A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems
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uncertainty quantificationa posteriori error estimatorsBayesian inverse problemsprobabilistic methods for PDEsrandom meshes
Bayesian inference (62F15) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)
Abstract: We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows to introduce a probability measure on standard piecewise linear FEM. We present a posteriori error estimators based uniquely on probabilistic information. A series of numerical experiments illustrates the potential of the RM-FEM for error estimation and validates our analysis. We furthermore demonstrate how employing the RM-FEM enhances the quality of the solution of Bayesian inverse problems, thus allowing a better quantification of numerical errors in pipelines of computations.
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Cited in
(9)- Statistical Finite Elements via Langevin Dynamics
- Randomised one-step time integration methods for deterministic operator differential equations
- Enhancing interpolation and approximation error estimates using a novel Taylor-like formula
- A Bayesian approach to modeling finite element discretization error
- A new second order Taylor-like theorem with an optimized reduced remainder
- Theoretical Guarantees for the Statistical Finite Element Method
- The \textit{a posteriori} finite element method (APFEM), a framework for efficient parametric study and Bayesian inferences
- A refined first-order expansion formula in \(\mathbb{R}^n\): application to interpolation and finite element error estimates
- Variational Bayesian approximation of inverse problems using sparse precision matrices
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