Propagation of Input Uncertainty in Presence of Model-Form Uncertainty: A Multi-fidelity Approach for CFD Applications

[+] Author and Article Information
Jianxun Wang

506 Nellies Cave Rd. Blacksburg, VA 24060

Christopher J Roy

215 Randolph Hall (MC0203) NA Blacksburg, VA 24061

Heng Xiao

311A Randolph Hall, Virginia Tech Blacksburg, VA 24060

1Corresponding author.

ASME doi:10.1115/1.4037452 History: Received August 10, 2016; Revised December 27, 2016


Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for computational fluid dynamics (CFD) applications. A particular obstacle for uncertainty quantifications in CFD problems is the large model discrepancies associated with the CFD models used for uncertainty propagation. Neglecting or improperly representing the model discrepancies leads to inaccurate and distorted uncertainty distribution for the Quantities of Interest. High-fidelity models, being accurate yet expensive, can accommodate only a small ensemble of simulations and thus lead to large interpolation errors and/or sampling errors; low-fidelity models can propagate a large ensemble, but can introduce large modeling errors. In this work, we propose a multi-model strategy to account for the influences of model discrepancies in uncertainty propagation and to reduce their impact on the predictions. Specifically, we take advantage of CFD models of multiple fidelities to estimate the model discrepancies associated with the lower-fidelity model in the parameter space. A Gaussian process is adopted to construct the model discrepancy function, and a Bayesian approach is used to infer the discrepancies and corresponding uncertainties in the regions of the parameter space where the high-fidelity simulations are not performed. Several examples of relevance to CFD applications are performed to demonstrate the merits of the proposed strategy. Simulation results suggest that, by combining low- and high-fidelity models, the proposed approach produces better results than what either model can achieve individually.

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