Quantifying Uncertainty
Asokan, B.V. and Zabaras, N.. "Variational multiscale stabilized FEM formulations for transport equations: stochastic advection-diffusion and incompressible stochastic Navier-Stokes equations" Journal of Computational Physics.
vol. 202.
2005.
pp. 94--133.
Asokan, B.V. and Zabaras, N.. "A stochastic variational multiscale method for diffusion in heterogeneous random media" Journal of Computational Physics. 218
(2).
2006.
pp. 654--676.
A stochastic variational multiscale method with explicit subgrid modelling is provided for numerical solution of stochastic elliptic equations that arise while modelling diffusion in heterogeneous random media. The exact solution of the governing equations is split into two components: a coarse-scale solution that can be captured on a coarse mesh and a subgrid solution. A localized computational model for the subgrid solution is derived for a generalized trapezoidal time integration rule for the coarse-scale solution. The coarse-scale solution is then obtained by solving a modified coarse formulation that takes into account the subgrid model. The generalized polynomial chaos method combined with the finite element technique is used for the solution of equations resulting from the coarse formulation and subgrid models. Finally, various numerical examples are considered for evaluating the method.
Asokan, B.V. and Zabaras, N.. "Variational multiscale stabilized FEM formulations for transport equations: stochastic advection-diffusion and incompressible stochastic Navier-Stokes equations" Journal of Computational Physics. 202
(1).
2005.
pp. 94--133.
An extension of the deterministic variational multiscale (VMS) approach with algebraic subgrid scale (SGS) modeling is considered for developing stabilized finite element formulations for the stochastic advection and the incompressible stochastic Navier-Stokes equations. The stabilized formulations are numerically implemented using the spectral stochastic formulation of the finite element method (SSFEM). Generalized polynomial chaos and Karhunen-Loève expansion techniques are used for representation of uncertain quantities. The proposed stabilized method is then applied to various standard advection-diffusion and fluid-flow examples with uncertainty in essential boundary conditions. Comparisons are drawn between the numerical solutions and Monte-Carlo/analytical solutions wherever possible.
Asokan, B.V. and Zabaras, N.. "Using stochastic analysis to capture unstable equilibrium in natural convection" Journal of Computational Physics. 208
(1).
2005.
pp. 134--153.
A stabilized stochastic finite element implementation for the natural convection system of equations under Boussinesq assumptions with uncertainty in inputs is considered. The stabilized formulations are derived using the variational multiscale framework assuming a one-step trapezoidal time integration rule. The stabilization parameters are shown to be functions of the time-step size. Provision is made for explicit tracking of the subgrid-scale solution through time. A support-space/stochastic Galerkin approach and the generalized polynomial chaos expansion (GPCE) approach are considered for input-output uncertainty representation. Stochastic versions of standard Rayleigh-Benard convection problems are used to evaluate the approach. It is shown that for simulations around critical points, the GPCE approach fails to capture the highly non-linear input uncertainty propagation whereas the support-space approach gives fairly accurate results. A summary of the results and findings is provided.
Asokan, B.V. and Zabaras, N.. "Using stochastic analysis to capture unstable equilibrium in natural convection" Journal of Computational Physics. 208
(1).
2005.
pp. 134--153.
In recent years, there has been an interest in analyzing and quantifying the effects of random inputs in the solution of partial differential equations that describe thermal and fluid flow problems. Spectral stochastic methods and Monte-Carlo based sampling methods are two approaches that have been used to analyze these problems. As the complexity of the problem or the number of random variables involved in describing the input uncertainties increases, these approaches become highly impractical from implementation and convergence points-of-view. This is especially true in the context of realistic thermal flow problems, where uncertainties in the topology of the boundary domain, boundary flux conditions and heterogeneous physical properties usually require high-dimensional random descriptors. The sparse grid collocation method based on the Smolyak algorithm offers a viable alternate method for solving high-dimensional stochastic partial differential equations. An extension of the collocation approach to include adaptive refinement in important stochastic dimensions is utilized to further reduce the numerical effort necessary for simulation. We show case the collocation based approach to efficiently solve natural convection problems involving large stochastic dimensions. Equilibrium jumps occurring due to surface roughness and heterogeneous porosity are captured. Comparison of the present method with the generalized polynomial chaos expansion and Monte-Carlo methods are mad