Coping with Uncertainty in Turbulent Flow

Simulations
Pierre Sagaut
Institut Jean Le Rond dAlembert, Universite Pierre et Marie Curie - Paris 6,
4 place Jussieu -case 162, F-75252 Paris cedex 5, France
pierre.sagaut@upmc.fr

1 Introduction
Real-life CFD applications involve a large number of choices that are to be
made in order to setup the computational congurations of the problem.
These choices include the physical models and related arbitrary constants,
boundary conditions, initial conditions as well as tuning parameters in the
numerical methods. In many cases, all physical and geometrical parameters
are not exactly known and in some instances are not known at all. This lack of
information raises the issue of taking into account uncertainties in the CFD
process, modeling it and measuring the dependency/sensitivity of the results
with respect to these uncertainties. Consequently, this approach implies that
instead of seeking a single deterministic solution, we are now interested in
recovering a continuous description of the space of possible solutions spanned
by uncertain parameters.
This article aims at providing a survey of recent progress made in the
eld of uncertainty and error quantication and propagation in CFD, the
emphasis being put on Large-Eddy Simulation (LES) of turbulent ows. All
issues addressed below are also relevant to Reynolds-Averaged Numerical
Simulations (RANS) and hybrid RANS/LES methods. Section 2 illustrates
why, even in a simple academic turbulent ow, arbitrary parameters that appear in turbulence models must be considered as uncertain parameters, since
their values are ow-dependent. The concept of robust model, i.e. whose
sensitivity to the tuning of arbitrary parameters is minimal, is then presented in Section 3. The issue of representing the space of solutions spanned
by possible variations of the computational setup parameters is then addressed. Section 4 rst illustrates the use of the generalized Polynomial Chaos
(gPC) [Xiu and Karniadakis (2002), Xiu and Karniadakis (2003)] method on
an academic case and then exemplies the use of the Kriging method
[Krige (1951)] on an engineering problem.

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P. Sagaut

2 Inertial Range Consistent Subgrid/Turbulence

Models
In simulations, subgrid-scale models do not always yield their theoretically
expected solution, and this is often experienced in the signicant discrepancy
between a priori tests and a posteriori results. This is caused by simplications and assumptions related to the shape of the LES lter, the type
of turbulence at the lter cut-o, etc., in combination with the non-linear
nature of the NavierStokes equations. We illustrate here this problem by
considering the value of the adaptable model constant parameter C in the
Smagorinsky subgrid viscosity model for large-eddy simulation. The wellknown Lilly analysis [Lilly (1967)], which leads to C = C = 0.17 0.18,
was carried out in a simplied asymptotic framework, which is not relevant
in most ows of interest, since it does not account for Reynolds eects, largescale dynamics, shear . . . Usual tuning methodology for arbitrary parameters
in turbulence/subgrid models relies on simple test case solutions: the model
parameters are adjusted so that a satisfactory solution is recovered. A very
popular test case is Decaying Homogeneous Isotropic Turbulence (DHIT),
which is characterized at the global level by the turbulent kinetic energy decay rate. The recovery of the observed decay rate via LES or VLES method
is still a challenging issue. One of the main reasons for this is that the decay
rate is not universal, since it depends on several ne spectral features of the
solution, among which: the Reynolds number, the spectrum shape at very
large scales and very small scales, cuto eects originating in the nite size
of the wind tunnel/computational domain. Therefore, no universal value for
C can be expected, even in the DHIT case. The exact value of the C constant
was derived by [Meyers and Sagaut (2006)] using Popes formulation for the
turbulent kinetic energy spectrum E(k):


4/3

C 3/4

C(L/, ReL ) =
1
,
(1)

C
where the spectrum shape is dened as
E(k) = K0 2/3 k 5/3 fL (kL)f (k),

(2)

and the auxiliary function is dened as

 +
4
1
3/4
x1/3 G2 (x/L)fL (x)f (xReL )dx, (3)
(L/, ReL ) =
3 (L/)4/3 0
where G is the LES lter kernel, L the integral lengthscale, the Kolmogorov
scale, the LES cuto scale and C = 0.17-0.18 the usual value. The lterdependent parameter is computed as
=

 +

3/4
4
x1/3 G2 (x)dx
.
3 0

(4)

Coping with Uncertainty in Turbulent Flow Simulations

21

Since this is an exact formulation of the Smagorinsky constant, it is seen

that this parameter is ow-dependent and lter-dependent. Therefore, it must
be considered as an uncertain parameter in practical LES, since most of
these parameters remain unknown. It is worth noting that the usual value
is recovered as an asymptotic limit (see Fig.1). The denition given above is
very complex, and does not satisfy the basic constraint of numerical viability.
Meyers and Sagaut proposed an ecient approach to recover inertial-range
consistency, which makes it possible to mimic the exact behaviour using the
asymptotic value of the Smagorinsky model by remapping the total eective
viscosity (dened as the sum of molecular and subgrid-induced dissipative
eects) as follows:

2
ef f = Lilly
+ 2
(5)
This analysis and remapping approach was also applied to Variational
Multiscale variants of the Smagorinsky model. Other models including additional transport equations (DES, SAS, ) remain to be analysed from the
inertial range consistency viewpoint. Let us also notice that the usual onetest-lter dynamic procedure fails in recovering the correct behaviour, as
shown by Porte-Agel and co-workers [Porte-Agel et al. (2000)].

0.2

Cs

0.15

0.1

0.05

0
0
10

10
/

10

Fig. 1. Smagorinsky constant as a function of the ratio between cuto length and
Kolmogorov scale. Solid line: exact value; dotted line: asymptotic value; dashed
line: linear and quadratic remapping.

22

P. Sagaut

3 The Concept of Robust Modelling

The existence of intrinsic uncertainties in LES/VLES modelling automatically raises the question of model robustness, i.e. of the sensitivity of the
results to the tuning of the free parameters in the model. A robust model
will naturally be preferred for practical purposes, even if it does not yield the
best possible results, since it will provide users with results of constant level of
accuracy. More sensitive models will be disgarded in practice. In this section,
we will propose some quality indicator, and show that robust models exist
and can be derived in simple ways [Meyers et al. (2006)]. The quantication
of the sensitivity will be addressed in the next section.
An error measure must rst be introduced in order to quantify the committed error. Following Meyers and coworkers, let us consider the following
error indicator

  
2
kc p
 T
2 (k)E
k
(E
(k,
t)

G
(k,
t))dk
dt
 0
LES
DN S
0
p (N, C) = 
.
(6)



2
 T  kc
p G2 (k)E
k
(k,
t))dk
dt
DN
S
0
0

Fig. 2. Error for the Smagorinsky model as a function of the number of grid points
N and the value of the Smagorinsky constant. Shadded regions denote optimality
regions for the mode constant, in which the committed error is within 20 percents
of the minimum possible error on the same grid. Symbols: square: p= -1; circle:
p=0; right-pointing triangle: p=1; left-pointing triangle: p=2.

Coping with Uncertainty in Turbulent Flow Simulations

23

Choosing p=-1,0 or 2, one can put the emphasis on the error committed
on the integral lengthscale, the resolved kinetic energy and the resolved enstrophy, respectively. Since in practical applications one can be interested in
predicting several parameters at the same time with satisfactory accuracy, it
is convenient to introduce the following multiobjective error measure





(N,
C)/
(N,
C(p,
N
)
p
p
p=1,0,1,2


,
(7)
(N, C) =

p=1,0,1,2 1/p (N, C(p, N )

which is expressed as an explicit function of the number of grid points N
N ) denotes the value of he
and the subgrid model constant C. Here, C(p,
constant which yields the lowest error on p (N, C) at xed N . A model will
be referred to as a robust model if, keeping the same value of C, a constant
level of accuracy is recovered when varying N . Results obtained in DHIT with
the usual Smagorinsky model are presented in Fig. 2, while those obtained
using the inertial-range consistant model based on a quadratic remapping
introduced above are displayed in Fig. 3. It is seen that the former is not
robust, while the latter is. This analysis can be extended to VLES, DES and
SAS-type methods in a straightforward manner.

Fig. 3. Error map for the quadratically approximated inertial-range consistent

Smagorinsky model. Same caption as in Fig. 2.

24

P. Sagaut

4 Copping with Uncertainties: Response Surface

Several mathematical tools are available to compute the sensitivity of the
solution with respect to a parameter of the simulation. Local gradient of the
solution can be computed in several ways, including complex dierentiation
[Lu and Sagaut (2007)]. A limitation of this approach is that the local gradient does not give access to the full space of spanned solutions, and that it is
a linearized analysis. The response surface approach is becoming more and
more popular to parameterize a full subspace, without relying on linearization. One example is the Kriging approach that is becoming increasingly
acknowledged (e.g. [Jouhaud et al. (2006)]). The present paper will focus on
results obtained with a stochastic spectral method referred to as the generalized Polynomial Chaos (gPC) approximation [Lucor et al. (2007)]. The
gPC approach consists of discretizing the space spanned by the uncertain
parameters using a pseudo-spectral method. This is a means of representing second-order random elds parametrically through a nite set of random
variables. The basis functions, which are orthogonal polynomials, should be
chosen in accordance with the probability density function of the uncertain
solution of the problem to ensure an optimal convergence of the representation. When this density is not known, one choice is to use basis functions

Fig. 4. Uncertainty error bars on the 643 grid resolved turbulent kinetic energy
spectrum computed using a Smagorinsky model with uncertain constant: envelope
of possible solutions

Coping with Uncertainty in Turbulent Flow Simulations

25

3000
2500

24
22
20
18
16
14
12
10
8
6
4
2
0

1500

PDF

2000

1000
500
0
0

0.005

0.01

0.015

0.02

0.025

E(k)

0.03

0.035

0.04

0.045

Fig. 5. pdf of the turbulent kinetic energy E(k) in DHIT with uncertain Smagorinsky constant following a beta distribution

Fig. 6. Flow conguration for the hot jet exhaust of an aeronautical engine cooling
system

that are optimal for the representation of the random inputs to the problem.
Using this approach, a continuous reconstruction of the space of possible solutions is obtained using a restricted set of usual LES realizations. The analysis
of decaying turbulence with an uncertain Smagorinsky model has been performed. We thus treat the Smagorinsky constant as an uncertain input to the
stochastic problem, and its probability distribution is assumed. In order to

26

P. Sagaut
Maximum and minimum values
Exp 50037
Standard LES
3

X/D=1

2.5
2

Z/D

Z/D

1.5

1.5

0.5

0.5

-0.5

0.5

U/U0

0
0.6

1.5

0.7

0.8

0.9

U/U0

1.1

2.5

2.5

Z/D

Z/D

1.5

1.5

0.5

0.5
-0.1

0.1

0.2

V/U0

-0.05

V/U0

0.05

0.1

Z/D

3
2.5

Z/D

3
2.5

1.5

1.5

0.5

0.5

X/D=8

2.5

0.1

W/U0

0.2

0.3

0
-0.2

-0.1

W/U0

0.1

Fig. 7. Mean velocity response based on the Kriging approach

simplify the system, we make the additional assumption than Cs is a random

variable, which means that its statistical properties do not depend on spatial
or temporal dimensions. The induced uncertainty on the computed energy
spectrum is illustrated in Fig. 4. Here, the distribution of the Smagorinsky
constant is uniform and the LES computational domain is discretized with a
643 grid.
Looking at the results, it is observed that all scales do not respond to the
uncertainty in the same way, i.e. the level of sensitivity is scale-dependent.
Another striking feature is the existence of a mode which is almost insensitive
to variations in the Smagorinsky model constant. This feature was observed
for smaller grid sizes as well. The scale-by-scale sensitivity is better illustrated in Fig. 5, which displays the pdf of the value of E(k) for all k. Here,
the distribution of the Smagorinsky constant is a beta(4, 4) distribution and
the LES computational domain is discretized with a 483 grid. It is seen that
both the amplitude and the shape of the pdf distribution are scale-dependent

Coping with Uncertainty in Turbulent Flow Simulations

X/D=1

27

X/D=8

0.6

0.6

0.5

0.5

0.4

0.4

0.7

0.7

0.3

0.3

0.2

0.2

0.1

0.1

0.02

0.04

0.06

0.02

Y=0

1
0.9

Exp 50037
Maximum and m
Standard LES

0.8
0.7

0.6
0.5
0.4
0.3
0.2
0.1
0

0.1

0.2

0.3

0.4

Fig. 8. Cooling eectiveness response based on the Kriging approach

functions, showing the great complexity of the LES solution response to random variability in the Smagorinsky constant.
We now illustrate the use of the response surface approach on a practical engineering problem, namely the separated ow at the exhaust of
the cooling system in a aeronautical engine (see gure 6). Most numerical
methods used for practical engineering purposes involve articial dissipation. However, it is known that numerical dissipation and subgrid/turbulence
model induced dissipation are in competition. They must be tuned in an
ad hoc manner to adapt to the case in order to recover the best possible results (e.g. [Garnier et al.(2001), Ciardi et al. (2005)]). In the following
example [Jouhaud et al. (2008)], it is chosen to retain both the Smagorinsky constant CS and the articial fourth-order dissipation parameter smu4
which appears in Jamesons scheme as uncertain optimization parameters. A
variability range of 30% around the standard values Cs = 0.18 and
smu4 = 0.01 is considered. The sensitivity of the mean ow with respect
to these two parameters is illustrated in Figs. 7 and 8, which compare the
standard LES solution (i.e. the LES solution computed using the standard
parameters), experimental data, and the extreme values retrieved from the
response surface built for the mean ow solution at every grid point. The sensitivity of the solution is directly related to the dierences between the two

28

P. Sagaut

extrema proles. It is observed that the robustness of the solution depends

on both the spatial location and the physical variable under consideration.
The gures reveal the existence of two cases. In the rst case, the experimental data lie within the two extrema, meaning that it might be possible
to tune up the parameters to match the experimental results. This will obviously lead to a very accurate LES solution at the considered location. In
the second case, the experimental data are outside the response surface: the
exact solution does not belong to the space of solutions spanned by the LES
method on the considered grid.

5 Concluding Remarks
The present paper aimed at presenting recent results dealing with unresolved
scale modelling for unsteady simulation of turbulent ows. The emphasis was
put on LES, but proposed analysis tools can be extended to hybrid RANSLES method in a straightforward manner. In a rst step, the concept of
inertial range consistency was introduced. Let us notice that this non-trivial
issue is of direct interest for practical application, since it was shown that the
usual value of the Smagorinsky constant can be used if and only if L/ >
20 30 and that / > 100, i.e. for coarse grids in ows such that L/ >
2000 3000. Since similar criteria may be dened for hybrid approaches,
one may wonder if model tuning on test cases with nearly-innite Reynolds
number is of practical interest for VLES models which involve several tuning
parameters.
A second step is to design robust models, i.e. models which will lead
to very good results even if some parameters of the simulation (grid resolution, ) are changed. Using the error map approach and the concept
of inertial-range consistency, it will be shown that robust, nearly-optimal
subgrid models can be designed, which satisfy the three basic modelling
constraints: 1/ physical constistency 2/ robustness 3/ numerical viability
[Meyers and Sagaut (2006), Meyers et al. (2006)]. In a third step, a deeper
insight in the solution sensitivity was gained using the gPC approach. One
may wonder if DHIT is a relevant test case for model validation, since it is
a very simple turbulent ow. Let us rst remark that theoretical analysis
needs relevant, unambiguous test cases. A last point is therefore the reliability of some famous test cases for LES-like model validation, such as the plane
channel ow. It was recently shown that the error associated with coarse-grid
plane channel DNS exhibits a complex non-linear behavior, which can lead
to misleading interpretations of the results in [Meyers and Sagaut (2007)].
These authors show that coarse-grid DNS may, in some cases, lead to exact prediction of usual test parameters such as skin friction, mean centreline
velocity and peak of streamwise turbulence intensity.

Coping with Uncertainty in Turbulent Flow Simulations

29

The last point dealt with the representation of the uncertainty in the
solution which originates in the lack of knowledge of complex ows. The
response surface approach is observed to be an ecient tool for that purpose.
Response surfaces can be used toinvestigate the sensitivity of the solution,
but also to draw error maps at lowcost is some reference data are available.
Acknowledgements. The author would like to warmly acknowledge the
fruitful and enlightning collaborations which lead to the results presented
here. The error map approach and the robust modelling theory were developped in close collaboration with Dr. Johann Meyers. The Kriging-based
results were obatined with Dr. Jean-Christophe Jouhaud. Dr. Didier Lucor
was the main contributor to the development of the gPC-based researches
presented here.

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P. Sagaut

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