Stochastic collocation approach with adaptive mesh refinement for parametric uncertainty analysis
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Publication:2425303
DOI10.1016/J.JCP.2018.06.003zbMATH Open1415.65013arXiv1709.04584OpenAlexW2754162223MaRDI QIDQ2425303FDOQ2425303
Lori Graham-Brady, Michael D. Shields, Anindya Bhaduri, Robert M. Kirby, Yanyan He
Publication date: 26 June 2019
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic collocation method with adaptive mesh refinement (SCAMR) to deal with high dimensional stochastic systems with discontinuities. Specifically, the proposed approach uses generalized polynomial chaos (gPC) expansion with Legendre polynomial basis and solves for the gPC coefficients using the least squares method. It also implements an adaptive mesh (element) refinement strategy which checks for abrupt variations in the output based on the second order gPC approximation error to track discontinuities or non-smoothness. In addition, the proposed method involves a criterion for checking possible dimensionality reduction and consequently, the decomposition of the full-dimensional problem to a number of lower-dimensional subproblems. Specifically, this criterion checks all the existing interactions between input dimensions of a specific problem based on the high-dimensional model representation (HDMR) method, and therefore automatically provides the subproblems which only involve interacting dimensions. The efficiency of the approach is demonstrated using both smooth and non-smooth function examples with input dimensions up to 300, and the approach is compared against other existing algorithms.
Full work available at URL: https://arxiv.org/abs/1709.04584
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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Cited In (8)
- New algorithms for virtual reconstruction of heterogeneous microstructures
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- Stochastic galerkin and collocation methods for quantifying uncertainty in differential equations: a review
- Uncertainty quantification for complex systems with very high dimensional response using Grassmann manifold variations
- A deep learning model to predict the failure response of steel pipes under pitting corrosion
- Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems
- An adaptive high-order piecewise polynomial based sparse grid collocation method with applications
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
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