Title

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.

Department(s)

Mathematics and Statistics

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.

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

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