Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials
bi-orthogonal polynomialshyperbolic equationKarhunen-Loève expansionrandom fieldregularitystochastic Galerkin methodstransport equations
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) 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)
This paper applies a Galerkin method in conjunction with bi-orthogonal polynomials for solving scalar transport equations whose transport velocity is a random field. This approach decouples the problem into a series of uncoupled problems. Further efficiencies can be obtained by reducing the total degrees of freedom based on a sensitivity analysis under the assumption that the random wave field can be represented by a truncated Karhunen-Loève expansion.
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- Fast numerical methods for stochastic computations: a review
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- Galerkin method for wave equations with uncertain coefficients
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