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Physics - Optics & Lasers | Spectral Methods for Uncertainty Quantification - With Applications to Computational Fluid Dynamics

Spectral Methods for Uncertainty Quantification

With Applications to Computational Fluid Dynamics

Le Maitre, Olivier, Knio, Omar M

2010, XVI, 552p.

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  • Offers an application oriented introduction into spectral methods for uncertainty propagation and quantification in model-based computations.
  • Includes carefully selected examples on incompressible vortex-dominated flows and compressible flows at low mach numbers.
  • Alludes only to those theoretical aspects needed to set the stage for subsequent applications.

This book presents applications of spectral methods to problems of uncertainty propagation and quantification in model-based computations, focusing on the computational and algorithmic features of these methods most useful in dealing with models based on partial differential equations, in particular models arising in simulations of fluid flows. Spectral stochastic methods are probabilistic in nature, and are consequently rooted in the rich mathematical foundations associated with probability and measure spaces. A brief discussion is provided of only those theoretical aspects needed to set the stage for subsequent applications. These are demonstrated through detailed treatments of elementary problems, as well as in more elaborate examples involving vortex-dominated flows and compressible flows at low Mach numbers. Some recent developments are also outlined in the book, including iterative techniques (such as stochastic multigrids and Newton schemes), intrusive and non-intrusive formalisms, spectral representations using mixed and discontinuous bases, multi-resolution approximations, and adaptive techniques. Readers are assumed to be familiar with elementary methods for the numerical solution of time-dependent, partial differential equations; prior experience with spectral approximation is helpful but not essential.

Content Level » Research

Keywords » CFD book - Navier-Stokes equation - algorithms fluid dynamics - application spectral methods - computational fluid dynamics - fluid dynamics - linear optimization - models flui - models for simulation of fluid flows - simulation of fluids - spectral methods - uncertainty propagation - uncertainty quantification

Related subjects » Classical Continuum Physics - Computational Science & Engineering - Mathematics - Optics & Lasers - Theoretical, Mathematical & Computational Physics

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