A Flexible Uncertainty Quantification Framework for General Multi-Physics Systems

Abstract. We present a “module-based hybrid ” Uncertainty Quantification (UQ) framework for general non-linear multi-physics simulation. The proposed methodology, introduced in [1], supports the inde-pendent development of each stochastic linear or nonlinear physics module equipped with the most suitable probabilistic UQ method: non-intrusive, semi-intrusive or intrusive; and provides a generic framework to couple these stochastic simulation components. Moreover, the methodology is illus-trated using a common “global ” uncertainty representation scheme based on generalized polynomial chaos (gPC) expansions of inputs and outputs. By using thermally-driven cavity flow as the multi-physics model problem, we demonstrate the utility of our framework and report the computational gains achieved