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On Stochastic Investigation of Flow Problems Using the Viscous Burgers’ Equation as an Example
Linköpings universitet, Matematiska institutionen, Beräkningsmatematik. Linköpings universitet, Tekniska fakulteten.
Linköpings universitet, Matematiska institutionen, Beräkningsmatematik. Linköpings universitet, Tekniska fakulteten.ORCID-id: 0000-0002-7972-6183
2019 (engelsk)Inngår i: Journal of Scientific Computing, ISSN 0885-7474, E-ISSN 1573-7691, Vol. 81, nr 2, s. 1111-1117Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

We consider a stochastic analysis of non-linear viscous fluid flow problems with smooth and sharp gradients in stochastic space. As a representative example we consider the viscous Burgers’ equation and compare two typical intrusive and non-intrusive uncertainty quantification methods. The specific intrusive approach uses a combination of polynomial chaos and stochastic Galerkin projection. The specific non-intrusive method uses numerical integration by combining quadrature rules and the probability density functions of the prescribed uncertainties. The two methods are compared in terms of error in the estimated variance, computational efficiency and accuracy. This comparison, although not general, provide insight into uncertainty quantification of problems with a combination of sharp and smooth variations in stochastic space. It suggests that combining intrusive and non-intrusive methods could be advantageous.

sted, utgiver, år, opplag, sider
2019. Vol. 81, nr 2, s. 1111-1117
Emneord [en]
Uncertainty quantification; Stochastic data; Polynomial chaos; Stochastic Galerkin; Intrusive methods; Non-intrusive methods; Burgers’ equation
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Identifikatorer
URN: urn:nbn:se:liu:diva-161049DOI: 10.1007/s10915-019-01053-7ISI: 000491440200020OAI: oai:DiVA.org:liu-161049DiVA, id: diva2:1362208
Tilgjengelig fra: 2019-10-18 Laget: 2019-10-18 Sist oppdatert: 2019-11-05

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