Galerkin projection and numerical integration for a stochastic investigation of the viscous Burgers equation : An initial attempt

• We consider a stochastic analysis of the non-linear viscous Burgers’ equation and focus on the comparison between intrusive and non-intrusive uncertainty 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 -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

Nyckelord

Computer algorithms

Datoralgoritmer

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