Overview
The importance of uncertainty modeling is clearly recognized in scientific computing, and there has been a growing interest in applications of probabilistic methods. Among the existing methods, polynomial chaos expansion has been shown to work effectively for many problems. It is based on the
homogeneous chaos theory of Wiener and has been applied to various practical applications. The classical polynomial chaos expansion employs Hermite orthogonal polynomials in terms of Gaussian random variables to represent stochastic processes and is essentially a spectral expansion of random variables. More recently, a more general framework, called the generalized polynomial chaos, was developed that employs new
classes of orthogonal polynomials and is more efficient to represent general non-Gaussian processes. It has a wide spectrum of applications such as stochastic ODEs, PDEs, Navier-Stokes equations, and flow-structure interactions.
In computations, there are many sources of uncertainties such as initial/boundary conditions, modeling parameters, transport coefficient, geometry, etc. Studying the influence of the randomness of input parameters on the output is therefore critical to performance. Spectral stochastic methods based on intrusive polynomials chaos expansions have shown their great potential in numerous applications. The polynomial chaos (PC) is a spectral expansion of the stochastic process in terms of the orthogonal polynomials. PC method is based on the polynomial decomposition of the uncertain variables. Whereas PC method is well established in structural mechanics, its application to CFD is more recent. Normally, CFD methods assume that the geometry of the domain is known in a deterministic sense. However, based on the manufacturing process used, there is always some geometrical uncertainty associated with the domain. Here geometrical uncertainty is represented as a random field via spatial dependence, i.e. any two points in the boundary are partially correlated. Solving the system of stochastic equations, we get the solution for the mean and variance of temperature as shown, when the first order Hermite polynomial chaos is considered for T.
Likewise, input and parametric uncertainty can also be accounted for during CFD analysis. As an example, we compute the time-dependent 2D heat equation using the finite element method in space, and a method of lines in time with the backward Euler approximation for the time derivative. The computational region is a rectangle, with homogenous Dirichlet boundary conditions applied along the boundary. The computational region is first covered with an NX by NY rectangular array of points, creating (NX-1)*(NY-1) subrectangles. Each subrectangle is divided into two triangles, creating a total of 2*(NX-1)*(NY-1) geometric "elements". Because quadratic basis functions are to be used, each triangle will be associated not only with the three corner nodes that defined it, but with three extra midside nodes. If we include these additional nodes, there are now a total of (2*NX-1)*(2*NY-1) nodes in the region. We now assume that, at any fixed time b, the unknown function U(x,y,t) can be represented as a linear combination of the basis functions associated with each node. The time derivative is handled by the backward Euler approximation. Uncertainty is also acconted for, and stochastic equations are solved using either the generalized polynomial chaos or the multi-element generalized polynomial chaos, as chosen by the user.
There are a few variables that are easy to manipulate. In particular, the user can change the variables NX and NY in the main program, to change the number of nodes and elements. The variables (XL,YB) and (XR,YT) define the location of the lower left and upper right corners of the rectangular region, and these can also be changed in a single place in the main program. The uncertainty level and the order of the polynomial chaos can also be supplied by the user.