Given input sources of uncertainty, non-intrusive uncertainty propagation methods quantify the uncertainty in output quantities of interest (QoI) by performing a nite number of CFD (Computational Fluid Dynamics) instance realizations needed in the calculation of output statistics. It is well known that this introduces multiple sources of error. CFD codes often utilize finite-dimensional approximation (grids, basis functions, etc.) thus incurring CFD numerical errors often approximately reinterpreted as a statistical bias. Uncertainty propagation methods calculate uncertainty statistics for output quantities of interest using a numerical method (e.g. deterministic quadrature, sampling, etc.) thus incurring UQ (Uncertainty Quantification) numerical errors. Importance of quantifying these errors in large scale scientific computing: How accurate is an output statistic?; How should additional computational resources be invested to further reduce the error in a statistic?
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