A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model

<p style='text-indent:20px;'>In this paper, we develop a sparse grid stochastic collocation method to improve the computational efficiency in handling the steady Stokes-Darcy model with random hydraulic conductivity. To represent the random hydraulic conductivity, the truncated Karhunen-Loève expansion is used. For the discrete form in probability space, we adopt the stochastic collocation method and then use the Smolyak sparse grid method to improve the efficiency. For the uncoupled deterministic subproblems at collocation nodes, we apply the general coupled finite element method. Numerical experiment results are presented to illustrate the features of this method, such as the sample size, convergence, and randomness transmission through the interface.</p>

Uncertainty Quantification in Small-Timescale Model-Based Fatigue Crack Growth Analysis Using a Stochastic Collocation Method

Due to the uncertainties originating from the underlying physical model, material properties and the measurement data in fatigue crack growth (FCG) processing, the prediction of fatigue crack growth lifetime is still challenging. The objective of this paper was to investigate a methodology for uncertainty quantification in FCG analysis and probabilistic remaining useful life prediction. A small-timescale growth model for the fracture mechanics-based analysis and predicting crack-growth lifetime is studied. A stochastic collocation method is used to alleviate the computational difficulties in the uncertainty quantification in the small-timescale model-based FCG analysis, which is derived from tensor products based on the solution of deterministic FCG problems on sparse grids of collocation point sets in random space. The proposed method is applied to the prediction of fatigue crack growth lifetime of Al7075-T6 alloy plates and verified by fatigue crack-growth experiments. The results show that the proposed method has the advantage of computational efficiency in uncertainty quantification of remaining life prediction of FCG.

Efficient History Matching Using the Markov-Chain Monte Carlo Method by Means of the Transformed Adaptive Stochastic Collocation Method

Summary Bayesian inference provides a convenient framework for history matching and prediction. In this framework, prior knowledge, system nonlinearity, and measurement errors can be directly incorporated into the posterior distribution of the parameters. The Markov-chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior distribution. However, the MCMC method usually requires a large number of forward simulations. Hence, it can be a computationally intensive task, particularly when dealing with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model outputs in the form of polynomials using the stochastic collocation method (SCM). In addition, we use interpolation with the nested sparse grids and adaptively take into account the different importance of parameters for high-dimensional problems. Furthermore, we introduce an additional transform process to improve the accuracy of the surrogate model in case of strong nonlinearities, such as a discontinuous or unsmooth relation between the input parameters and the output responses. Once the surrogate system is built, we can evaluate the likelihood with little computational cost. Numerical results demonstrate that the proposed method can efficiently estimate the posterior statistics of input parameters and provide accurate results for history matching and prediction of the observed data with a moderate number of parameters.