Sensitivity Analysis of Burgers' Equation with Shocks
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Shocks and singularities for hyperbolic equations (35L67) KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60) Bayesian problems; characterization of Bayes procedures (62C10) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Sensitivity (robustness) (93B35)
Abstract: Generalized polynomial chaos (gPC) method has been extensively used in uncertainty quantification problems where equations contain random variables. For gPC to achieve high accuracy, PDE solutions need to have high regularity in the random space, but this is what hyperbolic type problems cannot provide. We provide a counter-argument in this paper, and show that even though the solution profile develops singularities in the random space, which destroys the spectral accuracy of gPC, the physical quantities (such as the shock emergence time, the shock location, and the shock strength) are all smooth functions of the uncertainties coming from both initial data and the wave speed: with proper shifting, the solution's polynomial interpolation approximates the real solution accurately, and the error decays as the order of the polynomial increases. Therefore this work provides a new perspective to "quantify uncertainties" and significantly improves the accuracy of the gPC method with a slight reformulation. We use the Burgers' equation as an example for the thorough analysis, and the analysis could be extended to general conservation laws with convex fluxes.
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Cited in
(6)- A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation
- The effect of shocks on second order sensitivities for the quasi-one-dimensional Euler equations
- Sensitivity analysis of shock wave Burgers' equation via a novel algorithm based on scale-3 Haar wavelets
- A modified perturbation method for mathematical models with randomness: an analysis through the steady-state solution to Burgers' partial differential equation
- Stability of correction procedure via reconstruction with summation-by-parts operators for Burgers' equation using a polynomial chaos approach
- Supersensitivity due to uncertain boundary conditions
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