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Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields

Sammendrag

In this paper hyperbolic partial differential equations (PDEs) with random coefficients are discussed. We consider the challenging problem of flux functions with coefficients modeled by spatiotemporal random fields. Those fields are given by correlated Gaussian random fields in space and Ornstein--Uhlenbeck processes in time. The resulting system of equations consists of a stochastic differential equation for each random parameter coupled to the hyperbolic conservation law. We define an appropriate solution concept in this setting and analyze errors and convergence of discretization methods. A novel discretization framework, based on Monte Carlo finite volume methods, is presented for the robust computation of moments of solutions to those random hyperbolic PDEs. We showcase the approach on two examples which appear in applications---the magnetic induction equation and linear acoustics---both with a spatiotemporal random background velocity field.

Kategori

Vitenskapelig artikkel

Språk

Engelsk

Forfatter(e)

Institusjon(er)

  • Universität Stuttgart
  • SINTEF Digital / Mathematics and Cybernetics

År

2016

Publisert i

SIAM Journal on Scientific Computing

ISSN

1064-8275

Forlag

Society for Industrial and Applied Mathematics

Årgang

38

Hefte nr.

4

Side(r)

A2209 - A2231

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