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- W3048199420 abstract "The study of advection–diffusion equation has relatively became an active research topic in the field of uncertainty quantification (UQ) due to its numerous real life applications. In this paper, Hermite polynomial chaos is united with summation-by-parts (SBP) – simultaneous approximation terms (SATs) technique to solve the advection–diffusion equations with random Dirichlet boundary conditions (BCs). Polynomial chaos expansion (PCE) with Hermite basis is employed to separate the randomness, then SBP operators are used to approximate the differential operators and SATs are used to enforce BCs by ensuring the stability. For each chaos coefficient, time integration is performed using Runge–Kutta method of fourth order (RK4). Statistical moments namely mean and variance are computed using polynomial chaos coefficients without any extra computational effort. The method is applied on three test problems for validation. The first two test problems are stochastic advection equations on [Formula: see text] without any boundary and third problem is stochastic advection–diffusion equation on [0,2] with Dirichlet BCs. In case of third problem, we have obtained a range of permissible parameters for a stable numerical solution." @default.
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- W3048199420 date "2020-08-08" @default.
- W3048199420 modified "2023-10-02" @default.
- W3048199420 title "Hybrid Hermite polynomial chaos SBP-SAT technique for stochastic advection-diffusion equations" @default.
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- W3048199420 doi "https://doi.org/10.1142/s0129183120501284" @default.
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