Galerkin projection and numerical integration for a stochastic investigation of the viscous Burgers’ equation: An initial attempt

Markus Wahlsten, Jan Nordström

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We consider a stochastic analysis of the non-linear viscous Burgers’ equation and focus on the comparison between intrusive and non-intrusive uncertainty quantification methods. 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. The two methods are applied to a provably stable formulation of the viscous Burgers’ equation, and compared. As measures of comparison: variance size, computational efficiency and accuracy are used.

Original languageEnglish
Title of host publicationNumerical Mathematics and Advanced Applications ENUMATH 2017
EditorsFlorin Adrian Radu, Kundan Kumar, Inga Berre, Jan Martin Nordbotten, Iuliu Sorin Pop
PublisherSpringer Verlag
Pages1005-1013
Number of pages9
ISBN (Print)9783319964140
DOIs
Publication statusPublished - 2019
Externally publishedYes
EventEuropean Conference on Numerical Mathematics and Advanced Applications, ENUMATH 2017 - Voss, Norway
Duration: 25 Sept 201729 Sept 2017

Publication series

NameLecture Notes in Computational Science and Engineering
Volume126
ISSN (Print)1439-7358

Conference

ConferenceEuropean Conference on Numerical Mathematics and Advanced Applications, ENUMATH 2017
Country/TerritoryNorway
CityVoss
Period25/09/1729/09/17

ASJC Scopus subject areas

  • Modeling and Simulation
  • General Engineering
  • Discrete Mathematics and Combinatorics
  • Control and Optimization
  • Computational Mathematics

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