Font Size:
Preserving Hyperbolicity in Stochastic Galerkin Method for Uncertainty Quantification
Last modified: 2016-06-15
Abstract
We first investigate the structure of the systems derived from the gPC based stochastic Galerkin method for the nonlinear hyperbolic systems with random inputs. This method adopts a generalized Polynomial Chaos (gPC) approximations in the stochastic Galerkin framework, but such approximations to the nonlinear hyperbolic systems do not necessarily yield hyperbolic systems. Thus based on the work in [A framework on moment model reduction for kinetic equation, Cai, Z. N., Fan, Y. W. and Li, R. (2015)], we propose a framework to carry out the model reduction for the general nonlinear hyperbolic system to derive a final global system. Within this framework, the nonlinear hyperbolic system in one space dimension and the symmetric hyperbolic system in multiple space dimensions are reduced into a symmetric hyperbolic system based on the stochastic Galerkin method. We note that the basis functions in the expansion are not restricted to the random-dependent polynomials as that in gPC method and there is no restriction on the dimensions of the random variables neither.
An account with this site is required in order to view papers. Click here to create an account.