A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems
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Publication:2237464
DOI10.1016/J.CMA.2021.113961zbMATH Open1506.65200arXiv2103.06204OpenAlexW3134305408MaRDI QIDQ2237464FDOQ2237464
Authors: Assyr Abdulle, Giacomo Garegnani 
Publication date: 27 October 2021
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2103.06204
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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)
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Cited In (9)
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- Variational Bayesian approximation of inverse problems using sparse precision matrices
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