A dimension-reduction metamodeling approach to simulation-based uncertainty quantification problems with high dimensionalities

Abstract

A common strategy to handle simulation-based uncertainty quantification problems is adopting a metamodel to replace time-demanding calculations such as computational fluid dynamics simulation or finite element analysis within Monte Carlo simulation process. However, most of the so far metamodel-assisted uncertainty quantification methods suffer from the ‘curse of dimensionality.’ The required number of evaluations, which determines the computational cost, increases exponentially as the dimensionality of the input uncertainty increases, resulting in unaffordable computational cost for high-dimensional problems. Another challenge emerges when the output uncertainties are a spatially varying field accommodating a huge number of spatial nodes. To solve these issues, here we propose a dimension-reduction metamodeling approach, in which active subspace method is utilized to reduce the input dimensionality and proper orthogonal decomposition method is utilized to reduce the output dimensionality of the spatially varying field. The relationship between the two methods is established by using the support vector regression model. Through uncertainty quantification of seven stochastic analytical functions and one stochastic convection-diffusion equation, the proposed approach was verified to be fairly accurate in propagating high-dimensional input uncertainties to either a scalar value or a spatially varying output. The accuracy and efficiency of the proposed approach in dealing with even more practical simulation-based problems were then validated by uncertainty quantification of a compressor cascade with stochastic protrusions/dents distributed on the blade surface. This work provides an effective and versatile approach for simulation-based high-dimensional uncertainty quantification problems.