Spectral representation of stochastic field data using sparse polynomial chaos expansions

Uncertainty quantification is an emerging research area aiming at quantifying the variation in engineering system outputs due to uncertain inputs. One approach to study problems in uncertainty quantification is using polynomial chaos expansions. Though, a well-known limitation of polynomial chaos approaches is that their computational cost becomes prohibitive when the dimension of the stochastic space is large. In this paper, we propose a procedure to solve high dimensional stochastic problems with a limited computational budget. The methodology is based on an existing non-intrusive model reduction scheme for polynomial chaos representation, introduced by Raisee et al. [1], that is further extended by introducing sparse polynomial chaos expansions. Specifically, an optimal stochastic basis is calculated from a coarse scale analysis, using proper orthogonal decomposition and sparse polynomial chaos and is then utilized in the fine scale analysis. This way, the computational expense on both the coarse and fine discretization levels is drastically reduced. Two application examples are considered to validate the proposed method and demonstrate its potential in solving high dimensional uncertainty quantification problems. One analytical stochastic problems is first studied, where up to 20 uncertainties were introduced in order to challenge the proposed method. A more realistic CFD type application is then discussed. It consists of a two dimensional NACA 0012 symmetric profile operating at subsonic flight conditions. It is shown that the proposed reduced order method based on sparse polynomial chaos expansions is able to predict statistical quantities with little loss of information, at a cheaper cost than other state-of-the-art techniques.

Jaar van publicatie:2018

Trefwoorden:Coarse discretization analysis, Proper orthogonal decomposition, Reduced order model, Sparse polynomial chaos expansions, Stepwise regression, Uncertainty quantification

BOF-keylabel:ja

BOF-publication weight:6

CSS-citation score:2

Auteurs:International

Authors from:Higher Education

Toegankelijkheid:Closed