Uncertainty analysis for fluid mechanics with applications

Abstract : This paper reviews uncertainty analysis methods and their application to fundamental problems in fluid dynamics. Probabilistic (Monte-Carlo, Moment methods, Polynomial Chaos) and non-probabilistic methods (Interval Analysis Propagation of error using sensitivity derivatives) are described and implemented. Results are presented for a model convection equation with a source term, a model non-linear convection-diffusion equation; supersonic flow over wedges, expansion corners, and an airfoil; and two-dimensional laminar boundary layer flow.

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