Sparse high order FEM for elliptic sPDEs

DOI10.1016/j.cma.2008.08.019zbMath1157.65481OpenAlexW2019797126MaRDI QIDQ1008912

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 polynomial chaos stochastic collocation Karhunen-Loève expansion sparse tensor products stochastic finite element methods

Mathematics Subject Classification ID

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

Related Items

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

Uses Software

OPQ

Cites Work