Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients

DOI10.1016/J.JCP.2017.08.067zbMATH Open1375.35643arXiv1607.08280OpenAlexW2497387967MaRDI QIDQ1684992FDOQ1684992

Authors: Peng Zhang 

Publication date: 13 December 2017

Published in: Journal of Computational Physics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1607.08280

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zbMATH Keywords

dimension reductionuncertainty quantificationdomain decompositionpolynomial chaosbasis adaptation

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (9)

• Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models
• Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
• A physics-aware, probabilistic machine learning framework for coarse-graining high-dimensional systems in the small data regime
• Domain decomposition of stochastic PDEs: Theoretical formulations
• Stochastic Basis Adaptation and Spatial Domain Decomposition for Partial Differential Equations with Random Coefficients
• Multi-element stochastic reduced basis methods
• A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients
• Acceleration of uncertainty propagation through Lagrange multipliers in partitioned stochastic method
• Conditional Karhunen-Loève regression model with basis adaptation for high-dimensional problems: uncertainty quantification and inverse modeling

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