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On the use of batch means estimators for quantifying uncertainties in time averages of turbulence simulations
KTH, School of Engineering Sciences (SCI), Engineering Mechanics, Fluid Mechanics and Engineering Acoustics. KTH, School of Engineering Sciences (SCI), Centres, Linné Flow Center, FLOW.ORCID iD: 0000-0003-4662-8744
Department of Fluids and Environment, The University of Manchester, M139PL Manchester, UK.ORCID iD: 0000-0002-9610-9910
KTH, School of Engineering Sciences (SCI), Centres, Linné Flow Center, FLOW. KTH, Centres, SeRC - Swedish e-Science Research Centre. KTH, School of Engineering Sciences (SCI), Engineering Mechanics, Fluid Mechanics and Engineering Acoustics.ORCID iD: 0000-0001-6570-5499
KTH, School of Engineering Sciences (SCI), Centres, Linné Flow Center, FLOW. KTH, Centres, SeRC - Swedish e-Science Research Centre. KTH, School of Engineering Sciences (SCI), Engineering Mechanics, Fluid Mechanics and Engineering Acoustics, Turbulent simulations laboratory. Institute of Fluid Mechanics (LSTM), Friedrich Alexander Universität Erlangen Nürnberg, DE-91058 Erlangen, Germany..ORCID iD: 0000-0001-9627-5903
(English)Manuscript (preprint) (Other academic)
Abstract [en]

In fluid dynamics, Non-overlapping Batch Means (NOBM) estimators have been a conventional choice for quantifying uncertainty in time averages of turbulent flow quantities, due to their speed and simplicity. These estimators aim to transform the autocorrelated time series of a turbulent flow variable to a series of uncorrelated batch means. Estimators derived from NOBM, such as the Overlapping Batch Means (OBM) estimator and the recent Batch Means and Batch Correlations (BMBC) of Russo and Luchini, also fall under the category of batch-based variance estimation. A parameter fundamental to the reliable quantification of uncertainty for these three estimators is the batch size. The questions of how to determine this batch size intrinsic to each estimator, how many batches to have, and if they can be computed using physical timescales, have not been clarified in extant literature. Our work examined the potential of the three batch means estimators, namely NOBM, BMBC and OBM in their ability to quantify time-averaging uncertainties accurately. Additionally, we explored how the batch size and number of batches affected the uncertainty quantification. We demonstrate through applications to turbulent channel flow data and autoregressive synthetic turbulence series, the criteria on which the batch size for each estimator depends on, by inferring their relations to the autocorrelation of the time series. Our analysis allowed us to establish guidelines for selecting optimal batch sizes intrinsic to each estimator, ensuring unbiased estimates of uncertainty. With the guidelines and discussions presented in this study, these estimators can be confidently employed for estimating uncertainty in the time averages of statistically stationary turbulent flow quantities. 

Keywords [en]
batch means, variance estimator, autocovariance, turbulence, uncertainty
National Category
Fluid Mechanics
Research subject
Engineering Mechanics
Identifiers
URN: urn:nbn:se:kth:diva-342778OAI: oai:DiVA.org:kth-342778DiVA, id: diva2:1833102
Note

QC 20240201

Available from: 2024-01-31 Created: 2024-01-31 Last updated: 2025-02-09Bibliographically approved
In thesis
1. Uncertainty quantification for time varying quantities in turbulent flows
Open this publication in new window or tab >>Uncertainty quantification for time varying quantities in turbulent flows
2024 (English)Doctoral thesis, comprehensive summary (Other academic)
Alternative title[sv]
Osäkerhetskvantifiering för tidsvarierande storheter i turbulenta flöden
Abstract [en]

Quantification of uncertainty in results is crucial in both experiments and simulations of turbulence, yet this practice is notably underutilized. This thesis project delves into statistical tools within the framework of uncertainty quantification to systematically quantify uncertainties that occur in the time varying quantities of turbulence. Two main categories of variance estimators for quantifying time averaging uncertainties in turbulent flow time series are examined in detail – the batch-means based methods and autoregressive model-based methods. The batch size is critical to estimation of uncertainty by the batch methods. We discuss reasons for biased estimates and provide guidance on the selection of batch sizes for the non-overlapping, overlapping and batch means-batch correlations estimators, to obtain consistent estimates of uncertainty when dealing with turbulence time samples. The autoregressive model (ARM)-based estimator was found to be more efficient than the batch methods, in terms of computational efficiency and sample requirements. A novel insight into the operating principle of the ARM, enabled fast quantification of uncertainty with few samples and with batch means series. The extension of univariate autoregressive processes to model entire 2D space-time fields of turbulence, through vector autoregression has been discussed and its potential as a turbulent inflow boundary condition has been illustrated. A crucial flow case that questioned the reliability of Computational Fluid Dynamics (CFD), namely flow through Food and Drug Administration benchmark nozzle device was also simulated in this doctoral thesis project, with a well-defined turbulent inflow boundary condition. Novel insights on the flow physics due to geometrical effects were obtained through statistical analysis, anisotropy invariant maps and proper orthogonal decomposition. These insights provide answers to many open questions in this domain. This work provides analyses and methods to increase the reliability of simulations, expanding the scope of CFD to applications where safety and precision are paramount.

Abstract [sv]

Kvantifiering av osäkerhet i resultat är avgörande i både experiment och simuleringar av turbulens, men denna praxis är anmärkningsvärt underutnyttjad. Detta avhandlingsprojekt undersöker statistiska verktyg inom ramen för osäkerhetskvantifiering för att systematiskt kvantifiera osäkerheter som uppstår i de tidsvarierande kvantiteterna av turbulens. Två huvudkategorier av variansskattare för kvantifiering av tidsmedelvärderade osäkerheter i tidsserier av turbulenta flöden undersöktes i detalj;  batch-meansbaserade metoder och autoregressiva modellbaserade metoder. Batchstorleken är avgörande för uppskattning av osäkerheter med de batchbaserade metoderna. Vi diskuterar orsakerna till avvikande  skattningar och ger vägledning kring valet av batchstorlekar för de icke-överlappande, överlappande och batchmedel-batchkorrelationsskattarna, för att få konsekventa skattningar av osäkerheten vid hantering av turbulenstidssampels. Den autoregressiva modellen (ARM)-baserade estimatorn visade sig vara effektivare än batchmetoderna avseende beräkningseffektivitet och samplingskrav. En ny insikt i ARM:s funktionsprincip möjliggjorde snabb kvantifiering av osäkerheter med få stickprov och med batchmedelvärdesserier. utökningen av univariata AR-processer till att modellera hela 2D-rum-tidsfält av turbulens, genom vektorautoregression, har undersökts och dess potential som randvillkor för turbulenta inflöden har illustrerats. Ett avgörande flödesfall som utmanade tillförlitligheten av Computational Fluid Dynamics (CFD), nämligen flöde genom FDA benchmark munstycksanordning, simulerades också i denna avhandling, med ett väldefinierat turbulent inflödesrandvillkor. Nya insikter om flödesfysiken baserad på geometriska effekter erhölls genom statistisk analys, anisotropi-invarianta avbildningar och ortogonala nedbrytningstekniker. Dessa insikter ger svar på många öppna frågor inom denna domän. Detta arbete ökar simuleringarnas tillförlitlighet och utökar omfattningen av CFD till applikationer där säkerhet och precision är av största vikt.

Place, publisher, year, edition, pages
Stockholm, Sweden: KTH Royal Institute of Technology, 2024. p. 282
Series
TRITA-SCI-FOU ; 2024:02
Keywords
uncertainty, variance estimator, autoregressive models, turbulence, computational fluid dynamics
National Category
Fluid Mechanics
Research subject
Engineering Mechanics
Identifiers
urn:nbn:se:kth:diva-342785 (URN)978-91-8040-828-8 (ISBN)
Public defence
2024-02-23, Kollegiesalen, Brinellvägen 6, Stockholm, 14:00 (English)
Opponent
Supervisors
Note

QC 240202

Available from: 2024-02-02 Created: 2024-01-31 Last updated: 2025-02-09Bibliographically approved

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Xavier, DonnatellaVinuesa, Ricardo

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