Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification

This paper analyses the following question: let $\mathbf{A}_j$, $j=1,2,$ be the Galerkin matrices corresponding to finite-element discretisations of the exterior Dirichlet problem for the heterogeneous Helmholtz equations $\nabla\cdot (A_j \nabla u_j) + k^2 n_j u_j= -f$. How small must $\|A_1 -A_2\|_{L^q}$ and $\|{n_1} - {n_2}\|_{L^q}$ be (in terms of $k$-dependence) for GMRES applied to either $(\mathbf{A}_1)^{-1}\mathbf{A}_2$ or $\mathbf{A}_2(\mathbf{A}_1)^{-1}$ to converge in a $k$-independent number of iterations for arbitrarily large $k$? (In other words, for $\mathbf{A}_1$ to be a good left- or right-preconditioner for $\mathbf{A}_2$?). We prove results answering this question, give theoretical evidence for their sharpness, and give numerical experiments supporting the estimates. Our motivation for tackling this question comes from calculating quantities of interest for the Helmholtz equation with random coefficients $A$ and $n$. Such a calculation may require the solution of many deterministic Helmholtz problems, each with different $A$ and $n$, and the answer to the question above dictates to what extent a previously-calculated inverse of one of the Galerkin matrices can be used as a preconditioner for other Galerkin matrices

Systematic Study of Accuracy of Wall-Modeled Large Eddy Simulation using Uncertainty Quantification Techniques

The predictive accuracy of wall-modeled large eddy simulation is studied by systematic simulation campaigns of turbulent channel flow. The effect of wall model, grid resolution and anisotropy, numerical convective scheme and subgrid-scale modeling is investigated. All of these factors affect the resulting accuracy, and their action is to a large extent intertwined. The wall model is of the wall-stress type, and its sensitivity to location of velocity sampling, as well as law of the wall's parameters is assessed. For efficient exploration of the model parameter space (anisotropic grid resolution and wall model parameter values), generalized polynomial chaos expansions are used to construct metamodels for the responses which are taken to be measures of the predictive error in quantities of interest (QoIs). The QoIs include the mean wall shear stress and profiles of the mean velocity, the turbulent kinetic energy, and the Reynolds shear stress. DNS data is used as reference. Within the tested framework, a particular second-order accurate CFD code (OpenFOAM), the results provide ample support for grid and method parameters recommendations which are proposed in the present paper, and which provide good results for the QoIs. Notably, good results are obtained with a grid with isotropic (cubic) hexahedral cells, with $15\, 000$ cells per $\delta^3$, where $\delta$ is the channel half-height (or thickness of the turbulent boundary layer). The importance of providing enough numerical dissipation to obtain accurate QoIs is demonstrated. The main channel flow case investigated is ${\rm Re}_\tau=5200$, but extension to a wide range of ${\rm Re}$-numbers is considered. Use of other numerical methods and software would likely modify these recommendations, at least slightly, but the proposed framework is fully applicable to investigate this as well

Discovering an active subspace in a single-diode solar cell model

Predictions from science and engineering models depend on the values of the model's input parameters. As the number of parameters increases, algorithmic parameter studies like optimization or uncertainty quantification require many more model evaluations. One way to combat this curse of dimensionality is to seek an alternative parameterization with fewer variables that produces comparable predictions. The active subspace is a low-dimensional linear subspace defined by important directions in the model's input space; input perturbations along these directions change the model's prediction more, on average, than perturbations orthogonal to the important directions. We describe a method for checking if a model admits an exploitable active subspace, and we apply this method to a single-diode solar cell model with five input parameters. We find that the maximum power of the solar cell has a dominant one-dimensional active subspace, which enables us to perform thorough parameter studies in one dimension instead of five