Title
Robust boundary conditions for stochastic incompletely parabolic systems of equations.
Abstract
We study an incompletely parabolic system in three space dimensions with stochastic boundary and initial data. We show how the variance of the solution can be manipulated by the boundary conditions, while keeping the mean value of the solution unaffected. Estimates of the variance of the solution is presented both analytically and numerically. We exemplify the technique by applying it to an incompletely parabolic model problem, as well as the one-dimensional compressible Navier–Stokes equations.
Year
DOI
Venue
2018
10.1016/j.jcp.2018.04.060
Journal of Computational Physics
Keywords
Field
DocType
Uncertainty quantification,Incompletely parabolic system,Initial boundary value problems,Stochastic data,Variance reduction,Robust design
Boundary value problem,Mathematical optimization,System of linear equations,Parabolic system,Boundary conditions in CFD,Mathematical analysis,Computational mathematics,Mathematics,Parabola,Mixed boundary condition
Journal
Volume
ISSN
Citations 
371
0021-9991
0
PageRank 
References 
Authors
0.34
19
2
Name
Order
Citations
PageRank
Markus Wahlsten141.54
Jan Nordström242330.35