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Uncertainty Quantification and Numerical Methods for Conservation Laws



Conservation laws with uncertain initial and boundary conditions are approximated using a generalized polynomial chaos expansion approach where the solution is represented as a generalized Fourier series of stochastic basis functions, e.g. orthogonal polynomials or wavelets. The stochastic Galerkin method is used to project the governing partial differential equation onto the stochastic basis functions to obtain an extended deterministic system. The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain viscosity. We investigate well-posedness, monotonicity and stability for the stochastic Galerkin system. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability. We investigate the impact of the total spatial operator on the convergence to steady-state. Next we apply the stochastic Galerkin method to Burgers ' equation with uncertain boundary conditions. An analysis of the truncated polynomial chaos system presents a qualitative description of the development of the solution over time. An analytical solution is derived and the true polynomial chaos coefficients are shown to be smooth, while the corresponding coefficients of the truncated stochastic Galerkin formulation are shown to be discontinuous. W

Year: 2013
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