Coupled Flow Systems, Adjoint Techniques and Uncertainty Quantification

Coupled Flow Systems, Adjoint Techniques and Uncertainty Quantification PDF Author: Vikram Vinod Garg
Publisher:
ISBN:
Category :
Languages : en
Pages : 394

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Book Description
Coupled systems are ubiquitous in modern engineering and science. Such systems can encompass fluid dynamics, structural mechanics, chemical species transport and electrostatic effects among other components, all of which can be coupled in many different ways. In addition, such models are usually multiscale, making their numerical simulation challenging, and necessitating the use of adaptive modeling techniques. The multiscale, multiphysics models of electrosomotic flow (EOF) constitute a particularly challenging coupled flow system. A special feature of such models is that the coupling between the electric physics and hydrodynamics is via the boundary. Numerical simulations of coupled systems are typically targeted towards specific Quantities of Interest (QoIs). Adjoint-based approaches offer the possibility of QoI targeted adaptive mesh refinement and efficient parameter sensitivity analysis. The formulation of appropriate adjoint problems for EOF models is particularly challenging, due to the coupling of physics via the boundary as opposed to the interior of the domain. The well-posedness of the adjoint problem for such models is also non-trivial. One contribution of this dissertation is the derivation of an appropriate adjoint problem for slip EOF models, and the development of penalty-based, adjoint-consistent variational formulations of these models. We demonstrate the use of these formulations in the simulation of EOF flows in straight and T-shaped microchannels, in conjunction with goal-oriented mesh refinement and adjoint sensitivity analysis. Complex computational models may exhibit uncertain behavior due to various reasons, ranging from uncertainty in experimentally measured model parameters to imperfections in device geometry. The last decade has seen a growing interest in the field of Uncertainty Quantification (UQ), which seeks to determine the effect of input uncertainties on the system QoIs. Monte Carlo methods remain a popular computational approach for UQ due to their ease of use and "embarassingly parallel" nature. However, a major drawback of such methods is their slow convergence rate. The second contribution of this work is the introduction of a new Monte Carlo method which utilizes local sensitivity information to build accurate surrogate models. This new method, called the Local Sensitivity Derivative Enhanced Monte Carlo (LSDEMC) method can converge at a faster rate than plain Monte Carlo, especially for problems with a low to moderate number of uncertain parameters. Adjoint-based sensitivity analysis methods enable the computation of sensitivity derivatives at virtually no extra cost after the forward solve. Thus, the LSDEMC method, in conjuction with adjoint sensitivity derivative techniques can offer a robust and efficient alternative for UQ of complex systems. The efficiency of Monte Carlo methods can be further enhanced by using stratified sampling schemes such as Latin Hypercube Sampling (LHS). However, the non-incremental nature of LHS has been identified as one of the main obstacles in its application to certain classes of complex physical systems. Current incremental LHS strategies restrict the user to at least doubling the size of an existing LHS set to retain the convergence properties of LHS. The third contribution of this research is the development of a new Hierachical LHS algorithm, that creates designs which can be used to perform LHS studies in a more flexibly incremental setting, taking a step towards adaptive LHS methods.

Coupled Flow Systems, Adjoint Techniques and Uncertainty Quantification

Coupled Flow Systems, Adjoint Techniques and Uncertainty Quantification PDF Author: Vikram Vinod Garg
Publisher:
ISBN:
Category :
Languages : en
Pages : 394

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Book Description
Coupled systems are ubiquitous in modern engineering and science. Such systems can encompass fluid dynamics, structural mechanics, chemical species transport and electrostatic effects among other components, all of which can be coupled in many different ways. In addition, such models are usually multiscale, making their numerical simulation challenging, and necessitating the use of adaptive modeling techniques. The multiscale, multiphysics models of electrosomotic flow (EOF) constitute a particularly challenging coupled flow system. A special feature of such models is that the coupling between the electric physics and hydrodynamics is via the boundary. Numerical simulations of coupled systems are typically targeted towards specific Quantities of Interest (QoIs). Adjoint-based approaches offer the possibility of QoI targeted adaptive mesh refinement and efficient parameter sensitivity analysis. The formulation of appropriate adjoint problems for EOF models is particularly challenging, due to the coupling of physics via the boundary as opposed to the interior of the domain. The well-posedness of the adjoint problem for such models is also non-trivial. One contribution of this dissertation is the derivation of an appropriate adjoint problem for slip EOF models, and the development of penalty-based, adjoint-consistent variational formulations of these models. We demonstrate the use of these formulations in the simulation of EOF flows in straight and T-shaped microchannels, in conjunction with goal-oriented mesh refinement and adjoint sensitivity analysis. Complex computational models may exhibit uncertain behavior due to various reasons, ranging from uncertainty in experimentally measured model parameters to imperfections in device geometry. The last decade has seen a growing interest in the field of Uncertainty Quantification (UQ), which seeks to determine the effect of input uncertainties on the system QoIs. Monte Carlo methods remain a popular computational approach for UQ due to their ease of use and "embarassingly parallel" nature. However, a major drawback of such methods is their slow convergence rate. The second contribution of this work is the introduction of a new Monte Carlo method which utilizes local sensitivity information to build accurate surrogate models. This new method, called the Local Sensitivity Derivative Enhanced Monte Carlo (LSDEMC) method can converge at a faster rate than plain Monte Carlo, especially for problems with a low to moderate number of uncertain parameters. Adjoint-based sensitivity analysis methods enable the computation of sensitivity derivatives at virtually no extra cost after the forward solve. Thus, the LSDEMC method, in conjuction with adjoint sensitivity derivative techniques can offer a robust and efficient alternative for UQ of complex systems. The efficiency of Monte Carlo methods can be further enhanced by using stratified sampling schemes such as Latin Hypercube Sampling (LHS). However, the non-incremental nature of LHS has been identified as one of the main obstacles in its application to certain classes of complex physical systems. Current incremental LHS strategies restrict the user to at least doubling the size of an existing LHS set to retain the convergence properties of LHS. The third contribution of this research is the development of a new Hierachical LHS algorithm, that creates designs which can be used to perform LHS studies in a more flexibly incremental setting, taking a step towards adaptive LHS methods.

Uncertainty quantification for wave propagation and flow problems with random data

Uncertainty quantification for wave propagation and flow problems with random data PDF Author: Markus Wahlsten
Publisher: Linköping University Electronic Press
ISBN: 917685339X
Category :
Languages : en
Pages : 45

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Book Description
In this thesis we study partial differential equations with random inputs. The effects that different boundary conditions with random data and uncertain geometries have on the solution are analyzed. Further, comparisons and couplings between different uncertainty quantification methods are performed. The numerical simulations are based on provably strongly stable finite difference formulations based on summation-by-parts operators and a weak implementation of boundary and interface conditions. The first part of this thesis treats the construction of variance reducing boundary conditions. It is shown how the variance of the solution can be manipulated by the choice of boundary conditions, and a close relation between the variance of the solution and the energy estimate is established. The technique is studied on both a purely hyperbolic system as well as an incompletely parabolic system of equations. The applications considered are the Euler, Maxwell's, and Navier--Stokes equations. The second part focuses on the effect of uncertain geometry on the solution. We consider a two-dimensional advection-diffusion equation with a stochastically varying boundary. We transform the problem to a fixed domain where comparisons can be made. Numerical results are performed on a problem in heat transfer, where the frequency and amplitude of the prescribed uncertainty are varied. The final part of the thesis is devoted to the comparison and coupling of different uncertainty quantification methods. An efficiency analysis is performed using the intrusive polynomial chaos expansion with stochastic Galerkin projection, and nonintrusive numerical integration. The techniques are compared using the non-linear viscous Burgers' equation. A provably stable coupling procedure for the two methods is also constructed. The general coupling procedure is exemplified using a hyperbolic system of equations.

Uncertainty Quantification in Computational Fluid Dynamics

Uncertainty Quantification in Computational Fluid Dynamics PDF 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.

Uncertainty Quantification for Unsteady Fluid Flow Using Adjoint-based Approaches

Uncertainty Quantification for Unsteady Fluid Flow Using Adjoint-based Approaches PDF Author: Qiqi Wang
Publisher:
ISBN:
Category :
Languages : en
Pages : 334

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Book Description


Handbook of Uncertainty Quantification

Handbook of Uncertainty Quantification PDF 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.

Application of the Discrete Adjoint Method to Coupled Multidisciplinary Unsteady Flow Problems for Error Estimation and Optimization

Application of the Discrete Adjoint Method to Coupled Multidisciplinary Unsteady Flow Problems for Error Estimation and Optimization PDF Author: Karthik Mani
Publisher:
ISBN: 9781109532463
Category : Adjoint differential equations
Languages : en
Pages : 197

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Book Description
Adjoint methods have found applications in several key areas of computational fluid dynamics (CFD), namely, shape optimization and goal based adaptive solutions. CFD has become an essential tool in the design process by enabling the rapid testing of multiple designs, and currently it is normal practice to use CFD in conjunction with optimization algorithms for design improvement. In the context of shape optimization problems based on CFD, adjoint methods offer the significant advantage of computing sensitivity derivatives of the optimization cost function with respect to the set of design parameters, at a cost that is essentially independent of the number of design parameters. Adjoint methods reduce the cost of obtaining the complete gradient vector at any point in the design space equivalent to that of a single flow solution at the same point in the design space. This immediately enables the use of all gradient based optimization algorithms and lifts any restrictions on the number of design parameters required for the adequate definition of the optimization problem. Adaptive techniques in CFD constitute the other aspect where adjoint methods have have made great inroads. Typical adaptive solutions of the governing flow equations rely on estimating the local error in an evolving solution to target regions of the computational mesh for increased discrete resolution. The main goal of any adaptive solution method is the overall increase in solution accuracy with minimal increase in computational cost. However, targeting local error in the solution does not translate into efficient use of computational resources, since ultimately it is the accurate estimation of boundary integrated functional quantities such as load coefficients that are of importance to the user. Contrary to local error-based methods, adjoint methods allow the adaptation of the computational mesh specifically for the improvement of functionals such as load coefficients. This is achieved by mathematically establishing a clear relationship between the functional of interest and the regions of the computational mesh that are most relevant to it. The current work extends the use of adjoint methods to multiple governing disciplines that are tightly coupled, and more importantly unsteady in nature. The adjoint method is derived in a very general form for the purpose of computing the gradient vector for use in shape optimization in the context of coupled multidisciplinary unsteady equations. It is shown that computing the gradient vector in unsteady problems involves solving the analysis problem forward in time and then solving the adjoint problem backward in time. While adjoint methods have been used successively to drive spatial mesh adaptation, the current work extends the use of the computed unsteady adjoint variables for estimating temporal discretization error, which is then applied to temporal mesh adaptation. Additionally, the computed adjoint variables are also used for the estimation of algebraic error in the solution arising due to intentional or nonintentional partial convergence of the governing equations. Results indicate that the adaptation of the temporal resolution and convergence tolerance limits using adjoint-based error estimates is able to outperform traditional adaptation methods such as uniform refinement and those based on local error estimates. All of the development is carried out in a fully unstructured mesh framework with dynamic deformation of the computational spatial mesh.

Advances in Visualization and Optimization Techniques for Multidisciplinary Research

Advances in Visualization and Optimization Techniques for Multidisciplinary Research PDF Author: Dean Vucinic
Publisher: Springer Nature
ISBN: 9811398062
Category : Technology & Engineering
Languages : en
Pages : 356

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Book Description
This volume presents several multidisciplinary approaches to the visual representation of data acquired from experiments. As an expansion of these approaches, it is also possible to include data examination generated by mathematical-physical modeling. Imaging Systems encompass any subject related to digital images, from fundamental requirements for a correct image acquisition to computational algorithms that make it possible to obtain relevant information for image analysis. In this context, the book presents selected contributions of a special session at the Conference on Advanced Computational Engineering and Experimenting (ACE-X) 2016.

Uncertainty Quantification and Numerical Error Control in Simulation of Coupled Porous Flow and Mechanical Deformation

Uncertainty Quantification and Numerical Error Control in Simulation of Coupled Porous Flow and Mechanical Deformation PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 24

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Book Description


Uncertainty Quantification and Stochastic Dimension Reduction for Complex Coupled Systems

Uncertainty Quantification and Stochastic Dimension Reduction for Complex Coupled Systems PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 38

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Book Description


Distribution-based Framework for Uncertainty Quantification of Flow in Porous Media

Distribution-based Framework for Uncertainty Quantification of Flow in Porous Media PDF Author: Hyung Jun Yang
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
Quantitative predictions of fluid flow and transport in porous media are often compromised by multi-scale heterogeneity and insufficient site characterization. These factors introduce uncertainty on the input and output of physical systems which are generally expressed as partial differential equations (PDEs). The characterization of this predictive uncertainty is typically done with forward propagation of input uncertainty as well as inverse modeling for the dynamic data integration. The main challenges of forward uncertainty propagation arise from the slow convergence of Monte Carlo Simulations (MCS) especially when the goal is to compute the probability distribution which is necessary for risk assessment and decision making under uncertainty. On the other hand, reliable inverse modeling is often hampered by the ill-posedness of the problem, thus the incorporation of geological constraints becomes increasingly important. In the thesis, four significant contributions are made to alleviate these outstanding issues on forward and inverse problems. First, the method of distributions for the steady-state flow problem is developed to yield a full probabilistic description of outputs via probability distribution function (PDF) or cumulative distribution (CDF). The derivation of deterministic equation for CDF relies on stochastic averaging techniques and self-consistent closure approximation which ensures the resulting CDF has the same mean and variance as those computed with moment equations or MCS. We conduct a series of numerical experiments dealing with steady-state two-dimensional flow driven by either a natural hydraulic head gradient or a pumping well. These experiments reveal that the proposed method remains accurate and robust for highly heterogeneous formations with the variance of log conductivity as large as five. For the same accuracy, it is also up to four orders of magnitude faster than MCS with a required degree of confidence. The second contribution of this work is the extension of the distribution-based method to account for uncertainty in the geologic makeup of a subsurface environment and non-stationary cases. Our CDF-RDD framework provides a probabilistic assessment of uncertainty in highly heterogeneous subsurface formations by combining the method of distributions and the random domain decomposition (RDD). Our numerical experiments reveal that the CDF-RDD remains accurate for two-dimensional flow in a porous material composed of two heterogeneous geo-facies, a setting in which the original distribution method fails. For the same accuracy, the CDF-RDD is an order of magnitude faster than MCS. Next, we develop a complete distribution-based method for the probabilistic forecast of two-phase flow in porous media. The CDF equation for travel time is derived within the efficient streamline-based framework to replace the MCS in the previous FROST method. For getting fast and stable results, we employ numerical techniques including pseudo-time integration, flux-limited scheme, and exponential grid spacing. Our CDF-FROST framework uses the results of the method of distributions for travel time as an input of FROST method. The proposed method provides a probability distribution of saturation without using any sampling-based methods. The numerical tests demonstrate that the CDF-FROST shows good accuracy in estimating the probability distributions of both saturation and travel time. For the same accuracy, it is about 5 and 10 times faster than the previous FROST method and naive MCS, respectively. Lastly, we propose a consensus equilibrium (CE) framework to reconstruct the realistic geological model by the inverse modeling of sparse dynamic data. The optimization-based inversion techniques are integrated with recent machine learning-based methods (e.g., variational auto-encoder and convolutional neural network) by the proposed CE algorithm to capture the complicated geological features. The numerical examples verify that the proposed method well preserves the geological realism, and it efficiently quantifies the uncertainty conditioned on dynamic information.