A flexible uncertainty quantification method for linearly coupled multi-physics systems

Abstract

Highlights: •We propose a “modularly hybrid” UQ methodology suitable for independent development of module-based multi-physics simulation. •Our algorithmic framework allows for each module to have its own UQ method (either intrusive or non-intrusive). •Information from each module is combined systematically to propagate “global uncertainty”. •Our proposed approach can allow for easy swapping of new methods for any modules without the need to address incompatibilities. •We demonstrate the proposed framework on a practical application involving a multi-species reactive transport model. -- Abstract: This paper presents a novel approach to building an integrated uncertainty quantification (UQ) methodology suitable for modern-day component-based approach for multi-physics simulation development. Our “hybrid” UQ methodology supports independent development of the most suitable UQ method, intrusive or non-intrusive, for each physics module by providing an algorithmic framework to couple these “stochastic” modules for propagating “global” uncertainties. We address algorithmic and computational issues associated with the construction of this hybrid framework. We demonstrate the utility of such a framework on a practical application involving a linearly coupled multi-species reactive transport model.