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An efficient hybrid method for uncertainty quantification
BIT Numerical Mathematics ( IF 1.6 ) Pub Date : 2021-07-02 , DOI: 10.1007/s10543-021-00882-z
Markus Wahlsten 1 , Oskar Ålund 1 , Jan Nordström 2, 3
Affiliation  

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.



中文翻译:

一种用于不确定性量化的高效混合方法

提出了一种耦合侵入式和非侵入式不确定性量化方法的技术。侵入式方法结合使用多项式混沌和随机伽辽金投影。非侵入式方法通过结合正交规则和规定不确定性的概率密度函数来使用数值积分。在接口处构建了两种方法之间的稳定耦合过程。使用双曲方程组来举例说明混合方法的效率,并通过数值实验进行验证。

更新日期:2021-07-02
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