No. 2022.03
Multiresolution-analysis for stochastic hyperbolic conservation laws
M. Herty, A. Kolb, and S. Müller
Subject: Hyperbolic conservation laws, uncertainty quantification, discontinuous Galerkin methods, stochastic collocation, multiresolution analysis
Abstract
A multiresolution analysis (MRA) for solving stochastic conservation laws is proposed. Using a novel adaptation strategy and a higher-dimensional deterministic problem, a discontinuous Galerkin (DG) solver is derived. An MRA of the DG spaces for the proposed adaptation strategy is presented. Numerical results show that in the case of general stochastic distributions the performance of the DG solver is significantly improved by the novel adaptive strategy. The gain in efficiency is validated in computational experiments.
Reference
IMA Journal of Numerical Analysis, 2023, drad010