Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients
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Publication:1684992
Abstract: We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.
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Cited in
(14)- Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models
- A local hybrid surrogate-based finite element tearing interconnecting dual-primal method for nonsmooth random partial differential equations
- Domain decomposition of stochastic PDEs: Theoretical formulations
- A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients
- Stochastic Basis Adaptation and Spatial Domain Decomposition for Partial Differential Equations with Random Coefficients
- An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
- Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
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- Multi-element stochastic reduced basis methods
- Conditional Karhunen-Loève regression model with basis adaptation for high-dimensional problems: uncertainty quantification and inverse modeling
- Stochastic domain decomposition based on variable-separation method
- A physics-aware, probabilistic machine learning framework for coarse-graining high-dimensional systems in the small data regime
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