A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data (Q1743427): Difference between revisions

The author considers a weighted essentially non-oscillatory (WENO) scheme to solve hyperbolic PDEs that may involve uncertain data. He introduces a third-order hierarchical basis WENO interpolation (HB-WENO) which can be applied for stochastic collocation methods on sparse grids. He proves the usual accuracy and stability properties of the method and shows a third-order accuracy in smooth regions, and second-order accuracy arbitrarily close to the discontinuities. Theoretical results are validated with numerical computations.