Modeling uncertainty in flow simulations via generalized polynomial chaos.

*(English)*Zbl 1047.76111Summary: We present a new algorithm to model the input uncertainty and its propagation in incompressible flow simulations. The stochastic input is represented spectrally by employing orthogonal polynomial functionals from the Askey scheme as trial basis to represent the random space. A standard Galerkin projection is applied in the random dimension to obtain the equations in the weak form. The resulting system of deterministic equations is then solved with standard methods to obtain the solution for each random mode. This approach can be considered as a generalization of the original polynomial chaos expansion, first introduced by N. Wiener [Am. J. Math. 60, 897 (1938; Zbl 0019.35406)]. The original method employs the Hermite polynomials (one of the 13 members of the Askey scheme) as the basis in random space. The algorithm is applied to micro-channel flows with random wall boundary conditions, and to external flows with random freestream. Efficiency and convergence are studied by comparing with exact solutions as well as numerical solutions obtained by Monte Carlo simulations. It is shown that the generalized polynomial chaos method promises a substantial speed-up compared with the Monte Carlo method. The utilization of different type orthogonal polynomials from the Askey scheme also provides a more efficient way to represent general non-Gaussian processes compared with the original Wiener–Hermite expansions.

##### MSC:

76M35 | Stochastic analysis applied to problems in fluid mechanics |

76D05 | Navier-Stokes equations for incompressible viscous fluids |

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\textit{D. Xiu} and \textit{G. E. Karniadakis}, J. Comput. Phys. 187, No. 1, 137--167 (2003; Zbl 1047.76111)

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