Multifidelity Uncertainty Propagation via Adaptive Surrogates in Coupled Multidisciplinary Systems

By A. Chaudhuri, Rémi R. Lam, Karen E. Willcox. 2018

47 citations recorded by the source corpus.

Fixed point iteration is a common strategy to handle interdisciplinary coupling within a feedback-coupled multidisciplinary analysis. For each coupled analysis, this requires a large number of disciplinary high-fidelity simulations to resolve the interactions between different disciplines. When embedded within an uncertainty analysis loop (e.g., with Monte Carlo sampling over uncertain parameters), the number of high-fidelity disciplinary simulations quickly becomes prohibitive, because each sample requires a fixed point iteration and the uncertainty analysis typically involves thousands or even millions of samples. This paper develops a method for uncertainty quantification in feedback-coupled systems that leverage adaptive surrogates to reduce the number of cases for which fixed point iteration is needed. The multifidelity coupled uncertainty propagation method is an iterative process that uses surrogates for approximating the coupling variables and adaptive sampling strategies to refine the surrogates....

Subfields: Computational Theory and Mathematics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a9bf8d0e96105606f98e2f711a931e821c245c14