Publication: A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems
A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems
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Abgrall, R., & Congedo, P. M. (2013). A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems. Journal of Computational Physics, 235, 828–845. https://doi.org/10.1016/j.jcp.2012.07.041
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This paper deals with the formulation of a semi-intrusive (SI) method allowing the computation of statistics of linear and non linear PDEs solutions. This method shows to be very efficient to deal with probability density function of whatsoever form, long-term integration and discontinuities in stochastic space. Given a stochastic PDE where randomness is defined on Ω, starting from (i) a description of the solution in term of a space variables, (ii) a numerical scheme defined for any event ω ∈ Ω and (iii) a (family) of random variable
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Abgrall, R., & Congedo, P. M. (2013). A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems. Journal of Computational Physics, 235, 828–845. https://doi.org/10.1016/j.jcp.2012.07.041