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Overview of Polynomial Chaos Methods for Uncertainty Quantification with Application to HYCOM

Mohamed Iskandarani, Ashwanth Srinivasan, Carlisle Thacker, Omar Knio
University of Miami
(Abstract received 12/15/2010 for session X)

We present a novel application of Polynomial Chaos (PC) methods to represent uncertainties in HYCOM simulations. The PC approach is based on parameterizing the uncertainty in the input using suitable random variables, and expressing the solution as a truncated series of orthogonal polynomials in these random variables. This approach recasts a probabilistic problem into an approximation problem where the expansion coefficients are the primary unknowns. Once these are determined the various statistical moments of the observables can be computed with little extra cost. We use a non-intrusive approach to determine these coefficients via ensemble-like simulations sampled at pre-determined points. Applications to various flow conditions in the Gulf of Mexico will be presented, and the potential advantages and limitations of the approach will be discussed.

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2011 LOM Workshop, Miami, Florida February 7 - 9, 2011