General introduction to polynomial chaos and collocation methods

Abstract

In this chapter, the basic principles of two methodologies for uncertainty quantification (UQ) are discussed, namely the polynomial chaos method and the collocation method. UQ deals with the propagation of uncertainties through complex numerical models, and in the present context of the UMRIDA project, mostly computational fluid dynamics (CFD) codes. The focus is on non-intrusive methods implying that the model does not require any changes and can be used as a black box.