Hyperbolicity‐preserving stochastic Galerkin method for hyperbolic systems with uncertainties

Abstract

AbstractUncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method that ensures the hyperbolicity of the underlying hyperbolic system of partial differential equations. The modification is done using a suitable linear scaling limiter, based on similar ideas in the context of kinetic moment models. We apply the resulting modified stochastic Galerkin method to the compressible Euler equations. Our numerical results show that it can compete with other UQ methods like the intrusive polynomial moment method while being computationally inexpensive and easy to implement.