Efficient Uncertainty Quantification and Sensitivity Analysis in Epidemic Modelling using Polynomial Chaos

In the political decision process and control of COVID-19 (and other epidemic diseases), mathematical models play an important role. It is crucial to understand and quantify the uncertainty in models and their predictions in order to take the right decisions and trustfully communicate results and limitations. We propose to do uncertainty quantification in SIR-type models using the efficient framework of generalized Polynomial Chaos. Through two particular case studies based on Danish data for the spread of Covid-19 we demonstrate the applicability of the technique. The test cases are related to peak time estimation and superspeading and illustrate how very few model evaluations can provide insightful statistics.

Efficient p-multigrid spectral element model for water waves and marine offshore structures

In marine offshore engineering, cost-efficient simulation of unsteady water waves and their nonlinear interaction with bodies are important to address a broad range of engineering applications at increasing fidelity and scale. We consider a fully nonlinear potential flow (FNPF) model discretized using a Galerkin spectral element method to serve as a basis for handling both wave propagation and wave-body interaction with high computational efficiency within a single modellingapproach. We design and propose an efficientO(n)-scalable computational procedure based on geometric p-multigrid for solving the Laplace problem in the numerical scheme. The fluid volume and the geometric features of complex bodies is represented accurately using high-order polynomial basis functions and unstructured meshes with curvilinear prism elements. The new p-multigrid spectralelement model can take advantage of the high-order polynomial basis and thereby avoid generating a hierarchy of geometric meshes with changing number of elements as required in geometric h-multigrid approaches. We provide numerical benchmarks for the algorithmic and numerical efficiency of the iterative geometric p-multigrid solver. Results of numerical experiments are presented for wave propagation and for wave-body interaction in an advanced case for focusing design waves interacting with a FPSO. Our study shows, that the use of iterative geometric p-multigrid methods for theLaplace problem can significantly improve run-time efficiency of FNPF simulators.

Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs

A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a formulation of a fully nonlinear and dispersive potential flow water wave model with random inputs for the probabilistic description of the evolution of waves. The model is analyzed using random sampling techniques and non-intrusive methods based on generalized Polynomial Chaos (PC). These methods allow to accurately and efficiently estimate the probability distribution of the solution and require only the computation of the solution in different points in the parameter space, allowing for the reuse of existing simulation software. The choice of the applied methods is driven by the number of uncertain input parameters and by the fact that finding the solution of the considered model is computationally intensive. We revisit experimental benchmarks often used for validation of deterministic water wave models. Based on numerical experiments and assumed uncertainties in boundary data, our analysis reveals that some of the known discrepancies from deterministic simulation in comparison with experimental measurements could be partially explained by the variability in the model input. We finally present a synthetic experiment studying the variance based sensitivity of the wave load on an off-shore structure to a number of input uncertainties. In the numerical examples presented the PC methods have exhibited fast convergence, suggesting that the problem is amenable to being analyzed with such methods.

Spectral tensor-train decomposition

The accurate approximation of high-dimensional functions is an essential task in uncertainty quantification and many other fields. We propose a new function approximation scheme based on a spectral extension of the tensor-train (TT) decomposition. We first define a functional version of the TT decomposition and analyze its properties. We obtain results on the convergence of the decomposition, revealing links between the regularity of the function, the dimension of the input space, and the TT ranks. We also show that the regularity of the target function is preserved by the univariate functions (i.e., the cores) comprising the functional TT decomposition. This result motivates an approximation scheme employing polynomial approximations of the cores. For functions with appropriate regularity, the resulting textit{spectral tensor-train decomposition} combines the favorable dimension-scaling of the TT decomposition with the spectral convergence rate of polynomial approximations, yielding efficient and accurate surrogates for high-dimensional functions. To construct these decompositions, we use the sampling algorithm texttt{TT-DMRG-cross} to obtain the TT decomposition of tensors resulting from suitable discretizations of the target function. We assess the performance of the method on a range of numerical examples: a modifed set of Genz functions with dimension up to $100$, and functions with mixed Fourier modes or with local features. We observe significant improvements in performance over an anisotropic adaptive Smolyak approach. The method is also used to approximate the solution of an elliptic PDE with random input data. The open source software and examples presented in this work are available online.