An Adaptive Algorithm Based on Stochastic Discontinuous Galerkin for Convection Dominated Equations with Random Data

Fuente: arXiv
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Autori principali: Çiloğlu, Pelin, Yücel, Hamdullah
Natura: Preprint
Pubblicazione: 2023
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author Çiloğlu, Pelin
Yücel, Hamdullah
author_facet Çiloğlu, Pelin
Yücel, Hamdullah
contents In this paper, we propose an adaptive approach, based on mesh refinement or parametric enrichment with polynomial degree adaption, for numerical solution of convection dominated equations with random input data. A parametric system emerged from an application of stochastic Galerkin approach is discretized by using symmetric interior penalty Galerkin (SIPG) method with upwinding for the convection term in the spatial domain. We derive a residual-based error estimator contributed by the error due to the SIPG discretization, the (generalized) polynomial chaos discretization in the stochastic space, and data oscillations. Then, the reliability of the proposed error estimator, an upper bound for the energy error up to a multiplicative constant, is shown. Moreover, to balance the errors stemmed from spatial and stochastic spaces, the truncation error emerged from Karhunen--Loève expansion are considered in the numerical simulations. Last, several benchmark examples including a random diffusivity parameter, a random convectivity parameter, random diffusivity/convectivity parameters, and a random (jump) discontinuous diffusivity parameter, are tested to illustrate the performance of the proposed estimator.
format Preprint
id arxiv_https___arxiv_org_abs_2308_05500
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle An Adaptive Algorithm Based on Stochastic Discontinuous Galerkin for Convection Dominated Equations with Random Data
Çiloğlu, Pelin
Yücel, Hamdullah
Numerical Analysis
35R60, 65C20, 65N15, 65N30, 65N50
In this paper, we propose an adaptive approach, based on mesh refinement or parametric enrichment with polynomial degree adaption, for numerical solution of convection dominated equations with random input data. A parametric system emerged from an application of stochastic Galerkin approach is discretized by using symmetric interior penalty Galerkin (SIPG) method with upwinding for the convection term in the spatial domain. We derive a residual-based error estimator contributed by the error due to the SIPG discretization, the (generalized) polynomial chaos discretization in the stochastic space, and data oscillations. Then, the reliability of the proposed error estimator, an upper bound for the energy error up to a multiplicative constant, is shown. Moreover, to balance the errors stemmed from spatial and stochastic spaces, the truncation error emerged from Karhunen--Loève expansion are considered in the numerical simulations. Last, several benchmark examples including a random diffusivity parameter, a random convectivity parameter, random diffusivity/convectivity parameters, and a random (jump) discontinuous diffusivity parameter, are tested to illustrate the performance of the proposed estimator.
title An Adaptive Algorithm Based on Stochastic Discontinuous Galerkin for Convection Dominated Equations with Random Data
topic Numerical Analysis
35R60, 65C20, 65N15, 65N30, 65N50
url https://arxiv.org/abs/2308.05500