MATHICSE Technical Report : Continuation Multi-Level Monte-Carlo method for Uncertainty Quantification in Turbulent Compressible Aerodynamics Problems modeled by RANS

In this technical report we apply the Continuation Multi Level Monte Carlo (C-MLMC) algorithm to efficiently propagate operating and geometric uncertainties in internal and external aerodynamic simulations modeled by RANS. In particular, we discuss the construction of suitable mesh hierarchies and test the C-MLMC algorithm on the 2D RAE-2822 transonic airfoil and the 3D NASA Rotor 37 affected by operating uncertainties