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

DOI10.1016/J.CAM.2019.112602MaRDI QIDQ2297075zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 18 February 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.10177

zbMATH Keywords

discontinuous Galerkinhyperbolicitymulti-elementpolynomial chaosstochastic Galerkinuncertainty quantification

Mathematics Subject Classification ID

First-order nonlinear hyperbolic equations (35L60) Euler equations (35Q31) PDEs in connection with statistics (35Q62) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65) 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) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Compressible Navier-Stokes equations (76N06)

Abstract: Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a modification of this method that uses a slope limiter to retain admissible solutions of the system, while providing high-order approximations in the physical and stochastic space. This is done using a spatial discontinuous Galerkin scheme and a Multi-Element stochastic Galerkin ansatz in the random space. We analyze the convergence of the resulting scheme and apply it to the compressible Euler equations with various uncertain initial states in one and two spatial domains with up to three uncertainties. The performance in multiple stochastic dimensions is compared to the non-intrusive Stochastic Collocation method. The numerical results underline the strength of our method, especially if discontinuities are present in the uncertainty of the solution.

Review text

The classical stochastic Galerkin (SG) method does preserve hyperbolicity of the underlying hyperbolic system in uncertainty quantification problems. The authors extend the hyperbolicity-preserving stochastic slope limiter in [\textit{L. Schlachter} and \textit{F. Schneider}, J. Comput. Phys. 375, 80--98 (2018; Zbl 1416.65033)]. The limiter is combined with the multi-element approach [\textit{X. Wan} and \textit{G. E. Karniadakis}, J. Comput. Phys. 209, No. 2, 617--642 (2005; Zbl 1078.65008)] to further decrease Gibbs oscillations and ensure a high-order approximation in both physical and stochastic space. The performance of the SG-DG approach is compared with the non-intrusive stochastic collocation method for a smooth solution. It is shown in less than three stochastic dimensions that the SG-DG method is proved to be more efficient than the stochastic collocation method. Furthermore, the SG-DG method is applied to different one- and two-dimensional Riemann problems for the compressible Euler equations with different uncertain initial states in multiple stochastic dimensions. The extensive numerical simulations show that the method is able to handle complex flow problems.

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Cited in

(31)

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• A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty
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