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

DOI10.1137/17M1132185zbMath1404.65154OpenAlexW2884447341MaRDI QIDQ3174780

Francesco Rizzi, Paul Mycek, Bert J. Debusschere, Omar M. Knio, Andres Contreras, Olivier P. Le Maître

Publication date: 18 July 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1132185

zbMATH Keywords

stochastic processesdomain decompositionKarhunen-Loève expansion

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Integral representations, integral operators, integral equations methods in higher dimensions (31B10) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Related Items (7)

Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions ⋮ A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients ⋮ Multiscale sampling for the inverse modeling of partial differential equations ⋮ Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients ⋮ Fast sampling of parameterised Gaussian random fields ⋮ A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients ⋮ Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields

Uses Software

• SLEPc
• Anasazi
• P - ARPACK
• AS 136

Cites Work

• Algorithm AS 136: A K-Means Clustering Algorithm
• Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
• The stochastic finite element method: past, present and future
• A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
• \(K\)-means clustering for optimal partitioning and dynamic load balancing of parallel hierarchical \(N\)-body simulations
• A stochastic projection method for fluid flow. II: Random process
• Karhunen-Loève approximation of random fields by generalized fast multipole methods
• Model Reduction Based on Proper Generalized Decomposition for the Stochastic Steady Incompressible Navier--Stokes Equations
• Anasazi software for the numerical solution of large-scale eigenvalue problems
• SLEPc
• Spectral Methods for Uncertainty Quantification
• A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs
• On the numerical expansion of a second order stochastic process
• The Numerical Solution of Integral Equations of the Second Kind
• Least squares quantization in PCM
• An Explicit Representation of a Stationary Gaussian Process
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations. Part A: Local Karhunen--Loève Representations