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Register a new userUncertainty Quantification of Ship Resistance via Multi-Index Stochastic Collocation and Radial Basis Function Surrogates: A Comparison
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Chiara Piazzola
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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This paper presents a comparison of two methods for the forward uncertainty quantification (UQ) of complex industrial problems. Specifically, the performance of Multi-Index Stochastic Collocation (MISC) and adaptive multi-fidelity Stochastic Radial Basis Functions (SRBF) surrogates is assessed for the UQ of a roll-on/roll-off passengers ferry advancing in calm water and subject to two operational uncertainties, namely the ship speed and draught. The estimation of expected value, standard deviation, and probability density function of the (model-scale) resistance is presented and discussed; the required simulations are obtained by the in-house unsteady multi-grid Reynolds Averaged Navier-Stokes (RANS) solver $chi$navis. Both MISC and SRBF use as multi-fidelity levels the evaluations on the different grid levels intrinsically employed by the RANS solver for multi-grid acceleration; four grid levels are used here, obtained as isotropic coarsening of the initial finest mesh. The results suggest that MISC could be preferred when only limited data sets are available. For larger data sets both MISC and SRBF represent a valid option, with a slight preference for SRBF, due to its robustness to noise.
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This paper presents a comparison of two multi-fidelity methods for the forward uncertainty quantification of a naval engineering problem. Specifically, we consider the problem of quantifying the uncertainty of the hydrodynamic resistance of a roll-on/roll-off passengers ferry advancing in calm water and subject to two operational uncertainties (ship speed and payload). The first four statistical moments (mean, variance, skewness, kurtosis), and the probability density function for such quantity of interest (QoI) are computed with two multi-fidelity methods, i.e., the Multi-Index Stochastic Collocation (MISC) method and an adaptive multi-fidelity Stochastic Radial Basis Functions (SRBF) algorithm. The QoI is evaluated via computational fluid dynamics simulations, which are performed with the in-house unsteady Reynolds-Averaged Navier-Stokes (RANS) multi-grid solver $chi$navis. The different fidelities employed by both methods are obtained by stopping the RANS solver at different grid levels of the multi-grid cycle. The performance of both methods are presented and discussed: in a nutshell, the findings suggest that, at least for the current implementations of both algorithms, MISC could be preferred whenever a limited computational budget is available, whereas for a larger computational budget SRBFs seem to be preferable, thanks to its robustness to the numerical noise in the evaluations of the QoI.
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
In this work, we investigate (energy) stability of global radial basis function (RBF) methods for linear advection problems. Classically, boundary conditions (BC) are enforced strongly in RBF methods. By now it is well-known that this can lead to stability problems, however. Here, we follow a different path and propose two novel RBF approaches which are based on a weak enforcement of BCs. By using the concept of flux reconstruction and simultaneous approximation terms (SATs), respectively, we are able to prove that both new RBF schemes are strongly (energy) stable. Numerical results in one and two spatial dimensions for both scalar equations and systems are presented, supporting our theoretical analysis.
Localized collocation methods based on radial basis functions (RBFs) for elliptic problems appear to be non-robust in the presence of Neumann boundary conditions. In this paper we overcome this issue by formulating the RBF-generated finite difference method in a discrete least-squares setting instead. This allows us to prove high-order convergence under node refinement and to numerically verify that the least-squares formulation is more accurate and robust than the collocation formulation. The implementation effort for the modified algorithm is comparable to that for the collocation method.
This paper proposes an extension of the Multi-Index Stochastic Collocation (MISC) method for forward uncertainty quantification (UQ) problems in computational domains of shape other than a square or cube, by exploiting isogeometric analysis (IGA) techniques. Introducing IGA solvers to the MISC algorithm is very natural since they are tensor-based PDE solvers, which are precisely what is required by the MISC machinery. Moreover, the combination-technique formulation of MISC allows the straight-forward reuse of existing implementations of IGA solvers. We present numerical results to showcase the effectiveness of the proposed approach.
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