- Nov 10, 2018
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jcandrsn authored
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jcandrsn authored
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jcandrsn authored
Renamed linear ode functions. Updates to the examples and toolbox code for use in the final revision of the theis document.
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jcandrsn authored
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jcandrsn authored
Second version of Duffing example that maintains an approximate cusp condition. This is the version that is included in the thesis document.
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- Aug 04, 2018
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jcandrsn authored
Working code used for first draft submission of thesis document. Confirmed that code for chapters 2-4 still worked after changes made for Chapter 5. Added a run in chapter five to see PCE convergence. Added a utility function for plot annotations. Removed some unnessary files.
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- Jul 26, 2018
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jcandrsn authored
Working code for final chapter of thesis. Started process of allowing nonuniform mesh for integral response functions in uq_response_evaluation.m and uq_response_Jacobian.m as well as uq_int_response_adjoint_Jacobian.m and uq_int_response_adjoint_evaluation.m. Changed some data flow for the addadjt parameter. It gets stored directly in the data structure instead of being left in an options structure. Some additional comments in several functions.
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- Jun 09, 2018
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jcandrsn authored
Important correction to adjoint indexing in uq_coll_add_response_adjoint. Corrections to boundary conditions for nonlinear vibration absorber vector field. Update nonlinear robust optimization demo that uses the boundary condition corrections.
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jcandrsn authored
Corrected uq_coll_add_response_adjoint to use the updated indexing from uq_coll_get_response_idx. Removed old indexing from uq_coll_get_response_idx
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jcandrsn authored
Added the -add-resp option to uq_BP2bvp and uq_bvp2bvp allowing a user to specify whether they want the response functions added back to the problem data structure. Fixed a bug in uq_bvp_gen_samples that prevented the code from finding samples points when multiple stochastic parameters were specified. Modified uq_coll_add_response, uq_response_evaluation, uq_response_Jacobian, uq_coll_get_idx, and added uq_coll_add_response_adjoint, uq_pce_coefficients_adjoint, uq_int_response_adjoint_evaluation, uq_pce_coefficients_adjoint_dU, uq_int_response_adjoint_Jacobian, to properly handle integral response functions. Integral response functions require a uniform mesh and cannot handle coco's adaptive mesh functionality in this commit. Modified the way boundary value Jacobians and second derivatives are handled to make it easier for a user to provide them. Previously the user needed to specify Jacobians and second derivatives that properly accounted for the size of the sample. Now users can provide a sort of vectorized encoding of the Jacobian and second derivative and the wrapper function places the information in the correct spot for coco. Changes made in uq_pce_coefficients_dU and uq_pce_coefficients_dUdU to facilitate this. Some rearrangement of vector field files in coco_example_runs. Modifications to demo run files as needed to work with above changes. Some additional Mathematica calculations required for thesis document and a dead end multiple scales analysis of a duffing oscillator.
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- Feb 13, 2018
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jcandrsn authored
Optimization under uncertainty using adjoint formulation now works in this version. demo_uq_opt_1_s_par.m and demo_uq_opt_2_s_par.m in /coco_example_runs/ch_4_linode_robust_optimization offer examples of this functionality. Modified uq constructor such that it only creates the sample and moved addition of response functions to a separate function which allows multiple response functions to be added to a single sample. Updated Ch3 demo function to use this updated construction method. Added some utility functions for querying what responses and samples are in a given uq problem. Added a simple function, uq_coll_plot_samples, for plotting sample trajectories. Cleaned out several old demo functions and unused uq_ functions.
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- Jan 20, 2018
- Dec 07, 2017
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jcandrsn authored
Cleaning up function for inclusion in Thesis document. Modified plotting code for existing plot appearance and to generate additional plots for inclusion in Thesis. Update .gitignore.
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- Dec 03, 2017
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jcandrsn authored
Created a constructor for boundary value problems with uncertainty quantification, uq_isol2bvp, and various helper functions called by this constructor. Constructor also allows for adjoint problems to be added, though an optimization routine with this functionality has not been tested. Updated uq_orthogonal_poly_vals.m and uq_make_psi_mat.m to accept multiple distribution types. uq_gauss_nodes.m can now generate different number of samples in varying dimensions, though the problem constructor cannot yet utilize this capability. Created some versioned files for various .m files so that earlier demos would still work. Will eventually need to clean these out.
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- Nov 11, 2017
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jcandrsn authored
Folder restructuring. Additional linode functions for second derivatives. Beginning optimization under uncertainty.
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- Oct 24, 2017
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jcandrsn authored
Various updates required to finalize the hosder_test examples. Additional changes to generalize Mean and Variance functions and Jacobians to higher dimension response functions
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- Oct 23, 2017
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jcandrsn authored
Update to pce coefficient calculators to account for higher stochastic dimension than 1. Update to uq_gauss_nodes.m to add an additional return that I think will be necessary for continuing to sample points in higher dimensions. Various updates to demo and test scripts to accommodate changes.
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jcandrsn authored
Set of functions that confirm that the coco implementation is replicating the results of Hosder's evalutions of the Numerical Quadrature routines (see 00_notes.txt in this commit for details on the particular paper)
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jcandrsn authored
Updates to some plotting functions and corrections to demo files to accomodate the previous two commits (realizing now that this makes the previous two commits not self-contained... oops.)
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jcandrsn authored
Corrections to linode boundary conditions to correctly apply boundary condition to segment period (forgot to divide by frequency) and to update Jacobian to correct initial size (ran anyway due to automatically expanding it, but needed to be corrected for clarity).
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jcandrsn authored
Modified output of uq_gauss_nodes to be similarly shaped to other coco functions (rows are different parameters). uq_make_psi_mat and other functions modified to accomodate this change. Kept original functions as *_orig.m files and confirmed correct operation with transposing_nds_test.m
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- Oct 21, 2017
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jcandrsn authored
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jcandrsn authored
Additional fixes to variance function to account for higher dimension response functions. Also modified calls to mean and variance function to pass pce data structure to the functions
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jcandrsn authored
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jcandrsn authored
More work on adapting the pce coefficient calc to generic response functions. Still limited to scalar response functions. Renamed obs.m and dobs.m and split up the state variable and parameter Jacobian between two .m files.
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jcandrsn authored
Updates to uq_pce_coefficients, obs, dobs that allow for more generic response functions. uq_pce_coefficients_dU needs updated and included in demo_uq to speed up Jacobian evaluation.
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- Oct 08, 2017