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Rare Event Estimation and Robust Optimization Methods with Application to ORC Turbine Cascade

Abstract : This thesis aims to formulate innovative Uncertainty Quantification (UQ) methods in both Robust Optimization (RO) and Reliability-Based Design Optimization (RBDO) problems. The targeted application is the optimization of supersonic turbines used in Organic Rankine Cycle (ORC) power systems.Typical energy sources for ORC power systems feature variable heat load and turbine inlet/outlet thermodynamic conditions. The use of organic compounds with a heavy molecular weight typically leads to supersonic turbine configurations featuring supersonic flows and shocks, which grow in relevance in the aforementioned off-design conditions; these features also depend strongly on the local blade shape, which can be influenced by the geometric tolerances of the blade manufacturing. A consensus exists about the necessity to include these uncertainties in the design process, so requiring fast UQ methods and a comprehensive tool for performing shape optimization efficiently.This work is decomposed in two main parts. The first one addresses the problem of rare events estimation, proposing two original methods for failure probability (metaAL-OIS and eAK-MCS) and one for quantile computation (QeAK-MCS). The three methods rely on surrogate-based (Kriging) adaptive strategies, aiming at refining the so-called Limit-State Surface (LSS) directly, unlike Subset Simulation (SS) derived methods. Indeed, the latter consider intermediate threshold associated with intermediate LSSs to be refined. This direct refinement property is of crucial importance since it enables the adaptability of the developed methods for RBDO algorithms. Note that the proposed algorithms are not subject to restrictive assumptions on the LSS (unlike the well-known FORM/SORM), such as the number of failure modes, however need to be formulated in the Standard Space. The eAK-MCS and QeAK-MCS methods are derived from the AK-MCS method and inherit a parallel adaptive sampling based on weighed K-Means. MetaAL-OIS features a more elaborate sequential refinement strategy based on MCMC samples drawn from a quasi-optimal ISD. It additionally proposes the construction of a Gaussian mixture ISD, permitting the accurate estimation of small failure probabilities when a large number of evaluations (several millions) is tractable, as an alternative to SS. The three methods are shown to perform very well for 2D to 8D analytical examples popular in structural reliability literature, some featuring several failure modes, all subject to very small failure probability/quantile level. Accurate estimations are performed in the cases considered using a reasonable number of calls to the performance function.The second part of this work tackles original Robust Optimization (RO) methods applied to the Shape Design of a supersonic ORC Turbine cascade. A comprehensive Uncertainty Quantification (UQ) analysis accounting for operational, fluid parameters and geometric (aleatoric) uncertainties is illustrated, permitting to provide a general overview over the impact of multiple effects and constitutes a preliminary study necessary for RO. Then, several mono-objective RO formulations under a probabilistic constraint are considered in this work, including the minimization of the mean or a high quantile of the Objective Function. A critical assessment of the (Robust) Optimal designs is finally investigated.
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Nassim Razaaly. Rare Event Estimation and Robust Optimization Methods with Application to ORC Turbine Cascade. Modeling and Simulation. Université Paris Saclay (COmUE), 2019. English. ⟨NNT : 2019SACLX027⟩. ⟨tel-02895974⟩

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