A multifidelity method for a nonlocal diffusion model

DOI10.1016/J.AML.2021.107361MaRDI QIDQ2234993zbMATH OpenOpenAlexFDO

Authors Parisa Khodabakhshi, Karen Willcox, Max Gunzburger

Publication date 19 October 2021

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2021.107361

zbMATH Keywords

uncertainty quantificationMonte Carlo methodsnonlocal diffusionnonlocal modelsmultifidelity methods

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Integro-partial differential equations (45K05) Boundary value problems for second-order elliptic equations (35J25) Diffusion (76R50) Integral formulas of real functions of several variables (Stokes, Gauss, Green, etc.) (26B20)

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Cites work

• A nonlocal vector calculus with application to nonlocal boundary value problems
• A nonlocal vector calculus, nonlocal volume-constrained problems, and nonlocal balance laws
• Analysis and approximation of nonlocal diffusion problems with volume constraints
• Numerical methods for nonlocal and fractional models
• Optimal model management for multifidelity Monte Carlo estimation
• Survey of multifidelity methods in uncertainty propagation, inference, and optimization
• Variational theory and domain decomposition for nonlocal problems

Cited in

(7)

• Multiphase homogenized diffusion models for problems with several parameters
• A Dual-Horizon Nonlocal Diffusion Model and Its Finite Element Discretization
• Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification
• A multifidelity Monte Carlo method for realistic computational budgets
• Exploiting multilevel Toeplitz structures in high dimensional nonlocal diffusion
• Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization
• A new multipoint flux approximation method with a quasi-local stencil (MPFA-QL) for the simulation of diffusion problems in anisotropic and heterogeneous media

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