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Civil-Comp Proceedings
ISSN 1759-3433 CCP: 89
PROCEEDINGS OF THE SIXTH INTERNATIONAL CONFERENCE ON ENGINEERING COMPUTATIONAL TECHNOLOGY Edited by: M. Papadrakakis and B.H.V. Topping
Paper 15
Uncertainty Quantification with Adaptive Mesh Refinement in a Chemical System L. Mathelin and O.P. Le Maître
Computer Sciences Laboratory for Mechanics and Engineering Sciences (LIMSI), Orsay, France Full Bibliographic Reference for this paper
L. Mathelin, O.P. Le Maître, "Uncertainty Quantification with Adaptive Mesh Refinement in a Chemical System", in M. Papadrakakis, B.H.V. Topping, (Editors), "Proceedings of the Sixth International Conference on Engineering Computational Technology", Civil-Comp Press, Stirlingshire, UK, Paper 15, 2008. doi:10.4203/ccp.89.15
Keywords: uncertainty quantification, error analysis, stochastic finite element method, refinement scheme, polynomial chaos, adaptive mesh refinement.
Summary
This paper presents an efficient a posteriori error analysis for stochastic PDEs. While adaptive methods have already been used to quantify uncertainty of large scale and/or high dimensional problems, no rigorous criterion for the adaption strategy exists and the different techniques all rely on heuristic considerations. An extension of the dual-based a posteriori error analysis is here presented in the uncertainty quantification framework. The method allows both for refinement and coarsening of the stochastic discretization, leading to an efficient tool. A stiff chemical system with uncertain reactions rates is considered to illustrate the technique. An eight-dimensional uncertainty problem arises where the solution is intractable without a specific strategy while the present technique is shown to perform well and with a reasonable computational cost.
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