Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations

Journal Article · Sun Feb 01 00:00:00 EST 2015 · Journal of Computational Physics

DOI:https://doi.org/10.1016/J.JCP.2014.10.061· OSTI ID:22382178

Nordström, Jan; Wahlsten, Markus

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.

• OSTI ID: 22382178
• Journal Information: Journal of Computational Physics, Vol. 282; Other Information: Copyright (c) 2014 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.; Country of input: International Atomic Energy Agency (IAEA); ISSN 0021-9991
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
BOUNDARY CONDITIONS
BOUNDARY-VALUE PROBLEMS
COMPARATIVE EVALUATIONS
CONVERGENCE
MATHEMATICAL SOLUTIONS
MAXWELL EQUATIONS
STABILITY
STOCHASTIC PROCESSES