Filtered stochastic Galerkin methods for hyperbolic equations
From MaRDI portal
Publication:2222992
DOI10.1016/J.JCP.2019.109073zbMATH Open1453.62579arXiv1808.00819OpenAlexW2985603876WikidataQ126841798 ScholiaQ126841798MaRDI QIDQ2222992FDOQ2222992
Ryan G. McClarren, Jonas Kusch, Martin Frank
Publication date: 28 January 2021
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: Uncertainty Quantification for nonlinear hyperbolic problems becomes a challenging task in the vicinity of shocks. Standard intrusive methods lead to oscillatory solutions and can result in non-hyperbolic moment systems. The intrusive polynomial moment (IPM) method guarantees hyperbolicity but comes at higher numerical costs. In this paper, we filter the gPC coefficients of the Stochastic Galerkin (SG) approximation, which allows a numerically cheap reduction of oscillations. The derived filter is based on Lasso regression which sets small gPC coefficients of high order to zero. We adaptively choose the filter strength to obtain a zero-valued highest order moment, which allows optimality of the corresponding optimization problem. The filtered SG method is tested for Burgers' and the Euler equations. Results show a reduction of oscillations at shocks, which leads to an improved approximation of expectation values and the variance compared to SG and IPM.
Full work available at URL: https://arxiv.org/abs/1808.00819
Recommendations
- Intrusive methods in uncertainty quantification and their connection to kinetic theory
- Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems
- Stochastic Galerkin methods in hyperbolic equations
- A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations
- A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty
Numerical optimization and variational techniques (65K10) 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)
Cites Work
- On Upstream Differencing and Godunov-Type Schemes for Hyperbolic Conservation Laws
- Title not available (Why is that?)
- Chebyshev and Fourier spectral methods.
- Spectral Methods for Time-Dependent Problems
- Optimization and large scale computation of an entropy-based moment closure
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Approximation Results for Orthogonal Polynomials in Sobolev Spaces
- Convergence of filtered spherical harmonic equations for radiation transport
- A new spherical harmonics scheme for multi-dimensional radiation transport. I: Static matter configurations
- Implicit filtered \(P_N\) for high-energy density thermal radiation transport using discontinuous Galerkin finite elements
- Robust and accurate filtered spherical harmonics expansions for radiative transfer
- Uncertainty quantification for systems of conservation laws
- Numerical analysis of the Burgers' equation in the presence of uncertainty
- Treatment of uncertain material interfaces in compressible flows
- Title not available (Why is that?)
- Uniform spectral convergence of the stochastic Galerkin method for the linear transport equations with random inputs in diffusive regime and a micro-macro decomposition-based asymptotic-preserving method
- Robust Uncertainty Propagation in Systems of Conservation Laws with the Entropy Closure Method
- A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations
- Maximum-principle-satisfying second-order Intrusive Polynomial Moment scheme
- Uncertainty Quantification and Predictive Computational Science
Cited In (19)
- Semi-conservative high order scheme with numerical entropy indicator for intrusive formulations of hyperbolic systems
- Hyperbolicity-Preserving and Well-Balanced Stochastic Galerkin Method for Shallow Water Equations
- Entropy–Based Methods for Uncertainty Quantification of Hyperbolic Conservation Laws
- Efficient uncertainty propagation for photonics: combining implicit semi-analog Monte Carlo (ISMC) and Monte Carlo generalised polynomial chaos (MC-gPC)
- Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws
- A high-order stochastic Galerkin code for the compressible Euler and Navier-Stokes equations
- Hyperbolicity-preserving and well-balanced stochastic Galerkin method for two-dimensional shallow water equations
- On the Stability of Robust Dynamical Low-Rank Approximations for Hyperbolic Problems
- Global sensitivity analysis using multi-resolution polynomial chaos expansion for coupled Stokes-Darcy flow problems
- A stochastic Galerkin lattice Boltzmann method for incompressible fluid flows with uncertainties
- Numerical strategies for filtering partially observed stiff stochastic differential equations
- Gaussian active learning on multi-resolution arbitrary polynomial chaos emulator: concept for bias correction, assessment of surrogate reliability and its application to the carbon dioxide benchmark
- A flux reconstruction stochastic Galerkin scheme for hyperbolic conservation laws
- Parameter Identification in Uncertain Scalar Conservation Laws Discretized with the Discontinuous Stochastic Galerkin Scheme
- A stochastic kinetic scheme for multi-scale flow transport with uncertainty quantification
- Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters
- A realizable filtered intrusive polynomial moment method
- A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations
- Oscillation mitigation of hyperbolicity-preserving intrusive uncertainty quantification methods for systems of conservation laws
Uses Software
This page was built for publication: Filtered stochastic Galerkin methods for hyperbolic equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2222992)
