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Polynomial Chaos Methods for Hyperbolic Partial Differential Equations

Numerical Techniques for Fluid Dynamics Problems in the Presence of Uncertainties

  • Book
  • © 2015

Overview

  • A timely and innovative text which supports computational scientists in keeping abreast of new developments
  • Useful for fluid dynamics researchers to incorporate uncertainty in their models
  • Provides the reader with an understanding of numerical methods for general stochastic hyperbolic problems
  • Includes supplementary material: sn.pub/extras

Part of the book series: Mathematical Engineering (MATHENGIN)

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Table of contents (9 chapters)

  1. Introductory Concepts and Background

  2. Scalar Transport Problems

  3. Euler Equations and Two-Phase Flow

Keywords

About this book

This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer power, these methods are becoming increasingly popular as an alternative to more classical sampling-based techniques. The text takes advantage of stochastic Galerkin projections applied to the original conservation laws to produce a large system of modified partial differential equations, the solutions to which directly provide a full statistical characterization of the effect of uncertainties.


Polynomial Chaos Methods of Hyperbolic Partial Differential Equations focuses on the analysis of stochastic Galerkin systems obtained for linear and non-linear convection-diffusion equations and for a systems of conservation laws; a detailed well-posedness and accuracy analysis is presented to enable the design of robust and stable numerical methods. The exposition is restricted to one spatial dimension and one uncertain parameter as its extension is conceptually straightforward. The numerical methods designed guarantee that the solutions to the uncertainty quantification systems will converge as the mesh size goes to zero.


Examples from computational fluid dynamics are presented together with numerical methods suitable for the problem at hand: stable high-order finite-difference methods based on summation-by-parts operators for smooth problems, and robust shock-capturing methods for highly nonlinear problems.

Academics and graduate students interested in computational fluid dynamics and uncertainty quantification will find this book of interest. Readers are expected to be familiar with the fundamentals of numerical analysis. Some background in stochastic methods is useful but notnecessary.

Reviews

“The authors explain in the preface that the book was written for readers with knowledge of uncertainty quantification, probability theory, statistics and numerical analysis, and this knowledge is definitely required to make the best use of the book. For such readers, the book is readable and interesting, in particular because of the extensive range of numerical examples presented in later chapters.” (Philipp Dörsek, Mathematical Reviews, May, 2016)

“This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. … Academics and graduate students interested in computational fluid dynamics and uncertainty quantification will find this book of interest.” (Titus Petrila, zbMATH, Vol. 1325.76004, 2016)

Authors and Affiliations

  • Uni Research, Bergen, Norway

    Mass Per Pettersson

  • Department of Mechanical Engineering and Institute for Computational and Mathematical Engineering, Stanford University, Stanford, USA

    Gianluca Iaccarino

  • Computational Mathematics, Department of Mathematics, Linköping University, Linköping, Sweden

    Jan Nordström

Bibliographic Information

  • Book Title: Polynomial Chaos Methods for Hyperbolic Partial Differential Equations

  • Book Subtitle: Numerical Techniques for Fluid Dynamics Problems in the Presence of Uncertainties

  • Authors: Mass Per Pettersson, Gianluca Iaccarino, Jan Nordström

  • Series Title: Mathematical Engineering

  • DOI: https://doi.org/10.1007/978-3-319-10714-1

  • Publisher: Springer Cham

  • eBook Packages: Engineering, Engineering (R0)

  • Copyright Information: Springer International Publishing Switzerland 2015

  • Hardcover ISBN: 978-3-319-10713-4Published: 26 March 2015

  • Softcover ISBN: 978-3-319-35612-9Published: 13 October 2016

  • eBook ISBN: 978-3-319-10714-1Published: 10 March 2015

  • Series ISSN: 2192-4732

  • Series E-ISSN: 2192-4740

  • Edition Number: 1

  • Number of Pages: XI, 214

  • Number of Illustrations: 6 b/w illustrations, 54 illustrations in colour

  • Topics: Engineering Fluid Dynamics, Numerical Analysis, Fluid- and Aerodynamics

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