Uncertainty estimation and a stopping rule in nonlinear gyrokinetic simulations

We present a method to estimate the mean and uncertainty of fluctuating quantities, such as spatially averaged density and temperature fluctuations or radial fluxes, from initial value simulations of the Eulerian gyrokinetic code GENE[1, 2]. Since the time series are autocorrelated in time, the data is grouped into batches based on the autocorrelation time and their means form the sample for further statistical treatment, such as calculating the standard error of the mean. Based on this uncertainty estimate we develop a stopping rule for a nonlinear simulation: First, regression tests ensure that it has reached a stationary (quasisteady) state and data before this point is discarded. Then the previously described estimate is calculated. If the estimated relative error is below a prescribed threshold, the simulation is stopped. This scheme is applied to several previously performed GENE simulations ranging from simple benchmarks to modelling of JET and ASDEX discharges. It can be demonstrated that a number of simulations could be around 30% shorter if a maximal statistical relative uncertainty of 5% is desired for all monitored quantities.