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Intrusive uncertainty quantification methods for hyperbolic problems exhibit spurious oscillations at shocks, which leads to a significant reduction of the overall approximation quality. Furthermore, a challenging task is to preserve…
In this article we study intrusive uncertainty quantification schemes for systems of conservation laws with uncertainty. Standard intrusive methods lead to oscillatory solutions which sometimes even cause the loss of hyperbolicity. We…
Using standard intrusive techniques when solving hyperbolic conservation laws with uncertainties can lead to oscillatory solutions as well as nonhyperbolic moment systems. The Intrusive Polynomial Moment (IPM) method ensures hyperbolicity…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…
Uncertainty Quantification for nonlinear hyperbolic problems becomes a challenging task in the vicinity of shocks. Standard intrusive methods lead to oscillatory solutions and can result in non-hyperbolic moment systems. The intrusive…
Hyperbolic polynomials is a class of real-roots polynomials that has wide range of applications in theoretical computer science. Each hyperbolic polynomial also induces a hyperbolic cone that is of particular interest in optimization due to…
In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms.…
The Immersed Boundary Method (IBM) is a popular numerical approach to impose boundary conditions without relying on body-fitted grids, thus reducing the costly effort of mesh generation. To obtain enhanced accuracy, IBM can be combined with…
This paper presents eigensolution and non-modal analyses for immersed boundary methods (IBMs) based on volume penalization for the linear advection equation. This approach is used to analyze the behavior of flux reconstruction (FR)…
Parameter identification is crucial in virtual engineering processes, yet determining appropriate system excitations for identifying specific parameters remains challenging. In practice, extensive experimental programs often fail to…
Because of the complexity of fluid flow solvers, non-intrusive uncertainty quantification techniques have been developed in aerodynamic simulations in order to compute the quantities of interest required in an optimization process, for…
Computing accurate periodic responses in strongly nonlinear or even non-smooth vibration systems remains a fundamental challenge in nonlinear dynamics. Existing numerical methods, such as the Harmonic Balance Method (HBM) and the Shooting…
It is well known that the number of particles should be scaled up to enable industrial scale simulation. The calculations are more computationally intensive when the motion of the surrounding fluid is considered. Besides the advances in…
A family of semi-intrusive uncertainty propagation (UP) methods for multiscale models is introduced. The methods are semi-intrusive in the sense that inspection of the model is limited up to the level of the single scale systems, and…
The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…
Coupled partial differential equation (PDE) systems, which often represent multi-physics models, are naturally suited for modular numerical solution methods. However, several challenges yet remain in extending the benefits of modularization…
In this paper, we apply projective integration methods to hyperbolic moment models of the Boltzmann equation and the BGK equation, and investigate the numerical properties of the resulting scheme. Projective integration is an explicit,…
Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…
In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…
The incompressible Euler equations are an important model system in computational fluid dynamics. Fast high-order methods for the solution of this time-dependent system of partial differential equations are of particular interest: due to…