Long-term behavior of polynomial chaos in stochastic flow simulations

In this paper we focus on the long-term behavior of generalized polynomial chaos (gPC) and multi-element generalized polynomial chaos (ME-gPC) for partial differential equations with stochastic coefficients. First, we consider the one-dimensional advection equation with a uniform random transport velocity and derive error estimates for gPC and ME-gPC discretizations. Subsequently, we extend these results to other random distributions and high-dimensional random inputs with numerical verification using the algebraic convergence rate of ME-gPC. Finally, we apply our results to noisy flow past a stationary circular cylinder. Simulation results demonstrate that MEgPC is effective in improving the accuracy of gPC for a long-term integration whereas high-order gPC cannot capture the correct asymptotic behavior. 2005 Elsevier B.V. All rights reserved.