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gpde

The R package gpde is an R implementation of a probabilistic differential equation solver. The package has a basic implementation of the Chkrebtii (2013) probabilistic ODE solver and an extension using the connection between Kalman Filtering for SDEs and Gaussian Processes from work by Simo Sarkka. The package also implements the Integrated Wiener covariance function from Schober 2014 to obtain probabilistic ODE solutions with the Runge-Kutta solution as the mean result. This collection of tools has been built into an R package for easy use at LANL and in the probabilistic numerics community.

Grosskopf, Michael↗

Uncertainty Quantification for Multiphase Computational Fluid Dynamics Closure Relations with a Physics-Informed Bayesian Approach

Multiphase Computational Fluid Dynamics (MCFD) based on the two-fluid model is considered a promising tool to model complex two-phase flow systems. MCFD simulation can predict local flow features without resolving interfacial information. As a result, the MCFD solver relies on closure relations to describe the interaction between the two phases. Those empirical or semi-mechanistic closure relations constitute a major source of uncertainty for MCFD predictions. In this paper, we leverage a physics-informed uncertainty quantification (UQ) approach to inversely quantify the closure relations’ model form uncertainty in a physically consistent manner. This proposed approach considers the model form uncertainty terms as stochastic fields that are additive to the closure relation outputs. Combining dimensionality reduction and Gaussian processes, the posterior distribution of the stochastic fields can be effectively quantified within the Bayesian framework with the support of experimental measurements. As this UQ approach is fully integrated into the MCFD solving process, the physical constraints of the system can be naturally preserved in the UQ results. Here, in a case study of adiabatic bubbly flow, we demonstrate that this UQ approach can quantify the model form uncertainty of the MCFD interfacial force closure relations, thus effectively improving the simulation results with relatively sparse data support.

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