Uncertainty Quantification and Sensitivity Analysis for Multiscale Kinetic Equations with Random Inputs

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Release : 2018
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Uncertainty Quantification and Sensitivity Analysis for Multiscale Kinetic Equations with Random Inputs - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Uncertainty Quantification and Sensitivity Analysis for Multiscale Kinetic Equations with Random Inputs write by Ruiwen Shu. This book was released on 2018. Uncertainty Quantification and Sensitivity Analysis for Multiscale Kinetic Equations with Random Inputs available in PDF, EPUB and Kindle. This thesis gives an overview of the current results on uncertainty quantification and sensitivity analysis for multiscale kinetic equations with random inputs, with an emphasis on the author's contribution to this field. In the first part of this thesis we consider a kinetic-fluid model for disperse two-phase flows with uncertainty in the fine particle regime. We propose a stochastic asymptotic-preserving (s-AP) scheme in the generalized polynomial chaos stochastic Galerkin (gPC-sG) framework, which allows the efficient computation of the problem in both kinetic and hydrodynamic regimes. The s-AP property is proved by deriving the equilibrium of the gPC version of the Fokker-Planck operator. The coefficient matrices that arise in a Helmholtz equation and a Poisson equation, essential ingredients of the algorithms, are proved to be positive definite under reasonable and mild assumptions. The computation of the gPC version of a translation operator that arises in the inversion of the Fokker-Planck operator is accelerated by a spectrally accurate splitting method. Numerical examples illustrate the s-AP property and the efficiency of the gPC-sG method in various asymptotic regimes. In the second part of this thesis we consider the same kinetic-fluid model with random initial inputs in the light particle regime. Using energy estimates, we prove the uniform regularity in the random space of the model for random initial data near the global equilibrium in some suitable Sobolev spaces, with the randomness in the initial particle distribution and fluid velocity. By hypocoercivity arguments, we prove that the energy decays exponentially in time, which means that the long time behavior of the solution is insensitive to such randomness in the initial data. Then we consider the gPC-sG method for the same model. For initial data near the global equilibrium and smooth enough in the physical and random spaces, we prove that the gPC-sG method has spectral accuracy, uniformly in time and the Knudsen number, and the error decays exponentially in time. In the third part of this thesis we propose a stochastic Galerkin method using sparse wavelet bases for the Boltzmann equation with multi-dimensional random inputs. The method uses locally supported piecewise polynomials as an orthonormal basis of the random space. By a sparse approach, only a moderate number of basis functions is required to achieve good accuracy in multi-dimensional random spaces. We discover a sparse structure of a set of basis-related coefficients, which allows us to accelerate the computation of the collision operator. Regularity of the solution of the Boltzmann equation in the random space and an accuracy result of the stochastic Galerkin method are proved in multi-dimensional cases. The efficiency of the method is illustrated by numerical examples with uncertainties from the initial data, boundary data and collision kernel. In the fourth part of this thesis we explore the possibility of using Generalized polynomial chaos (gPC) for uncertainty quantification in hyperbolic problems. GPC has been extensively used in uncertainty quantification problems to handle random variables. For gPC to be valid, one requires high regularity on the random space that hyperbolic type problems usually cannot provide, and thus it is believed to behave poorly in those systems. We provide a counter-argument, and show that despite the solution profile itself develops singularities in the random space, which prevents the use of gPC, the physical quantities such as shock emergence time, shock location, and shock width are all smooth functions of random variables in the initial data: with proper shifting, the solution's polynomial interpolation approximates with high accuracy. The studies were inspired by the stability results from hyperbolic systems. We use the Burgers' equation as an example for thorough analysis, and the analysis could be extended to general conservation laws with convex fluxes.

Uncertainty Quantification for Multiscale Kinetic Equations and Quantum Dynamics

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Release : 2017
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Uncertainty Quantification for Multiscale Kinetic Equations and Quantum Dynamics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Uncertainty Quantification for Multiscale Kinetic Equations and Quantum Dynamics write by Liu Liu. This book was released on 2017. Uncertainty Quantification for Multiscale Kinetic Equations and Quantum Dynamics available in PDF, EPUB and Kindle. In the first part of the thesis, we develop a generalized polynomial chaos approach based stochastic Galerkin (gPC-SG) method for the linear semi-conductor Boltzmann equation with random inputs and diffusive scalings. The random inputs are due to uncertainties in the collision kernel or initial data. We study the regularity (uniform in the Knudsen number) of the solution in the random space, and prove the spectral accuracy of the gPC-SG method. We then use the asymptotic-preserving framework for the deterministic counterpart to come up with the stochastic asymptotic-preserving (sAP) gPC-SG method for the problem under study which is efficient in the diffusive regime. Numerical experiments are conducted to validate the accuracy and asymptotic properties of the method. In the second part, we study the linear transport equation under diffusive scaling and with random inputs. The method is based on the gPC-SG framework. Several theoretical aspects will be addressed. A uniform numerical stability with respect to the Knudsen number and a uniform error estimate is given. For temporal and spatial discretizations, we apply the implicit-explicit (IMEX) scheme under the micro-macro decomposition framework and the discontinuous Galerkin (DG) method. A rigorous proof of the sAP property is given. Extensive numerical experiments that validate the accuracy and sAP of the method are shown. In the last part, we study a class of highly oscillatory transport equations that arise in semiclassical modeling of non-adiabatic quantum dynamics. These models contain uncertainties, particularly in coefficients that correspond to the potentials of the molecular system. We first focus on a highly oscillatory scalar model with random uncertainty. Our method is built upon the nonlinear geometrical optics (NGO) based method for numerical approximations of deterministic equations, which can obtain accurate pointwise solution even without numerically resolving spatially and temporally the oscillations. With the random uncertainty, we show that such a method has oscillatory higher order derivatives in the random space, thus requires a frequency dependent discretization in the random space. We modify this method by introducing a new "time" variable based on the phase, which is shown to be non-oscillatory in the random space, based on which we develop a gPC-SG method that can capture oscillations with the frequency-independent time step, mesh size as well as the degree of polynomial chaos. A similar approach is then extended to a semiclassical surface hopping model system with a similar numerical conclusion. Various numerical examples attest that these methods indeed capture accurately the solution statistics pointwisely even though none of the numerical parameters resolve the high frequencies of the solution.

Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes)

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Release : 2019-02-27
Genre : Mathematics
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Book Rating : 899/5 ( reviews)

Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes) - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes) write by Sirakov Boyan. This book was released on 2019-02-27. Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes) available in PDF, EPUB and Kindle. The Proceedings of the ICM publishes the talks, by invited speakers, at the conference organized by the International Mathematical Union every 4 years. It covers several areas of Mathematics and it includes the Fields Medal and Nevanlinna, Gauss and Leelavati Prizes and the Chern Medal laudatios.

Uncertainty Quantification

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Release : 2024-09-13
Genre : Mathematics
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Book Rating : 843/5 ( reviews)

Uncertainty Quantification - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Uncertainty Quantification write by Ralph C. Smith. This book was released on 2024-09-13. Uncertainty Quantification available in PDF, EPUB and Kindle. Uncertainty quantification serves a fundamental role when establishing the predictive capabilities of simulation models. This book provides a comprehensive and unified treatment of the mathematical, statistical, and computational theory and methods employed to quantify uncertainties associated with models from a wide range of applications. Expanded and reorganized, the second edition includes advances in the field and provides a comprehensive sensitivity analysis and uncertainty quantification framework for models from science and engineering. It contains new chapters on random field representations, observation models, parameter identifiability and influence, active subspace analysis, and statistical surrogate models, and a completely revised chapter on local sensitivity analysis. Other updates to the second edition are the inclusion of over 100 exercises and many new examples — several of which include data — and UQ Crimes listed throughout the text to identify common misconceptions and guide readers entering the field. Uncertainty Quantification: Theory, Implementation, and Applications, Second Edition is intended for advanced undergraduate and graduate students as well as researchers in mathematics, statistics, engineering, physical and biological sciences, operations research, and computer science. Readers are assumed to have a basic knowledge of probability, linear algebra, differential equations, and introductory numerical analysis. The book can be used as a primary text for a one-semester course on sensitivity analysis and uncertainty quantification or as a supplementary text for courses on surrogate and reduced-order model construction and parameter identifiability analysis.

Advances in Numerical Methods for Hyperbolic Balance Laws and Related Problems

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Release : 2023-06-02
Genre : Mathematics
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Book Rating : 756/5 ( reviews)

Advances in Numerical Methods for Hyperbolic Balance Laws and Related Problems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Advances in Numerical Methods for Hyperbolic Balance Laws and Related Problems write by Giacomo Albi. This book was released on 2023-06-02. Advances in Numerical Methods for Hyperbolic Balance Laws and Related Problems available in PDF, EPUB and Kindle. A broad range of phenomena in science and technology can be described by non-linear partial differential equations characterized by systems of conservation laws with source terms. Well known examples are hyperbolic systems with source terms, kinetic equations, and convection-reaction-diffusion equations. This book collects research advances in numerical methods for hyperbolic balance laws and kinetic equations together with related modelling aspects. All the contributions are based on the talks of the speakers of the Young Researchers’ Conference “Numerical Aspects of Hyperbolic Balance Laws and Related Problems”, hosted at the University of Verona, Italy, in December 2021.