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A Third Order Hierarchical Basis WENO Interpolation for Sparse Grids with Application to Conservation Laws with Uncertain Data

机译:稀疏网格的三阶递阶基础WENO插值及其在不确定数据守恒律中的应用

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摘要

In this paper, we introduce a third order hierarchical basis WENO interpolation, which possesses similar accuracy and stability properties as usual WENO interpolations. The main motivation for the hierarchical approach is the direct applicability on sparse grids. This is for instance of large practical interest in the numerical solution of conservation laws with uncertain data, where discontinuities in the physical domain often carry over to the (potentially high-dimensional) stochastic domain. For this, we apply the introduced hierarchical basis WENO interpolation within a non-intrusive collocation method and present first results on 2- and 3-dimensional sparse grids.
机译:在本文中,我们介绍了一个三阶分层基础的WENO插值,它具有与普通WENO插值相似的精度和稳定性。分层方法的主要动机是在稀疏网格上的直接适用性。例如,在具有不确定数据的守恒定律的数值解中,有很大的实际兴趣,其中物理域中的不连续性通常会延续到(潜在的高维)随机域中。为此,我们将引入的基于层次的WENO插值应用到非侵入式搭配方法中,并在2维和3维稀疏网格上呈现第一个结果。

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