A non-intrusive bifidelity strategy is applied to the computation of statistics of a quantity of interest (QoI) which depends in a non-smooth way upon the stochastic parameters. The procedure leverages the accuracy of a high-fidelity model and the efficiency of a low-fidelity model, obtained through the use of different levels of numerical resolution, to pursue a high quality approximation of the statistics with a moderate number of high-fidelity simulations. The method is applied first to synthetic test cases with outputs exhibiting either a continuous or a discontinuous behaviour, then to the realistic simulation of a flow in an underground network of fractures, whose stochastic geometry outputs a non-smooth QoI. In both applications, the results highlight the efficacy of the approach in terms of error decay versus the number of computed high-fidelity solutions, even when the QoI lacks smoothness. For the underground simulation problem, the observed gain in computational cost is at least of one order of magnitude.
Uncertainty quantification of discontinuous outputs via a non-intrusive bifidelity strategy / Canuto, Claudio; Pieraccini, Sandra; Xiu, Dongbin. - In: JOURNAL OF COMPUTATIONAL PHYSICS. - ISSN 0021-9991. - ELETTRONICO. - 398:(2019). [10.1016/j.jcp.2019.108885]
Uncertainty quantification of discontinuous outputs via a non-intrusive bifidelity strategy
Claudio Canuto;Sandra Pieraccini;
2019
Abstract
A non-intrusive bifidelity strategy is applied to the computation of statistics of a quantity of interest (QoI) which depends in a non-smooth way upon the stochastic parameters. The procedure leverages the accuracy of a high-fidelity model and the efficiency of a low-fidelity model, obtained through the use of different levels of numerical resolution, to pursue a high quality approximation of the statistics with a moderate number of high-fidelity simulations. The method is applied first to synthetic test cases with outputs exhibiting either a continuous or a discontinuous behaviour, then to the realistic simulation of a flow in an underground network of fractures, whose stochastic geometry outputs a non-smooth QoI. In both applications, the results highlight the efficacy of the approach in terms of error decay versus the number of computed high-fidelity solutions, even when the QoI lacks smoothness. For the underground simulation problem, the observed gain in computational cost is at least of one order of magnitude.File | Dimensione | Formato | |
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https://hdl.handle.net/11583/2719883