An Algorithm for Fast Calculation of Flow Ensembles
Abstract
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.
Recommended Citation
N. Jiang and W. Layton, "An Algorithm for Fast Calculation of Flow Ensembles," International Journal for Uncertainty Quantification, vol. 4, no. 4, pp. 273 - 301, Begell House, Jul 2014.
The definitive version is available at https://doi.org/10.1615/Int.J.UncertaintyQuantification.2014007691
Department(s)
Mathematics and Statistics
Keywords and Phrases
Ensemble calculation; NSE; UQ
International Standard Serial Number (ISSN)
2152-5080; 2152-5099
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2014 Begell House, All rights reserved.
Publication Date
01 Jul 2014
Comments
The research of the authors described herein was partially supported by NSF Grant No. DMS 1216465 and AFOSR Grant No. FA9550-12-1-0191.