Spectral Polynomial Chaos Solutions of the Stochastic Advection Equation

Abstract

We present a new algorithm based on Wiener-Hermite functionals combined with Fourier collocation to solve the advection equation with stochastic transport velocity. We develop different stategies of representing the stochastic input, and demonstrate that this approach is orders of magnitude more efficient than Monte Carlo simulations for comparable accuracy.

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Document Details

Document Type
Technical Report
Publication Date
Oct 29, 2001
Accession Number
ADA460601

Entities

People

  • Charles A. Su
  • G. E. Karniadakis
  • M. Jardak

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Advection
  • Algorithms
  • Applied Mathematics
  • Boundaries
  • Boundary Value Problems
  • Computational Fluid Dynamics
  • Computational Science
  • Distribution Functions
  • Eigenvectors
  • Equations
  • Integral Equations
  • Mathematics
  • Monte Carlo Method
  • Normal Distribution
  • Polynomials
  • Random Variables
  • Systems Approach

Fields of Study

  • Mathematics

Readers

  • Atmospheric Science/Meteorology
  • Calculus or Mathematical Analysis
  • Computational Modeling and Simulation