Abstract. Many industrial and environmental processes
702Chettapong Janya-anurak, Thomas Bernard and Jürgen Beyerer
INTRODUCTIONNowadays the computer simulation based on mathematical model is commonly applied in every branch of natural science and engineering disciplines. Simulations are essential tools for engineers to analysis, design and control technical processes. Many industrial and environmental processes are characterized as complex spatio-temporal systems. By using physical laws, the systems can be described mathematically with Partial Differential Equations (PDEs).In practice the modeling of the real process often leads to nonlinear coupled PDEs. Such models are often highly complex and their relationships between model inputs, model output and parameters may be poorly understood. Moreover, due to incomplete knowledge on underlying physics, simplifying assumptions or inevitable intrinsic variability, the solutions of physics-based models commonly differ from the real measurements.These problems are widely recognized in the scientific community and have also led the uncertainty quantification (UQ) framework to constitute an active research area recently. Uncertainty Quantification covers a wide range of topics. The relevant issues are, for example, propagation of uncertainty, sensitivity analysis and inverse problem, which are mainly employed through this paper.Under the uncertainty quantification framework, uncertainties in models are quantified using different mathematical tools. Expressing the uncertainties with a probabilistic description seems to be the one mostly chosen in practice. The stochastic approach of uncertainty modeling is achieved by representing uncertainties in the models as random variables, stochastic processes or random fields. However, solving coupled nonlinear PDEs with random variables requires generally extensive computational effort.The generalized Polynomial Chaos has been proposed on the last few years as an efficient methodology to computing in uncertainty quantification framework. The gPC is the extension of the original Polynomial Chaos expansion (PCE), proposed by Wiener in 1938 [1]. The original Wiener's Polynomial Chaos employs Hermite polynomial to represent the Gaussian random processes. The gPC extend the PCE toward some parametric statistical non-Gaussian distribution, based on the Askey scheme of orthogonal polynomials [2].Besides many academic examples have proven the potential of gPC, for example, the uncertainties propagation in PDE [3], calculation of Sobols' Indices for the sensitivity analysis [4] [9]and Bayesian inference in inverse problem [5], the application of gPC are found in a variety of areas, such as fluid dynamic, stricture-flow interactions, material deformations, internal combustion engine and biological problems.In this paper, we propose a concept for sensitivity analysis and parameter calibration of coupled nonlinear PDEs based on gPC-approximation. From user defined parameter uncertainties, the system responses are expanded with Polynomial Cha...