Stochastic Simulations and Sensitivity Analysis of Plasma Flow
For complex physical systems with large number of random inputs, it will be very expensive to perform stochastic simulations for all of the random inputs. Stochastic sensitivity analysis is introduced in this paper to rank the significance of random inputs, provide information on which random input has more influence on the system outputs and the coupling or interaction effect among different random inputs. There are two types of numerical methods in stochastic sensitivity analysis: local and global methods. The local approach, which relies on a partial derivative of output with respect to parameters, is used to measure the sensitivity around a local operating point. When the system has strong nonlinearities and parameters fluctuate within a wide range from their nominal values, the local sensitivity does not provide full information to the system operators. On the other side, the global approach examines the sensitivity from the entire range of the parameter variations. The global screening methods, based on One-At-a-Time (OAT) perturbation of parameters, rank the significant parameters and identify their interaction among a large number of parameters. Several screening methods have been proposed in literature, i.e., the Morris method, Cotter's method, factorial experimentation, and iterated fractional factorial design. In this paper, the Morris method, Monte Carlo sampling method, Quasi-Monte Carlo method and collocation method based on sparse grids are studied. Additionally, two MHD examples are presented to demonstrate the capability and efficiency of the stochastic sensitivity analysis, which can be used as a pre-screening technique for reducing the dimensionality and hence the cost in stochastic simulations.
- Research Organization:
- Pacific Northwest National Lab. (PNNL), Richland, WA (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC05-76RL01830
- OSTI ID:
- 939596
- Report Number(s):
- PNNL-SA-57218; KJ0101010; TRN: US200823%%169
- Resource Relation:
- Conference: 46th AIAA Aerospace Sciences Meeting and Exhibit, Reno, Nevada, Jan. 7-10, 2008, , AIAA-2008-1073
- Country of Publication:
- United States
- Language:
- English
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