An efficient hybrid method for uncertainty quantification

• 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.

Ämnesord

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

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

Nyckelord

Uncertainty quantification

Numerical integration

Stochastic Galerkin

Polynomial chaos

Projection operator

Coupling

Publikations- och innehållstyp

ref (ämneskategori)

art (ämneskategori)