English

Preserving Hyperbolicity in Stochastic Galerkin Method for Uncertainty Quantification

Numerical Analysis 2016-01-27 v2

Abstract

We first investigate the structure of the systems derived from the gPC based stochastic Galerkin method for the nonlinear hyperbolic systems with random inputs. This method adopts a generalized Polynomial Chaos (gPC) approximations in the stochastic Galerkin framework, but such approximations to the nonlinear hyperbolic systems do not necessarily yield hyperbolic systems \cite{Lucor2013}. Thus based on the work in \cite{framework}, we propose a framework to carry out the model reduction for the general nonlinear hyperbolic system to derive a final global system. Within this framework, the nonlinear hyperbolic system in one space dimension and the symmetric hyperbolic system in multiple space dimensions are reduced into a symmetric hyperbolic system based on the stochastic Galerkin method. We note that the basis functions in the expansion are not restricted to the random-dependent polynomials as that in gPC method and there is no restriction on the dimensions of the random variables neither.

Keywords

Cite

@article{arxiv.1601.06148,
  title  = {Preserving Hyperbolicity in Stochastic Galerkin Method for Uncertainty Quantification},
  author = {Zhenning Cai and Ruo Li and Yanli Wang},
  journal= {arXiv preprint arXiv:1601.06148},
  year   = {2016}
}

Comments

This paper has been withdrawn by the author due to a finding of a similar previous work

R2 v1 2026-06-22T12:35:09.440Z