Extended Forward Sensitivity Analysis for Uncertainty Quantification

Abstract

This paper presents the extended forward sensitivity analysis as a method to help uncertainty qualification. By including time step and potentially spatial step as special sensitivity parameters, the forward sensitivity method is extended as one method to quantify numerical errors. Note that by integrating local truncation errors over the whole system through the forward sensitivity analysis process, the generated time step and spatial step sensitivity information reflect global numerical errors. The discretization errors can be systematically compared against uncertainties due to other physical parameters. This extension makes the forward sensitivity method a much more powerful tool to help uncertainty qualification. By knowing the relative sensitivity of time and space steps with other interested physical parameters, the simulation is allowed to run at optimized time and space steps without affecting the confidence of the physical parameter sensitivity results. The time and space steps forward sensitivity analysis method can also replace the traditional time step and grid convergence study with much less computational cost. Two well-defined benchmark problems with manufactured solutions are utilized to demonstrate the method.