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A flexible uncertainty quantification method for linearly coupled multi-physics systems. (English) Zbl 1349.60112

Summary: This paper presents a novel approach to building an integrated uncertainty quantification (UQ) methodology suitable for modern-day component-based approach for multi-physics simulation development. Our “hybrid” UQ methodology supports independent development of the most suitable UQ method, intrusive or non-intrusive, for each physics module by providing an algorithmic framework to couple these “stochastic” modules for propagating “global” uncertainties. We address algorithmic and computational issues associated with the construction of this hybrid framework. We demonstrate the utility of such a framework on a practical application involving a linearly coupled multi-species reactive transport model.

MSC:

60H30 Applications of stochastic analysis (to PDEs, etc.)
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
65C05 Monte Carlo methods

Software:

hypre; PSUADE
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Full Text: DOI

References:

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