On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields

This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.