Computational models are used in a variety of fields to improve our understanding of complex physical phenomena. Recently, the realism of model predictions has been greatly enhanced by transitioning from deterministic to stochastic frameworks, where the effects of the intrinsic variability in parameters, loads, constitutive properties, model geometry and other quantities can be more naturally included. A general stochastic system may be characterized by a large number of arbitrarily distributed and correlated random inputs, and a limited support response with sharp gradients or event discontinuities. This motivates continued research into novel adaptive algorithms for uncertainty propagation, particularly those handling high dimensional, arbitrarily distributed random inputs and non-smooth stochastic responses. In this work, we generalize a previously proposed multi-resolution approach to uncertainty propagation to develop a method that improves computational efficiency, can handle arbitrarily distributed random inputs and non-smooth stochastic responses, and naturally facilitates adaptivity, i.e., the expansion coefficients encode information on solution refinement. Our approach relies on partitioning the stochastic space into elements that are subdivided along a single dimension, or, in other words, progressive refinements exhibiting a binary tree representation. We also show how these binary refinements are particularly effective in avoiding the exponential increase in the multi-resolution basis cardinality and significantly reduce the regression complexity for moderate to high dimensional random inputs. The performance of the approach is demonstrated through previously proposed uncertainty propagation benchmarks and stochastic multi-scale finite element simulations in cardiovascular flow.

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The paper presents an uncertainty propagation method for problems with discontinuous surface responses. Based on Pade-Legendre (PL) approximants in multiple dimensions, the proposed method is global and non-intrusive. In this work, the PL method is applied to a model problem of supersonic flows with multiple possible flow configurations, depending on the uncertain input parameters. The results in term of response surfaces and statistics of the outputs of interest are compared to the traditional stochastic collocation method.

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