Adaptive ANOVA decomposition of stochastic incompressible and compressible flows

Realistic representation of stochastic inputs associated with various sources of uncertainty in the simulation of fluid flows leads to high dimensional representations that are computationally prohibitive. We investigate the use of adaptive ANOVA decomposition as an effective dimension-reduction technique in modeling steady incompressible and compressible flows with nominal dimension of random space up to 100. We present three different adaptivity criteria and compare the adaptive ANOVA method against sparse grid, Monte Carlo and quasi-Monte Carlo methods to evaluate its relative efficiency and accuracy. For the incompressible flow problem, the effect of random temperature boundary conditions (modeled as high-dimensional stochastic processes) on the Nusselt number is investigated for different values of correlation length. For the compressible flow, the effects of random geometric perturbations (simulating random roughness) on the scattering of a strong shock wave is investigated both analytically and numerically. A probabilistic collocation method is combined with adaptive ANOVA to obtain both incompressible and compressible flow solutions. We demonstrate that for both cases even draconian truncations of the ANOVA expansion lead to accurate solutions with a speed-up factor of three orders of magnitude compared to Monte Carlo and at least one order of magnitude compared to sparse grids for comparable accuracy. (C) 2011 Elsevier Inc. All rights reserved.