Sparse high order FEM for elliptic sPDEs

DOI10.1016/J.CMA.2008.08.019zbMATH Open1157.65481OpenAlexW2019797126MaRDI QIDQ1008912FDOQ1008912

Christoph Schwab, Marcel Bieri

Publication date: 30 March 2009

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2008.08.019

zbMATH Keywords

stochastic partial differential equations[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Karhunen-Lo%EF%BF%BD%EF%BF%BDve+expansion&go=Go Karhunen-Lo��ve expansion]polynomial chaosstochastic collocationsparse tensor productsstochastic finite element methods

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Cites Work

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Cited In (67)

• An adaptive stochastic Galerkin method for random elliptic operators
• Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations
• Multiparametric shell eigenvalue problems
• Application of the random eigenvalue problem in forced response analysis of a linear stochastic structure
• A bi-fidelity stochastic collocation method for transport equations with diffusive scaling and multi-dimensional random inputs
• Bayesian Numerical Homogenization
• Addressing the curse of dimensionality in SSFEM using the dependence of eigenvalues in KL expansion on domain size
• Parallel cross interpolation for high-precision calculation of high-dimensional integrals
• Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• An analytical approach to modeling the stochastic behavior of visco‐elastic materials
• A heterogeneous stochastic FEM framework for elliptic PDEs
• On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity
• Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems
• Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach
• The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions
• A bi-fidelity method for the multiscale Boltzmann equation with random parameters
• Local Equilibration Error Estimators for Guaranteed Error Control in Adaptive Stochastic Higher-Order Galerkin Finite Element Methods
• A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion
• Constructive representation of functions in low-rank tensor formats
• Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
• Solving stochastic systems with low-rank tensor compression
• Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
• A non-adapted sparse approximation of PDEs with stochastic inputs
• Multi-fidelity stochastic collocation method for computation of statistical moments
• Exploring the Locally Low Dimensional Structure in Solving Random Elliptic PDEs
• Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing
• Multilevel approximation of parametric and stochastic PDES
• STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM
• Adjoint Error Estimation for Stochastic Collocation Methods
• Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
• Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems
• A Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEs
• Efficient Adaptive Multilevel Stochastic Galerkin Approximation Using Implicit A Posteriori Error Estimation
• Variational theory and computations in stochastic plasticity
• Stochastic Galerkin approximation of the Reynolds equation with irregular film thickness
• Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
• Sparse approximate solutions to stochastic Galerkin equations
• Adaptive wavelet methods for elliptic partial differential equations with random operators
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• Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis
• Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs
• A fast discrete spectral method for stochastic partial differential equations
• Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
• A relaxation approach to modeling the stochastic behavior of elastic materials
• Multi-element probabilistic collocation method in high dimensions
• Anchor Points Matter in ANOVA Decomposition
• Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
• Smoothed aggregation algebraic multigrid for stochastic PDE problems with layered materials
• CBS constants \& their role in error estimation for stochastic Galerkin finite element methods
• Non-intrusive low-rank separated approximation of high-dimensional stochastic models
• Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems
• Sparse finite element approximation of high-dimensional transport-dominated diffusion problems
• Sparsity Optimized High Order Finite Element Functions on Simplices
• Approximate methods for stochastic eigenvalue problems
• High-speed rotation induction heating in thermal clamping technology
• Sparse finite elements for stochastic elliptic problems --- higher order moments
• A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
• Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
• An adaptive sparse grid method for elliptic PDEs with stochastic coefficients
• A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
• On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion
• New error estimators, based on the Neumann-Monte Carlo methodology for quantification of the uncertainty of the problem of stochastic bending of Levinson-Bickford beam
• A Reduced Order Schwarz Method for Nonlinear Multiscale Elliptic Equations Based on Two-Layer Neural Networks
• Some new error estimates for statistical estimators obtained by Neumann-Monte Carlo methodology applied to the stochastic bending problem

Uses Software

• OPQ

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