A Realizable Filtered Intrusive Polynomial Moment Method

Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) A priori estimates in context of PDEs (35B45) Smoothness and regularity of solutions to PDEs (35B65) Hyperbolic conservation laws (35L65) Euler equations (35Q31) Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Inference from stochastic processes and prediction (62M20) Numerical solutions to stochastic differential and integral equations (65C30) Numerical optimization and variational techniques (65K10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Kinetic theory of gases in time-dependent statistical mechanics (82C40)

arXiv classification

cs.NA math.NA

Abstract: Intrusive uncertainty quantification methods for hyperbolic problems exhibit spurious oscillations at shocks, which leads to a significant reduction of the overall approximation quality. Furthermore, a challenging task is to preserve hyperbolicity of the gPC moment system. An intrusive method which guarantees hyperbolicity is the intrusive polynomial moment (IPM) method, which performs the gPC expansion on the entropy variables. The method, while still being subject to oscillations, requires solving a convex optimization problem in every spatial cell and every time step. The aim of this work is to mitigate oscillations in the IPM solution by applying filters. Filters reduce oscillations by damping high order gPC coefficients. Naive filtering, however, may lead to unrealizable moments, which means that the IPM optimization problem does not have a solution and the method breaks down. In this paper, we propose and analyze two separate strategies to guarantee the existence of a solution to the IPM problem. First, we propose a filter which maintains realizability by being constructed from an underlying Fokker-Planck equation. Second, we regularize the IPM optimization problem to be able to cope with non-realizable gPC coefficients. Consequently, standard filters can be applied to the regularized IPM method. We demonstrate numerical results for the two strategies by investigating the Euler equations with uncertain shock structures in one- and two-dimensional spatial settings. We are able to show a significant reduction of spurious oscillations by the proposed filters.

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