Back to Search
Start Over
An efficient hybrid method for uncertainty quantification.
- Source :
-
BIT: Numerical Mathematics . Jun2022, Vol. 62 Issue 2, p607-629. 23p. - Publication Year :
- 2022
-
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. [ABSTRACT FROM AUTHOR]
- Subjects :
- *PROBABILITY density function
*NUMERICAL integration
*POLYNOMIAL chaos
Subjects
Details
- Language :
- English
- ISSN :
- 00063835
- Volume :
- 62
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- BIT: Numerical Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 156503093
- Full Text :
- https://doi.org/10.1007/s10543-021-00882-z