A novel method for solving multiscale elliptic problems with randomly perturbed data

DOI10.1137/090771302MaRDI QIDQ2786361zbMATH OpenOpenAlexFDO

Authors Victor Ginting, Axel Målqvist, Michael Presho

Publication date 22 September 2010

Published in Multiscale Modeling \& Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/090771302

zbMATH Keywords

algorithmelliptic equationMonte Carlo methodmultiscale finite element methodNeumann seriesparallel computationrandom perturbation

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Parallel numerical computation (65Y05)

Review text

A method for an efficient solution of elliptic problems with multiscale features and randomly perturbed coefficients is proposed. The multiscale finite element method is used as a starting point and the authors derive an algorithm for solving a large number of multiscale problems in parallel. The method is intended to be used within a Monte Carlo framework where solutions corresponding to samples of the randomly perturbed data need to be computed.

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Cited in

(13)

• A multiscale stochastic finite element method on elliptic problems involving uncertainties
• Some reflections on the Mori-Tanaka and Ponte Castañeda-Willis methods with randomly oriented ellipsoidal inclusions
• Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs
• Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients
• Multiscale approach for stochastic elliptic equations in heterogeneous media
• Implementation of the multiscale stochastic finite element method on elliptic PDE problems
• A multiscale method for semi-linear elliptic equations with localized uncertainties and non-linearities
• A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
• An offline-online strategy for multiscale problems with random defects
• Random sampling and efficient algorithms for multiscale PDEs
• A model reduction method for multiscale elliptic PDEs with random coefficients using an optimization approach
• A hybrid HDMR for mixed multiscale finite element methods with application to flows in random porous media
• A Data-Driven Stochastic Method for Elliptic PDEs with Random Coefficients

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