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L économie mondiale...
Abstract
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- Stochastic physical problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space by solving a Hamilton-Jacobi equation. By introducing a speedfunction that vanishes at discontinuities, the iso-zero of the level set problem coincide with the discontinuities of the conservation law. The level set problem is solved on a sequence of successively finer grids in stochastic space. The method is adaptive in the sense that costly evaluations of the conservation law of interest are only performed in the vicinity of the discontinuities during the renement stage. In regions of stochastic space where the solutionis smooth, a surrogate method replaces expensive evaluations of the conservation law. The proposed method is tested in conjunction with different sets of localized orthogonal basis functions on simplex elements, as well as frames based on piecewise polynomials conforming to the level set function. The performance of the proposed method is compared to existing adaptive multi-element generalized polynomial chaos methods.
Subject headings
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Keyword
- Uncertainty quantication
- Discontinuity tracking
- Level set methods
- Polynomial chaos
- Hyperbolic PDEs
Publication and Content Type
- vet (subject category)
- rap (subject category)
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