Article ID Journal Published Year Pages File Type
519823 Journal of Computational Physics 2015 18 Pages PDF
Abstract

In this paper we develop a set of stochastic numerical schemes for hyperbolic and transport equations with diffusive scalings and subject to random inputs. The schemes are asymptotic preserving (AP), in the sense that they preserve the diffusive limits of the equations in discrete setting, without requiring excessive refinement of the discretization. Our stochastic AP schemes are extensions of the well-developed deterministic AP schemes. To handle the random inputs, we employ generalized polynomial chaos (gPC) expansion and combine it with stochastic Galerkin procedure. We apply the gPC Galerkin scheme to a set of representative hyperbolic and transport equations and establish the AP property in the stochastic setting. We then provide several numerical examples to illustrate the accuracy and effectiveness of the stochastic AP schemes.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science Applications
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