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- Wahlsten, Markus, 1986-, et al.
(author)
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An efficient hybrid method for uncertainty quantification
- 2022
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In: BIT Numerical Mathematics. - : SPRINGER. - 0006-3835 .- 1572-9125. ; 62, s. 607-629
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Journal article (peer-reviewed)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.
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