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Error bounds on engineering turbulence models:

A framework for uncertainty quantification (UQ)

Sharath S. Girimaji
Department of Aerospace Engineering
Texas A&M University
2011 Annual meeting of
American Physical Society Division of Fluid Dynamics Baltimore, Maryland
November 20, 2011

Motivation
Someday CFD will replace experiments as the main design tool
Are we there yet? Not really
Why not? Turbulence modeling, numerics etc.
Which is more important? Modeling errors (IMHO)
Current modeling status Making lines pass through symbols,
Current engineering models not predictive
but post-dictive
For engineering turbulence models to become predictive tools:
1.Improve fidelity
2. Uncertainty quantification

UQ in turbulence context
How do you assess error/uncertainty of a chaotic system?
Is the concept of UQ meaningful in turbulence computations?
Is standard UQ terminology/framework applicable to turbulence?
Best we can do: Ignorance management UQ
What should we aim for: In the absence of data
Catastrophic failure detection
Physics-based error/uncertainty estimates
Or at least: as in Hurricane trajectory predictions
Multi-valued prediction envelop; not a single-valued prediction
Multiple calculations w/different models

Further Questions
Is Reynolds stress a metric of error in mean flow prediction?
Yes: In a well-conducted experiment
No: In a good numerical implementation of a bad model
No: In a bad numerical implementation of a good model
May be: In a good numerical implementation of a good model
Therefore,
1)Mean flow UQ is possible only if Reynolds stress is reliable
2)UQ of Reynolds stress is necessary

Objectives
Develop a framework for UQ of Reynolds
stress Rij:
Identify general sources of uncertainties in R ij
Characterize and categorize general sources of
uncertainties
Develop guidelines/procedures for quantifying
source errors

Provide some direction for Rij UQ in


Empirical/Semi-empirical closure

Types of uncertainty turbulence


context

General Types of uncertainty


Aleatoric/statistical uncertainty:
From sources outside model parameters
Statistical analysis to quantify uncertainty
Bayesian approach possible

Epistemic /systematic uncertainty:


From sources within but not accounted for due to
various reasons
Physics-based analysis needed to quantify
uncertainty
Must be based on turbulence physics
Generally, both aleatoric and epistemic occur
together and difficult to separate

Sources of Uncertainty
Model Calculations: Mean and moments are not chaotic
Numerical errors: aleatoric/epistemic standard V&V may apply
Closure errors: Type of error depends upon the level of modeling
Empirical models large aleatoric errors
Physics-based models more epistemic errors

Empirical closure models


Empirical models: Zero equation closures
Most errors aleatoric; no basis for establishing epistemic error
Model coefficient sensitivity can be established
For a given flow, best-fit model coefficient can be found
Bayesian Analysis
No basis for assessing error in a new family of flows

Semi-empirical models: Standard 1 & 2 equation models


For K & possible to distinguish aleatoric and epistemic
Error in constitutive relation can be estimated using ARSM

Incomplete UQ of C
Given the constitutive model

ij

= -C Sij

Epistemic uncertainty can estimated using the ARSM


closure model.

NavierStokes
Equations

Multipoint/global
stability effects

7-eqn. SMC
ARSM
reduction

Spectral and
dissipative
processes

2-eqn. ARSM

Linear
Pressure
Effects:
RDT
Nonlin
ear
pressu
re
effects

Averaging
Invariance
2-eqn. PANS
DNS

LES

RANS

Application

Reynolds stress closure models


Any attempt at UQ must start at RSCM level

Turbulent transport Gradient-Diffusion model

Remaining closures Piece-wise homogeneous

All closure models based on incomplete information


Critical `game-changing closure
Inhomogeneity Missing global stability physics
Rapid Pressure-strain correlation ( r) Missing information

Less critical Closures


Slow Pressure-strain correlation ( s) Missing information
Dissipation () Missing details of cascade

Global Instabilities
Flow instabilities are the biggest reason of RSCM error

Multi-point phenomena not amenable to one-point


closure

Large-scale inviscid instabilities more dynamically important

Small-scale viscous instabilities interesting but unimportant


Dissipative and not dynamically important

Must resolve large-scale inviscid instabilities


rational UQ unlikely
What else can be done:
Possibility of instability can be forecast and be prepared
for all consequences

Global Instability/Coherent Structure


Forecast
Hypothetical
velocity
amplitude vector

Ominous sign 1:
Large variation in velocity gradients

Global Instability/Coherent Structure


Forecast

Ominous sign 2:
Vanishing 2nd derivative

UQ Rapid Pressure Strain Corr.


Traditional RPSC development
Much theoretical/analytical work to improve RPSC fidelity
Seeking single-valued closure model despite multi-valued possibility

= f(R, A, ) simplified to = f(R, A)


In pursuit of an improbable single-valued closure with limited basis
Conflicting closure requirements (realizability vs. linearity)
Unholy compromises made
Much knowledge of physics discarded
Change in model development paradigm
Multivalued closure model: For a given R and A,
min = f(R, A) based on worst case

probable = f(R, A) based on most probable


based on best case
max = f(R, A)
Redirect modeling effort to explore the range of closure space and
identify most probable

Closed streamline flows : Modal behavior.


Most stable mode

Most unstable
mode

Most unstable
mode

Most stable mode

Closed streamline flows : envelope.


Hypothetical
velocity
amplitude vector

Envelope of
probable
behavior

Some observations on UQ for


turbulence closures
Epistemic UQ possible only at RSCM level

Locality and incomplete basis are main reasons for epistemic uncertainty
Success of UQ hinges on how well we can fill-in incomplete information
Critical Uncertainty 1: Global stability effects
Virtually impossible to fill-in at one-point closure level
No option but resolve
Critical Uncertainty 2: Rapid-pressure strain correlation
Possible to place bounds on missing information M tensor
Other RSCM uncertainties are less critical and can be managed
UQ for RANS-LES hybrids can be addressed within this framework
ijkl

Further observations
Future investments: Improved closure fidelity Vs. UQ?

Point of diminishing returns for improving fidelity


More practical gains by redirecting theory/analysis
toward uncertainty quantification

CFDers must resolve the phenomena they


cannot model,
Should model the phenomena physics allows,
And have the wisdom to know the difference.

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