An efficient solver for cumulative density function-based solutions of uncertain kinematic wave models

DOI10.1016/J.JCP.2019.01.008zbMATH Open1451.65105arXiv1901.08520OpenAlexW2914108906WikidataQ128585686 ScholiaQ128585686MaRDI QIDQ2214580FDOQ2214580

Authors: Ming Cheng, Yi Qin, Peng Wang, Xinghui Zhong, Xueyu Zhu, Akil C. Narayan 

Publication date: 9 December 2020

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

Abstract: We develop a numerical framework to implement the cumulative density function (CDF) method for obtaining the probability distribution of the system state described by a kinematic wave model. The approach relies on Monte Carlo Simulations (MCS) of the fine-grained CDF equation of system state, as derived by the CDF method. This fine-grained CDF equation is solved via the method of characteristics. Each method of characteristics solution is far more computationally efficient than the direct solution of the kinematic wave model, and the MCS estimator of the CDF converges relatively quickly. We verify the accuracy and robustness of our procedure via comparison with direct MCS of a particular kinematic wave system, the Saint-Venant equation.

Full work available at URL: https://arxiv.org/abs/1901.08520

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zbMATH Keywords

uncertainty quantificationSaint-Venant equationkinematic wave modelcumulative density function methodprobabilistic density function method

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Computational methods for problems pertaining to geophysics (86-08) General questions in geophysics (86A04)

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Cited In (4)

• Uncertainty quantification in kinematic-wave models
• Simulating new CKO as a model of seismic sea waves via unified solver
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• Probability and cumulative density function methods for the stochastic advection-reaction equation

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