Level Set Methods for Stochastic Discontinuity Detection in Nonlinear Problems

Stochastic physical problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space by solving a Hamilton-Jacobi equation. By introducing a speed function that vanishes at discontinuities, the iso-zero of the level set problem coincide with the discontinuities of the conservation law. The level set problem is solved on a sequence of successively finer grids in stochastic space. The method is adaptive in the sense that costly evaluations of the conservation law of interest are only performed in the vicinity of the discontinuities during the refinement stage. In regions of stochastic space where the solution is smooth, a surrogate method replaces expensive evaluations of the conservation law. The proposed method is tested in conjunction with different sets of localized orthogonal basis functions on simplex elements, as well as frames based on piecewise polynomials conforming to the level set function. The performance of the proposed method is compared to existing adaptive multi-element generalized polynomial chaos methods

IGA-based Multi-Index Stochastic Collocation for random PDEs on arbitrary domains

This paper proposes an extension of the Multi-Index Stochastic Collocation (MISC) method for forward uncertainty quantification (UQ) problems in computational domains of shape other than a square or cube, by exploiting isogeometric analysis (IGA) techniques. Introducing IGA solvers to the MISC algorithm is very natural since they are tensor-based PDE solvers, which are precisely what is required by the MISC machinery. Moreover, the combination-technique formulation of MISC allows the straight-forward reuse of existing implementations of IGA solvers. We present numerical results to showcase the effectiveness of the proposed approach.Comment: version 3, version after revisio

An open and parallel multiresolution framework using block-based adaptive grids

A numerical approach for solving evolutionary partial differential equations in two and three space dimensions on block-based adaptive grids is presented. The numerical discretization is based on high-order, central finite-differences and explicit time integration. Grid refinement and coarsening are triggered by multiresolution analysis, i.e. thresholding of wavelet coefficients, which allow controlling the precision of the adaptive approximation of the solution with respect to uniform grid computations. The implementation of the scheme is fully parallel using MPI with a hybrid data structure. Load balancing relies on space filling curves techniques. Validation tests for 2D advection equations allow to assess the precision and performance of the developed code. Computations of the compressible Navier-Stokes equations for a temporally developing 2D mixing layer illustrate the properties of the code for nonlinear multi-scale problems. The code is open source

A Parallel Mesh-Adaptive Framework for Hyperbolic Conservation Laws

We report on the development of a computational framework for the parallel, mesh-adaptive solution of systems of hyperbolic conservation laws like the time-dependent Euler equations in compressible gas dynamics or Magneto-Hydrodynamics (MHD) and similar models in plasma physics. Local mesh refinement is realized by the recursive bisection of grid blocks along each spatial dimension, implemented numerical schemes include standard finite-differences as well as shock-capturing central schemes, both in connection with Runge-Kutta type integrators. Parallel execution is achieved through a configurable hybrid of POSIX-multi-threading and MPI-distribution with dynamic load balancing. One- two- and three-dimensional test computations for the Euler equations have been carried out and show good parallel scaling behavior. The Racoon framework is currently used to study the formation of singularities in plasmas and fluids.Comment: late submissio

Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario

A variety of methods is available to quantify uncertainties arising with\-in the modeling of flow and transport in carbon dioxide storage, but there is a lack of thorough comparisons. Usually, raw data from such storage sites can hardly be described by theoretical statistical distributions since only very limited data is available. Hence, exact information on distribution shapes for all uncertain parameters is very rare in realistic applications. We discuss and compare four different methods tested for data-driven uncertainty quantification based on a benchmark scenario of carbon dioxide storage. In the benchmark, for which we provide data and code, carbon dioxide is injected into a saline aquifer modeled by the nonlinear capillarity-free fractional flow formulation for two incompressible fluid phases, namely carbon dioxide and brine. To cover different aspects of uncertainty quantification, we incorporate various sources of uncertainty such as uncertainty of boundary conditions, of conceptual model definitions and of material properties. We consider recent versions of the following non-intrusive and intrusive uncertainty quantification methods: arbitary polynomial chaos, spatially adaptive sparse grids, kernel-based greedy interpolation and hybrid stochastic Galerkin. The performance of each approach is demonstrated assessing expectation value and standard deviation of the carbon dioxide saturation against a reference statistic based on Monte Carlo sampling. We compare the convergence of all methods reporting on accuracy with respect to the number of model runs and resolution. Finally we offer suggestions about the methods' advantages and disadvantages that can guide the modeler for uncertainty quantification in carbon dioxide storage and beyond