Abstract
The essentially non-oscillatory stencil selection and subcell resolution robustness concepts from finite volume methods for computational fluid dynamics are extended to uncertainty quantification for the reliable approximation of discontinuities in stochastic computational problems. These two robustness principles are introduced into the simplex stochastic collocation uncertainty quantification method, which discretizes the probability space using a simplex tessellation of sampling points and piecewise higher-degree polynomial interpolation. The essentially non-oscillatory stencil selection obtains a sharper refinement of discontinuities by choosing the interpolation stencil with the highest polynomial degree from a set of candidate stencils for constructing the local response surface approximation. The subcell resolution approach achieves a genuinely discontinuous representation of random spatial discontinuities in the interior of the simplexes by resolving the discontinuity location in the probability space explicitly and by extending the stochastic response surface approximations up to the predicted discontinuity location. The advantages of the presented approaches are illustrated by the results for a step function, the linear advection equation, a shock tube Riemann problem, and the transonic flow over the RAE 2822 airfoil.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
Abgrall R (2010) A simple, Flexible and generic deterministic approach to uncertainty quantifications in nonlinear problems: application to fluid flow problems. In: Proceedings of the 5th European conference on computational fluid dynamics, ECCOMAS CFD, Lisbon, Portugal
Agarwal N, Aluru NR (2009) A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainty. Journal of Computational Physics 228: 7662–7688
Babuška I, Tempone R, Zouraris GE (2004) Galerkin finite elements approximation of stochastic finite elements. SIAM Journal on Numerical Analysis 42: 800–825
Babuška I, Nobile F, Tempone R (2007) A stochastic collocation method for elliptic partial differential equations with random input data. SIAM Journal on Numerical Analysis 45: 1005–1034
Barth T (2012) On the propagation of statistical model parameter uncertainty in CFD calculations. Theoretical and Computational Fluid Dynamics 26: 435–457
Barth T (2011) UQ methods for nonlinear conservation laws containing discontinuities. In: AVT-193 Lecture Series on Uncertainty Quantification, RTO-AVT-VKI Short Course on Uncertainty Quantification, Stanford, California
Chassaing J-C, Lucor D (2010) Stochastic investigation of flows about airfoils at transonic speeds. AIAA Journal 48: 938–950
Chorin AJ, Marsden JE (1979) A mathematical introduction to fluid mechanics. Springer-Verlag, New York
Cook PH, McDonald MA (1979) Firmin MCP, Aerofoil RAE 2822 – pressure distributions, and boundary layer and wake measurements. Experimental data base for computer program assessment, AGARD report AR 138
Dwight RP, Witteveen JAS, Bijl H (this issue) Adaptive uncertainty quantification for computational fluid dynamics. In: Uncertainty quantification, Lecture notes in computational science and engineering, Springer
Harten A, Osher S (1987) Uniformly high-order accurate nonoscillatory schemes I. SIAM Journal on Numerical Analysis 24: 279–309
Harten A (1989) ENO schemes with subcell resolution. Journal of Computational Physics 83: 148–184
Foo J, Wan X, Karniadakis GE (2008) The multi-element probabilistic collocation method (ME-PCM): error analysis and applications. Journal of Computational Physics 227: 9572–9595
Ghanem RG, Spanos PD (1991) Stochastic finite elements: a spectral approach. Springer-Verlag, New York
Ghosh D, Ghanem R (2008) Stochastic convergence acceleration through basis enrichment of polynomial chaos expansions. International Journal on Numerical Methods in Engineering. 73: 162–184
Gottlieb D, Xiu D (2008) Galerkin method for wave equations with uncertain coefficients. Communications in Computational Physics 3: 505–518
Ma X, Zabaras N (2009) An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations. Journal of Computational Physics 228: 3084–3113
Le Maître OP, Najm HN, Ghanem RG, Knio OM (2004) Multi–resolution analysis of Wiener–type uncertainty propagation schemes. Journal of Computational Physics 197: 502–531
Mathelin L, Le Maître OP (2007) Dual-based a posteriori error estimate for stochastic finite element methods. Communications in Applied Mathematics and Computational Science 2: 83–115
Onorato G, Loeven GJA, Ghorbaniasl G, Bijl H, Lacor C (2010) Comparison of intrusive and non-intrusive polynomial chaos methods for CFD applications in aeronautics. In: Proceedings of the 5th European conference on computational fluid dynamics, ECCOMAS CFD, Lisbon, Portugal
Pettit CL, Beran PS (2006) Convergence studies of Wiener expansions for computational nonlinear mechanics. In: Proceedings of the 8th AIAA non-deterministic approaches conference, Newport, Rhode Island, AIAA-2006-1993
Poëtte G, Després B, Lucor D (2009) Uncertainty quantification for systems of conservation laws, Journal of Computational Physics 228: 2443–2467
Simon F, Guillen P, Sagaut P, Lucor D (2010) A gPC-based approach to uncertain transonic aerodynamics. Computer Methods in Applied Mechanics and Engineering 199: 1091–1099
Shu C-W, Osher S (1988) Efficient implementation of essentially non-oscillatory shock-capturing schemes. Journal of Computational Physics 77: 439–471
Shu C-W, Osher S (1989) Efficient implementation of essentially non-oscillatory shock-capturing schemes II, Journal of Computational Physics 83: 32–78
Sod GA (1978) A survey of several finite difference methods for systems of nonlinear hyperbolic conservation laws. Journal of Computational Physics 27: 1–31
Tryoen J, Le Maître O, Ndjinga M, Ern A (2010) Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems. Journal of Computational Physics 229: 6485–6511
Wan X, Karniadakis GE (2005) An adaptive multi-element generalized polynomial chaos method for stochastic differential equations. Journal of Computational Physics 209: 617–642
Witteveen JAS, Bijl H (2009) A TVD uncertainty quantification method with bounded error applied to transonic airfoil flutter. Communications in Computational Physics 6: 406–432
Witteveen JAS, Loeven GJA, Bijl H (2009) An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements. Computers and Fluids 38: 1270–1288
Witteveen JAS (2010) Second order front tracking for the Euler equations. Journal of Computational Physics 229: 2719–2739
Witteveen JAS, Iaccarino G (2012) Simplex stochastic collocation with random sampling and extrapolation for nonhypercube probability spaces. SIAM Journal on Scientific Computing 34: A814–A838
Witteveen JAS, Iaccarino G (2012) Refinement criteria for simplex stochastic collocation with local extremum diminishing robustness. SIAM Journal on Scientific Computing 34: A1522–A1543
Witteveen JAS, Iaccarino G (2013) Simplex stochastic collocation with ENO-type stencil selection for robust uncertainty quantification. Journal of Computational Physics 239: 1–21
Witteveen JAS, Iaccarino G (submitted) Subcell resolution in simplex stochastic collocation for spatial discontinuities
Xiu D, Karniadakis GE (2002) The Wiener-Askey polynomial chaos for stochastic differential equations. SIAM Journal on Scientific Computing 24: 619–644
Xiu D, Hesthaven JS (2005) High-order collocation methods for differential equations with random inputs. SIAM Journal on Scientific Computing 27: 1118–1139
Acknowledgements
This work was supported by the Netherlands Organization for Scientific Research (NWO) and the European Union Marie Curie Cofund Action under Rubicon grant 680-50-1002.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Witteveen, J.A.S., Iaccarino, G. (2013). Essentially Non-oscillatory Stencil Selection and Subcell Resolution in Uncertainty Quantification. In: Bijl, H., Lucor, D., Mishra, S., Schwab, C. (eds) Uncertainty Quantification in Computational Fluid Dynamics. Lecture Notes in Computational Science and Engineering, vol 92. Springer, Cham. https://doi.org/10.1007/978-3-319-00885-1_7
Download citation
DOI: https://doi.org/10.1007/978-3-319-00885-1_7
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-00884-4
Online ISBN: 978-3-319-00885-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)