Probabilistic collocation used in a Two-Step approached for efficient uncertainty quantification in computational fluid dynamics

Probabilistic collocation used in a Two-Step approached for efficient uncertainty quantification in computational fluid dynamics

Loeven, G.J.A.
Bijl, H.

Aerospace Engineering

2009-12-31

In this paper a Two-Step approach is presented for uncertainty quantification for expensive problems with multiple uncertain parameters. Both steps are performed using the Probabilistic Collocation method. The first step consists of a sensitivity analysis to identify the most important parameters of the problem. The sensitivity derivatives are obtained using a first or second order Probabilistic Collocation approximation. For the most important parameters the probability distribution functions are propagated using the Probabilistic Collocation method using higher order approximations. The Two-Step approach is demonstrated for flow around a NACA0012 airfoil with eight uncertain parameters in the free stream conditions and geometry. The first step identified the freestream velocity, angle of attack, and the camber of the airfoil as the three most important parameters. In the second step the probability distributions of all three parameters are propagated using higher order Probabilistic Collocation approximations. Statistical properties of the lift and drag are obtained, as well as uncertainty bounds for the pressure and skinfriction on the surface of the airfoil

probabilistic collocation
polynomial chaos
computational fluid dynamics
uncertainty quantification
sensitivity analysis

http://resolver.tudelft.nl/uuid:bb1d9150-502f-4b94-88fd-498c248c7c15

Tech Science Press

1526-1506

CMES Computer modeling in engineering and sciences, 36 (3), 2009

Institutional Repository

journal article

(c) 2008 Loeven G.J.A.; Bijl, H.