Stochastic Dimension Reduction of Multi Physics Systems through Measure Transformation

Uncertainty quantification of multiphysics systems represents numerous mathematical and computational challenges. Indeed, uncertainties that arise in each physics in a fully coupled system must be captured throughout the whole system, the so-called curse of dimensionality. We present techniques for mitigating the curse of dimensionality in network-coupled multiphysics systems by using the structure of the network to transform uncertainty representations as they pass between components. Examples from the simulation of nuclear power plants will be discussed.