Uncertainty quantification in kinetic and hyperbolic problems

uncertainty propagation with intrusive kinetic methods for conservation laws

Bruno Despres

University of Paris VI


This presentatin will address the mathematical structure of intrusive (systems of) conservation laws, explain how to use the entropy method to generate hyperbolic intrusive systems (with G. Poette and D. Lucor) and show new results obtained recently with B. Perthame about the kinetic formulation of intrusive methods for uncertain conservation laws. In particular we will show how the new kinetic approach generates numerical methods with enhanced stability properties.