Uncertainty Quantication in

Fluid-Structure Interaction Simulations Using a

Simplex Elements Stochastic Collocation Approach
Jeroen A.S. Witteveen

, Hester Bijl

Faculty of Aerospace Engineering, Delft University of Technology,

Kluyverweg 1, 2629HS Delft, The Netherlands
An ecient uncertainty quantication method for unsteady problems is presented in
order to achieve a constant accuracy in time for a constant number of samples. The
approach is applied to the aeroelastic problems of a transonic airfoil utter system and the
AGARD 445.6 wing benchmark with uncertainties in the ow and the structure.
I. Introduction
Numerical errors in multi-physics simulations start to reach acceptable engineering accuracy levels due to
the increasing availability of computational resources. Nowadays, uncertainties in modeling multi-scale phe-
nomena in uid-structure, uid-thermal, and aero-acoustic interactions have a larger eect on the accuracy
of computational predictions than discretization errors. It is therefore especially important in multi-physics
applications to systematically quantify the eect of physical variations on a routine basis. Furthermore,
unsteady uid-structure interaction applications are practical aeronautical examples of dynamical systems
which are known to amplify initial variations with time. In these problems, natural irreducible input vari-
ability can trigger the earlier onset of unstable utter behavior, which can lead to unexpected fatigue damage
and structural failure.
Polynomial Chaos uncertainty quantication methods
1, 2, 7, 8, 12, 13, 17, 20, 21, 29
however usually result in a
fast increasing number of samples with time to resolve the eect of random parameters in dynamical systems
with a constant accuracy.
16
Resolving the asymptotic stochastic eect, which is of practical interest in post-
utter analysis, can in these long time integration problems lead to thousands of required samples. The
increasing number of samples is caused by the increasing nonlinearity of the response surface for increasing
integration times. This eect is especially profound in problems with oscillatory solutions in which the
frequency of the response is aected by the random parameters. The frequency dierences between the
realizations lead to increasing phase dierences with time, which in turn result in an increasingly oscillatory
response surface and more required samples.
In order to enable ecient uncertainty quantication in time-dependent simulations, a special uncer-
tainty quantication methodology for unsteady oscillatory problems is developed. The approach based on
time-independent parameterization of oscillatory samples achieves a constant uncertainty quantication in-
terpolation accuracy in time with a constant number of samples.
22
A parameterization in terms of the
time-independent functionals frequency, relative phase, amplitude, a reference value, and the normalized
period shape is used for period-1 responses. The extension with a damping factor and an algorithm for
identifying higher-period shape functions is also applicable to more complex and non-periodic realizations.
23
A second uncertainty quantication formulation for achieving a constant accuracy in time with a constant
number of samples is developed based on interpolation of oscillatory samples at constant phase instead of
at constant time.
24
The scaling of the samples with their phase eliminates the eect of the increasing phase

Postdoctoral researcher, Member AIAA, +31(0)15 2782046, j.a.s.witteveen@tudelft.nl, http://www.jeroenwitteveen.com.

Full Professor, Member AIAA, +31(0)15 2785373.

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dierences in the response, which usually leads to the fast increasing number of samples with time. The
resulting formulation is not subject to a parameterization error and it can resolve time-dependent functionals
that occur for example in transient behavior. It is also proven that phase-scaled uncertainty quantication
results in a bounded error as function of the phase for periodic responses and under certain conditions also
in a bounded error in time.
26
The unsteady approaches are independent of the employed non-intrusive
uncertainty quantication to perform the actual interpolation of the oscillatory samples. Here the Simplex
Elements Stochastic Collocation (SESC) method based on Newton-Cotes quadrature in simplex elements is
employed.
25
Since the piecewise polynomial approximation of the response of SESC satises the extrema
diminishing robustness criterion extended to probability space, it enables us to resolve also bifurcation
phenomena reliably.
26
The formulation is also extended to multi-frequency responses of continuous structures
by using a wavelet decomposition preprocessing step in order to treat the dierent frequency components
separately.
28
After the introduction of the mathematical statement of the uncertainty quantication problem in sec-
tion II, the ecient uncertainty quantication method for unsteady problems is presented in section III. The
developed approach is applied to the unsteady uid-structure interaction test cases of a two-dimensional air-
foil utter problem and the three-dimensional aeroelastic AGARD 445.6 wing. In section IV the stochastic
post-utter analysis of a two-degree-of-freedom rigid airfoil in Euler ow with nonlinear structural stiness in
pitch and plunge with uncertainty in a combination of randomness in two system parameters is considered.
The eect of free stream velocity uctuation is analyzed in section V for the AGARD aeroelastic wing in the
transonic ow regime 5% below the deterministic utter speed. Additional applications to other aeroelastic
systems are reported in.
18, 19, 27
Finally, the conclusions are summarized in section VI.
II. Mathematical formulation of the uncertainty quantication problem
Consider a dynamical system subject to n
a
uncorrelated second-order random input parameters a() =
{a
1
(), .., a
na
()} A with parameter space A R
na
, which governs an oscillatory response u(x, t, a)
L(x, t, a; u(x, t, a)) = S(x, t, a), (1)
with operator L and source term S dened on domain D T A, and appropriate initial and boundary
conditions. The spatial and temporal dimensions are dened as x D and t T, respectively, with D R
d
,
d = {1, 2, 3}, and T = [0, t
max
]. A realization of the set of outcomes of the probability space (, F, P) is
denoted by = [0, 1]
na
, with F 2

the -algebra of events and P a probability measure.

Here we consider a non-intrusive uncertainty quantication method l which constructs a weighted ap-
proximation w(x, t, a) of response surface u(x, t, a) based on n
s
deterministic solutions v
k
(x, t) u(x, t, a
k
)
of (1) for dierent parameter values a
k
a(
k
) for k = 1, .., n
s
. The samples v
k
(x, t) can be obtained by
solving the deterministic problem
L(x, t, a
k
; v
k
(x, t)) = S(x, t, a
k
), (2)
for k = 1, .., n
s
, using standard spatial discretization methods and time marching schemes. A non-intrusive
uncertainty quantication method l is then a combination of a sampling method g and an interpolation
method h. Sampling method g denes the n
s
sampling points {a
k
}
ns
k=1
and returns the deterministic samples
v(x, t) = {v
1
(x, t), .., v
ns
(x, t)}. Interpolation method h constructs an interpolation surface w(x, t, a) through
the n
s
samples v(x, t) as an approximation of u(x, t, a). We are eventually interested in an approximation of
the probability distribution and statistical moments
ui
(x, t) of the output u(x, t, a), which can be obtained
by sorting and weighted integration of w(x, t, a)

ui
(x, t)
wi
(x, t) =
_
A
w(x, t, a)
i
f
a
(a)da. (3)
This information can be used for reducing design safety factors and robust design optimization, in contrast
to reliability analysis in which the probability of failure is determined.
14
III. An ecient uncertainty quantication method for unsteady problems
The ecient uncertainty quantication formulation for oscillatory responses based on interpolation of
scaled samples at constant phase is developed in section B. Scaling the samples with their phase is proven
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to result in a bounded error for non-periodic responses in section C. The robust extrema diminishing
uncertainty quantication method based on Newton-Cotes quadrature in simplex elements employed in the
unsteady approach is rst presented in the next section.
A. Robust extrema diminishing uncertainty quantication
A multi-element uncertainty quantication method l evaluates integral (3) by dividing a bounded parameter
space A into n
e
non-overlapping simplex elements A
j
A

wi
(x, t) =
ne

j=1
_
Aj
w(x, t, a)
i
f
a
(a)da. (4)
Here we consider a multi-element Polynomial Chaos method based on Newton-Cotes quadrature points
and simplex elements.
25
A piecewise polynomial approximation w(x, t, a) is then constructed based on n
s
deterministic solutions v
j,k
(x, t) = u(x, t, a
j,k
) for the values of the random parameters a
j,k
that correspond
to the n
s
Newton-Cotes quadrature points of degree d in the elements A
j

wi
(x, t) =
ne

j=1
ns

k=1
c
j,k
v
j,k
(x, t)
i
, (5)
where c
j,k
is the weighted integral of the Lagrange interpolation polynomial L
j,k
(a) through Newton-Cotes
quadrature point k in element A
j
c
j,k
=
_
Aj
L
j,k
(a)f
a
(a)da, (6)
for j = 1, .., n
e
and k = 1, .., n
s
. Here, second degree Newton-Cotes quadrature with d = 2 is considered
in combination with adaptive mesh renement in probability space, since low order approximations are
more eective for approximating response response surfaces with singularities. The initial discretization
of parameter space A for the adaptive scheme consists of the minimum of n
eini
= n
a
! simplex elements
and n
sini
= 3
na
samples, see Figure 1. The example of Figure 1 for two random input parameters can
geometrically be extended to higher dimensional probability spaces. The elements A
j
are adaptively rened
using a renement measure
j
based on the largest absolute eigenvalue of the Hessian H
j
, as measure of the
curvature of the response surface approximation in the elements, weighted by the probability f
j
contained
by the elements
f
j
=
_
Aj
f
a
(a)da, (7)
with

ne
j=1
f
j
= 1. The stochastic grid renement is terminated when convergence measure
ne
is smaller
than a threshold value
ne
<

where

ne
= max
_

w
ne/2
(x, t)
wne
(x, t)

wne
(x, t)

,

w
ne/2
(x, t)
wne
(x, t)

wne
(x, t)

_
, (8)
with
w
(x, t) and
w
(x, t) the mean and standard deviation of w(x, t, ), or when a maximum number of
samples n
s
is reached. Convergence measure
ne
can be extended to include also higher statistical moments
of the output.
In elements where the quadratic second degree interpolation results in an extremum other than in a
quadrature point, the element is subdivided into n
e
= 2
na
subelements with a linear rst degree Newton-
Cotes approximation of the response without performing additional deterministic solves. It is proven in
26
that the resulting approach satises the extrema diminishing (ED) robustness concept in probability space
min
A
(w(a)) min
A
(u(a)) max
A
(w(a)) max
A
(u(a)) u(a), (9)
where the arguments x and t are omitted for simplicity of the notation. The ED property leads to the
advantage that no non-zero probabilities of unphysical realizations can be predicted due to overshoots or
undershoots at discontinuities in the response. Due to the location of the Newton-Cotes quadrature points
the deterministic samples are also reused in successive renements and the samples are used in approximating
the response in multiple elements.
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(a) Element (b) Initial grid (c) Adapted grid
Figure 1. Discretization of two-dimensional parameter space A using 2-simplex elements and second-degree
Newton-Cotes quadrature points given by the dots.
B. Ecient uncertainty quantication interpolation at constant phase
Polynomial Chaos methods usually require a fast increasing number of samples with time to maintain a
constant accuracy. Performing the uncertainty quantication interpolation of oscillatory samples at constant
phase instead of at constant time results, however, in a constant accuracy with a constant number of samples.
Assume, therefore, that solving equation (2) for realizations of the random parameters a
k
results in oscillatory
samples v
k
(t) = u(a
k
), of which the phase v

k
(t) = (t, a
k
) is a well-dened monotonically increasing function
of time t for k = 1, .., n
s
.
In order to interpolate the samples v(t) = {v
1
(t), .., v
na
(t)} at constant phase, rst, their phase as function
of time v

(t) = {v
1
(t), . . . , v
na
(t)} is extracted from the deterministic solves v(t). Second, the time series
for the phase v

(t) are used to transform the samples v(t) into functions of their phase v(v

(t)) according
to
v
k
(v

k
(t)) = v
k
(t), (10)
for k = 1, .., n
s
, see Figure 2. And, third, the sampled phases v

(t) are interpolated to the function w

(t, a)
w

(t, a) = h(v

(t)), (11)
as approximation of (t, a). Finally, the transformed samples v(v

(t)) are interpolated at a constant phase

w

(t, a) to
w(, a) = h( v()). (12)
Repeating the latter interpolation for all phases w

(t, a) results in the function w(w

(t, a), a). The

interpolation w(w

(t, a), a) is then transformed back to an approximation in the time domain w(t, a) as
follows
w(t, a) = w(w

(t, a), a). (13)

The resulting function w(t, a) is an approximation of the unknown response surface u(t, a) as function of
time t and the random parameters a(). The actual sampling g and interpolation h is performed using
the extrema diminishing uncertainty quantication method l based on Newton-Cotes quadrature in simplex
elements described in the previous section.
The phases v

(t) are extracted from the samples based on the local extrema of the time series v(t).
A trial and error procedure identies a cycle of oscillation based on two or more successive local maxima.
The selected cycle is accepted if the maximal error of its extrapolation in time with respect to the actual
sample is smaller than a threshold value
k
for at least one additional cycle length. The functions for the
phases v

(t) in the whole time domain T are constructed by identifying all successive cycles of v(t) and
linear extrapolation to t = 0 and t = t
max
before and after the rst and last complete cycle, respectively.
The phase is normalized to zero at the start of the rst cycle and a user dened parameter determines
whether the sample is assumed to attain a local extremum at t = 0. The interpolation at constant phase is
restricted to the time domain that corresponds to the range of phases that is reached by all samples in each
of the elements. If the phase v

k
(t) cannot be extracted from one of the samples v
k
(t) for k = 1, .., n
s
, then
uncertainty quantication interpolation h is directly applied to the time-dependent samples v(t).
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k
v
time t
(a) samples v
k
(t)
k
v
^
phase
(b) samples v
k
()
Figure 2. Oscillatory samples as function of time and phase.
C. Error bound for non-periodic responses
It is shown below that the uncertainty quantication interpolation of non-periodic samples at constant phase
results in a bounded relative error. Let u(t, a) be a non-periodic response as function of time t for t R
given by
u(t, a) = A(t, a)u
p
(t, a), (14)
with amplitude A(t, a) > 0 t R and u
p
(t, a) a periodic function in time
u
p
(t +zT(a), a) = u
p
(t, a), for all z Z and a A, (15)
with T(a) = 1/f(a) > 0 the period length and f(a) the frequency aected by the random input a(). The
phase (t, a) of the periodic part u
p
(t, a) is given by
(t, a) =
0
(a) +
t
T(a)
, (16)
with
0
(a) = (0, a). Consider non-periodic response u(t, a) that can then be written as function of (t, a)
as follows
u(t, a) = u((t, a), a) =

A((t, a)) u
p
((t, a), a), (17)
with

A((t, a)) = A(t, a) and u
p
((t, a), a) = u
p
(t, a). Consider uncertainty quantication method l which
results in an approximation w(t, a) of u(t, a) based on applying interpolation method h at constant phase to
n
s
samples v(t) = {v
1
(t), . . . , v
ns
} for parameter values a
k
for k = 1, . . . , n
s
resulted from sampling method
g. Let h be a linear interpolation method in the sense that
ch(v) = h(cv), (18)
with c a constant, which holds for virtually all interpolation techniques including the Simplex Elements
Stochastic Collocation approach.
Theorem 1. Relative error (, a) in approximation w(, a) with respect to non-periodic response surface
u(, a) given by
(, a) =
| w(, a) u(, a)|

A()
, (19)
with

A((t, a)) = A(t, a), as results from uncertainty quantication method l applied at constant phase is
bounded for all R and a A by for which holds
(, a) < , for all [0, 1] and a A. (20)
Proof. For the periodic part u
p
(t, a) of the non-periodic response u(t, a) = A(t, a)u
p
(t, a) holds
u
p
(t, a) = u
p
((t, a), a), (21)
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and
u
p
( +z, a) = u
p
_

0
(a) +
t +zT(a)
T(a)
, a
_
= u
p
(t +zT(a), a)
= u
p
(t, a) = u
p
(, a), for all z Z and a A. (22)
As function of the phase also holds
u(, a) =

A() u
p
(, a), (23)
with

A() = A(t, a). The samples v
k
(t) resulting from sampling method g
v
k
(t) = g
k
(u(t, a)) = u(t, a
k
), (24)
for k = 1, . . . , n
s
can also be written in terms of a periodic part v
p
k
(t)
v
k
(t) = A(t, a
k
)v
p
k
(t), (25)
with v
p
k
(t) = g
k
(u
p
(t, a)) = u
p
(t, a
k
). The signals v
p
k
(t) are periodic with period length v
T
k
= T(a
k
), since
using (15)
v
p
k
(t +zv
T
k
) = u
p
(t +zT(a
k
), a
k
) = u
p
(t, a
k
) = v
p
k
(t) for all z Z, (26)
for k = 1, . . . , n
s
. The phase v

k
(t) = (t, a
k
) of the signals v
p
k
(t) is then in correspondence with (16) given
by
v

k
(t) = v
0
k
+
t
v
T
k
, (27)
for k = 1, . . . , n
s
, with v
0
k
= v

k
(0). Scaling the functions v
p
k
(t) with their phase v

k
(t) results in
v
p
k
(t) = v
p
k
(v

k
(t)), (28)
for k = 1, . . . , n
s
. Periodicity of v
p
k
(t) gives
v
p
k
(v

k
(t) +z) = v
p
k
_
v
0
k
+
t +zv
T
k
v
T
k
_
= v
p
k
(t +zv
T
k
) = v
p
k
(t) = v
p
k
(v

k
(t)), for all z Z, (29)
for k = 1, . . . , n
s
. In terms of the phase v

k
(t), (25) becomes
v
k
(v

k
(t)) =

A(v

k
(t)) v
p
k
(v

k
(t)), (30)
with v
k
(t) = v
k
(v

k
(t)) and A(t, a
k
) =

A(v

k
(t)). Uncertainty quantication method l results in approxi-
mation w(, a) by applying interpolation method h of the samples v() at a constant phase
w(, a) = h( v()) = h( v
1
(), . . . , v
ns
()). (31)
Introduce also the following notations
w
p
(, a) = h( v
p1
(), . . . , v
pns
()), (32)
and
w(, a) =

A() w
p
(, a). (33)
The relative error (, a) as function of phase in approximation w(, a) with respect to u(, a) is dened
by (19) as
(, a) =
| w(, a) u(, a)|

A()
. (34)
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Then holds for ( +z, a) the following
( +z, a) =
| w( +z, a) u( +z, a)|

A( +z)
=

h( v
1
( +z), . . . , v
ns
( +z))

A( +z)

A( +z) u
p
( +z, a)

A( +z)

h
_

A( +z) v
p1
( +z)

A( +z)
, . . . ,

A( +z) v
pns
( +z)

A( +z)
_
u
p
( +z, a)

= |h( v
p1
(), . . . , v
pns
()) u
p
(, a)|
=
|

A() w
p
(, a)

A() u
p
(, a)|

A()
=
| w(, a) u(, a)|

A()
= (, a), for all z Z and R and a A. (35)
Error (, a) is, therefore, a periodic function of . Dene for which holds (20)
(, a) < , for all [0, 1] and a A,
then holds
( +z, a) = (, a) < , for all z Z and [0, 1] and a A, (36)
and
(, a) < , for all R and a A, (37)
Relative error (, a) in approximation w(, a) is, therefore, bounded by for all R and a A.
Notice that the proof of Theorem 1 is independent of uncertainty quantication method l, sampling
method g, and interpolation method h, as long as the interpolation method satises (18), ch(v) = h(cv).
For the special case of periodic samples with A(t, a) a constant, the error bound (, a) < holds for the
absolute error (, a) = | w(, a) u(, a)|.
26
For non-periodic responses which cannot be written as u(t, a) = A(t, a)u
p
(t, a), with A(t, a) =

A((t, a)),
the relative error (, a) is not strictly bounded by . However, scaling the resulting samples v
k
(t) with their
phase still eliminates the eect of the increasing phase dierences on the increase of the number of required
samples. Also for these responses, performing the uncertainty quantication interpolation at constant phase
results practically in a constant accuracy with a constant number of samples.
The bounded error (, a) as function of phase also results in a bounded error (t, a) in time for the
Simplex Elements Stochastic Collocation method l, if initial phase
0
(a) and frequency f(a) of periodic
function u
p
(t, a) depend linearly on a, with u(t, a) = A(t, a)u
p
(t, a). Let initial phase
0
(a), therefore,
depend linearly on the random parameters a

0
(a) = c
0,0
+c
0,1
a. (38)
where denotes the vector inner product, with c
0,0
constant and c
0,1
a vector containing n
a
constants.
And let frequency f(a) also depend linearly on a()
f(a) = c
f,0
+c
f,1
a, (39)
with c
f,0
constant and c
f,1
an n
a
-dimensional constant vector. Further is used that Simplex Elements
Stochastic Collocation exactly interpolates linear functions.
Theorem 2. Relative error (t, a) in approximation w(t, a) with respect to non-periodic response surface
u(t, a) given by
(t, a) =
|w(t, a) u(t, a)|
A(t, a)
, (40)
with A(t, a) =

A((t, a)), as resulted from Simplex Elements Stochastic Collocation l applied at constant
phase is bounded for all t R and a A by for which holds (20)
(, a) < , for all [0, 1] and a A,
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if initial phase
0
(a) and frequency f(a) of periodic function u
p
(t, a) depend linearly on a, with u(t, a) =
A(t, a)u
p
(t, a).
Proof. The phase (t, a) of the periodic part u
p
(t, a) of non-periodic response u(t, a) is given by (16)
(t, a) =
0
(a) +
t
T(a)
=
0
(a) +f(a)t.
The linear dependence of
0
(a) and f(a) on a given by (38) and (39) results in
(t, a) = c
0,0
+c
f,0
t + (c
0,1
+c
f,1
t) a (41)
The n
s
sampled phases v

(t) = {v
1
(t), . . . , v
ns
(t)} resulting from sampling method g are, therefore,
v

k
(t) = c
0,0
+c
f,0
t + (c
0,1
+c
f,1
t) a
k
, (42)
for k = 1, . . . , n
s
. The resulting w

(t, a) of Simplex Elements Stochastic Collocation interpolation h of the

samples v

(t) then exactly reconstructs the function (t, a)

w

(t, a) = h(v

(t)) = c
0,0
+c
f,0
t + (c
0,1
+c
f,1
t) a = (t, a). (43)
Therefore, error ((t, a), a) in the approximation w(w

(t, a), a) of response u((t, a), a) becomes

((t, a), a) =
| w(w

(t, a), a) u((t, a), a)|

A((t, a))
=
| w((t, a), a) u((t, a), a)|

A((t, a))
=
|w(t, a) u(t, a)|
A(t, a)
= (t, a) < for all R and a A, (44)
according to Theorem 1. Using (16) gives
(t, a) < for all t R and a A. (45)
IV. Transonic airfoil utter
The combined eect of independent randomness in the ratio of natural frequencies () and the free
stream velocity U

() on the post-utter behavior of an elastically mounted airfoil is analyzed. The struc-

tural model of the pitch-plunge airfoil with cubic nonlinear spring stiness is given by:
6, 11

+x

+
_

U

_
2
( +

3
) =
1

C
l
(), (46)
x

r
2

+
1
U
2
( +

3
) =
2
r
2

C
m
(), (47)
where

= 0m
2
and

= 300rad
2
are the cubic spring parameters, () = h/b is the non-dimensional
plunge displacement of the elastic axis, see Figure 3, () is the pitch angle, and (

) denotes dierentiation
with respect to non-dimensional time = Ut/b, with half-chord length b = c/2 = 0.5m. The radius of
gyration around the elastic axis is r

b = 0.25m, bifurcation parameter U

is dened as U

= U/(b

),
and the airfoil-air mass ratio is = m/

b
2
= 100, with m the airfoil mass. The elastic axis is located
at a distance a
h
b = 0.25m from the mid-chord position and the mass center is located at a distance
x

b = 0.125m from the elastic axis. The ratio of natural frequencies is dened as () =

, with

and

the natural frequencies of the airfoil in pitch and plunge, respectively. The randomness in () is
described by a uniform distribution around mean value

= 0.25 with a coecient of variation of 10%. The
8 of 16
American Institute of Aeronautics and Astronautics
a
hb
x
b
h
midchord
elastic axis
centre of mass
reference position
c
b

Figure 3. The elastically mounted pitch-plunge airfoil model.

free stream velocity U

() is subject to a symmetric unimodal beta distribution with

1
=
2
= 2 with a
coecient of variation of 1% around mean
U
= 276.27m/s, which corresponds to M

= 0.8.
The non-dimensional aerodynamic lift and moment coecients, C
l
() and C
m
(), are determined by
solving the unsteady Euler equations. The two-dimensional ow domain is discretized by an unstructured
hexahedral mesh of 12 10
3
cells, which was selected based on a grid convergence study. The governing
equations are discretized using a second order central nite volume discretization stabilized with articial
dissipation. An Arbitrary Lagrangian-Eulerian formulation is employed to couple the uid mesh with the
movement of the structure. The uid mesh is deformed using radial basis function interpolation of the
boundary displacements.
4
Time integration is performed using the second order BDF-2 method until t = 3
with time step t = 0.002, which was established after a time step renement study. Initially the airfoil is at
rest at a deection of (0) = 0.1deg and (0) = 0 from its equilibrium position. In order to study the post-
bifurcation behavior, the bifurcation parameter U

is xed at 130% of the deterministic linear bifurcation

point for the mean values of the random parameters. The stochastic behavior of the angle of attack (t, )
is resolved as indicator for the post-utter airfoil behavior.
The Unsteady Adaptive Stochastic Finite Elements response surface approximation of the angle of attack
(t, ) as function of the random parameters () and U

() at t = {0.5; 1.5; 2.5} given in Figure 4 shows

an increasingly oscillatory response surface with time. The 10% variation in () has a larger eect on
the frequency of the response than U

() with 1% variation. Both parameters have a small eect on

the amplitude of the oscillation of (t, ) of approximately 3
o
. At t = 0.5 the airfoil exhibits transient
behavior from its initial perturbation of (0) = 0.1
o
, which is indicated by the smaller amplitude of the
response surface variations of approximately 2
o
. These results are obtained using the time-independent
grid in probability space shown in Figure 4d with n
s
= 9 samples, n
e
= 2 elements, and n
e
sub
= 4096
post-processing subelements.
The resulting UASFE approximation of the mean

(t) and standard deviation

(t) of the angle of

attack (t, ) in Figure 5 shows two frequency signals due to the eect of the two random parameters
on the frequency of the response. The mean

(t) exhibits initially an increasing oscillation caused by

the deterministic transient of the samples, after which it develops a decaying oscillation due to the eect
of the random parameters on the frequency of the response. The large eect of the random parameters
on the dynamical system is illustrated by the fast initial increase of the standard deviation

(t) from
its deterministic initial condition. Although the deterministic post-utter behavior is highly unsteady, the
stochastic response reaches a steady asymptotic behavior with a standard deviation of

= 1.6
o
, which is a
factor 16 larger than the initial angle of attack (0) = 0.1
o
. The discretizations with n
s
= {9, 13, 25} samples
and n
e
= {2, 4, 8} uniformly rened elements, respectively, indicate that the results are uniformly converged
in time. The approximation with n
s
= 25 is converged up to
ne
= 6.2 10
3
, where
ne
is dened by (8). The
local convergence for

(t) and

(t) at t = {0.5; 1.0; 1.5; 2.0; 2.5} given in Tables 1 and 2 for n
s
= {13, 25}
shows no clear increase of convergence measure with time. This illustrates that the convergence and the
accuracy of the UASFE approximation are in practice constant in time.
9 of 16
American Institute of Aeronautics and Astronautics
(a) t = 0.5 (b) t = 1.5
(c) t = 2.5 (d) Stochastic grid
Figure 4. Response surface of angle of attack () as function of random natural frequency ratio () and free
stream velocity U() for transonic airfoil utter.
0 0.5 1 1.5 2 2.5 3
0.6
0.4
0.2
0
0.2
0.4
0.6
time t [s]
m
e
a
n

[
d
e
g
]


n
s
=9
n
s
=13
n
s
=25
(a) Mean
0 0.5 1 1.5 2 2.5 3
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
time t [s]
s
t
a
n
d
a
r
d

d
e
v
i
a
t
i
o
n

[
d
e
g
]


n
s
=9
n
s
=13
n
s
=25
(b) Standard deviation
Figure 5. Mean and standard deviation of angle of attack () for transonic airfoil utter with random natural
frequency ratio () and free stream velocity U().
10 of 16
American Institute of Aeronautics and Astronautics
Table 1. Convergence measure ne
for mean angle of attack (t, ) for transonic airfoil utter with random
natural frequency ratio () and free stream velocity U().
n
s
n
e
t = 0.5 t = 1.0 t = 1.5 t = 2.0 t = 2.5
13 4 0.640 10
3
3.712 10
3
4.426 10
3
7.207 10
3
4.331 10
3
25 8 0.268 10
3
2.455 10
3
3.138 10
3
4.422 10
3
2.684 10
3
Table 2. Convergence measure ne
for the standard deviation of angle of attack (t, ) for transonic airfoil
utter with random natural frequency ratio () and free stream velocity U().
n
s
n
e
t = 0.5 t = 1.0 t = 1.5 t = 2.0 t = 2.5
13 4 2.943 10
3
3.275 10
3
7.500 10
3
5.378 10
3
3.896 10
3
25 8 0.973 10
3
4.388 10
3
0.859 10
3
2.194 10
3
3.344 10
3
V. Three-dimensional transonic wing
The transonic AGARD 445.6 wing
30
is a standard benchmark case for the uid-structure interaction of
a three-dimensional continuous structure. The discretization of the aeroelastic conguration is described in
section A. In section B randomness is introduced in the free stream velocity. The stochastic response of the
system and the utter probability are determined.
A. AGARD 445.6 wing benchmark problem
The AGARD aeroelastic wing conguration number 3
30
known as the weakened model is considered here
with a NACA 65A004 symmetric airfoil, taper ratio of 0.66, 45
o
quarter-chord sweep angle, and a 2.5-foot
semi-span subject to an inviscid ow. The structure is described by a nodal discretization using an undamped
linear nite element model in the Matlab nite element toolbox OpenFEM.
15
The discretization contains in
the chordal and spanwise direction 6 6 brick-elements with 20 nodes and 60 degrees-of-freedom, and at
the leading and trailing edge 2 6 pentahedral elements with 15 nodes and 45 degrees-of-freedom as in.
33
The orthotropic material properties are obtained from
3
and the ber orientation is taken parallel to the
quarter-chord line.
The Euler equations for inviscid ow
5
are solved using a second-order central nite volume discretization
on a 60 15 30m domain using an unstructured hexahedral mesh. The free stream conditions for the
density

= 0.099468kg/m
3
and pressure p

= 7704.05Pa are taken from.

30
Time integration of the
samples is performed using a third-order implicit Runge-Kutta scheme
9
until t = 1.25s to determine the
stochastic solution until t = 1s. The rst bending mode with a vertical tip displacement of y
tip
= 0.01m is
used as initial condition for the structure, see Figure 6.
The coupled uid-structure interaction system is solved using a partitioned IMEX scheme
31, 32
with ex-
plicit treatment of the coupling terms without sub-iterations. An Arbitrary Lagrangian-Eulerian formulation
is employed to couple the uid mesh with the movement of the structure. The ow forces and the structural
displacements are imposed on the structure and the ow using nearest neighbor and radial basis function
interpolation,
33
respectively. The uid mesh is also deformed using radial basis function interpolation of
the boundary displacements.
4
A convergence study has been performed to determine a suitable ow mesh
discretization and time step size. Deterministic results for the selected ow mesh with 3.1 10
4
volumes and
time step of t = 2.5 10
3
s agree well with experimental and computational results in the literature.
10, 30, 33
The deterministic utter velocity is found to be U
ut
= 313m/s, which corresponds to a Mach number of
M

= 0.951.
B. Randomness causes non-zero utter probability
In the following, the eect of randomness in the free stream velocity U

() is studied. The mean free

stream velocity is chosen 5% below the actual deterministic utter velocity,
U
= 0.95U
ut
, to assess
the eectiveness of a realistic design safety factor. The coecient of variation of the assumed unimodal
11 of 16
American Institute of Aeronautics and Astronautics
Figure 6. Initial condition and grid for the AGARD 445.6 wing for mean free stream velocity
U
.
beta distribution is set to cv
U
= 3.5%. The outputs of interest are the lift L(t, ) and the vertical tip
displacement of the tip-node y
tip
(t, ).
The rst N
s
= 3 sampled time series of the lift L
i
(t, ) of the UASFE discretization with N
e
= 1 element
show in Figure 7a that the rst bending mode is the dominant mode in the system response. A second mode
which is initially present in the response, damps out quickly, such that a wavelet decomposition pre-processing
step is in this case not necessary to obtain the stochastic solution using UASFE. The samples illustrate that
the free stream velocity has a signicant eect on the frequency and the damping of the system response,
which results in a diverging oscillation for i = 3, and decaying oscillations for i = 1 and mean value
U
at i = 2. The same conclusions can be drawn from Figure 7b in which the response surface approximation
of the lift L(t, ) at t = 1 is given for N
e
= 5 elements and N
s
= 11 samples. The response surface has
an oscillatory character due to the eect of the random U

() on the frequency of the lift oscillation and

consequently on the phase dierences in L(t, ) at t = 1. The adaptive UASFE grid renement results
automatically in a gradually ner mesh in the region of large lift amplitudes at large values of U

().
0 0.2 0.4 0.6 0.8 1
250
200
150
100
50
0
50
100
150
200
250
time t
l
i
f
t

[
N
]
UASFE (N
e
=1,N
s
=3)


i=1 i=2 i=3
(a) lift samples L
i
(t)
0.88 0.9 0.92 0.94 0.96 0.98 1 1.02
50
0
50
100
150
200
250
U

/U
flut
l
i
f
t

L

[
N
]


t=1
UASFE (N
e
=5)
N
s
=11 samples
(b) lift response surface L(t, ) at t = 1
Figure 7. Results for the AGARD 445.6 wing with random free stream velocity U().
Results for the time evolution of the mean
L
(t) and the standard deviation
L
(t) of the lift are given
in Figure 8 for N
e
= 4 and N
e
= 5 elements. The two approximations are converged with respect to each
other up to 5 10
3
. The time history for the mean lift
L
(t) shows a decaying oscillation up to t = 0.4s
12 of 16
American Institute of Aeronautics and Astronautics
from the initial value of
L
= 23.9N. This behavior can be explained by the decaying lift oscillation for
a large range of U

() values and the eect of U

() on the increasing phase dierences with time. For

t > 0.4 the decay is approximately balanced by the exponentially increasing amplitude of the unstable part
of the U

() parameter domain. In contrast, the standard deviation shows an oscillatory increase from the
initial
L
= 2.46N up to a local maximum of
L
= 18.3N at t = 0.31s due to the increasing phase dierences
with time. For t > 0.31 the standard deviation slightly decreases due to the decreasing lift amplitude in part
of the parameter domain. Eventually, the unstable realizations result in an increasing standard deviation
which reaches at t = 1 values between
L
= 14 and
L
= 19, which corresponds to an amplication of the
initial standard deviation with a factor 6 to 8.
0 0.2 0.4 0.6 0.8 1
40
30
20
10
0
10
20
30
40
time t [s]
m
e
a
n

l
i
f
t

L

[
N
]


UASFE (N
e
=5,N
s
=11)
UASFE (N
e
=4,N
s
=9)
(a) mean
L
0 0.2 0.4 0.6 0.8 1
0
5
10
15
20
25
time t [s]
s
t
a
n
d
a
r
d

d
e
v
i
a
t
i
o
n

l
i
f
t

L

[
N
]


UASFE (N
e
=5,N
s
=11)
UASFE (N
e
=4,N
s
=9)
(b) standard deviation
L
Figure 8. Results for the AGARD 445.6 wing with random free stream velocity U().
The nodal description of the structure directly returns the vertical tip-node displacement y
tip
(t, ). The
approximations of the mean
ytip
(t) and standard deviation
ytip
(t) of y
tip
(t, ) show in Figure 9 a quali-
tatively similar behavior as the lift L(t, ). The standard deviation
ytip
(t) vanishes, however, initially due
to the deterministic initial condition for the structure in contrast with the non-zero
L
(t) at t = 0. The
standard deviation reaches values between
ytip
= 4.2 10
3
m and
ytip
= 5.6 10
3
m at t = 1, which
corresponds to a standard deviation equal to 42% and 56% of the deterministic initial vertical tip deection.
0 0.2 0.4 0.6 0.8 1
0.015
0.01
0.005
0
0.005
0.01
0.015
time t [s]
m
e
a
n

t
i
p

d
i
s
p
l
a
c
e
m
e
n
t

y
,
t
i
p

[
m
]


UASFE (N
e
=5,N
s
=11)
UASFE (N
e
=4,N
s
=9)
(a) mean y
tip
0 0.2 0.4 0.6 0.8 1
0
1
2
3
4
5
6
7
x 10
3
time t [s]
s
t
a
n
d
a
r
d

d
e
v
i
a
t
i
o
n

t
i
p

d
i
s
p
l
a
c
e
m
e
n
t

y
,
t
i
p

[
m
]


UASFE (N
e
=5,N
s
=11)
UASFE (N
e
=4,N
s
=9)
(b) standard deviation y
tip
Figure 9. Results for the AGARD 445.6 wing with random free stream velocity U().
13 of 16
American Institute of Aeronautics and Astronautics
The probability of utter can be determined by constructing the probability distribution of the damping
factor of the system given in Figure 10. The damping factor is here extracted from the last period of
oscillation of the sampled vertical tip node displacements. Positive and negative damping factors denote
unstable and damped oscillatory responses, respectively. Even though the mean free stream velocity
U
is xed at a safety margin of 5% below the deterministic utter velocity U
ut
, the non-zero probability of
positive damping indicates a non-zero utter probability. The 3.5% variation in U

() results actually in
a probability of utter of 6.19%. Taking physical uncertainties into account in numerical predictions is,
therefore, a more reliable approach than using safety margins in combination with deterministic simulation
results.
4 3 2 1 0 1 2
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
damping factor
p
r
o
b
a
b
i
l
i
t
y

d
i
s
t
r
i
b
u
t
i
o
n


UASFE (N
e
=5,N
s
=11)
UASFE (N
e
=4,N
s
=9)
Figure 10. Results for the AGARD 445.6 wing with random free stream velocity U().
VI. Conclusions
An uncertainty quantication formulation for achieving a constant accuracy in time with a constant
number of samples in multi-physics aeroelastic problems is developed based on interpolation of oscillatory
samples at constant phase instead of at constant time. The scaling of the samples with their phase eliminates
the eect of the increasing phase dierences in the response, which usually leads to the fast increasing number
of samples with time. The resulting formulation is not subject to a parameterization error and it can
resolve time-dependent functionals that occur for example in transient behavior. Phase-scaled uncertainty
quantication results in a bounded error as function of the phase for periodic responses and under certain
conditions also in a bounded error in time.
The developed approach is applied to the unsteady uid-structure interaction test cases of a two-
dimensional airfoil utter problem and the three-dimensional aeroelastic AGARD 445.6 wing. In the stochas-
tic post-utter analysis of a two-degree-of-freedomrigid airfoil in Euler ow with nonlinear structural stiness
in pitch and plunge, a combination of randomness in two system parameters is considered. The uncertainty
in the ratio of natural frequencies of the structure is described by uniform distribution around mean value
of 0.25 with a coecient of variation of 10%. The free stream velocity is subject to a symmetric unimodal
beta distribution with a coecient of variation of 1% around a mean of 276.27m/s, which corresponds to a
Mach number of 0.8. In order to study the post-bifurcation behavior, the bifurcation parameter is xed at
130% of the deterministic linear bifurcation point for the mean values of the random parameters.
The behavior of the mean, standard deviation, and response surface of the angle of attack is resolved
as indicator for the post-utter airfoil behavior. The results show that the frequency of the increasingly
oscillatory response surface with time is aected more by the frequency ratio than the free stream velocity.
Both parameters have a small eect on the amplitude of the oscillation. The asymptotic stochastic behavior
of the time-dependent problem is steady with a standard deviation of 1.6 degrees, which is a factor 16
larger than the deterministic initial angle of attack. Convergence results for discretizations with increasing
number of samples indicate that the applied uncertainty quantication methodology results in practice in a
time-independent accuracy with a constant number of samples.
14 of 16
American Institute of Aeronautics and Astronautics
The AGARD aeroelastic wing conguration number 3 known as the weakened model is also considered
with a NACA 65A004 symmetric airfoil, taper ratio of 0.66, 45 degrees quarter-chord sweep angle, and a
2.5-foot semi-span subject to an inviscid ow. The free stream conditions for the density and pressure are
0.099468 kg/m
3
and 7704.05 Pa, respectively. The rst bending mode with a vertical tip displacement of
0.01 m is used as initial condition for the structure. The deterministic utter velocity for this conguration
is found to be 313 m/s, which corresponds to a Mach number of 0.951.
The eect of randomness in the free stream velocity is studied. The mean free stream velocity is chosen
5% below the actual deterministic utter velocity to assess the eectiveness of a realistic design safety
factor. The coecient of variation of the assumed unimodal beta distribution is set to 3.5%. The outputs
of interest are the mean and standard deviation of the lift and the vertical tip displacement of the tip-node,
the probability distribution of the damping coecient, and the probability of utter.
Even though the mean free stream velocity is xed at a safety margin of 5% below the deterministic utter
velocity, a resulting non-zero probability of positive damping indicates a non-zero utter probability. The
3.5% variation in free stream velocity results actually in a probability of utter of 6.19%. Taking physical
uncertainties into account in numerical predictions is, therefore, a more reliable approach than using safety
margins in combination with deterministic simulation results.
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