Unconditionally energy stable and first-order accurate numerical schemes for the heat equation with uncertain temperature-dependent conductivity

Abstract

In this paper, we present first-order accurate numerical methods for solution of the heat equation with uncertain temperature-dependent thermal conductivity. Each algorithm yields a shared coefficient matrix for the ensemble set improving computational efficiency. Both mixed and Robin-type boundary conditions are treated. In contrast with alternative, related methodologies, stability and convergence are unconditional. In particular, we prove unconditional, energy stability and optimal-order error estimates. A battery of numerical tests are presented to illustrate both the theory and application of these algorithms.