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Title: Sparse grid collocation schemes for stochastic natural convection problems

Journal Article · · Journal of Computational Physics
 [1];  [1]
  1. Materials Process Design and Control Laboratory, Sibley School of Mechanical and Aerospace Engineering, 188 Frank H.T. Rhodes Hall, Cornell University, Ithaca, NY 14853-3801 (United States)

In recent years, there has been an interest in analyzing and quantifying the effects of random inputs in the solution of partial differential equations that describe thermal and fluid flow problems. Spectral stochastic methods and Monte-Carlo based sampling methods are two approaches that have been used to analyze these problems. As the complexity of the problem or the number of random variables involved in describing the input uncertainties increases, these approaches become highly impractical from implementation and convergence points-of-view. This is especially true in the context of realistic thermal flow problems, where uncertainties in the topology of the boundary domain, boundary flux conditions and heterogeneous physical properties usually require high-dimensional random descriptors. The sparse grid collocation method based on the Smolyak algorithm offers a viable alternate method for solving high-dimensional stochastic partial differential equations. An extension of the collocation approach to include adaptive refinement in important stochastic dimensions is utilized to further reduce the numerical effort necessary for simulation. We show case the collocation based approach to efficiently solve natural convection problems involving large stochastic dimensions. Equilibrium jumps occurring due to surface roughness and heterogeneous porosity are captured. Comparison of the present method with the generalized polynomial chaos expansion and Monte-Carlo methods are made.

OSTI ID:
20991599
Journal Information:
Journal of Computational Physics, Vol. 225, Issue 1; Other Information: DOI: 10.1016/j.jcp.2006.12.014; PII: S0021-9991(06)00615-2; Copyright (c) 2007 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved; Country of input: International Atomic Energy Agency (IAEA); ISSN 0021-9991
Country of Publication:
United States
Language:
English