Publications

Leveraging Intrinsic Principal Directions for Multifidelity Uncertainty Quantification

Geraci, Gianluca G.; Eldred, Michael S.

In this work we propose an approach for accelerating Uncertainty Quantification (UQ) analysis in the context of Multifidelity applications. In the presence of complex multiphysics applications, which often require a prohibitive computational cost for each evaluation, mul- tifidelity UQ techniques try to accelerate the convergence of statistics by leveraging the in- formation collected from a larger number of a lower fidelity model realizations. However, at the-state-of-the-art, the performance of virtually all the multifidelity UQ techniques is related to the correlation between the high and low-fidelity models. In this work we proposed to design a multifidelity UQ framework based on the identification of independent important directions for each model. The main idea is that if the responses of each model can be represented in a common space, this latter can be shared to enhance the correlation when the samples are drawn with respect to it instead of the original variables. There are also two main additional advantages that follow from this approach. First, the models might be correlated even if their original parametrizations are chosen independently. Second, if the shared space between mod- els has a lower dimensionality than the original spaces, the UQ analysis might benefit from a dimension reduction standpoint. In this work we designed this general framework and we also tested it on several test problems ranging from analytical functions for verification purpose, up to more challenging application problems as an aero-thermo-structural analysis and a scramjet flow analysis.