Stochastic response surfaces based on non-intrusive polynomial chaos for uncertainty quantification

This paper gives an overview of computationally efficient stochastic response surface techniques based on non-intrusive polynomial chaos (NIPC) for uncertainty quantification in numerical models. The results of uncertainty analysis can be used in robust and reliability-based design and optimisation studies as well as the assessment of the accuracy of the simulation results. In particular, the uncertainty quantification with NIPC methods which require no modification to the existing deterministic models are demonstrated on computational fluid dynamics (CFD) simulations in this paper. The NIPC methods have been increasingly used for uncertainty propagation in high-fidelity CFD simulations due to their non-intrusive nature and strong potential for addressing the computational efficiency and accuracy requirements associated with large-scale complex stochastic simulations. The theory and description of various NIPC methods used for non-deterministic CFD simulations are presented, which can be applied to any other computational models used in analysis and optimisation problems. Several stochastic fluid dynamics examples are given to demonstrate the application and effectiveness of NIPC methods for uncertainty quantification in fluid dynamics. These examples include stochastic computational analysis of a laminar boundary layer flow over a flat plate, supersonic expansion wave problem, and inviscid transonic flow over a three-dimensional wing with rigid and aeroelastic assumptions.

[1]  D. Xiu,et al.  Modeling uncertainty in flow simulations via generalized polynomial chaos , 2003 .

[2]  S. Isukapalli UNCERTAINTY ANALYSIS OF TRANSPORT-TRANSFORMATION MODELS , 1999 .

[3]  R. N. Desmarais,et al.  Curve fitting of aeroelastic transient response data with exponential functions , 1976 .

[4]  Christopher J. Roy,et al.  GRID CONVERGENCE ERROR ANALYSIS FOR MIXED-ORDER NUMERICAL SCHEMES , 2000 .

[5]  H. Najm,et al.  Uncertainty quantification in reacting-flow simulations through non-intrusive spectral projection , 2003 .

[6]  Jeroen A. S. Witteveen,et al.  Modeling Arbitrary Uncertainties Using Gram-Schmidt Polynomial Chaos , 2006 .

[7]  Chris L. Pettit,et al.  investigated aeroelastic behaviors arising from variability in three input variables , the initial pitch angle and two stiffness coefficients , 2006 .

[8]  Gianluca Iaccarino,et al.  Padé-Legendre approximants for uncertainty analysis with discontinuous response surfaces , 2009, J. Comput. Phys..

[9]  Jeroen A. S. Witteveen,et al.  Probabilistic Collocation: An Efficient Non-Intrusive Approach for Arbitrarily Distributed Parametric Uncertainties , 2007 .

[10]  E C Yates,et al.  AGARD Standard Aeroelastic Configurations for Dynamic Response I - Wing 445.6 , 1988 .

[11]  R. Ghanem,et al.  Polynomial Chaos in Stochastic Finite Elements , 1990 .

[12]  Jeroen A. S. Witteveen,et al.  A TVD uncertainty quantification method with bounded error applied to transonic airfoil flutter , 2009 .

[13]  Baskar Ganapathysubramanian,et al.  Sparse grid collocation schemes for stochastic natural convection problems , 2007, J. Comput. Phys..

[14]  Jon C. Helton,et al.  Mathematical representation of uncertainty , 2001 .

[15]  R. Ghanem,et al.  Multi-resolution analysis of wiener-type uncertainty propagation schemes , 2004 .

[16]  Dongbin Xiu,et al.  The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations , 2002, SIAM J. Sci. Comput..

[17]  Habib N. Najm,et al.  Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes , 2005, SIAM J. Sci. Comput..

[18]  R. Ghanem,et al.  Stochastic Finite Elements: A Spectral Approach , 1990 .

[19]  Chris L. Pettit,et al.  Spectral and multiresolution Wiener expansions of oscillatory stochastic processes , 2006 .

[20]  Jeroen A. S. Witteveen,et al.  Uncertainty Quantification in Fluid-Structure Interaction Simulations Using a Simplex Elements Stochastic Collocation Approach , 2009 .

[21]  N. Wiener The Homogeneous Chaos , 1938 .

[22]  Verification of Stochastic Solutions Using Polynomial Chaos Expansions , 2006 .

[23]  George E. Karniadakis,et al.  The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications , 2008, J. Comput. Phys..

[24]  Pierre Sagaut,et al.  Stochastic design optimization: Application to reacting flows , 2007 .

[25]  Fabio Nobile,et al.  A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data , 2008, SIAM J. Numer. Anal..

[26]  Serhat Hosder,et al.  Modeling and Propagation of Physical Parameter Uncertainty in a Mars Atmosphere Model , 2008 .

[27]  Fabio Nobile,et al.  An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data , 2008, SIAM J. Numer. Anal..

[28]  Robert W. Walters,et al.  Uncertainty analysis for fluid mechanics with applications , 2002 .

[29]  Quantifying the effect of physical uncertainties in unsteady fluid-structure interaction problems , 2007 .

[30]  S. Hosder,et al.  Supersonic Pressure Probe , 2009 .

[31]  M. Eldred,et al.  Comparison of Non-Intrusive Polynomial Chaos and Stochastic Collocation Methods for Uncertainty Quantification , 2009 .

[32]  Habib N. Najm,et al.  Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics , 2009 .

[33]  N. Wiener,et al.  The Discrete Chaos , 1943 .

[34]  Roger Ghanem,et al.  Ingredients for a general purpose stochastic finite elements implementation , 1999 .

[35]  Bernard Grossman,et al.  Observations on CFD Simulation Uncertainties , 2002 .

[36]  F. White Viscous Fluid Flow , 1974 .

[37]  Roger Ghanem,et al.  Stochastic Finite Elements with Multiple Random Non-Gaussian Properties , 1999 .

[38]  M. Eldred,et al.  Evaluation of Non-Intrusive Approaches for Wiener-Askey Generalized Polynomial Chaos. , 2008 .

[39]  Dongbin Xiu,et al.  High-Order Collocation Methods for Differential Equations with Random Inputs , 2005, SIAM J. Sci. Comput..

[40]  Thomas A. Zang,et al.  Stochastic approaches to uncertainty quantification in CFD simulations , 2005, Numerical Algorithms.