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The effect of uncer...
Abstract
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- The two dimensional advection–diffusion equation in a stochastically varyinggeometry is considered. The varying domain is transformed into a fixed one andthe numerical solution is computed using a high-order finite difference formulationon summation-by-parts form with weakly imposed boundary conditions. Statistics ofthe solution are computed non-intrusively using quadrature rules given by the probabilitydensity function of the random variable. As a quality control, we prove that thecontinuous problem is strongly well-posed, that the semi-discrete problem is stronglystable and verify the accuracy of the scheme. The technique is applied to a heat transferproblem in incompressible flow. Statistical properties such as confidence intervals andvariance of the solution in terms of two functionals are computed and discussed. Weshow that there is a decreasing sensitivity to geometric uncertainty as we graduallylower the frequency and amplitude of the randomness. The results are less sensitiveto variations in the correlation length of the geometry.
Subject headings
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Keyword
- Incompressible flow
- Advection–diffusion
- Uncertainty quantification
- Uncertain geometry
- Boundary conditions
- Parabolic problems
- Variable coefficient
- Temperature field
- Heat transfer
Publication and Content Type
- ref (subject category)
- art (subject category)
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