Abstract
The Burgers' equation with uncertain initial and boundary conditions is approximated using a Polynomial Chaos Expansion (PCE) approach where the solution is represented as a series of stochastic, orthogonal polynomials. The resulting truncated PCE system is solved using a novel numerical discretization method based on spatial derivative operators satisfying the summation by parts property and weak boundary conditions to ensure stability. The resulting PCE solution yields an accurate quantitative description of the stochastic evolution of the system, provided that appropriate boundary conditions are available. The specification of the boundary data is shown to inuence the solution; we will discuss the problematic implications of the lack of precisely characterized boundary data and possible ways of imposing stable and accurate boundary conditions.
Original language | English |
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Pages (from-to) | 539-550 |
Number of pages | 12 |
Journal | Acta Mathematica Scientia |
Volume | 30 |
Issue number | 2 |
DOIs | |
Publication status | Published - Mar 2010 |
Externally published | Yes |
Keywords
- 35R60
- 60H35
- 65C30
- 65L10
- polynomial chaos
- stochastic Burgers' equation
- uncertainty quantification
ASJC Scopus subject areas
- General Mathematics
- General Physics and Astronomy