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Cite Details

R. Rutjens, G. Jacobs and D. M. Tartakovsky, "Method of distributions for systems with stochastic forcing", Int. J. Uncert. Quant., vol. 11, no. 2, doi:10.1615/Int.J.UncertaintyQuantification.2020031940, pp. 83-104, 2021

Abstract

The method of distributions is developed for systems that are governed by hyperbolic conservation laws with stochastic forcing. The method yields a deterministic equation for the cumulative density distribution (CDF) of a system state, e.g., for flow velocity governed by an inviscid Burgers' equation with random source coefficients. This is achieved without recourse to any closure approximation. The CDF model is verified against MC simulations using spectral numerical approximations. It is shown that the CDF model accurately predicts the mean and standard deviation for Gaussian, normal and beta distributions of the random coefficients.

BibTeX Entry

@article{rutjens-2021-method,
author = {R. Rutjens and G. Jacobs and D. M. Tartakovsky},
title = {Method of distributions for systems with stochastic forcing},
year = {2021},
urlpdf = {http://maeresearch.ucsd.edu/Tartakovsky/Papers/rutjens-2021-method.pdf},
journal = {Int. J. Uncert. Quant.},
volume = {11},
number = {2},
doi = {10.1615/Int.J.UncertaintyQuantification.2020031940},
pages = {83-104}
}