Element Analysis will jump at the
opportunity to use models that can reduce solution time. Analyses in non-
linear applications like vehicle-safety can take several hours of CPU time for
a single run.
Consider this extract from a technical publication18:
“A two-level, full factorial design would yield 27 = 128 treatments,

which is a prohibitive number to perform with FEA. Modifying the
FE models tends to be extremely tedious, and the simulation run
time would be unreasonably long.”
A single analysis can take several hours of CPU time. A numerical

experiment would be prohibitively expensive. And pity the engineer who
finds a mistake in the experiment design at the end of the experiment.
Approximate models can reduce the required computational effort by orders

of magnitude.
What’s more, they offer a way out of the second problem too. If you find an
error in the experiment-design, you can repair the approximate model:
points that define the model can be added, removed or moved.
18
“Failure Analysis of Rapid Prototyped Tooling in Sheet Metal Forming – Cylindrical
Cup Drawing”, Y.Park and J.S.Colton, Transactions of the ASME, Vol 127, February
2005
43
Variable Screening
Testing takes time and effort. It is expensive. The more the factors you
want to test, the higher the time and expense. What if some factors are
unimportant? Can you conduct a preliminary investigation to rank the
importance of various factors? Can you then save time and money by
excluding the lower-ranked ones from more detailed studies?
Screening samples are carefully constructed to detect such effects. In the

earlier chapters we saw how ANOVA is an effective method to quantify and
compare the effects of factors.
With computer models, our approach must be a little different. Since a

computer model is deterministic, repeating an experiment on the computer
will yield the same results as long as there is no variation in the levels of
factors. We cannot use ANOVA to compare between-groups variations to
within-groups variations.
How, then, can we use computer models for variable screening?
With specific reference to CAE, there are two scenarios we

will consider. But first, let’s review the basics of modeling
for CAE.
“Nobody believes
1. Behavior of a real-world situation is captured using analysis results
observation or experiment. except the analyst.
Everybody believes
2. Mathematical Models, which usually involve some
test results except
approximation again, are used to reflect the observed the test engineer.”
behavior. These are not always well-behaved, but are M.Racicot
often called high fidelity models.
3. We further build Approximate Models, which are

derived from the Mathematical Models.
Now let’s examine our issue: variable screening.
In view of the 3 steps listed above, let us state the question more precisely,
recognizing that there are actually two different questions:
44
1. We want to know which variables affect the power of the high-fidelity

model to reproduce observed data.
2. We want to know which variables affect the power of the approximate

model to reproduce the high-fidelity model.
In the first case, we have some data from physical observations or

experiments. We need to fine tune variables in the computer model. Take
damping-factors or friction coefficients, for example. Mechanics is not well-
developed enough for us to establish these material-data from fundamental
considerations. They are usually set empirically – that is, to match data from
an observation or an experiment.
In the second case, we have a computer model that is tried and tested.
There is no doubt about its validity. This is the high fidelity model. It could
be an analytical expression or a numerical model19. However the high fidelity
may have several input parameters. If we are to use it to conduct
experiments, which of these variables should we include in the experiment?
If you have an analytical equation that relates responses and factors,

calculus can be used to evaluate sensitivity. Unfortunately, it is not always
possible to determine the sensitivity of a response to the factors even if an
analytical model links the two. The equation may not be differentiable in the
domain. Or, it may impossible to evaluate it, even if it exists.
If numerical models such as FEM are used, there is a model that reliably
calculates response from inputs, but is not analytical. So sensitivity must be
calculated numerically.
If we include more factors than are essential, not only do we increase

computing time, we also increase the difficulty of assimilating the results!
Remember that sorting through the collected data is often a chore that
experimenters dread.
The first case (screening between observed data and the high-fidelity
model) is addressed by parameter identification. In this approach, the
results of a physical experiment are set up as target values. The computer
model is run with various levels of many factors. By inspecting the
19
Transfer Functions (covered in most courses on Control Systems) provide excellent
examples of high-fidelity analytical models. Many linear processes can be accurately
described by numerical models.
45
computer model against the available physical-experiment results, we

determine which factors can be safely omitted from the computer model
without hurting its ability to match the physical-experiment results. This
method does not need approximate models, but uses the same techniques
to check which values can “safely” be omitted or used in the computer
model for further CAE.
In the second case, approximate models are extremely useful. A screening

experiment is designed using the high fidelity model as the “target”.
Screening experiments typically involve only two levels for each factor. The
designer is encouraged to include as many factors as possible. ANOVA is
conducted on the factors themselves to quantify their effects on the
responses.
Without presenting the mathematics here20, we will summarize the method:
1. Construct the approximate model as a weighted sum that involves

the factors.
2. Choose a number of sampling points using one of the DOE

methods described earlier.
3. Use regression analysis (a least-squares approach is often used) to

calculate the coefficients in the summation. The relative values of
the coefficients in the summation represent the importance of
each factor.
4. Inspect the residual (usually shown as a graph, this shows the

difference between the high-fidelity model and the approximate
model) to ensure the overall adequacy of the model.
5. The error in the approximate model (that is, the difference

between the approximate model and the high-fidelity model at
each sampling point) follows a Normal Distribution.
20
For an excellent description see “Automotive crashworthiness design using
response surface-based variable screening and optimization”, K.J.Craig, N.Stander,
D.A.Doorge, S.Varadappa, International Journal for Computer-Aided Engineering
Software, Vol 22 No.1, 2005, pp.38-61
46
6. Use ANOVA to calculate the contribution of each factor to the

approximate model, along with the “confidence” in these
estimates.
Unlike the earlier example of ANOVA, the results of this screening are
usually presented in graphical form. If the approximate model is to be used
calculate multiple responses, one graph is presented for each response. For
instance consider the histograms below21, in which the length of each bar
indicates the effect of the corresponding factor.
Remember that the estimated effect has some error. This error is calculated
by the ANOVA. The F-values are used to estimate the “confidence” in the
estimate. This is usually taken to be 95%. In the graphs below, the lighter
part of each bar is that part of the effect that the analysis is 95% confident
of. The darker part, which is the lower-confidence fraction of the total effect,
is treated as error.
This type of chart is called a Pareto Chart of Effects. Sometimes a line is

drawn across the bars to indicate how large an effect has to be in order to
be statistically significant.
From the charts shown above, the factor “R_Bracket_Gauge” has a

significant effect on the “Mass”, but is almost irrelevant as far as the “Left
Knee Force” is concerned. Since the “T_Flange_Depth” has a negligible
effect on both responses, it can be screened from further experiments.
Types Of Approximate Models

Approximate models, often referred to as Response Surfaces, are usually
constructed in one of three ways. Remember that this technology is quite
21
From “Automotive crashworthiness design using response surface-based variable
screening and optimization”, cited above.
47
recent, at least in comparison to the other methods commonly used in CAE,

so these methods are still evolving. Common to all approximate models is
the fact the high-fidelity model is used to evaluate responses at sample
points. The sample points themselves are chosen using a DOE.
Least Squares Regression

In this approach, regression analysis is used to fit the surface to the
sampling points using a least-squares approximation. It is believed that a D-
Optimal design is the most suited experiment for this approach. The surface
itself is usually a polynomial surface – either linear or quadratic or elliptical.
The least-squares approach means that the surface is unlikely to match the
high-fidelity solution anywhere. A large number of sampling points and a
higher order of polynomial helps improve accuracy of the response surface.
This method is usually good at capturing global minima, since it tends to
smooth out local minima.
Moving Least Squares Regression

This is a modification of the above method, in which the weights in the
regression equation are a function of the distance of the point of interest
from each DOE sampling point. Since the weights associated with each
sampling point “decay” as the evaluation point moves away, an analytical
expression is not possible but the approximation is still computationally
efficient. Usually, the type of decay can be chosen by the analyst to vary the
closeness of fit.
Kriging
Named for D.G.Krige, who was trying to determine the grade of ore from
samples, this method is sometimes preferred because of its improved
accuracy. Unlike the least-squares fits, the surface interpolates the values at
the sampling points.
It provides for the inclusion of a stochastic component, with a given mean

and variance, into the approximation model. It is believed to be less robust
than the least squares method, particularly if the high-fidelity model’s results
contain some noise.
48
Optimization
Remember that the approximate model is not essential. If the high-fidelity
model is well-behaved and computationally efficient, optimization can be
performed without using an approximate model.
Since well-behaved high-fidelity models are amenable to gradient-search

methods, “mathematically demanding” techniques can be used. The
techniques described in this paper gain importance either when gradient-
search methods cannot be applied to the high-fidelity model, or when we
have reason to believe there are several local minima.
In the first case, we can use the approximate model to provide a

mathematically well-behaved function to the optimizer. To address the
second problem, where local minima make it hard to locate a global
minimum, an adaptive response surface search is preferred. This is best
explained with reference to the figure. f(x) is the objective function and the
domain is between points 1 and 3. The goal is to locate the global
maximum.
The search starts with any two points, numbered

1 and 2 in the figure. Using these two points and
the responses at these two points, RS1 is
constructed. The maximum of RS1 is easily
determined: it lies at point 3. Next, evaluate the
response at the points 1, 2 and3, and construct
the quadratic curve RS2. The maximum of RS2,
again easily determined, lies at point 4. We now
evaluate the response at the 4 points 1, 2, 3 and
4. This allows us to construct RS3 and to locate
its maximum. If we evaluate f(x) at this point,
and if it turns out to be a maximum, we stop.
The combination of approximations, trade-off studies using Pareto Frontiers,

and search methods like the above, allow us to apply optimization
techniques to computationally demanding, non-linear and multi-objective
problems.
Reliability
Recall our earlier definition of reliability: the probability of a measure lying
within a specific value. One of the main drawbacks of an “academic”
knowledge of engineering is that most textbooks present well-defined
49
problems. Loads are clearly specified, material properties are clearly

specified, geometries are clearly specified, etc.
The real world is quite different.
An engineer who starts to practice engineering design has to deal with an

inherent uncertainty not just in the design data but also in the
manufacturing process.
Manufacturing engineers have long lived with acceptable levels of

uncertainty. The quality measures of components that are mass
manufactured follow a Normal Distribution. For a Normal
Distribution, a large percent of the population lies within 1
standard deviation of the mean. An even larger fraction lies
within 3 standard deviations of the mean. Manufacturing
engineers seek to control process parameters so that they can
achieve Six-Sigma quality. That is, they do not shoot for zero
rejections. They shoot for an acceptance rate that matches the
six-sigma spread of a Normal Distribution.
Design For Six Sigma

This approach, applied to design (and abbreviated to DFSS) has been used
quite widely.
It is worth noting that there are differences of opinion on the use of

statistics in life-threatening situations. Richard Feynman wrote22
“It appears that there are enormous differences of opinion as to

the probability of a failure with loss of vehicle and of human life.
The estimates range from roughly 1 in 100 to 1 in 100,000. The
higher figures come from the working engineers, and the very low
figures from management.
Engineers at Rocketdyne, the manufacturer, estimate the total

probability as 1/10,000. Engineers at Marshal estimate it as 1/300,
while NASA management, to whom these engineers report, claims
22
In his report on the Shuttle disaster of 1986. It makes excellent reading for
engineers! See http://science.ksc.nasa.gov/shuttle/missions/51-l/docs/rogers-
commission/Appendix-F.txt for details.
50
it is 1/100,000. An independent engineer consulting for NASA

thought 1 or 2 per 100 a reasonable estimate.”
The cost of failure, clearly, is debatable. Whether a failure of an MP3 player

is less critical than the failure of an axle of a car sometimes depends on who
the owners are!
However, remember that cost is not the only reason to adopt DFSS. The
impossibility of eliminating variations in data means many problems cannot
be treated as purely deterministic.
A Design Engineer using CAE has to accept the fact that there will be
variations in any of
• Material properties
• Loads
• Boundary conditions
• Initial conditions
• Geometry errors
• Assembly errors
• Solver precision
• Choice of model (mesh, element type, algorithm, etc.)
Noting that the aerospace industry emphasizes safety over cost, an extract
from an aerospace-application conference23 presentation serves to highlight
the fact that cost is not the only motivation for stochastic analyses:
Structural Material Scatter

Material Characteristic CV
Metallic Rupture 8-15%
Buckling 14%
Carbon Fiber Rupture 10-17%
Screw, Rivet, Welding Rupture 8%
Bonding Adhesive Strength 12-16%
Metal / metal 8-13%
Honeycomb Tension 16%
Shear, Compression 10%
Face-wrinkling 8%
Inserts Axial Loading 12%
23
Klein M., Schueller G., “Proabilistic Approach to Structural Factors of Safety in
Aerospace”, Proceedings of the CNES Spacecraft Structures and Mechanical Testing
Conference, Paris, June 1994
51
Thermal Protection In-plane Tension 12-24%
In-plane Compression 15020%
Load Scatter
Load Type Origin Of Results CV
Launch vehicle thrust STS, Ariane 5%
Launch vehicle quasi- STS, Ariane, Delta 30%
static loads
Transient Ariane 4 60%
Thermal Thermal Tests 8-20%
Deployment Shocks (solar Aerospatiale 10%
array)
Thruster Burn Calibration Tests 2%
Acoustic Ariane 4 and STS (flight) 30%
Vibration Satellite Tests 20%
We have already seen the issues related to the use of high-fidelity models,
and have built methods to estimate the error if we use approximate models
both to explore the design space (using DOE) and to optimize.
To complete our toolbox, we also need a way to quantify the variation in

response, given a variation in data. Called stochastic analysis, this helps us
estimate the reliability of the design. If we deem the risk of failure too high,
stochastic analysis also tells us which factors we should pay more attention
to.
These analyses are usually done using Monte Carlo methods. An enormous
number of runs can be required to make the best use of statistical effects.
Monte Carlo experiments frequently require thousands of runs.
Summary
The first chapter discussed MOO, MDO, and non-linear models, and
introduced the need for experiments.
In the next three chapters, we looked at the mathematical principles

involved. Our exploration first covered the applications of statistics and
probability – DOE, ANOVA, Stochastics - to process control, which is usually
addressed at the undergraduate level in relation to Quality Control. We then
used the Engineering Design and Optimization context to understand how
the same tools are applicable here too.
52
It is a simple logical extension, then, to conclude that CAE requires software

that allows us to
• explore the design space
• search for optimum solutions
• estimate reliability
• perform trade-offs
• interface with multiple solvers
Depending on the problem at hand, of course, we will need to use one or

more of these capabilities. But we certainly need these capabilities for our
toolkit to be complete!
You'll never have all the information you need to make a decision. If you did,
it would be a foregone conclusion, not a decision.
David Mahoney
53
HyperStudy - Putting It All Together CAE and Design Optimization – Advanced
HyperStudy - Putting It All Together

We are now clear on two things.
First, that we need to resort to advanced optimization tools if the design

problem involves one or more of the following challenges:
• non-linear behavior, which results in large computation time,

makes the use of gradient-search methods harder, and may
possess multiple local minima
• multi-disciplinary analysis, with different solvers being used for

different disciplines
• multi-objective-optimization, which calls for a best-compromise

instead of a best-design
• stochastic behavior, which means reliability and robustness must

be quantified.
Second, that CAE tools to address such problems must provide:
• support for multiple DOE models, in order to

o explore the design-space
o build approximate models
o conduct Monte-Carlo type stochastic analyses
• the ability to evaluate and improve approximate models
• algorithms to search for the global optimum among local

minima, either with or without an approximate model
• capabilities to include and interpret stochastic effects,

including support for reliability estimation
• the ability to perform trade-offs
• the ability to build models for and extract results from multiple
solvers
54
CAE and Design Optimization – Advanced HyperStudy - Putting It All Together
HyperStudy
With direct connections to Altair’s Solvers24, interfaces to several other
solvers, and the ability to interface with any solver, HyperStudy is a good
way to achieve most of the requirements we’ve studied so far.
If you have set up a model in HyperMesh, for example, you can invoke
HyperStudy which then has direct access to model variables.
If you’re using a solver that is not from Altair but that interfaces with
HyperMesh and HyperView, then the approach is a little different. You would
first create a data file for the solver (you could use HyperMesh to do this,
though it’s not essential). Then you would read this data file in HyperStudy,
and set up your study by choosing variables from the data file.
HyperStudy uses its interfacing abilities both to generate additional data files
for the solver (with changed data) for each experimental measurement, and
to read in evaluated responses.
Finally, if you’re working with a solver that has no existing interface to

HyperMesh or HyperView, you could use the Templex programming
language to build a custom interface25.
The assignments illustrate the steps in detail, so they will not be covered in
this chapter. Here, we will look at the steps you should take to setup and
review a problem. With the background laid out in the earlier chapters, you
should be able to follow why we take the approaches described below. You
should pay particular attention to the recommended methods to review
results.
Before The Study

Remember that one of the main reasons we are using HyperStudy is that
CAE is quite computationally intensive. It is prudent, therefore, to spend
some time planning your attack strategy. Without adequate planning, it is
easy to find you have invested more time and effort than you had intended
to.
24
Of which Finite Element analyses, kinematic and dynamic analyses of mechanisms,
and sheet-metal forming simulation are covered by the other volumes of this series.
25
This is covered in the volume titled Managing The CAE Process
55
As with all experiments, gathering too much data is often as bad as

gathering too little. The effort involved in collating and interpreting results is
all too often underestimated.
To make things easier for you, HyperStudy follows a “wizard” approach.

That is, the interface provides the various functions as a step-by-step
sequence, ensuring that you complete the steps in the correct order.
Even before you start building your model, you should be clear on the
answers to the following:
1. Are the objectives and constraints suitable? Are they physically

meaningful?
2. Can the responses be measured quantitatively? What accuracy is

required for a meaningful experiment?
3. Are there any effects that should be deliberately blocked or

omitted? Should a screening-run be performed to verify
assumptions on importance? What levels should be used for the
screening run?
4. Which effects will be aliased or confounded by the screening run?

Are they important?
5. What should the sequence of experiments be? Can the results of

the first experiment be used to create the second, and so on?
6. How will findings be confirmed?
Also spend some time planning how you will collate and present results. FE
models are often interpreted by displaying results on the 3D model of the
component, but this may not be appropriate. Remember that you will have
to review a much larger magnitude of results: you may have results of
several dozen FE analyses!
Also, there are numerous other forms of simulation and applications that do
not use the kind of graphics that FEA uses. A polynomial transfer function
may be the high-fidelity model!
56
It’s a good idea, therefore, to track the vital data only.
Since dealing with a large volume of data is a common task, the

accompanying assignments also introduce HyperGraph. A quick look at this
application can help you plan your results-interpretation phase.
Performing The Study

There are 5 distinct steps in HyperStudy. The first is essential: called the
Study Setup, this is where you define design variables and responses. The
former are the factors in the experiments you will conduct.
Study Setup
A “study” is saved in an XML26 file. Unless you’re working with a data
management tool (such as Altair Data Manager) it’s a good idea to create a
separate folder for each study.
The definition of the study consists of
1. One or more high-fidelity models – an OptiStruct FEA model, a

MotionSolve multi-body model, etc. Unless you’re performing an MDO,
you will need only one model for the study.
2. The design variables, or factors. These can be continuous or discrete, A

design variable can be a numerical value, as is common with numerical
analyses. Since HyperStudy is a general-purpose tool, the design
variable can be quite general - it can even be a text-string.
Remember that the levels of a design variable are meaningful only if it is

discrete. If you want to carry out a screening run with continuous design
variables, you can define them as discrete for the purpose of the
screening. If the variable is continuous, you specify the bounds for each,
instead of the levels. The subsequent DOE will decide which levels to
use within these bounds, depending on the type of design specified for
the experiment.
3. The responses. These are chosen from the results of the evaluation
carried out by the high-fidelity model. For instance, the stress at a node
can be selected either from a text-output file or a binary-results file.
26
Short for Extensible Markup Language. Uses tags, similar to HTML files.
57
4. Optionally, design variables can be linked. This could either be a design

requirement (for example the specification that the fillet radius be
dependent on the thickness) or because multiple solvers are used.
5. Sensitivity. This is optional. All solvers calculate the sensitivity of

responses to factors. Some solvers actually write this information out, so
you can use it in a subsequent study.
DOE Study
Once the study has been defined, you specify what type of experiment you
want to use.
In general, Fractional Factorial, Placket-Burman, or D-Optimal are used for

screening runs, while Box-Behnken, Central Composite, or D-Optimal are
used to construct response surfaces.
Remember that
• Full Factorial is not recommended if # factors > 5, since the

combination of the number of factors and their levels can
make it prohibitively expensive
• Fractional Factorial is often used with just 2 levels for each

factor
• Taguchi does not take into account interactions between

variables (it uses “orthogonal arrays”)
• Plackett-Burman is called a geometric-design is number of

runs is a multiple of 4, it is called a non-geometric design.
• Central Composite is recommended for construction of second

order response surfaces
For the study, you will need to distinguish between controlled and
uncontrolled variables. The former consist of design variables that you want
to manipulate as a part of your design, while the latter are due to
uncontrollable noise. You can use different DOEs for the controlled and
uncontrolled variables, depending on the amount of effort you can afford to
spend.
58
Once you have done this, you fine-tune your experiment. Recall the table
drawn up earlier when the Fractional Factorial design was discussed. Most
DOEs are specified as a matrix, showing the levels that will be used for each
factor, and which effects will be confounded. Fine-tuning means you can
edit the matrix to change the allocations for each factor / level and the
interactions between them.
Once the DOE has been specified, HyperStudy runs the analyses and
extracts responses.
Approximation
If the DOE is to be followed by an optimization or a stochastic analysis, it’s a
good idea to build an approximation. Even if these are not planned, the use
of approximations for variable screening is a very useful insight.
You can define an approximation for any or all responses calculated by the
DOE. Each response can have a different type of approximation. You can
also build multiple approximations for a each response, which you would do
if you are unclear on which is best suited.
Remember that a 2-level experiment can only support a linear-regression

model.
The DOE points are now used to construct the approximation. You can use
some of the points to define the approximation, and others to “validate” it.
If, for instance, you have conducted 6 runs, you may use runs 1/3/5/6 to
create the approximation. Then you can check the efficacy of the
approximation by using runs 2/4 to validate it and calculate the residuals.
The next logical step is to perform an ANOVA of the variables to determine

whether or not they should be retained for further studies. Also, you would
normally perform trade-off studies to determine the impact of changes in
factors on the objective or objectives – sometimes called “what-if studies”.
Optimization Study
Remember that an optimization is not the only reason HyperStudy is used.
Therefore it’s logical that none of the previous steps defined any of the
optimization-specific terms: constraints and objectives.
Constraints are limits on the design variables – any design that crosses
these limits is infeasible. Objectives are the quantitative measures of design
59
quality. HyperStudy allows you to perform either constrained or

unconstrained optimization, and allows you to work with either a single
objective or multiple objectives.
HyperStudy provides several optimization algorithms. One, called the

Adaptive Response Surface uses the sequential-search method described
earlier. The other methods (Sequential Quadratic Programming, Method of
Feasible Directions, Genetic Algorithm and the completely general user-
defined) are beyond the scope of this book, and are described in the on-line
help documentation.
You can choose to perform to minimize or maximize the objective, to

perform Min-Max optimization, or a system identification. The last is when
you want to minimize the deviation of the objective from a target value.
In any case, you can choose to use either the high-fidelity model or the
approximate model (provided one has been built, of course).
You will want to be judicious in your choice of iterations for the analysis. It is
better to use a small limit to start with. Even if this is unsuccessful, you can
use it to see how the optimization is progressing. Subsequent optimizations
can restart from this analysis, meaning the initial investigation is not wasted.
Stochastic Study
A stochastic study, which generated the PDF of responses based on PDFs of
design variables, can be performed directly after the Study Setup is
complete. Normal, Uniform, Triangular, Exponential and Weibull distributions
are supported.
A DOE is not required, since the sampling method is specified here: you can
choose between
• a simple random sample, which is the basic Monte Carlo

method. A large number of runs is required for meaningful
results
• a Latin HyperCube sample which reduces the number of runs

by distributing samples using the PDF of the variables
60
• a Hammersley sample, which is an improvement over the Latin

HyperCube while still being less expensive than the simple
Monte Carlo
Once this is done, HyperStudy evaluates the responses using either the
high-fidelity model or the approximation, depending on your choice. That is,
you explicitly tell HyperStudy which to use.
Reviewing Results
Statistics are notorious for their ability to allow the analyst to draw a variety
of different conclusions from the same data. Before discussing what to
review and how, it’s useful to summarize the motivations for each type of
study.
DOE
The goals usually are one or more of the below:
1. to screen variables by looking for correlation between factors and

responses, usually by running a fractional / reduced experiment
for a large number of factors with a few levels (as low as 2) for
each
2. to detect interactions between variables, usually by running a full

factorial experiment after a screening run, small number of factors
with more levels than a screening experiment
3. to construct an approximation for an optimization or a stochastic

study
Approximation
The main reasons we choose to build approximate models are:
1. to screen variables by using an ANOVA to detect significance of

effect on response for given a confidence
2. to provide a well-behaved model that can be used for optimization

or stochastic studies
3. to perform trade-off studies
61
Optimization
An optimization is just a way to locate a particular point on the response-
curve or surface. The two reasons we search for such a point are
1. to locate a global minimum, normally used for a computationally

demanding model, an MDO or an MOO
2. to locate values for the design variables so that a target value is

matched as closely as possible
Stochastic Study
While every problem is non-deterministic in reality, remember that it is often
possible to get a good answer using a deterministic model and applying an
appropriate factor of safety. It’s when the factor-of-safety approach is either
too expensive or covers up too much detail that we turn to stochastic
analyses. The main goals are:
1. to evaluate robustness of the design by comparing the coefficient-of-

variance of the responses and the coefficient-of-variance of the variables
2. to estimate reliability of the design by calculating the probability that

responses lie in selected bands
Interpreting Graphics Displays

Histograms and ant-hill plots are the principal means of presenting data in
an easy-to comprehend fashion.
An ant-hill plot, also called a scatter diagram, plots markers on a graph

without fitting any curve. If one axis is a design variable and another is a
response, a quick look at the plot indicates the presence or absence of any
correlation.
As an example, consider the plots shown below. In both, the y-axis is a

response, while the x axis of each is a different design variable.
The plot on the right shows a negative correlation. As the design variable
increases, the response decreases. If the points were distributed more or
less parallel to the x-axis, we would conclude that the response is
independent of the design variable.
62
The plot on the left shows a variation, but no discernible pattern. In all
likelihood, there is another factor that is causing the change in the response.
The advantage of using an ant-hill is that it allows for a reasonable

comparison between a computer-experiment and a physical experiment.
Comparing individual values is normally not very realistic, since it doesn’t

allow for “random” variations – that is, noise, which shows up as lack of
repeatability in a physical test.
Histograms are bar-charts, with data clubbed into “classes”. Classes are also
called “groups”, “buckets” or bins. In general, the more the bins, the finer
the resolution of the data. Of course, you need to have a large number of
runs for the bins to be high.
Consider a two-level experiment with a finite number of trials. The results of

this are best shown as a histogram. If the number of trials approaches ∞,
the distribution approaches a Normal distribution and the histogram
approaches a density function. Connecting the tops of each bin gives the
density functions – PDFs and CDFs.
HyperGraph
HyperStudy provides quick and easy graphical display of most data, but
there are times when you may want to generate different plots or forms of
display of data. HyperGraph provides support for direct import of data from
other HyperWorks applications, including HyperStudy.
63
Additionally, analytical curves can be plotted in HyperGraph, allowing for

useful correlations between analytical models or theoretical values and the
results of numerical experiments.
A brief introduction to HyperGraph is provided with the assignments that

accompany the Instructor’s Manual.
You got to be very careful if you don't know where you're going, because you
might not get there.
Yogi Berra
64
CAE and Design Optimization – Advanced Glossary and References
Glossary And References

ANOVA Short for Analysis of Variance. Related terms are MANOVA (for
Multivariate ANOVA), ANCOVA (for analysis of covariance) and
MANCOVA.
Ant-hill Plot Also called a scatter plot, this is a graph showing the change in one
variable as the other changes. It is used to look for a correlation
between the variables.
Confidence The interval within which a variable may lie with a particular
confidence. A 95% confidence is often used in engineering
Interval
applications.
Constraint A limit on a design variable.
Convex Function A function that has only one minimum in the domain. This minimum is
the “global minimum”.
Correlation Usually expressed as a coefficient which is normalized to lie between –

1 and +1, indicates whether two variables are linked or not. A value of
0 implies the variables are independent. A value of +1 means a
perfect positive correlation – that is, they increase together at the
same rate. A value of –1 means as one increases the other decreases,
at the same rate.
The weaker the relationship between variables, the more the samples
required to prove the existence of the relationship. If there’s no
relationship, the sample will need to be ∞, i.e. the whole population.
Dependent The responses that are measured by the experimenter, who varies the
dependent variables as per a plan. The plan is called the DOE.
Variable
Design Variable See “variable”
Factor See “variable”.
Global Variable If an analysis involves multiple solvers (as in MDO), a global variable is
one that is relevant in all contexts.
Independent The factors that are manipulated or varied by the experimenter.

Variable
Interaction Means that two or more independent variables are linked, not
independent of each other. This does not mean there’s a cause-and-
effect relationship. It only means that changing one means the other
65
Glossary and References CAE and Design Optimization – Advanced
effect relationship. It only means that changing one means the other
changes too. If an interaction is detected, further study is required to
understand if there’s a cause-and-effect linkage between these two, or
perhaps a third independent variable that’s the cause.
Latin Square A square array in which each letter or symbol appears exactly once in
each row and column. Used to design experiments by treating the
different rows as levels of the first factor, the columns as levels of the
second factor and the contents of each cell of the array as levels of
the third factor.
Level Values that a factor can take. Can be qualitative (“good” or “bad”) or
quantitative. In CAE, levels are quantitative.
MDA Multi Disciplinary Analysis
MDO Multi-disciplinary Optimization. Used, for example, when your product

needs to be designed for optimal performance as a mechanism and as
a structure.
Min-Max A formulation in which the maximum value of several responses is

minimized.
MOO Multi Objective Optimization
OFAT One Factor At a Time. Method of testing for effect of variables on

responses. Easier to do than a DOE, but may miss interactions if the
exist.
Orthogonal Array In the context of DOE, refers to a table of rows and columns such that
for any pair of columns (i.e. factors) all combinations of levels occur,
and all occur the same number of times.
Outlier A point in the design space that does not follow the general pattern.
This may be either due to noise, in which case the point should be
ignored, or due to actual behavior of the system. In the latter case,
the designer will need to decide how this affects design decisions.
Pareto Frontier Relevant to MOO. Plot showing Pareto Optimal designs. Helps choose
the best compromise, often on non-engineering bases.
Pareto Optimal A design configuration in which none of the objectives can be

improved without worsening at least one other objective.
RBDO Reliability Based Design Optimization
Regression Usually linear, it’s an equation that links two correlated variables. We
calculate the regression line only after calculating the correlation
coefficient and ensuring that the variables are indeed correlated.
66
coefficient and ensuring that the variables are indeed correlated.
Residual The difference between observed and predicted values. The smaller
the residual, the better the model used for prediction. For instance,
you will want to check the difference between the approximation and
the high-fidelity model, to check whether you can reliably use the
approximation.
Measures the goodness-of-fit.
Resolution Measure of the ability of a DOE to capture interactions. The higher the
resolution, the better the capability. A full-factorial design has an ∞
resolution. Confounding reduces the resolution of an experiment. In
practice, a resolution of 5 is excellent, while a resolution of 3 is
sufficient for screening.
Response In the absence of a continuous function relating the objective to

design variables, numerical experiments can be used to generate a
Surface
table of objective-function values vs. design-variable values. A surface
fitted through this table of points, called the Response Surface, is then
used to find optimal locations.
Robust Design A design method to reduce sensitivity of the design to inherent

unpredictability of design parameters.
Saturated Design A DOE in which the number of evaluation points equals the number of
unknown coefficients in the approximation. It is not possible to test for
a lack of fit.
Sensitivity Rate of change. Normally = gradient of the response with respect to

the design variable(s).
Significance See Statistical Significance
Statistical A measure of whether a relationship between variables is a result of

chance or not. Usually measured as a p-value. A p-value of 0.05
Significance
indicates that there’s a 5% probability that the relationship is due to
luck (i.e. sampling error, for instance). A p-value of 0.9 indicates a
90% probability that the relationship is due to luck. Obviously a
smaller p-value is indicative of a higher significance.
Tests of significance depend on the sample size. See correlation.
Stochastic Something that involves chance or probability, but with an overall and
measurable trend or direction – this make sit possible to predict the
behavior. Engineers frequently encounter stochastic processes and
stochastic variables.
Variable Also called factor. Anything that we can measure or control in an

experiment. Also see dependent and independent variables. In
engineering design, we usually use the term design variable.
67
engineering design, we usually use the term design variable.
Worst Case A formulation in which the objective is minimized with respect to some
variables and maximized with respect to others. This is not the same
Design
as a Min-Max design, where the minimization or maximization is done
with respect to the same variables.
References
Hill, T. & Lewicki, P. (2006). Statistics Methods and Applications.
(http://www.statsoft.com/textbook/stathome.html)
Statistics For The Utterly Confused, L.R.Jaisingh
The Theory Of The Design Of Experiments, D.R.Cox and N.Reid
Total Quality Management, D.H.Besterfield, C.Besterfield,

G.H.Besterfield, M.Besterfield-Sacre
NIST/SEMATECH e-Handbook of Statistical Methods,

(http://www.itl.nist.gov/div898/handbook)
Other Resources
www.altair-india.com/edu, which is periodically updated, contains case
studies of actual usage. It also carries tips on software usage.
Which Distribution Should You Use?

Judicious use of distributions helps take decisions in real-life. For example,
suppose a showroom sold, on average, 17 green cars a day in the past.
What is the probability that 20 will be sold tomorrow?
Many scenarios are documented in literature: for instance, failure process

are generally described using the Weibull distribution, and repair processes
by the Lognormal distribution. In case of a lack of clarity on which
distribution to use, one approach is to fit a curve to the data and then
choose the closest distribution.
The Normal Distribution

z is used to denote the standard distribution, which has a mean = 0 and a
standard deviation = 1. For example, using the table below, the cell marked
with an “&” (0.7257) gives the probability that the random variable will be <
68
0.6, while the cell marked with a “$” (0.7357) is the probability that z will be
< 0.63.
z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257& 0.7291 0.7324 0.7357$ 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
The notation X = N(µ, σ) means that X is a random variable that follows a

Normal Distribution, and has a mean = µ and a standard deviation = σ.
Using Excel, the formula NORMSDIST(0.63) gives you 0.7357. For a general
normal distribution with a mean µ and a standard deviation σ, the formula
NORMDIST(0.63, µ, σ, TRUE) gives 0.7357. To do this manually, convert the
random variable to the standard form by subtracting the mean and dividing
by the standard deviation. That is,
x−µ
z=
σ
Then use this transformed variable z with the above table to find P(z).
You can, of course, use the Normal Table backwards: that is, you can look
up the value that z should have for, let’s say, a 95% probability of
occurrence. Remember that the values above are cumulative densities. That
is, they represent the integral from –∞ to the given value.
Some useful properties of the Normal Distribution:
if X = N(µ1, σ1) and Y = N(µ2, σ2)
X–Y = N(µ1 - µ2, σ12 + σ22)
X+Y = N(µ1 + µ2, σ12 + σ22)
69
aX + bY = N(aµ1 + bµ2, a2σ12 + b2σ22)
aX = N(aµ1, a2σ12)
The F Distribution
This is the distribution of the ratio of two estimates of the variance. It
results when variables that follow a normal distribution are sampled, and the
measured values are squared and summed. The distribution depends on the
“degrees of freedom”: that is, the number of levels (within groups) and the
number of samples (between groups). The variability within a group is
assumed to occur because of error, while the variability across groups is
assumed to occur because of true variance and error. ANOVA is a way to
separate the error from the true variance.
70

Altair&#39;s Student Guides - CAE and Design Optimization - Advanced

Enviado por

Dados do documento

Direitos autorais

Formatos disponíveis

Compartilhar este documento

Compartilhar ou incorporar documento

Opções de compartilhamento

Você considera este documento útil?

Este conteúdo é inapropriado?

Direitos autorais:

Formatos disponíveis

Altair&#39;s Student Guides - CAE and Design Optimization - Advanced

Enviado por

Direitos autorais:

Formatos disponíveis

CAE and Design Optimization – Advanced Contents

Each book in this series is completely self-contained. References to other

About This Book

If you want to study design optimization in the context of concept-design, or

All models are wrong, some are useful.

Optimization – Requirements And Approaches

While traditional design approaches draw upon expertise or intuition to

To provide the specifications to the computer program we need to state:

3. The responses: calculated or derived values that must be

4. The constraints: limits on the resources that must be

5. The objective: the measure of quality of the design. This

Using optimization at the concept-design level itself is an

There are various ways to use these powerful tools. Topology

“Mathematically Demanding” Approaches

A well-behaved function is one that is both predictable and tractable. That

If the function is differentiable we can use gradient search methods to

Another useful measure of the tractability is the number of turning points in

The Need For Alternative Approaches

In many cases, even if linearization is recognized as inaccurate, we use it as

For instance, we use Navier-Stokes Equations to describe the flow of strain-

In some cases, we can decompose the effects

An excellent example of this is Fluid-Structure-Interaction (FSI). To compute

Can we treat either of these functional requirements as a design constraint?

Clearly, treating the requirements as constraints will not take us to the

A design where improving one objective results in worsening at least one

As an aside, engineers who tend to underestimate the importance of

Most general non-linear differential

Design Space Exploration

Like an explorer in uncharted territory, we may need to explore the design

We can therefore use a numerical procedure to explore behavior, rather

“The use of a mesial-occlusal-distal (MOD) restoration in repairing a large carious

As shown in the figure, this means that the non-optimum-but-robust design

Further, as we saw, mathematically demanding techniques to find optimal

The consumer-good industry in particular has strong motivations to think

HP is said to have spent over US$125,000,000 to design lighter, and

“manager Tom Alexander finally grabbed an HP printer and set it

In other words, we need to account for the fact that in

In several cases, we prefer the term Design Improvement to Design

Finally, do not take the use of the phrase “mathematically demanding” to

Design Improvement – A Designer’s View

Concept vs. Existing Design

We can summarize the relevance of design-improvement methods, using the

Challenge Applicability of Basic Tools Advanced Tools

Non-linearity Linearization provides an initial starting Approximations,

MDO Decomposition may be applicable Approximations,

MOO None Experiments,

Reliability None Stochastic Studies

1. Put forward a hypothesis

2. Analyze the data available

3. Conclude by rejecting or accepting the hypothesis

This approach is well recognized and widely applied to Quality Control,

More recently, this approach has been applied to computer simulations.

Approximations: Building Better-Behaved Models

The introduction of Calculus by Newton and Leibniz led to an explosion of

The introduction of series methods and the subsequent use of computers

This is a bit of an impasse.

We recognize that the models are acceptable in terms of simulating

One way out of this is based on the following steps9:

1. Use the mathematical model (such as an FE model) to calculate

2. Use these evaluated responses to generate an approximate

3. Perform further investigations using this approximate

4. Since the approximation is just that – approximate – use statistical

Stress Analysts use factors of safety to deal with uncertainty in loads,

Sometimes, these approaches lead to an unnecessarily conservative, and

Altair's Student Guides - CAE and Design Optimization - Advanced

Altair's Student Guides - CAE and Design Optimization - Advanced