Efficient stochastic asymptotic-preserving implicit-explicit methods for transport equations with diffusive scalings and random inputs

DOI10.1137/17M1120518zbMATH Open1391.35307arXiv1703.03841WikidataQ130166364 ScholiaQ130166364MaRDI QIDQ4607639FDOQ4607639

Authors: Hanqing Lu, Shi Jin, Lorenzo Pareschi 

Publication date: 14 March 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that contain both uncertainties and multiple scales. Compared with previous methods for these problems, our new method use the implicit-explicit (IMEX) time discretization to gain higher order accuracy, and by using a modified diffusion operator based penalty method, a more relaxed stability condition--a hyperbolic, rather than parabolic, CFL stability condition, is achieved in the case of small mean free path in the diffusive regime. The stochastic Asymptotic-Preserving property of these methods will be shown asymptotically, and demonstrated numerically, along with computational cost comparison with previous methods.

Full work available at URL: https://arxiv.org/abs/1703.03841

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zbMATH Keywords

uncertainty quantificationtransport equationradiative heat transferupwind schemediffusion limitasymptotic preserving schemestochastic Galerkinimplicit-explicit Runge-Kutta method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Asymptotic behavior of solutions to PDEs (35B40) Boltzmann equations (35Q20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Finite difference methods for boundary value problems involving PDEs (65N06)

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• Hyperbolic compartmental models for epidemic spread on networks with uncertain data: Application to the emergence of COVID-19 in Italy
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• Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients
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• An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings
• DG-IMEX stochastic Galerkin schemes for linear transport equation with random inputs and diffusive scalings
• On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes
• Kinetic modelling of epidemic dynamics: social contacts, control with uncertain data, and multiscale spatial dynamics
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• Stability-enhanced AP IMEX-LDG schemes for linear kinetic transport equations under a diffusive scaling
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• Bi-fidelity stochastic collocation methods for epidemic transport models with uncertainties
• Spatial spread of COVID-19 outbreak in Italy using multiscale kinetic transport equations with uncertainty
• Uncertainty quantification of viscoelastic parameters in arterial hemodynamics with the a-FSI blood flow model
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• 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
• Classical and quantum mechanical models of many-particle systems. Abstracts from the workshop held December 3--9, 2017

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