The quantification of uncertainty in computational fluid dynamics (CFD) predictions is both a significant challenge and an important goal. Probabilistic uncertainty quantification (UQ) methods have been used to propagate uncertainty from model inputs to outputs when input uncertainties are large and have been characterized probabilistically. Polynomial chaos (PC) methods have found increased use in probabilistic UQ over the past decade. This review describes the use of PC expansions for the representation of random variables/fields and discusses their utility for the propagation of uncertainty in computational models, focusing on CFD models. Many CFD applications are considered, including flow in porous media, incompressible and compressible flows, and thermofluid and reacting flows. The review examines each application area, focusing on the demonstrated use of PC UQ and the associated challenges. Cross-cutting challenges with time unsteadiness and long time horizons are also discussed.
a b s t r a c tWe consider a Bayesian approach to nonlinear inverse problems in which the unknown quantity is a spatial or temporal field, endowed with a hierarchical Gaussian process prior. Computational challenges in this construction arise from the need for repeated evaluations of the forward model (e.g., in the context of Markov chain Monte Carlo) and are compounded by high dimensionality of the posterior. We address these challenges by introducing truncated Karhunen-Loève expansions, based on the prior distribution, to efficiently parameterize the unknown field and to specify a stochastic forward problem whose solution captures that of the deterministic forward model over the support of the prior. We seek a solution of this problem using Galerkin projection on a polynomial chaos basis, and use the solution to construct a reduced-dimensionality surrogate posterior density that is inexpensive to evaluate. We demonstrate the formulation on a transient diffusion equation with prescribed source terms, inferring the spatially-varying diffusivity of the medium from limited and noisy data.
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