A stochastic particle-mesh scheme for uncertainty propagation in vortical flows

DOI10.1016/J.JCP.2007.04.030MaRDI QIDQ2456711zbMATH OpenOpenAlexFDO

Authors Omar M. Knio, O. Le Maître

Publication date 19 October 2007

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

Full work available at URL https://doi.org/10.1016/j.jcp.2007.04.030

zbMATH Keywords

fluid flowparticle methodspectral methodstochastic polynomialsuncertainty

Mathematics Subject Classification ID

Navier-Stokes equations for incompressible viscous fluids (76D05) Particle methods and lattice-gas methods (76M28) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cites work

• A Deterministic Approximation of Diffusion Equations Using Particles
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• A particle method to solve the Navier-Stokes system
• A stochastic projection method for fluid flow. I: Basic formulation
• A stochastic projection method for fluid flow. II: Random process
• Accuracy of a deterministic particle method for Navier-Stokes equations
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Boundary conditions for viscous vortex methods
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• Uncertainty propagation using Wiener-Haar expansions
• Vortex methods for flow simulation

Cited in

(12)

• Uncertainty quantification for systems of conservation laws
• Spectral convergence of the generalized polynomial chaos reduced model obtained from the uncertain linear Boltzmann equation
• Multigroup-like MC resolution of generalised polynomial chaos reduced models of the uncertain linear Boltzmann equation (+discussion on hybrid intrusive/non-intrusive uncertainty propagation)
• A stochastic kinetic scheme for multi-scale flow transport with uncertainty quantification
• A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation
• Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence
• Uncertainty quantification of the interaction of a vortex pair with the ground
• Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
• A Newton method for the resolution of steady stochastic Navier-Stokes equations
• Dynamically orthogonal numerical schemes for efficient stochastic advection and Lagrangian transport
• Iterative polynomial approximation adapting to arbitrary probability distribution
• Treatment of uncertain material interfaces in compressible flows

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