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An efficient hybrid method for uncertainty quantification
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- Wahlsten, Markus, 1986- (author)
- Linköpings universitet,Beräkningsmatematik,Tekniska fakulteten
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- Ålund, Oskar, 1987- (author)
- Linköpings universitet,Tillämpad matematik,Tekniska fakulteten
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- Nordström, Jan, 1953- (author)
- Linköpings universitet,Tillämpad matematik,Tekniska fakulteten,Department of Mathematics and Applied Mathematics, University of Johannesburg, Johannesburg, South Africa
- (creator_code:org_t)
- 2021-07-02
- 2022
- English.
- In: BIT Numerical Mathematics. - : SPRINGER. - 0006-3835 .- 1572-9125. ; 62, s. 607-629
- Journal article (peer-reviewed)
Abstract
Subject headings
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- 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.
Subject headings
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Keyword
- Uncertainty quantification
- Numerical integration
- Stochastic Galerkin
- Polynomial chaos
- Projection operator
- Coupling
Publication and Content Type
- ref (subject category)
- art (subject category)
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