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

DOI10.1137/17M1132197zbMath1417.65163OpenAlexW2882991384MaRDI QIDQ3174781

Omar M. Knio, Andres Contreras, Bert J. Debusschere, Francesco Rizzi, Paul Mycek, 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/10.1137/17m1132197

zbMATH Keywords

domain decompositionMonte Carlo methodpolynomial chaos expansionstochastic elliptic equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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) PDEs with randomness, stochastic partial differential equations (35R60) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Related Items (5)

Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems ⋮ Challenges of order reduction techniques for problems involving polymorphic uncertainty ⋮ Local surrogate responses in the Schwarz alternating method for elastic problems on random voided domains ⋮ Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients ⋮ A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients

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