A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty

DOI10.1016/J.JCP.2017.05.027MaRDI QIDQ1692015zbMATH OpenOpenAlexFDO

Authors Kailiang Wu, Dongbin Xiu, Huazhong Tang

Publication date 26 January 2018

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.04121

zbMATH Keywords

operator splittinguncertainty quantificationgeneralized polynomial chaosquasilinear hyperbolic systemstochastic Galerkin methodssymmetrically hyperbolic

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) First-order hyperbolic systems (35L40)

Abstract: This paper is concerned with generalized polynomial chaos (gPC) approximation for a general system of quasilinear hyperbolic conservation laws with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of left eigenvector matrix of the Jacobian matrix. Stochastic Galerkin method is then applied to derive the equations for the gPC expansion coefficients. The resulting deterministic gPC Galerkin system is proved to be symmetrically hyperbolic. This important property then allows one to use a variety of numerical schemes for spatial and temporal discretization. Here a higher-order and path-conservative finite volume WENO scheme is adopted in space, along with a third-order total variation diminishing Runge-Kutta method in time. The method is further extended to two-dimensional (2D) quasilinear hyperbolic system with uncertainty, where the symmetric hyperbolicity of the one-dimensional system is carried over via the operator splitting technique. Several 1D and 2D numerical experiments are conducted to demonstrate the accuracy and effectiveness of the proposed gPC stochastic Galerkin method.

Recommendations

• A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations
• A stochastic Galerkin method for Hamilton-Jacobi equations with uncertainty
• A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations
• Stochastic Galerkin methods in hyperbolic equations
• Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty
• A stochastic Galerkin method for the Fokker-Planck-Landau equation with random uncertainties
• A stochastic Galerkin method for the Boltzmann equation with uncertainty
• Stochastic galerkin and collocation methods for quantifying uncertainty in differential equations: a review
• A stochastic Galerkin method for Maxwell equations with uncertainty
• Numerical methods for first order uncertain stochastic differential equations

Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• A comment on the computation of non-conservative products
• A stochastic Galerkin method for Hamilton-Jacobi equations with uncertainty
• A stochastic Galerkin method for the Boltzmann equation with uncertainty
• A stochastic Galerkin method for the Euler equations with roe variable transformation
• A third-order accurate direct Eulerian GRP scheme for the Euler equations in gas dynamics
• A well-balanced stochastic Galerkin method for scalar hyperbolic balance laws with random inputs
• Accuracy of the Adaptive GRP Scheme and the Simulation of 2-D Riemann Problems for Compressible Euler Equations
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Conjecture on the Structure of Solutions of the Riemann Problem for Two-Dimensional Gas Dynamics Systems
• Definition and weak stability of nonconservative products
• Entropy conservative and entropy stable schemes for nonconservative hyperbolic systems
• Entropy weak solutions to nonlinear hyperbolic systems under nonconservative form
• Galerkin method for wave equations with uncertain coefficients
• Generalised polynomial chaos for a class of linear conservation laws
• High order extensions of roe schemes for two-dimensional nonconservative hyperbolic systems
• High order finite volume schemes based on reconstruction of states for solving hyperbolic systems with nonconservative products. Applications to shallow-water systems
• High-Order Collocation Methods for Differential Equations with Random Inputs
• High-order accurate physical-constraints-preserving finite difference WENO schemes for special relativistic hydrodynamics
• High-order time-splitting Hermite and Fourier spectral methods
• High-order well-balanced finite volume schemes for simulating wave propagation in stratified magnetic atmospheres
• Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
• Numerical Solution of the Riemann Problem for Two-Dimensional Gas Dynamics
• Numerical methods for nonconservative hyperbolic systems: a theoretical framework.
• Numerical methods for stochastic computations. A spectral method approach.
• On positivity-preserving high order discontinuous Galerkin schemes for compressible Euler equations on rectangular meshes
• Robust uncertainty propagation in systems of conservation laws with the entropy closure method
• Runge-Kutta discontinuous Galerkin method with a simple and compact Hermite WENO limiter
• Solution of Two-Dimensional Riemann Problems of Gas Dynamics by Positive Schemes
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Total-Variation-Diminishing Time Discretizations
• Uncertainty analysis for the steady-state flows in a dual throat nozzle
• Uncertainty propagation using Wiener-Haar expansions
• Uncertainty qualification for hyperbolic systems of conservation laws
• Uncertainty quantification for systems of conservation laws
• WENO scheme with subcell resolution for computing nonconservative Euler equations with applications to one-dimensional compressible two-medium flows
• Well-balanced schemes for the Euler equations with gravitation
• Why Nonconservative Schemes Converge to Wrong Solutions: Error Analysis
• Why many theories of shock waves are necessary: convergence error in formally path-consistent schemes

Cited in

(27)

• A well-balanced stochastic Galerkin method for scalar hyperbolic balance laws with random inputs
• Efficient stochastic Galerkin methods for Maxwell's equations with random inputs
• A Multilevel Stochastic Collocation Method for Schrödinger Equations with a Random Potential
• Oscillation mitigation of hyperbolicity-preserving intrusive uncertainty quantification methods for systems of conservation laws
• Hyperbolic stochastic Galerkin formulation for the \(p\)-system
• Intrusive acceleration strategies for uncertainty quantification for hyperbolic systems of conservation laws
• Stochastic Galerkin method for cloud simulation
• A high-order stochastic Galerkin code for the compressible Euler and Navier-Stokes equations
• A stochastic kinetic scheme for multi-scale flow transport with uncertainty quantification
• A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations
• A stochastic Galerkin method for Hamilton-Jacobi equations with uncertainty
• Hyperbolicity-preserving and well-balanced stochastic Galerkin method for two-dimensional shallow water equations
• Stochastic Galerkin methods in hyperbolic equations
• Filtered stochastic Galerkin methods for hyperbolic equations
• A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
• New high-order numerical methods for hyperbolic systems of nonlinear PDEs with uncertainties
• Lattice Boltzmann method for stochastic convection-diffusion equations
• A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations
• Entropies and symmetrization of hyperbolic stochastic Galerkin formulations
• Polynomial chaos methods for hyperbolic partial differential equations. Numerical techniques for fluid dynamics problems in the presence of uncertainties
• Stochastic galerkin and collocation methods for quantifying uncertainty in differential equations: a review
• A flux reconstruction stochastic Galerkin scheme for hyperbolic conservation laws
• A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition
• Energy conserving Galerkin approximation of two dimensional wave equations with random coefficients
• A WENO-based stochastic Galerkin scheme for ideal MHD equations with random inputs
• Entropy stable Galerkin methods with suitable quadrature rules for hyperbolic systems with random inputs
• Hyperbolicity-preserving and well-balanced stochastic Galerkin method for shallow water equations

This page was built for publication: A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1692015)