Cumulative distribution function solutions of advection-reaction equations with uncertain parameters

Abstract

We derive deterministic cumulative distribution function (CDF) equations that govern the evolution of CDFs of state variables whose dynamics are described by the first-order hyperbolic conservation laws with uncertain coefficients that parametrize the advective flux and reactive terms. The CDF equations are subjected to uniquely specified boundary conditions in the phase space, thus obviating one of the major challenges encountered by more commonly used probability density function equations. The computational burden of solving CDF equations is insensitive to the magnitude of the correlation lengths of random input parameters. This is in contrast to both Monte Carlo simulations (MCSs) and direct numerical algorithms, whose computational cost increases as correlation lengths of the input parameters decrease. The CDF equations are, however, not exact because they require a closure approximation. To verify the accuracy and robustness of the large-eddydiffusivity closure, we conduct a set of numerical experients which compare the CDFs computed with the CDF equations with those obtained via MCSs. This comparison demonstrates that the CDF equations remain accurate over a wide range of statistical properties of the two input parameters, such as their correlation lengths and variance of the coefficient that parametrizes the advective flux. © 2014 The Author(s) Published by the Royal Society. All rights reserved.