Stochastic Solutions for the Two-Dimensional Advection-Diffusion Equation

Authors:
Xiaoliang Wan;Dongbin Xiu;George Em Karniadakis
Affiliations:
-;-;-
Venue:
SIAM Journal on Scientific Computing
Year:
2005

Citing 0
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Abstract

In this paper, we solve the two-dimensional advection-diffusion equation with random transport velocity. The generalized polynomial chaos expansion is employed to discretize the equation in random space while the spectral hp element method is used for spatial discretization. Numerical results which demonstrate the convergence of generalized polynomial chaos are presented. Specifically, it appears that the fast convergence rate in the variance is the same as that of the mean solution in the Jacobi-chaos unlike the Hermite-chaos. To this end, a new model to represent compact Gaussian distributions is also proposed.