Robust Boundary Conditions for Stochastic Incompletely Parabolic Systems of Equations

• We study an incompletely parabolic system in three space dimensions with stochastic boundary and initial data. We show how the variance of the solution can be manipulated by the boundary conditions, while keeping the mean value of the solution unaffected. Estimates of the variance of the solution is presented both analytically and numerically. We exemplify the technique by applying it to an incompletely parabolic model problem, as well as the one-dimensional compressible Navier-Stokes equations.

Ämnesord

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

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

Nyckelord

uncertainty quantifcation

incompletely parabolic system

initial boundary value problems

stochastic data

variance reduction

robust design

Publikations- och innehållstyp

vet (ämneskategori)

rap (ämneskategori)