On the quantification of discretization uncertainty: comparison of two paradigms

Julien Bect (1, 2) , Souleymane Zio (1, 2) , Guillaume Perrin (3, 4, 2) , Claire Cannamela (4, 2) , Emmanuel Vazquez (1, 2)

1 L2S - Laboratoire des signaux et systèmes
2 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques
3 LDG - Laboratoire de Détection et de Géophysique (CEA)
4 DAM/DIF - DAM Île-de-France

The use of simulation has spread to all areas of engineering and science, and the use of numerical models based on partial differential equations has thus multiplied. The resolution of these models is generally based on the discretization of the space in which the solutions to the equations under consideration are sought. The finite differences method or the finite elements method are two examples of such a discretization. This discretization simplifies the solving but implies a form of uncertainty on the value of any quantity of interest. To quantify this discretization uncertainty, the grid convergence index (GCI), based on the Richardson extrapolation technique, is now standard in the Verification and Validation (V&V) literature. But alternative approaches were also proposed in the statistical literature, such as Bayesian approaches with Gaussian process models. The objective of this work is to compare on a standard test case from the literature (Timoshenko's beam) the well-established GCI-based approach to the—younger—Bayesian approach for the quantification of discretization uncertainty.

Mots clés: Quantification of uncertainty; Discretization uncertainty; Multi-fidelity; Gaussian processes; Discretization; Grid convergence index

Domaines: Physique Numérique [physics.comp-ph]; Méthodologie [stat.ME]; Applications [stat.AP]

Julien Bect, Souleymane Zio, Guillaume Perrin, Claire Cannamela, Emmanuel Vazquez. On the quantification of discretization uncertainty: comparison of two paradigms. 14th World Congress in Computational Mechanics and ECCOMAS Congress 2020 (WCCM-ECCOMAS), Jan 2021, Virtual conference, originally scheduled in Paris, France. ⟨10.23967/wccm-eccomas.2020.260⟩. ⟨hal-03096722⟩