A One-Time Truncate and Encode Multiresolution Stochastic Framework

Remi Abgrall 1, 2 Pietro Marco Congedo 1 Gianluca Geraci 1
1 BACCHUS - Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems
Inria Bordeaux - Sud-Ouest, UB - Université de Bordeaux, CNRS - Centre National de la Recherche Scientifique : UMR5800
Abstract : In this work a novel adaptive strategy for stochastic problems, inspired to the classical Harten's framework, is presented. The proposed algorithm allows building, in a very general manner, stochastic numerical schemes starting from a whatever type of deterministic schemes and handling a large class of problems, from unsteady to discontinuous solutions. Its formulations permits to recover the same results concerning the interpolation theory of the classical multiresolution approach, but with an extension to uncertainty quantification problems. The interest of the present strategy is demonstrated by performing several numerical problems where different forms of uncertainty distributions are taken into account, such as discontinuous and unsteady custom-defined probability density functions. In addition to algebraic and ordinary differential equations, numerical results for the challenging 1D Kraichnan-Orszag are reported in terms of accuracy and convergence. Finally, a two degree-of-freedom aeroelastic model for a subsonic case is presented. Though quite simple, the model allows recovering some physical key aspect, on the fluid/structure interaction, thanks to the quasi-steady aerodynamic approximation employed. The injection of an uncertainty is chosen in order to obtain a complete parameterization of the mass matrix. All the numerical results are compared with respect to classical Monte Carlo solution and with a non-intrusive Polynomial Chaos method.
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[Research Report] RR-7967, INRIA Bordeaux, équipe CARDAMOM. 2012
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Remi Abgrall, Pietro Marco Congedo, Gianluca Geraci. A One-Time Truncate and Encode Multiresolution Stochastic Framework. [Research Report] RR-7967, INRIA Bordeaux, équipe CARDAMOM. 2012. 〈hal-00699026v2〉

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