A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations

DOI10.1016/J.JCP.2018.07.026MaRDI QIDQ2002230zbMATH OpenOpenAlexWikidataFDO

Authors Louisa Schlachter, Florian Schneider

Publication date 11 July 2019

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

Full work available at URL https://arxiv.org/abs/1710.03587

zbMATH Keywords

uncertainty quantificationhyperbolicitypolynomial chaosstochastic Galerkin methodintrusive polynomial moment method

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Abstract: Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial differential equations. The modification is done using a suitable "slope" limiter, based on similar ideas in the context of kinetic moment models. We apply the resulting modified stochastic Galerkin method to the compressible Euler equations and the $M_1$ model of radiative transfer. Our numerical results show that it can compete with other UQ methods like the intrusive polynomial moment method while being computationally inexpensive and easy to implement.

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Cited in

(29)

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