An Algorithm for Fast Calculation of Flow Ensembles
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.
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
Mathematics and Statistics
Keywords and Phrases
Ensemble calculation; NSE; UQ
International Standard Serial Number (ISSN)
Article - Journal
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01 Jul 2014