Sobol indices for dimension adaptivity in sparse grids

Conference paper (2016)

Authors

R.P. Dwight Aerodynamics - Aerospace Engineering

S de Smedt

Pejman Shoeibi Omrani TNO

Research Group

Aerodynamics (Aerospace Engineering) (TU Delft)

CFD Surrogate modelling Navier-stokes Uncertainity quantification

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Published Date

2016

Language

English

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Faculty

Aerospace Engineering

Department

Flow Physics and Technology

Research Group

Aerodynamics

Abstract

Propagation of random variables through computer codes of many inputs is primarily limited by computational expense. The use of sparse grids mitigates these costs somewhat; here we show how Sobol indices can be used to perform dimension adaptivity to mitigate them further. The method is compared to conventional adaptation schemes on sparse grids (Gerstner and Griebel, Computing 71(1), 65-87, 2003), and seen to perform comparably,without requiring the expense associated with a look-ahead error estimate. It is demonstrated for an expensive computer model of contaminant flow over a barrier.