Stochastic Computational Fluid Mechanics

Authors:
Guang Lin;Xiaoliang Wan;Chau-Hsing Su;George Em Karniadakis
Affiliations:
Brown University;Brown University;Brown University;Brown University
Venue:
Computing in Science and Engineering
Year:
2007

Citing 7
Cited 1

Stochastic finite elements: a spectral approach

Stochastic finite elements: a spectral approach
Explicit cost bounds of algorithms for multivariate tensor product problems

Journal of Complexity
The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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High-Order Collocation Methods for Differential Equations with Random Inputs

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An adaptive multi-element generalized polynomial chaos method for stochastic differential equations

Journal of Computational Physics
Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures

SIAM Journal on Scientific Computing
Covariance kernel representations of multidimensional second-order stochastic processes

Journal of Computational Physics - Special issue: Uncertainty quantification in simulation science

Variance reduction method based on sensitivity derivatives, Part 2

Applied Numerical Mathematics

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Abstract

Stochastic simulations in computational fluid dynamics let researchers model uncertainties beyond numerical discretization errors. The authors present examples of stochastic simulations of compressible and incompressible flows and provide analytical solutions for verifying these newly emerging methods for stochastic modeling.