Section: Scientific Foundations

Uncertainty quantification

Participants : Rémi Abgrall, Mario Ricchiuto, Pietro Marco Congedo.

Another topic of interest is the quantification of uncertainties in non linear problems. In many applications, the physical model is not known accurately. The typical example that of turbulence models in aeronautics. These models all depend on a number of parameters which can radically change the output of the simulation. Being impossible to lump the large number of temporal and spatial scales of a turbulent flow in a few model parameters, these values or often calibrated to quantitatively reproduce a certain range of effects observed experimentally. A similar situation is encountered in many applications such as real gas or multiphase flows, where the equation of state form suffer from uncertainties, and free surface flows with sediment transport, where often both the hydrodynamic model and the sediment transport model depend on several parameters, and my have more than one formal expression. This type of uncertainty, called epistemic is associated to a lack of knowledge and could be reduced by further experiments and investigation. Instead, another type of uncertainty, called textitaleatory, is related to the intrinsec aleatory quality of a physical measure and can not be reduced. The dependency of the numerical simulation from these uncertainties can be studied by propagation of chaos techniques such as those developped during the recent years via polynomial chaos techniques. Different implementations exists, depending whether the method is intrusive or not. The accuracy of these methods is still a matter of research, as well how they can handle an as large as possible number of uncertainties or their versatility with respect to the structure of the random variable pdfs. Our objective is to develop some non-intrusive or semi-intrusive methods, trying to define an unified framework for obtained a reliable and accurate numerical solution at a moderate computational cost.

This part of our activities is supported by the ERC grant ADDECCO, the ANR-MN projetc UFO and the associated team AQUARIUS.