Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions (Q3174781): Difference between revisions

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English	Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions	scientific article

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instance of

scholarly article

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title

Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions (English)

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SIAM Journal on Scientific Computing

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publication date

18 July 2018

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zbMATH Keywords

stochastic elliptic equations

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domain decomposition

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polynomial chaos expansion

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Monte Carlo method

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MaRDI profile type

MaRDI publication profile

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cites work

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients

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Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients

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ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS

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Q4215355

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Local Polynomial Chaos Expansion for Linear Differential Equations with High Dimensional Random Inputs

0 references

High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs

0 references

Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

0 references

Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs

0 references

Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations. Part A: Local Karhunen--Loève Representations

0 references

Solution of stochastic partial differential equations using Galerkin finite element techniques

0 references

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

0 references

A two-level domain decomposition method for the iterative solution of high frequency exterior Helmholtz problems

0 references

Finite elements for elliptic problems with stochastic coefficients

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An Explicit Representation of a Stationary Gaussian Process

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Q5786196

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A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs

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Uncertainty propagation in CFD using polynomial chaos decomposition

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Dirichlet–Dirichlet Domain Decomposition Methods for Elliptic Problems

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Spectral Methods for Uncertainty Quantification

0 references

A multigrid solver for two-dimensional stochastic diffusion equations.

0 references

A stochastic projection method for fluid flow. II: Random process

0 references

Q5791821

0 references

Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics

0 references

A two level domain decomposition preconditioner based on local Dirichlet-to-Neumann maps

0 references

A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations

0 references

Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms

0 references

Generalized spectral decomposition for stochastic nonlinear problems

0 references

Robust and efficient methods for stochastic finite element analysis using Monte Carlo simulation

0 references

Addressing the curse of dimensionality in SSFEM using the dependence of eigenvalues in KL expansion on domain size

0 references

Q4254887

0 references

Q4716273

0 references

Q3124733

0 references

Model Reduction Based on Proper Generalized Decomposition for the Stochastic Steady Incompressible Navier--Stokes Equations

0 references

Q4825126

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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full work available at URL

https://doi.org/10.1137/17m1132197

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Identifiers

zbMATH Open document ID

1417.65163

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DOI

10.1137/17M1132197

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:3174781

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+Olivier P. Le Maître
@@ Property / author: Olivier P. Le Maître / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
+Normal rank
@@ Property / cites work @@
+ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS
+Normal rank
@@ Property / cites work @@
+Q4215355
@@ Property / cites work: Q4215355 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Polynomial Chaos Expansion for Linear Differential Equations with High Dimensional Random Inputs
+Normal rank
@@ Property / cites work @@
+High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
+Normal rank
@@ Property / cites work @@
+Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
+Normal rank
@@ Property / cites work @@
+Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations. Part A: Local Karhunen--Loève Representations
+Normal rank
@@ Property / cites work @@
+Solution of stochastic partial differential equations using Galerkin finite element techniques
+Normal rank
@@ Property / cites work @@
+A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+A two-level domain decomposition method for the iterative solution of high frequency exterior Helmholtz problems
+Normal rank
@@ Property / cites work @@
+Finite elements for elliptic problems with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+An Explicit Representation of a Stationary Gaussian Process
+Normal rank
@@ Property / cites work @@
+Q5786196
@@ Property / cites work: Q5786196 / rank @@
+Normal rank
@@ Property / cites work @@
+A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs
+Normal rank
@@ Property / cites work @@
+Uncertainty propagation in CFD using polynomial chaos decomposition
+Normal rank
@@ Property / cites work @@
+Dirichlet–Dirichlet Domain Decomposition Methods for Elliptic Problems
+Normal rank
@@ Property / cites work @@
+Spectral Methods for Uncertainty Quantification
@@ Property / cites work: Spectral Methods for Uncertainty Quantification / rank @@
+Normal rank
@@ Property / cites work @@
+A multigrid solver for two-dimensional stochastic diffusion equations.
+Normal rank
@@ Property / cites work @@
+A stochastic projection method for fluid flow. II: Random process
+Normal rank
@@ Property / cites work @@
+Q5791821
@@ Property / cites work: Q5791821 / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics
+Normal rank
@@ Property / cites work @@
+A two level domain decomposition preconditioner based on local Dirichlet-to-Neumann maps
+Normal rank
@@ Property / cites work @@
+A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
+Normal rank
@@ Property / cites work @@
+Generalized spectral decomposition for stochastic nonlinear problems
+Normal rank
@@ Property / cites work @@
+Robust and efficient methods for stochastic finite element analysis using Monte Carlo simulation
+Normal rank
@@ Property / cites work @@
+Addressing the curse of dimensionality in SSFEM using the dependence of eigenvalues in KL expansion on domain size
+Normal rank
@@ Property / cites work @@
+Q4254887
@@ Property / cites work: Q4254887 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4716273
@@ Property / cites work: Q4716273 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3124733
@@ Property / cites work: Q3124733 / rank @@
+Normal rank
@@ Property / cites work @@
+Model Reduction Based on Proper Generalized Decomposition for the Stochastic Steady Incompressible Navier--Stokes Equations
+Normal rank
@@ Property / cites work @@
+Q4825126
@@ Property / cites work: Q4825126 / rank @@
+Normal rank
@@ Property / cites work @@
+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1137/17m1132197
+Normal rank
@@ Property / OpenAlex ID @@
+W2882991384
@@ Property / OpenAlex ID: W2882991384 / rank @@
+Normal rank