The Discrete Stochastic Galerkin Method for Hyperbolic Equations with Non-smooth and Random Coefficients

@article{Jin2016TheDS,
  title={The Discrete Stochastic Galerkin Method for Hyperbolic Equations with Non-smooth and Random Coefficients},
  author={Shi Jin and Zheng Ma},
  journal={Journal of Scientific Computing},
  year={2016},
  volume={74},
  pages={97-121}
}
  • Shi JinZheng Ma
  • Published 31 December 2016
  • Mathematics
  • Journal of Scientific Computing
We develop a general polynomial chaos (gPC) based stochastic Galerkin (SG) for hyperbolic equations with random and singular coefficients. Due to the singular nature of the solution, the standard gPC-SG methods may suffer from a poor or even non convergence. Taking advantage of the fact that the discrete solution, by the central type finite difference or finite volume approximations in space and time for example, is smoother, we first discretize the equation by a smooth finite difference or… 

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