Gjesteforelesning: Uncertainty quantification for hyperbolic systems of conservation laws

G J E S T E F O R E L E S N I N G
Matematisk institutt

Sted: Seminarrom pi i fjerde, 4 etg. Realfagbygget,
Allegt. 41
Onsdag 5.desember 2012 kl. 14.15-15

TEMA: Uncertainty quantification for hyperbolic systems of conservation laws.

Professor Siddhartha Mishra
UiO og ETH Zürich

Abstract
We consider hyperbolic systems of conservation laws with uncertain initial data, sources and fluxes. A theory of random entropy solutions for these equations is proposed and efficient numerical methods of the multi-level Monte Carlo (MLMC) and stochastic collocation finite volume type are presented to approximate these random entropy solutions. We will describe various numerical experiments with the linear wave, shallow water, Euler and MHD equations to illustrate these methods.