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

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)

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• Calculation of Uncertainty Propagation using Adjoint Equations

Cites work

• scientific article; zbMATH DE number 45410 (Why is no real title available?)
• scientific article; zbMATH DE number 1456803 (Why is no real title available?)
• A Posteriori Error Estimation and Global Error Control for Ordinary Differential Equations by the Adjoint Method
• Adjoint and defect error bounding and correction for functional estimates
• Algorithm 755: ADOL-C
• An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements
• An introduction to the adjoint approach to design
• Dual-based a posteriori error estimate for stochastic finite element methods
• Grid adaptation for functional outputs: application to two-dimensional inviscid flows
• High degree efficient symmetrical Gaussian quadrature rules for the triangle
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Multi‐Resolution‐Analysis Scheme for Uncertainty Quantification in Chemical Systems
• Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
• Simplex stochastic collocation with random sampling and extrapolation for nonhypercube probability spaces
• Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics

Cited in

(9)

• Model adaptivity for goal-oriented inference using adjoints
• Adjoint-based estimation and control of spatial, temporal and stochastic approximation errors in unsteady flow simulations
• Goal-oriented adaptive surrogate construction for stochastic inversion
• Uncertainty quantification in a chemical system using error estimate-based mesh adaption
• Spatio-stochastic adaptive discontinuous Galerkin methods
• Adaptive locally weighted projection regression method for uncertainty quantification
• Goal-Oriented Inference: Approach, Linear Theory, and Application to Advection Diffusion
• Goal-oriented adaptive sampling under random field modelling of response probability distributions
• Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations

Describes a project that uses

Uses Software

• ADOL-C
• TRIANGLE_DUNAVANT_RULE

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