Journal
IMA JOURNAL OF NUMERICAL ANALYSIS
Volume 40, Issue 2, Pages 1094-1121Publisher
OXFORD UNIV PRESS
DOI: 10.1093/imanum/drz004
Keywords
hyperbolic conservation laws; random pdes; a posteriori error estimates; stochastic Galerkin method; discontinuous Galerkin method; relative entropy
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Funding
- Baden-Wurttemberg Stiftung
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In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretization of an initial value problem for a random hyperbolic conservation law. For the stochastic discretization we use the stochastic Galerkin method and for the spatial-temporal discretization of the stochastic Galerkin system a Runge-Kutta discontinuous Galerkin method. The estimator is obtained using smooth reconstructions of the discrete solution. Combined with the relative entropy stability framework of Dafermos (2016, Hyperbolic Conservation Laws in Continuum Physics, 4th edn., Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 325, Berlin, Springer, pp. xxxviii+826), this leads to computable error bounds for the space-stochastic discretization error. Moreover, it turns out that the error estimator admits a splitting into one part representing the spatial error, and a remaining term, which can be interpreted as the stochastic error. This decomposition allows us to balance the errors arising from spatial and stochastic discretization. We conclude with some numerical examples confirming the theoretical findings.
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