Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty

DOI10.1137/21M1415595MaRDI QIDQ5052897zbMATH OpenFDO

Authors Bedřich Sousedík, Kookjin Lee

Publication date 25 November 2022

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.12485

zbMATH Keywords

eigenvalue analysislinear stabilityNavier-Stokes equationpreconditioningspectral stochastic finite element methodstochastic Galerkin methoduncertainty quantification

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random number generation in numerical analysis (65C10) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical investigation of stability of solutions to ordinary differential equations (65L07) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Navier-Stokes equations for incompressible viscous fluids (76D05)

Cites work

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Cited in

(6)

• A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty
• A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations
• Stability-preserving model order reduction for linear stochastic Galerkin systems
• Stochastic galerkin and collocation methods for quantifying uncertainty in differential equations: a review
• A new stochastic residual error based homotopy approach for stability analysis of structures with large fluctuation of random parameters
• Stochastic Galerkin methods for linear stability analysis of systems with parametric uncertainty

Describes a project that uses

Uses Software

• IFISS
• Matlab

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