Journal
INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION
Volume 4, Issue 4, Pages 273-301Publisher
BEGELL HOUSE INC
DOI: 10.1615/Int.J.UncertaintyQuantification.2014007691
Keywords
NSE; ensemble calculation; UQ
Funding
- NSF [DMS 1216465]
- AFOSR [FA9550-12-1-0191]
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This report presents an algorithm for computing an ensemble of p solutions of the Navier-Stokes equations. The solutions are found, at each timestep, by solving a linear system with one shared coefficient matrix and p right hand sides, reducing both storage required and computational cost of the solution process. The price that must be paid is a timestep condition involving the timestep and the size of the fluctuations about the ensemble mean. Since the method is a one step method and the timestep condition involves only known quantities, it can be imposed to adapt the next timestep. The report gives a comprehensive stability analysis, an error estimate, and some first tests.
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