Uncertainty propagation of the shock position for hyperbolic PDEs using a sensitivity equation method

Abstract

In this work, we design a method to provide confidence intervals for the position of a discontinuity arising in hyperbolic conservation laws when some of the parameters of the problem are uncertain. This is based on a sensitivity equation method, therefore can be used only if the variance of the uncertain parameters is small. We illustrate how this method works on a simple one-dimensional conservation law: the inviscid Burgers equation. Multiple test cases are defined, some for which the analytical solution is known, in order to test the method.