Goal-oriented uncertainty propagation using stochastic adjoints

DOI10.1016/J.COMPFLUID.2012.05.013zbMATH Open1365.65014OpenAlexW2015707509MaRDI QIDQ2361900FDOQ2361900

Authors: Karthik Duraisamy, Praveen Chandrashekar 

Publication date: 5 July 2017

Published in: Computers and Fluids (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.compfluid.2012.05.013

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zbMATH Keywords

uncertainty quantificationerror estimationadjoint equationsstochastic adjoints

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Applications of statistics to physics (62P35) Numerical solutions to stochastic differential and integral equations (65C30) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• High degree efficient symmetrical Gaussian quadrature rules for the triangle
• Algorithm 755: ADOL-C
• An introduction to the adjoint approach to design
• Title not available (Why is that?)
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
• Multi‐Resolution‐Analysis Scheme for Uncertainty Quantification in Chemical Systems
• Adjoint and defect error bounding and correction for functional estimates
• Dual-based a posteriori error estimate for stochastic finite element methods
• Simplex stochastic collocation with random sampling and extrapolation for nonhypercube probability spaces
• Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics
• An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements
• Title not available (Why is that?)
• Grid adaptation for functional outputs: application to two-dimensional inviscid flows
• A Posteriori Error Estimation and Global Error Control for Ordinary Differential Equations by the Adjoint Method

Cited In (3)

• Goal-oriented adaptive surrogate construction for stochastic inversion
• Adjoint-based estimation and control of spatial, temporal and stochastic approximation errors in unsteady flow simulations
• Goal-Oriented Inference: Approach, Linear Theory, and Application to Advection Diffusion

Uses Software

• ADOL-C
• TRIANGLE_DUNAVANT_RULE

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