A Study of Hyperbolicity of Kinetic Stochastic Galerkin System for the Isentropic Euler Equations with Uncertainty

Abstract

The authors study the fluid dynamic behavior of the stochastic Galerkin (SG for short) approximation to the kinetic Fokker-Planck equation with random uncertainty. While the SG system at the kinetic level is hyperbolic, its fluid dynamic limit, as the Knudsen number goes to zero and the underlying kinetic equation approaches to the uncertain isentropic Euler equations, is not necessarily hyperbolic, as will be shown in the case study fashion for various orders of the SG approximations.

Keywords

Hyperbolic equations / Uncertainty quantification / Stochastic Galerkin methods