A multiresolution analysis for solving stochastic conservation laws is proposed. Using a novel adaptation strategy and a higher dimensional deterministic problem, a discontinuous Galerkin (DG) solver is derived. A multiresolution analysis of the DG spaces for the proposed adaptation strategy is presented. Numerical results show that in the case of general stochastic distributions the performance of the DG solver is significantly improved by the novel adaptive strategy. The gain in efficiency is validated in computational experiments.
翻译:针对随机守恒律的求解提出了一种多分辨率分析方法。通过采用新型自适应策略和更高维度的确定性问题,推导出了间断伽辽金(DG)求解器。针对所提出的自适应策略,给出了DG空间的多分辨率分析。数值结果表明,对于一般随机分布情形,该新型自适应策略显著提升了DG求解器的性能。计算实验验证了该效率增益的可靠性。