Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

DOI10.1137/S0036142902418680zbMath1080.65003MaRDI QIDQ4653886

Georgios E. Zouraris, Raúl Tempone, Ivo M. Babuška

Publication date: 1 March 2005

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

convergenceerror estimatesfinite elementsnumerical examplesMonte Carlo methodexpected valueGalerkin approximationperturbation estimatesKarhunen-Loeve expansioncomputational complexitiesstochastic elliptic equationcomparisons of methods\(k\times h\)-version\(p\times h\)-version

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Complexity and performance of numerical algorithms (65Y20)

Related Items (only showing first 100 items - show all)

Elliptic boundary value problems with Gaussian white noise loads ⋮ Generalized polynomial chaos decomposition and spectral methods for the stochastic Stokes equations ⋮ Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws ⋮ An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations ⋮ Stochastic gradient descent for semilinear elliptic equations with uncertainties ⋮ Adaptive stochastic Galerkin FEM with hierarchical tensor representations ⋮ A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model ⋮ Hyperbolicity-preserving and well-balanced stochastic Galerkin method for two-dimensional shallow water equations ⋮ Clustered active-subspace based local Gaussian process emulator for high-dimensional and complex computer models ⋮ Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem ⋮ CBS constants \& their role in error estimation for stochastic Galerkin finite element methods ⋮ A robust numerical method for the random interface grating problem via shape calculus, weak Galerkin method, and low-rank approximation ⋮ A sparse grid stochastic collocation upwind finite volume element method for the constrained optimal control problem governed by random convection diffusion equations ⋮ Block triangular preconditioning for stochastic Galerkin method ⋮ A two-level sparse grid collocation method for semilinear stochastic elliptic equation ⋮ An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems ⋮ Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations ⋮ Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations ⋮ Error analysis of finite element approximations of the optimal control problem for stochastic Stokes equations with additive white noise ⋮ Galerkin methods for stationary radiative transfer equations with uncertain coefficients ⋮ Acceleration of the spectral stochastic FEM using POD and element based discrete empirical approximation for a micromechanical model of heterogeneous materials with random geometry ⋮ Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability ⋮ On periodic boundary conditions and ergodicity in computational homogenization of heterogeneous materials with random microstructure ⋮ Bayesian identification and model comparison for random property fields derived from material microstructure ⋮ A fast discrete spectral method for stochastic partial differential equations ⋮ A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty ⋮ Estimation of the interpolation error for semiregular prismatic elements ⋮ A stochastic collocation method for the second-order wave equation with a discontinuous random speed ⋮ A domain mapping approach for elliptic equations posed on random bulk and surface domains ⋮ A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients ⋮ Goal-oriented adaptive modeling of random heterogeneous media and model-based multilevel Monte Carlo methods ⋮ Higher order quasi-Monte Carlo integration for Bayesian PDE inversion ⋮ A pseudospectral approach for Kirchhoff plate bending problems with uncertainties ⋮ Energy conserving Galerkin approximation of two dimensional wave equations with random coefficients ⋮ Optimal observations-based retrieval of topography in 2D shallow water equations using PC-EnKF ⋮ T-IFISS: a toolbox for adaptive FEM computation ⋮ Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient ⋮ Some greedy algorithms for sparse polynomial chaos expansions ⋮ On the convergence of Krylov methods with low-rank truncations ⋮ A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises ⋮ Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space ⋮ Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations ⋮ Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem ⋮ An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk ⋮ On spectral fuzzy-stochastic FEM for problems involving polymorphic geometrical uncertainties ⋮ A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations ⋮ Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints ⋮ Adaptive wavelet methods for the stochastic Poisson equation ⋮ Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations ⋮ A virtual element method for stochastic Stokes equations ⋮ Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants ⋮ Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations ⋮ Numerical comparison of three stochastic methods for nonlinear PN junction problems ⋮ An efficient SPDE approach for El Niño ⋮ Stochastic phase-field modeling of brittle fracture: computing multiple crack patterns and their probabilities ⋮ Spatio-stochastic adaptive discontinuous Galerkin methods ⋮ The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions ⋮ Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations ⋮ Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials ⋮ Fuzzy dynamics of multibody systems with polymorphic uncertainty in the material microstructure ⋮ A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs ⋮ Optimal constants in nontrapping resolvent estimates and applications in numerical analysis ⋮ Analytical approximation and numerical studies of one-dimensional elliptic equation with random coefficients ⋮ Bayesian methods for characterizing unknown parameters of material models ⋮ A splitting/polynomial chaos expansion approach for stochastic evolution equations ⋮ Approximation of probability density functions for PDEs with random parameters using truncated series expansions ⋮ A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations ⋮ Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients ⋮ Application of hierarchical matrices for computing the Karhunen-Loève expansion ⋮ A local sensitivity and regularity analysis for the Vlasov-Poisson-Fokker-Planck system with multi-dimensional uncertainty and the spectral convergence of the stochastic Galerkin method ⋮ Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations ⋮ Condensed SFEs for nonlinear mechanical problems ⋮ \textit{A posteriori} error estimation for the steady Navier-Stokes equations in random domains ⋮ An efficient Monte Carlo interior penalty discontinuous Galerkin method for elastic wave scattering in random media ⋮ Reduced basis methods for nonlocal diffusion problems with random input data ⋮ Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions ⋮ Least squares polynomial chaos expansion: a review of sampling strategies ⋮ Two reduction methods for stochastic FEM based homogenization using global basis functions ⋮ Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions ⋮ Scalable domain decomposition solvers for stochastic PDEs in high performance computing ⋮ Estimation of exciton diffusion lengths of organic semiconductors in random domains ⋮ Finite dimensional models for random functions ⋮ Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity ⋮ A least-squares approximation of partial differential equations with high-dimensional random inputs ⋮ Efficient stochastic Galerkin methods for Maxwell's equations with random inputs ⋮ Sparse approximate solutions to stochastic Galerkin equations ⋮ A multiscale stochastic finite element method on elliptic problems involving uncertainties ⋮ Stochastic model reduction for chaos representations ⋮ Higher period stochastic bifurcation of nonlinear airfoil fluid-structure interaction ⋮ A multi-modes Monte Carlo interior penalty discontinuous Galerkin method for the time-harmonic Maxwell's equations with random coefficients ⋮ Propagation of uncertainties in density-driven flow ⋮ A study of hyperbolicity of kinetic stochastic Galerkin system for the isentropic Euler equations with uncertainty ⋮ Stochastic collocation method for stochastic optimal boundary control of the Navier-Stokes equations ⋮ Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient ⋮ A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity ⋮ Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets ⋮ A Milstein scheme for SPDEs ⋮ Residual-based a posteriori error estimation for stochastic magnetostatic problems ⋮ A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties ⋮ Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method

This page was built for publication: Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations