The discrete stochastic Galerkin method for hyperbolic equations with non-smooth and random coefficients (Q1703052)

The authors develop a general polynomial chaos (gPC) based stochastic Galerkin (SG) for hyperbolic equations with random and singular coefficients. The basic idea is first discretize the equation by a smooth finite difference or finite volume scheme, and then use the gPC-SG approximation to the discrete system. The jump condition at the interface is treated using the immersed upwind method introduced by the same authors. This yields a method that converges with the spectral accuracy for finite mesh size and time step. The idea is developed for two problems. The first is a scalar hyperbolic equation with a discontinuous and random coefficient \[ u_t(x,t,z)+[c(x,z)u(x,t,z)]_x=0,\quad t>0,\;x\in\mathbb R, \] where \(c(x,z)\) is a random coefficient and \(z\) is a random variable in a properly defined complete random space with event space \(\Omega\), and \(c(x,z)\) is continuous wrt to~\(x\), which corresponds to an interface between different media. The second is a Liouville equation for the particle density distribution \(u(x,v,t,z)>0\) at position~\(x\) and velocity~\(v\): \[ u_t+vu_x-V_xu_v=0,\quad t>0,\;x,v\in \mathbb R. \] Potential \(V_x\) may be discontinuous in~\(x\) corresponding to a potential barrier. The quantities of interest are the expected value and variance of~\(u\). Numerical examples illustrate the suggested approach.