Using standard intrusive techniques when solving hyperbolic conservation laws with uncertainties can lead to oscillatory solutions as well as nonhyperbolic moment systems. The Intrusive Polynomial Moment (IPM) method ensures hyperbolicity of the moment system while restricting oscillatory over- and undershoots to specified bounds. In this contribution, we derive a second-order discretization of the IPM moment system which fulfills the maximum principle. This task is carried out by investigating violations of the specified bounds due to the errors from the numerical optimization required by the scheme. This analysis gives weaker conditions on the entropy that is used, allowing the choice of an entropy which enables choosing the exact minimal and maximal value of the initial condition as bounds. Solutions calculated with the derived scheme are nonoscillatory while fulfilling the maximum principle. The second-order accuracy of our scheme leads to significantly reduced numerical costs.

DOI: 10.5802/smai-jcm.42

Keywords: uncertainty quantification, conservation laws, maximum principle, moment system, hyperbolic, oscillations

@article{SMAI-JCM_2019__5__23_0, author = {Jonas Kusch and Graham W. Alldredge and Martin Frank}, title = {Maximum-principle-satisfying second-order {Intrusive} {Polynomial} {Moment} scheme}, journal = {The SMAI journal of computational mathematics}, pages = {23--51}, publisher = {Soci\'et\'e de Math\'ematiques Appliqu\'ees et Industrielles}, volume = {5}, year = {2019}, doi = {10.5802/smai-jcm.42}, mrnumber = {3928534}, zbl = {07090178}, language = {en}, url = {https://smai-jcm.centre-mersenne.org/articles/10.5802/smai-jcm.42/} }

TY - JOUR TI - Maximum-principle-satisfying second-order Intrusive Polynomial Moment scheme JO - The SMAI journal of computational mathematics PY - 2019 DA - 2019/// SP - 23 EP - 51 VL - 5 PB - Société de Mathématiques Appliquées et Industrielles UR - https://smai-jcm.centre-mersenne.org/articles/10.5802/smai-jcm.42/ UR - https://www.ams.org/mathscinet-getitem?mr=3928534 UR - https://zbmath.org/?q=an%3A07090178 UR - https://doi.org/10.5802/smai-jcm.42 DO - 10.5802/smai-jcm.42 LA - en ID - SMAI-JCM_2019__5__23_0 ER -

%0 Journal Article %T Maximum-principle-satisfying second-order Intrusive Polynomial Moment scheme %J The SMAI journal of computational mathematics %D 2019 %P 23-51 %V 5 %I Société de Mathématiques Appliquées et Industrielles %U https://doi.org/10.5802/smai-jcm.42 %R 10.5802/smai-jcm.42 %G en %F SMAI-JCM_2019__5__23_0

Jonas Kusch; Graham W. Alldredge; Martin Frank. Maximum-principle-satisfying second-order Intrusive Polynomial Moment scheme. The SMAI journal of computational mathematics, Volume 5 (2019), pp. 23-51. doi : 10.5802/smai-jcm.42. https://smai-jcm.centre-mersenne.org/articles/10.5802/smai-jcm.42/

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