Name
Title | ||
|---|---|---|
Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations. |
Abstract | ||
|---|---|---|
We consider a hyperbolic system with uncertainty in the boundary and initial data. Our aim is to show that different boundary conditions give different convergence rates of the variance of the solution. This means that we can with the same knowledge of data get a more or less accurate description of the uncertainty in the solution. A variety of boundary conditions are compared and both analytical and numerical estimates of the variance of the solution are presented. As an application, we study the effect of this technique on Maxwell's equations as well as on a subsonic outflow boundary for the Euler equations. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1016/j.jcp.2014.10.061 | Journal of Computational Physics |
Keywords | Field | DocType |
Uncertainty quantification,Hyperbolic system,Initial boundary value problems,Well posed,Stability,Boundary conditions,Stochastic data,Variance reduction,Robust design,Summation by parts | Summation by parts,Boundary value problem,Mathematical optimization,Boundary conditions in CFD,Mathematical analysis,Free boundary problem,Singular boundary method,Variance reduction,Euler equations,Mathematics,Mixed boundary condition | Journal |
Volume | ISSN | Citations |
282 | 0021-9991 | 4 |
PageRank | References | Authors |
0.53 | 18 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jan Nordström | 1 | 423 | 30.35 |
| Markus Wahlsten | 2 | 4 | 1.54 |