Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems

J. Tryoen*, O. Le Maître, M. Ndjinga, A. Ern

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

106 Scopus citations


This paper deals with stochastic spectral methods for uncertainty propagation and quantification in nonlinear hyperbolic systems of conservation laws. We consider problems with parametric uncertainty in initial conditions and model coefficients, whose solutions exhibit discontinuities in the spatial as well as in the stochastic variables. The stochastic spectral method relies on multi-resolution schemes where the stochastic domain is discretized using tensor-product stochastic elements supporting local polynomial bases. A Galerkin projection is used to derive a system of deterministic equations for the stochastic modes of the solution. Hyperbolicity of the resulting Galerkin system is analyzed. A finite volume scheme with a Roe-type solver is used for discretization of the spatial and time variables. An original technique is introduced for the fast evaluation of approximate upwind matrices, which is particularly well adapted to local polynomial bases. Efficiency and robustness of the overall method are assessed on the Burgers and Euler equations with shocks.

Original languageEnglish (US)
Pages (from-to)6485-6511
Number of pages27
JournalJournal of Computational Physics
Issue number18
StatePublished - Sep 2010
Externally publishedYes


  • Conservation laws
  • Galerkin projection
  • Hyperbolic systems
  • Stochastic spectral methods
  • Uncertainty quantification
  • Upwinding

ASJC Scopus subject areas

  • Numerical Analysis
  • Modeling and Simulation
  • Physics and Astronomy (miscellaneous)
  • General Physics and Astronomy
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics


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