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math.NA2018
-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Flows
A. Beck, J. Dürrwächter, T. Kuhn +3
We propose a novel -multilevel Monte Carlo method for the quantification of uncertainties in the compressible Navier-Stokes equations, using the Discontinuous Galerkin method a…
math.NA2018
A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations
Jakob Dürrwächter, Thomas Kuhn, Fabian Meyer +2
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyper…