Uncertainty Quantification and Numerical Methods for Conservation Laws

Abstract: Conservation laws with uncertain initial and boundary conditions are approximated using a generalized polynomial chaos expansion approach where the solution is represented as a generalized Fourier series of stochastic basis functions, e.g. orthogonal polynomials or wavelets. The stochastic Galerkin method is used to project the governing partial differential equation onto the stochastic basis functions to obtain an extended deterministic system.The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain viscosity. We investigate well-posedness, monotonicity and stability for the stochastic Galerkin system. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability. We investigate the impact of the total spatial operator on the convergence to steady-state. Next we apply the stochastic Galerkin method to Burgers' equation with uncertain boundary conditions. An analysis of the truncated polynomial chaos system presents a qualitative description of the development of the solution over time. An analytical solution is derived and the true polynomial chaos coefficients are shown to be smooth, while the corresponding coefficients of the truncated stochastic Galerkin formulation are shown to be discontinuous. We discuss the problematic implications of the lack of known boundary data and possible ways of imposing stable and accurate boundary conditions.We present a new fully intrusive method for the Euler equations subject to uncertainty based on a Roe variable transformation. The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, it is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. A multiwavelet basis that can handle  discontinuities in a robust way is used.Finally, we investigate a two-phase flow problem. Based on regularity analysis of the generalized polynomial chaos coefficients, we present a hybrid method where solution regions of varying smoothness are coupled weakly through interfaces. In this way, we couple smooth solutions solved with high-order finite difference methods with non-smooth solutions solved for with shock-capturing methods.