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

DOI10.1007/S10915-017-0426-7zbMATH Open1398.65210arXiv1701.00068OpenAlexW2569321999MaRDI QIDQ1703052FDOQ1703052

Authors: Zheng Ma, Shi Jin 

Publication date: 1 March 2018

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: We develop a general polynomial chaos (gPC) based stochastic Galerkin (SG) for hyperbolic equations with random and singular coefficients. Due to the singu- lar nature of the solution, the standard gPC-SG methods may suffer from a poor or even non convergence. Taking advantage of the fact that the discrete solution, by the central type finite difference or finite volume approximations in space and time for example, is smoother, we 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 methods introduced in [8, 12]. This yields a method that converges with the spectral accuracy for finite mesh size and time step. We use a linear hyperbolic equation with discontinuous and random coefficient, and the Liouville equation with discontinuous and random potential, to illustrate our idea, with both one and second order spatial discretizations. Spectral convergence is established for the first equation, and numerical examples for both equations show the desired accu- racy of the method.

Full work available at URL: https://arxiv.org/abs/1701.00068

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zbMATH Keywords

hyperbolic equationspolynomial chaospotential barrierrandom coefficientstochastic Galerkin

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) 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) First-order hyperbolic equations (35L02)

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• A multiorder discontinuous Galerkin Monte Carlo method for hyperbolic problems with stochastic parameters
• Nonlinear geometric optics based multiscale stochastic Galerkin methods for highly oscillatory transport equations with random inputs
• Convergence analysis on stochastic collocation methods for the linear Schrödinger equation with random inputs
• Uniform spectral convergence of the stochastic Galerkin method for the linear semiconductor Boltzmann equation with random inputs and diffusive scaling
• Efficient iterative solvers for stochastic Galerkin discretizations of log-transformed random diffusion problems
• Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials
• A stochastic Galerkin method for Hamilton-Jacobi equations with uncertainty
• A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations
• Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations
• Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients

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