The stochastic Galerkin and collocation methods are used to solve an advection-diusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diusion equation onto the stochastic basis functions. High-order summationby- parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system. It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steadystate

Conservation laws with uncertain initial and boundary conditions are approximated using a generalized polynomial chaos expansion approach where the solution is represented as a generalized Fourier series of stochastic basis functions, e.g. orthogonal polynomials or wavelets. The stochastic Galerkin method is used to project the governing partial differential equation onto the stochastic basis functions to obtain an extended deterministic system. The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain viscosity. We investigate well-posedness, monotonicity and stability for the stochastic Galerkin system. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability. We investigate the impact of the total spatial operator on the convergence to steady-state.  Next we apply the stochastic Galerkin method to Burgers' equation with uncertain boundary conditions. An analysis of the truncated polynomial chaos system presents a qualitative description of the development of the solution over time. An analytical solution is derived and the true polynomial chaos coefficients are shown to be smooth, while the corresponding coefficients of the truncated stochastic Galerkin formulation are shown to be discontinuous. We discuss the problematic implications of the lack of known boundary data and possible ways of imposing stable and accurate boundary conditions. We present a new fully intrusive method for the Euler equations subject to uncertainty based on a Roe variable transformation. The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, it is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. A multiwavelet basis that can handle  discontinuities in a robust way is used. Finally, we investigate a two-phase flow problem. Based on regularity analysis of the generalized polynomial chaos coefficients, we present a hybrid method where solution regions of varying smoothness are coupled weakly through interfaces. In this way, we couple smooth solutions solved with high-order finite difference methods with non-smooth solutions solved for with shock-capturing methods.

Submitted by Luanna Matias (lua_matias@yahoo.com.br) on 2015-02-04T20:56:59Z No. of bitstreams: 2 Dissertação - Augusta Finotti Brazão - 2014.pdf: 4325407 bytes, checksum: ed015d93a79ebdcbed577af5e0f9a797 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2015-02-05T09:48:34Z (GMT) No. of bitstreams: 2 Dissertação - Augusta Finotti Brazão - 2014.pdf: 4325407 bytes, checksum: ed015d93a79ebdcbed577af5e0f9a797 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Made available in DSpace on 2015-02-05T09:48:34Z (GMT). No. of bitstreams: 2 Dissertação - Augusta Finotti Brazão - 2014.pdf: 4325407 bytes, checksum: ed015d93a79ebdcbed577af5e0f9a797 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2014-04-04 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / The present study aims to investigate the influence of uncertainties in physical and geometric parameters to obtain the load parametric instability of cylindrical shell, using the Galerkin method with the stochastic polynomial Hermite-Caos. The nonlinear equations of motion of the cylindrical shell are deduced from their functional power considering the strain field proposed by Donnell´s nonlinear shallow shell theory. The uncertainties are considered as random parameters with probability density function known in the partial differential equation of motion of the cylindrical shell, which it becomes a stochastic partial differential equation due to the presence of randomness. First, the discretization of the stochastic problem is performed using the stochastic Galerkin method together with polynomial Hermite-Chaos, to transform the stochastic partial differential equation into a set of equivalent deterministic partial differential equations, which take into account the randomness of the system. Then, the discretization of the lateral field displacement is made by a perturbation procedure, indicating the nonlinear vibration modes which couple to the linear vibration mode. The set of partial differential equations is transformed into a deterministic system of equations deterministic ordinary second order in time. Uncertainty is considered in one of its parameters: the Young modulus, thickness and amplitude of initial geometric imperfection. Then we analyze the influence of randomness in two parameters simultaneously: the thickness and the Young modulus. Once obtained the system of ordinary differential equations deterministic containing the randomness of the parameters, the integration over discrete time system is made from the Runge- Kutta fourth order to obtain results as the time response, bifurcation diagrams and boundaries of instability which are compared with deterministic analysis, indicating that polynomial Hermite-Chaos is a good numerical tool for predicting the load parametric instability without the need to perform a process of sampling. / O presente trabalho tem como objetivo investigar a influência de incertezas nos parâmetros físicos e geométricos para a determinação da carga de instabilidade paramétrica da casca cilíndrica, utilizando o método de Galerkin Estocástico juntamente com o polinômio de Hermite-Caos. As equações não-lineares de movimento da casca cilíndrica são deduzidas a partir de seus funcionais de energia considerando o campo de deformações proposto pela teoria não linear de Donnell para cascas esbeltas. As incertezas são consideradas como parâmetros aleatórios com função de densidade de probabilidade conhecida na equação diferencial parcial de movimento da casca cilíndrica, que passa a ser uma equação diferencial parcial estocástica devido à presença da aleatoriedade. Primeiramente, faz-se a discretização do problema estocástico utilizando o método de Galerkin Estocástico juntamente com o polinômio de Hermite-Caos, para transformar a equação diferencial parcial estocástica em um conjunto de equações diferenciais parciais determinísticas equivalentes, que levem em consideração a aleatoriedade do sistema. Em seguida, apresenta-se a discretização do campo de deslocamentos laterais através do Método da Perturbação, indicando os modos não-lineares de vibração que se acoplam ao modo linear de vibração, para que o conjunto de equações diferenciais parciais determinísticas seja transformado em um sistema de equações ordinárias determinísticas de segunda ordem no tempo. A incerteza é considerada inicialmente em apenas um de seus parâmetros: no módulo de elasticidade, na espessura e na amplitude da imperfeição geométrica inicial. Em seguida, analisa-se a influência de aleatoriedades em dois parâmetros simultaneamente, sendo eles: a espessura e o módulo de elasticidade. Uma vez obtido o sistema de equações diferenciais ordinárias determinísticas que contêm as aleatoriedades dos parâmetros, a integração ao longo do tempo do sistema discretizado é feita a partir do método de Runge-Kutta de quarta ordem, obtendo-se resultados como resposta no tempo, diagramas de bifurcação e fronteiras de instabilidade, que são comparados com análises determinísticas, indicando que o polinômio de Hermite-Caos é uma boa ferramenta numérica para prever a carga de instabilidade paramétrica sem a necessidade de se realizar um processo de amostragens.