An efficient hybrid method for uncertainty quantification

Markus Wahlsten, Oskar Ålund, Jan Nordström

Research output: Contribution to journalArticlepeer-review


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.

Original languageEnglish
Pages (from-to)607-629
Number of pages23
JournalBIT Numerical Mathematics
Issue number2
Publication statusPublished - Jun 2022


  • Coupling
  • Numerical integration
  • Polynomial chaos
  • Projection operator
  • Stochastic Galerkin
  • Uncertainty quantification

ASJC Scopus subject areas

  • Software
  • Computer Networks and Communications
  • Computational Mathematics
  • Applied Mathematics


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