Simplex stochastic collocation with ENO-type stencil selection for robust uncertainty quantification

Multi-element uncertainty quantification approaches can robustly resolve the high sensitivities caused by discontinuities in parametric space by reducing the polynomial degree locally to a piecewise linear approximation. It is important to extend the higher degree interpolation in the smooth regions up to a thin layer of linear elements that contain the discontinuity to maintain a highly accurate solution. This is achieved here by introducing Essentially Non-Oscillatory (ENO) type stencil selection into the Simplex Stochastic Collocation (SSC) method. For each simplex in the discretization of the parametric space, the stencil with the highest polynomial degree is selected from the set of candidate stencils to construct the local response surface approximation. The application of the resulting SSC–ENO method to a discontinuous test function shows a sharper resolution of the jumps and a higher order approximation of the percentiles near the singularity. SSC–ENO is also applied to a chemical model problem and a shock tube problem to study the impact of uncertainty both on the formation of discontinuities in time and on the location of discontinuities in space

Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations

International audienceThe simulation of complex nonlinear engineering systems such as compressible fluid flows may be targeted to make more efficient and accurate the approximation of a specific (scalar) quantity of interest of the system. Putting aside modeling error and parametric uncertainty, this may be achieved by combining goal-oriented error estimates and adaptive anisotropic spatial mesh refinements. To this end, an elegant and efficient framework is the one of (Riemannian) metric-based adaptation where a goal-based a priori error estimation is used as indicator for adaptivity. This work proposes a novel extension of this approach to the case of aforementioned system approximations bearing a stochastic component. In this case, an optimisation problem leading to the best control of the distinct sources of errors is formulated in the continuous framework of the Riemannian metric space. Algorithmic developments are also presented in order to quantify and adaptively adjust the error components in the deterministic and stochastic approximation spaces. The capability of the proposed method is tested on various problems including a supersonic scramjet inlet subject to geometrical and operational parametric uncertainties. It is demonstrated to accurately capture discontinuous features of stochastic compressible flows impacting pressure-related quantities of interest, while balancing computational budget and refinements in both spaces

Numerical Methods for Uncertainty Quantification in Gas Network Simulation

When modeling the gas flow through a network, some elements such as pressure control valves can cause kinks in the solution. In this thesis we modify the method of simplex stochastic collocation such that it is applicable to functions with kinks. First, we derive a system of partial differential and algebraic equations describing the gas flow through different elements of a network. Restricting the gas flow to an isothermal and stationary one, the solution can be determined analytically. After introducing some common methods for the forward propagation of uncertainty, we present the method of simplex stochastic collocation to approximate functions of uncertain parameters. By utilizing the information whether a pressure regulator is active or not in the current simulation, we improve the method such that we can prove algebraic convergence rates for functions with kinks. Moreover, we derive two new error estimators for an adaptive refinement and show that multiple refinements are possible. Conclusively, several numerical results for a real gas network are presented and compared with standard methods to demonstrate the significantly better convergence results