EFFICIENT STOCHASTIC ASYMPTOTIC-PRESERVING IMPLICIT-EXPLICIT METHODS FOR TRANSPORT EQUATIONS WITH DIFFUSIVE SCALINGS AND RANDOM INPUTS

被引:16
|
作者
Jin, Shi [1 ,2 ,3 ]
Lu, Hanqing [3 ]
Pareschi, Lorenzo [4 ]
机构
[1] Shanghai Jiao Tong Univ, MOE LSEC, Sch Math Sci, Inst Nat Sci, Shanghai 200240, Peoples R China
[2] Shanghai Jiao Tong Univ, SHL MAC, Shanghai 200240, Peoples R China
[3] Univ Wisconsin, Dept Math, Madison, WI 53706 USA
[4] Univ Ferrara, Dept Math & Comp Sci, I-44121 Ferrara, Italy
来源
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2018年 / 40卷 / 02期
关键词
transport equation; radiative heat transfer; uncertainty quantification; asymptotic preserving; diffusion limit; stochastic Galerkin; implicit-explicit Runge-Kutta methods; RADIATIVE HEAT-TRANSFER; RUNGE-KUTTA SCHEMES; KINETIC-EQUATIONS; HYPERBOLIC SYSTEMS; RELAXATION SCHEMES; NUMERICAL SCHEMES; OPTICALLY THICK; GALERKIN METHOD; MODELS; LIMIT;
D O I
10.1137/17M1120518
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based asymptotic-preserving stochastic Galerkin schemes that allow efficient computation for the problems that contain both uncertainties and multiple scales. Compared with previous methods for these problems, our new method uses the implicit-explicit time discretization to gain higher order accuracy, and by using a modified diffusion operator based penalty method, a more relaxed stability condition a hyperbolic, rather than parabolic, CFL stability condition is achieved in the case of a small mean free path in the diffusive regime. The stochastic asymptotic-preserving property of these methods will be shown asymptotically and demonstrated numerically, along with a computational cost comparison with previous methods.
引用
收藏
页码:A671 / A696
页数:26
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