## Abstract

We introduce an efficient non-intrusive surrogate-based methodology for global sensitivity analysis and uncertainty quantification. Modified covariance-based sensitivity indices (mCov-SI) are defined for outputs that reflect correlated effects. The overall approach is applied to simulations of a complex plasma-coupled combustion system with disparate uncertain parameters in sub-models for chemical kinetics and a laser-induced breakdown ignition seed. The surrogate is based on an Analysis of Variance (ANOVA) expansion, such as widely used in statistics, with orthogonal polynomials representing the ANOVA subspaces and a polynomial dimensional decomposition (PDD) representing its multi-dimensional components. The coefficients of the PDD expansion are obtained using a least-squares regression, which both avoids the direct computation of high-dimensional integrals and affords an attractive flexibility in choosing sampling points. This facilitates importance sampling using a Bayesian calibrated posterior distribution, which is fast and thus particularly advantageous in common practical cases, such as our large-scale demonstration, for which the asymptotic convergence properties of polynomial expansions cannot be realized due to computation expense. Effort, instead, is focused on efficient finite-resolution sampling. Standard covariance-based sensitivity indices (Cov-SI) are employed to account for correlation of the uncertain parameters. Magnitude of Cov-SI is unfortunately unbounded, which can produce extremely large indices that limit their utility. Alternatively, mCov-SI are then proposed in order to bound this magnitude ∈[0,1]. The polynomial expansion is coupled with an adaptive ANOVA strategy to provide an accurate surrogate as the union of several low-dimensional spaces, avoiding the typical computational cost of a high-dimensional expansion. It is also adaptively simplified according to the relative contribution of the different polynomials to the total variance. The approach is demonstrated for a laser-induced turbulent combustion simulation model, which includes parameters with correlated effects.

Original language | English (US) |
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Pages (from-to) | 167-198 |

Number of pages | 32 |

Journal | Journal of Computational Physics |

Volume | 361 |

DOIs | |

State | Published - May 15 2018 |

## Keywords

- Adaptive ANOVA
- Correlated inputs
- Covariance-based sensitivity analysis
- Dimension reduction
- Plasma-coupled turbulent combustion
- Polynomial dimensional decomposition (PDD)

## ASJC Scopus subject areas

- Numerical Analysis
- Modeling and Simulation
- Physics and Astronomy (miscellaneous)
- Physics and Astronomy(all)
- Computer Science Applications
- Computational Mathematics
- Applied Mathematics