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 strongly stable coupling procedure between the two methods at an interface is constructed. The efficiency of the hybrid method is exemplified using a hyperbolic system of equations, and verified by numerical experiments.

Subject headings

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

Keyword

Uncertainty quantification

numerical integration

stochastic Galerkin

polynomial chaos

coupling

projection operator

Publication and Content Type

vet (subject category)

rap (subject category)