Pade-legendre Method for Uncertainty Quantification with Fluid Dynamics Applications PDF Download
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Author: Tonkid Chantrasmi
Publisher: Stanford University
ISBN:
Category :
Languages : en
Pages : 182
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Book Description
Abstract: The Pade-Legendre (PL) method, a novel approach for uncertainty quantification is introduced. The proposed method uses a rational function expansion and is designed to effectively characterize uncertainties in strongly non-linear or discontinuous systems. The discontinuities can be either in the underlying functions (inherent discontinuities) or from lack of sufficient data resolution (multi-scale discontinuities). In the former case, PL method can produce an accurate response surface without spurious oscillations and does not require prior knowledge of the discontinuities. For the latter type of discontinuities, the PL method can help reduce the number of deterministic simulations required to accurately represent the response surface. If sufficient data resolution is achieved, the PL method degenerates to standard polynomial reconstruction. The present approach is illustrated in a number of applications as an uncertainty propagation technique. Moreover, the method is applied to an inference problem in which a sharp discontinuity in the system input is present. The PL method shows a considerable improvement over the traditional approach when discontinuities are present. In addition, an ongoing effort called the UQ Experiment in which we used the PL method to help design the experimental setup is discussed.
Author: Tonkid Chantrasmi
Publisher: Stanford University
ISBN:
Category :
Languages : en
Pages : 182
Get Book Here
Book Description
Abstract: The Pade-Legendre (PL) method, a novel approach for uncertainty quantification is introduced. The proposed method uses a rational function expansion and is designed to effectively characterize uncertainties in strongly non-linear or discontinuous systems. The discontinuities can be either in the underlying functions (inherent discontinuities) or from lack of sufficient data resolution (multi-scale discontinuities). In the former case, PL method can produce an accurate response surface without spurious oscillations and does not require prior knowledge of the discontinuities. For the latter type of discontinuities, the PL method can help reduce the number of deterministic simulations required to accurately represent the response surface. If sufficient data resolution is achieved, the PL method degenerates to standard polynomial reconstruction. The present approach is illustrated in a number of applications as an uncertainty propagation technique. Moreover, the method is applied to an inference problem in which a sharp discontinuity in the system input is present. The PL method shows a considerable improvement over the traditional approach when discontinuities are present. In addition, an ongoing effort called the UQ Experiment in which we used the PL method to help design the experimental setup is discussed.
Author: Francesco Montomoli
Publisher: Springer
ISBN: 3319929437
Category : Technology & Engineering
Languages : en
Pages : 204
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Book Description
This book introduces design techniques developed to increase the safety of aircraft engines, and demonstrates how the application of stochastic methods can overcome problems in the accurate prediction of engine lift caused by manufacturing error. This in turn addresses the issue of achieving required safety margins when hampered by limits in current design and manufacturing methods. The authors show that avoiding the potential catastrophe generated by the failure of an aircraft engine relies on the prediction of the correct behaviour of microscopic imperfections. This book shows how to quantify the possibility of such failure, and that it is possible to design components that are inherently less risky and more reliable. This new, updated and significantly expanded edition gives an introduction to engine reliability and safety to contextualise this important issue, evaluates newly-proposed methods for uncertainty quantification as applied to jet engines. Uncertainty Quantification in Computational Fluid Dynamics and Aircraft Engines will be of use to gas turbine manufacturers and designers as well as CFD practitioners, specialists and researchers. Graduate and final year undergraduate students in aerospace or mathematical engineering may also find it of interest.
Author: Olivier Le Maitre
Publisher: Springer Science & Business Media
ISBN: 9048135206
Category : Science
Languages : en
Pages : 542
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Book Description
This book deals with the application of spectral methods to problems of uncertainty propagation and quanti?cation in model-based computations. It speci?cally focuses on computational and algorithmic features of these methods which are most useful in dealing with models based on partial differential equations, with special att- tion to models arising in simulations of ?uid ?ows. Implementations are illustrated through applications to elementary problems, as well as more elaborate examples selected from the authors’ interests in incompressible vortex-dominated ?ows and compressible ?ows at low Mach numbers. Spectral stochastic methods are probabilistic in nature, and are consequently rooted in the rich mathematical foundation associated with probability and measure spaces. Despite the authors’ fascination with this foundation, the discussion only - ludes to those theoretical aspects needed to set the stage for subsequent applications. The book is authored by practitioners, and is primarily intended for researchers or graduate students in computational mathematics, physics, or ?uid dynamics. The book assumes familiarity with elementary methods for the numerical solution of time-dependent, partial differential equations; prior experience with spectral me- ods is naturally helpful though not essential. Full appreciation of elaborate examples in computational ?uid dynamics (CFD) would require familiarity with key, and in some cases delicate, features of the associated numerical methods. Besides these shortcomings, our aim is to treat algorithmic and computational aspects of spectral stochastic methods with details suf?cient to address and reconstruct all but those highly elaborate examples.
Author: Hester Bijl
Publisher: Springer Science & Business Media
ISBN: 3319008854
Category : Mathematics
Languages : en
Pages : 347
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Book Description
Fluid flows are characterized by uncertain inputs such as random initial data, material and flux coefficients, and boundary conditions. The current volume addresses the pertinent issue of efficiently computing the flow uncertainty, given this initial randomness. It collects seven original review articles that cover improved versions of the Monte Carlo method (the so-called multi-level Monte Carlo method (MLMC)), moment-based stochastic Galerkin methods and modified versions of the stochastic collocation methods that use adaptive stencil selection of the ENO-WENO type in both physical and stochastic space. The methods are also complemented by concrete applications such as flows around aerofoils and rockets, problems of aeroelasticity (fluid-structure interactions), and shallow water flows for propagating water waves. The wealth of numerical examples provide evidence on the suitability of each proposed method as well as comparisons of different approaches.
Author: Yan Wang
Publisher: Woodhead Publishing
ISBN: 0081029411
Category : Technology & Engineering
Languages : en
Pages : 604
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Book Description
Uncertainty Quantification in Multiscale Materials Modeling provides a complete overview of uncertainty quantification (UQ) in computational materials science. It provides practical tools and methods along with examples of their application to problems in materials modeling. UQ methods are applied to various multiscale models ranging from the nanoscale to macroscale. This book presents a thorough synthesis of the state-of-the-art in UQ methods for materials modeling, including Bayesian inference, surrogate modeling, random fields, interval analysis, and sensitivity analysis, providing insight into the unique characteristics of models framed at each scale, as well as common issues in modeling across scales.
Author: T.J. Sullivan
Publisher: Springer
ISBN: 3319233955
Category : Mathematics
Languages : en
Pages : 351
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Book Description
This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by which they can be achieved. Complete with exercises throughout, the book will equip readers with both theoretical understanding and practical experience of the key mathematical and algorithmic tools underlying the treatment of uncertainty in modern applied mathematics. Students and readers alike are encouraged to apply the mathematical methods discussed in this book to their own favorite problems to understand their strengths and weaknesses, also making the text suitable for a self-study. Uncertainty quantification is a topic of increasing practical importance at the intersection of applied mathematics, statistics, computation and numerous application areas in science and engineering. This text is designed as an introduction to UQ for senior undergraduate and graduate students with a mathematical or statistical background and also for researchers from the mathematical sciences or from applications areas who are interested in the field. T. J. Sullivan was Warwick Zeeman Lecturer at the Mathematics Institute of the University of Warwick, United Kingdom, from 2012 to 2015. Since 2015, he is Junior Professor of Applied Mathematics at the Free University of Berlin, Germany, with specialism in Uncertainty and Risk Quantification.
Author: Roger Ghanem
Publisher: Springer
ISBN: 9783319123844
Category : Mathematics
Languages : en
Pages : 0
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Book Description
The topic of Uncertainty Quantification (UQ) has witnessed massive developments in response to the promise of achieving risk mitigation through scientific prediction. It has led to the integration of ideas from mathematics, statistics and engineering being used to lend credence to predictive assessments of risk but also to design actions (by engineers, scientists and investors) that are consistent with risk aversion. The objective of this Handbook is to facilitate the dissemination of the forefront of UQ ideas to their audiences. We recognize that these audiences are varied, with interests ranging from theory to application, and from research to development and even execution.
Author: Shi Jin
Publisher: Springer
ISBN: 3319671103
Category : Mathematics
Languages : en
Pages : 282
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Book Description
This book explores recent advances in uncertainty quantification for hyperbolic, kinetic, and related problems. The contributions address a range of different aspects, including: polynomial chaos expansions, perturbation methods, multi-level Monte Carlo methods, importance sampling, and moment methods. The interest in these topics is rapidly growing, as their applications have now expanded to many areas in engineering, physics, biology and the social sciences. Accordingly, the book provides the scientific community with a topical overview of the latest research efforts.
Author: Geoff Hewitt
Publisher: Cambridge University Press
ISBN: 9780521838993
Category : Mathematics
Languages : en
Pages : 366
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Book Description
The prediction of turbulent flows is of paramount importance in the development of complex engineering systems involving flow, heat and mass transfer, and chemical reactions. Arising from a programme held at the Isaac Newton Institute in Cambridge, this volume reviews the current situation regarding the prediction of such flows through the use of modern computational fluid dynamics techniques, and attempts to address the inherent problem of modelling turbulence. In particular, the current physical understanding of such flows is summarised and the resulting implications for simulation discussed. The volume continues by surveying current approximation methods whilst discussing their applicability to industrial problems. This major work concludes by providing a specific set of guidelines for selecting the most appropriate model for a given problem. Unique in its breadth and critical approach, this book will be of immense value to experienced practitioners and researchers, continuing the UK's strong tradition in fluid dynamics.
Author: National Research Council
Publisher: National Academies Press
ISBN: 0309065372
Category : Science
Languages : en
Pages : 1039
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Book Description
The Twenty-Second Symposium on Naval Hydrodynamics was held in Washington, D.C., from August 9-14, 1998. It coincided with the 100th anniversary of the David Taylor Model Basin. This international symposium was organized jointly by the Office of Naval Research (Mechanics and Energy Conversion S&T Division), the National Research Council (Naval Studies Board), and the Naval Surface Warfare Center, Carderock Division (David Taylor Model Basin). This biennial symposium promotes the technical exchange of naval research developments of common interest to all the countries of the world. The forum encourages both formal and informal discussion of the presented papers, and the occasion provides an opportunity for direct communication between international peers.
