Numerical analysis of the Burgers' equation in the presence of uncertainty

  • Authors:

  • Per Pettersson;Gianluca Iaccarino;Jan Nordström

  • Affiliations:

  • Department of Mechanical Engineering, Stanford University, Stanford, CA 94305, USA and Department of Information Technology, Uppsala University, SE-75105 Uppsala, Sweden;Department of Mechanical Engineering, Stanford University, Stanford, CA 94305, USA;Department of Information Technology, Uppsala University, SE-75105 Uppsala, Sweden and Department of Aeronautics and Systems Integration, FOI, The Swedish Defense Research Agency, SE-16490 Stockho ...

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2009

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Abstract

The Burgers' equation with uncertain initial and boundary conditions is investigated using a polynomial chaos (PC) expansion approach where the solution is represented as a truncated series of stochastic, orthogonal polynomials. The analysis of well-posedness for the system resulting after Galerkin projection is presented and follows the pattern of the corresponding deterministic Burgers equation. The numerical discretization is based on spatial derivative operators satisfying the summation by parts property and weak boundary conditions to ensure stability. Similarly to the deterministic case, the explicit time step for the hyperbolic stochastic problem is proportional to the inverse of the largest eigenvalue of the system matrix. The time step naturally decreases compared to the deterministic case since the spectral radius of the continuous problem grows with the number of polynomial chaos coefficients. An estimate of the eigenvalues is provided. A characteristic analysis of the truncated PC system is presented and gives a qualitative description of the development of the system over time for different initial and boundary conditions. It is shown that a precise statistical characterization of the input uncertainty is required and partial information, e.g. the expected values and the variance, are not sufficient to obtain a solution. An analytical solution is derived and the coefficients of the infinite PC expansion are shown to be smooth, while the corresponding coefficients of the truncated expansion are discontinuous.