Abstract
Due to recent advances in the development of efficient uncertainty quantification
methods, the propagation of physical randomness in practical applications has be-
come feasible for smooth and steady computational problems. The current challenges
in modeling physical variability include problems with unsteadiness and discontinu-
ous solutions. In this paper two efficient non-intrusive approaches for unsteady prob-
lems are developed based on time-independent parametrization and interpolation at
constant phase. The interpolation of the samples is performed using both a global
polynomial interpolation and a robust Adaptive Stochastic Finite Elements formula-
tion with Newton-Cotes quadrature in simplex elements. Applications to an elastically
mounted cylinder, a transonic airfoil flow, and an elastically mounted airfoil illustrate
the efficiency, robustness, and straightforward implementation of the methodologies.
Keywords: uncertainty quantification, stochastic finite elements, fluid dynamics, fluid-
structure interaction, unsteady problems, shock waves, asymptotic behavior, limit cy-
cle oscillations, random parameters.
1 Introduction
Since the invention of the first modern computers in the mid-20th century, compu-
tational resources have increased by many orders of magnitude due to advances in
processor clock rate and memory storage. At the same time, the efficiency of numer-
ical algorithms has improved by even a larger factor. Numerical errors in industrial
simulations, therefore, start to reach acceptable engineering levels. Nowadays, physi-
cal variability tends to dominate the error in numerical predictions. Inherent physical
variations are caused by for example varying atmospheric conditions, and produc-
1
Paper 16
Unsteady Adaptive Stochastic Finite Elements for
Quantification of Uncertainty in
Time-Dependent Simulations
J.A.S. Witteveen and H. Bijl
Faculty of Aerospace Engineering
Delft University of Technology, The Netherlands
©Civil-Comp Press, 2008
Proceedings of the Sixth International Conference
on Engineering Computational Technology,
M. Papadrakakis and B.H.V. Topping, (Editors),
Civil-Comp Press, Stirlingshire, Scotland