Sensitivity equation method for the Navier–Stokes equations applied to uncertainty propagation

Abstract

This works deals with sensitivity analysis for the Navier–Stokes equations. The aim is to provide an estimate of the variance of the velocity field when some of the parameters are uncertain and then to use the variance to compute confidence intervals for the output of the model. First, we introduce the physical model and analyse its stability. The sensitivity equations are derived, and their stability analysed as well. We propose a finite element- volume numerical scheme for the state and the sensitivity, which is integrated into the open-source industrial code TrioCFD. Finally, we present some numerical results: a steady and an unsteady test case for the channel flow problem are investigated. For the steady case, we compare the results to the Monte Carlo method and show how the sensitivity analysis technique succeeds in providing very accurate estimates of the variance. For the unsteady case, a new filtering procedure is proposed to deal with a sensitivity that grows in time. The filtered sensitivity is then used to compute the variance of the output and to provide confidence intervals.