Efficient uncertainty propagation for network multiphysics systems

SUMMARYWe consider a multiphysics system with multiple component PDE models coupled together through network coupling interfaces, that is, a handful of scalars. If each component model contains uncertainties represented by a set of parameters, a straightforward uncertainty quantification study would collect all uncertainties into a single set and treat the multiphysics model as a black box. Such an approach ignores the rich structure of the multiphysics system, and the combined space of uncertainties can have a large dimension that prohibits the use of polynomial surrogate models. We propose an intrusive methodology that exploits the structure of the network coupled multiphysics system to efficiently construct a polynomial surrogate of the model output as a function of uncertain inputs. Using a nonlinear elimination strategy, we treat the solution as a composite function: the model outputs are functions of the coupling terms, which are functions of the uncertain parameters. The composite structure allows us to construct and employ a reduced polynomial basis that depends on the coupling terms. The basis can be constructed with many fewer PDE solves than the naive approach, which results in substantial computational savings. We demonstrate the method on an idealized model of a nuclear reactor. Copyright © 2014 John Wiley & Sons, Ltd.