1. An efficient hybrid method for uncertainty quantification
- Author
-
Jan Nordström and Markus Wahlsten
- Subjects
Physics ,Coupling ,Polynomial chaos ,Beräkningsmatematik ,Computer Networks and Communications ,Applied Mathematics ,MathematicsofComputing_NUMERICALANALYSIS ,Projection operator ,010103 numerical & computational mathematics ,01 natural sciences ,Stochastic Galerkin ,010101 applied mathematics ,Computational Mathematics ,Numerical integration ,Applied mathematics ,0101 mathematics ,Uncertainty quantification ,Stochastic galerkin ,Software ,Computer Science::Cryptography and Security - Abstract
A technique for coupling an intrusive and non-intrusive uncertainty quantification method is proposed. The intrusive approach uses a combination of polynomial chaos and stochastic Galerkin projection. The non-intrusive method uses numerical integration by combining quadrature rules and the probability density functions of the prescribed uncertainties. A stable coupling procedure between the two methods at an interface is constructed. The efficiency of the hybrid method is exemplified using hyperbolic systems of equations, and verified by numerical experiments.
- Published
- 2021
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