Adaptive uncertainty quantification for stochastic hyperbolic conservation laws (Q6992934)

The authors build upon stochastic finite volume (SFV) methods, which inherently preserve conservation and hyperbolicity, and extend them by adding adaptive refinement strategies in both the physical and stochastic domains. They prove new a priori convergence results for statistical quantities such as push-forward probability densities and propose an SFV-based error indicator to guide refinement. The adaptive method automatically balances refinement and coarsening, ensuring computational efficiency while maintaining accuracy.\N\NIn the numerical experiments, applications to stochastic Burgers' and Euler equations demonstrate that the adaptive method achieves significantly improved convergence rates and accuracy compared to uniform refinement, especially in the presence of discontinuities and multiple uncertainty sources.\N\NOverall, the method provides a scalable, conservative, and accurate approach for uncertainty quantification in nonlinear hyperbolic PDEs, making it well-suited for complex physical simulations where both stochastic effects and shock phenomena play critical roles.