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

DOI10.1016/J.JCP.2017.05.027zbMATH Open1380.65315arXiv1601.04121OpenAlexW2254062911MaRDI QIDQ1692015FDOQ1692015

Authors: Kailiang Wu, Dongbin Xiu, Huazhong Tang 

Publication date: 26 January 2018

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

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.

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

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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)

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• A flux reconstruction stochastic Galerkin scheme for hyperbolic conservation laws
• A stochastic kinetic scheme for multi-scale flow transport with uncertainty quantification
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• A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition
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• Oscillation mitigation of hyperbolicity-preserving intrusive uncertainty quantification methods for systems of conservation laws
• Filtered stochastic Galerkin methods for hyperbolic equations
• A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations

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