The estimation of functional uncertainty using polynomial chaos and adjoint equations

作者：Alekseev A K; Navon I M^*; Zelentsov M E

来源：International Journal for Numerical Methods in Fluids, 2011, 67(3): 328-341.

DOI：10.1002/fld.2355

• polynomial chaos
• adjoint equations
• uncertainty quantification
• Hermite polynomials
• heat equation
• Monte Carlo

The combined use of nonintrusive polynomial chaos (PC) and adjoint equations (yielding the gradient) is addressed aimed at the estimation of uncertainty of a valuable functional subject to large errors in the input data. Random variables providing maximum impact on the result (leading values) may be found using the gradient information that allows reduction of the problem dimension. The gradient may be also used for the calculation of PC coefficients, thus enabling further acceleration of the computations.

• 出版日期2011-9-30