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Multifidelity uncertainty quantification using spectral stochastic discrepancy models

Handbook of Uncertainty Quantification

Eldred, Michael S.; Ng, Leo W.T.; Barone, Matthew F.; Domino, Stefan P.

When faced with a restrictive evaluation budget that is typical of today's highfidelity simulation models, the effective exploitation of lower-fidelity alternatives within the uncertainty quantification (UQ) process becomes critically important. Herein, we explore the use of multifidelity modeling within UQ, for which we rigorously combine information from multiple simulation-based models within a hierarchy of fidelity, in seeking accurate high-fidelity statistics at lower computational cost. Motivated by correction functions that enable the provable convergence of a multifidelity optimization approach to an optimal high-fidelity point solution, we extend these ideas to discrepancy modeling within a stochastic domain and seek convergence of a multifidelity uncertainty quantification process to globally integrated high-fidelity statistics. For constructing stochastic models of both the low-fidelity model and the model discrepancy, we employ stochastic expansion methods (non-intrusive polynomial chaos and stochastic collocation) computed by integration/interpolation on structured sparse grids or regularized regression on unstructured grids. We seek to employ a coarsely resolved grid for the discrepancy in combination with a more finely resolved Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the US Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000. Grid for the low-fidelity model. The resolutions of these grids may be defined statically or determined through uniform and adaptive refinement processes. Adaptive refinement is particularly attractive, as it has the ability to preferentially target stochastic regions where the model discrepancy becomes more complex, i.e., where the predictive capabilities of the low-fidelity model start to break down and greater reliance on the high-fidelity model (via the discrepancy) is necessary. These adaptive refinement processes can either be performed separately for the different grids or within a coordinated multifidelity algorithm. In particular, we present an adaptive greedy multifidelity approach in which we extend the generalized sparse grid concept to consider candidate index set refinements drawn from multiple sparse grids, as governed by induced changes in the statistical quantities of interest and normalized by relative computational cost. Through a series of numerical experiments using statically defined sparse grids, adaptive multifidelity sparse grids, and multifidelity compressed sensing, we demonstrate that the multifidelity UQ process converges more rapidly than a single-fidelity UQ in cases where the variance of the discrepancy is reduced relative to the variance of the high-fidelity model (resulting in reductions in initial stochastic error), where the spectrum of the expansion coefficients of the model discrepancy decays more rapidly than that of the high-fidelity model (resulting in accelerated convergence rates), and/or where the discrepancy is more sparse than the high-fidelity model (requiring the recovery of fewer significant terms).

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TYPE Book YEAR 2017
ScopusOSTI

A multifidelity multilevel Monte Carlo method for uncertainty propagation in aerospace applications

19th AIAA Non-Deterministic Approaches Conference, 2017

Geraci, Gianluca G.; Eldred, Michael S.; Iaccarino, Gianluca

The accurate evaluation of the performance of complex engineering devices needs to rely on high-fidelity numerical simulations and the systematic characterization and propagation of uncertainties. Several sources of uncertainty may impact the performance of an engineering device through operative conditions, manufacturing tolerances, and even physical models. In the presence of multiphysics systems the number of the uncertain parameters can be fairly large and their propagation through the numerical codes still remains prohibitive because the overall computational budget often allows for only an handful of such high-fidelity realizations. On the other side, common engineering practice can take advantage from a solid history of development and assessment of so called low-fidelity models which albeit less accurate are often capable to at least capture overall trends and parameter dependencies of the system. In this contribution we address the forward propagation of uncertainty parameters relying on statistical estimators built on sequences of numerical and physical discretizations which are provably convergent to the high-fidelity statistics, while exploiting low-fidelity computational models to increase the reliability and confidence in the numerical predictions. The performances of the approaches are presented by means of two fairly complicated aerospace problems, namely the aero-thermo-structural analysis of a turbofan engine nozzle and a flow through a scramjet-like device.

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TYPE Conference Poster YEAR 2017
ScopusOSTI

Uncertainty Quantification in LES Computations of Turbulent Multiphase Combustion in a Scramjet Engine ? ScramjetUQ ?

Najm, H.N.; Debusschere, Bert D.; Safta, Cosmin S.; Sargsyan, Khachik S.; Huan, Xun H.; Oefelein, Joseph C.; Lacaze, Guilhem M.; Vane, Zachary P.; Eldred, Michael S.; Geraci, Gianluca G.; Knio, Omar K.; Sraj, I.S.; Scovazzi, G.S.; Colomes, O.C.; Marzouk, Y.M.; Zahm, O.Z.; Menhorn, F.M.; Ghanem, R.G.; Tsilifis, P.T.

Abstract not provided.

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TYPE Conference Poster YEAR 2016
OSTI

Uncertainty Quantification in LES Computations of Turbulent Multiphase Combustion in a Scramjet Engine

Najm, H.N.; Debusschere, Bert D.; Safta, Cosmin S.; Sargsyan, Khachik S.; Huan, Xun H.; Oefelein, Joseph C.; Lacaze, Guilhem M.; Vane, Zachary P.; Eldred, Michael S.; Geraci, G.G.; Knio, O.K.; Sraj, I.S.; Scovazzi, G.S.; Colomes, O.C.; Marzouk, Y.M.; Zahm, O.Z.; Augustin, F.A.; Menhorn, F.M.; Ghanem, R.G.; Tsilifis, P.T.

Abstract not provided.

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TYPE Conference Poster YEAR 2016
OSTI

Enhancing ℓ1-minimization estimates of polynomial chaos expansions using basis selection

Journal of Computational Physics

Jakeman, J.D.; Eldred, Michael S.; Sargsyan, Khachik S.

In this paper we present a basis selection method that can be used with ℓ1-minimization to adaptively determine the large coefficients of polynomial chaos expansions (PCE). The adaptive construction produces anisotropic basis sets that have more terms in important dimensions and limits the number of unimportant terms that increase mutual coherence and thus degrade the performance of ℓ1-minimization. The important features and the accuracy of basis selection are demonstrated with a number of numerical examples. Specifically, we show that for a given computational budget, basis selection produces a more accurate PCE than would be obtained if the basis were fixed a priori. We also demonstrate that basis selection can be applied with non-uniform random variables and can leverage gradient information.

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TYPE Journal Article YEAR 2015
ScopusOSTI
Results 76–100 of 185
Results 76–100 of 185