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Local and Dimension Adaptive Stochastic Collocation for Uncertainty Quantification

机译:用于不确定性量化的本地和尺寸自适应随机搭配

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摘要

In this paper we present a stochastic collocation method for quantifying uncertainty in models with large numbers of uncertain inputs and non-smooth input-output maps. The proposed algorithm combines the strengths of dimension adaptivity and hierarchical surplus guided local adaptivity to facilitate computationally efficient approximation of models with bifurcations/discontinuties in high-dimensional input spaces. A comparison is made against two existing stochastic collocation methods and found, in the cases tested, to significantly reduce the number of model evaluations needed to construct an accurate surrogate model. The proposed method is then used to quantify uncertainty in a model of flow through porous media with an unknown permeability field. A Karhunen-Loeve expansion is used to parameterize the uncertainty and the resulting mean and variance in the speed of the fluid and the time dependent saturation front are computed.
机译:在本文中,我们提出了一种随机搭配方法,用于量化具有大量不确定输入和非平滑输入输出图的模型中的不确定性。所提出的算法结合了维度适应性和分层剩余引导局部适应性的强度,以便于在高维输入空间中具有分叉/不连续的模型的计算上有效逼近。在测试的情况下,针对两个现有的随机搭配方法进行了比较,在测试的情况下,为了显着减少构建精确代理模型所需的模型评估数量。然后使用所提出的方法来通过具有未知渗透性场的多孔介质来量化流量模型中的不确定性。 karhunen-loeve扩展用于参数化不确定性,并且在流体速度和时间依赖饱和正面的速度下产生的均值和方差。

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