Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws

Abstract

In this paper we extensively study the stochastic Galerkin scheme for uncertain systems of conservation laws, which appears to produce oscillations already for a simple example of the linear advection equation with Riemann initial data. Therefore, we introduce a modified scheme that we call the weighted essentially non-oscillatory (WENO) stochastic Galerkin scheme, which is constructed to prevent the propagation of Gibbs phenomenon into the stochastic domain by applying a slope limiter in the stochasticity. In order to achieve a high order method, we use a spatial WENO reconstruction and also compare the results to a scheme that uses WENO reconstruction in both the physical and the stochastic domain. We evaluate these methods by presenting various numerical test cases where we observe the reduction of the total variation compared to classical stochastic Galerkin.