Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations
DOI10.1016/J.CMA.2018.04.043zbMATH Open1440.65227OpenAlexW2799322189WikidataQ129897711 ScholiaQ129897711MaRDI QIDQ1986283FDOQ1986283
Authors: Srikara Pranesh, Debraj Ghosh 
Publication date: 8 April 2020
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.2018.04.043
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uncertainty quantificationconjugate gradientpolynomial chaos expansionstochastic Galerkin methodstochastic finite elementgeneralized Sylvester equation
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Boundary value problems for second-order elliptic equations (35J25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Cites Work
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Cited In (5)
- Addressing the curse of dimensionality in SSFEM using the dependence of eigenvalues in KL expansion on domain size
- Efficient uncertainty quantification with the polynomial chaos method for stiff systems
- Optimal Bayesian experimental design for subsurface flow problems
- Backward error and condition number of a generalized Sylvester equation, with application to the stochastic Galerkin method
- Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs
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