Stochastic Galerkin Projection and Numerical Integration for Stochastic Investigations of the Viscous Burgers’ Equation

• We consider a stochastic analysis of the non-linear viscous Burgers’ equation and focus on the comparison between intrusive and non-intrusive uncer- tainty quantification methods. 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. The two methods are applied to a provably stable formulation of the viscous Burgers’ equation, and compared. As measures of comparison: variance size, computational efficiency and accuracy are used.

Ämnesord

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

Nyckelord

Uncertainty quantification

stochastic data

polynomial chaos

stochastic Galerkin

intrusive methods

non-intrusive methods

Burgers’ equation

Publikations- och innehållstyp

vet (ämneskategori)

rap (ämneskategori)