G.J.A. Loeven1,2, H. Bijl3
CMES-Computer Modeling in Engineering & Sciences, Vol.36, No.3, pp. 193-212, 2008, DOI:10.3970/cmes.2008.036.193
Abstract In this paper a Two-Step approach is presented for uncertainty quantification for expensive problems with multiple uncertain parameters. Both steps are performed using the Probabilistic Collocation method. The first step consists of a sensitivity analysis to identify the most important parameters of the problem. The sensitivity derivatives are obtained using a first or second order Probabilistic Collocation approximation. For the most important parameters the probability distribution functions are propagated using the Probabilistic Collocation method using higher order approximations. The Two-Step approach is demonstrated for flow around a NACA0012 airfoil with eight uncertain parameters in the free stream conditions and geometry.… More >
Login
Register
