Dual-based a posteriori error estimate for stochastic finite element methods

DOI10.2140/camcos.2007.2.83zbMath1131.65003OpenAlexW1966827182MaRDI QIDQ2466431

Lionel Mathelin, Olivier P. Le Maître

Publication date: 14 January 2008

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/camcos.2007.2.83

zbMATH Keywords

numerical examples error analysis uncertainty quantification stochastic finite element method refinement scheme 1-D Burgers equation uncertain Burgers' equation

Mathematics Subject Classification ID

Finite element methods applied to problems in solid mechanics (74S05) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (27)

Goal-oriented uncertainty propagation using stochastic adjoints ⋮ Model order reduction based on proper generalized decomposition for the propagation of uncertainties in structural dynamics ⋮ Error Decomposition and Adaptivity for Response Surface Approximations from PDEs with Parametric Uncertainty ⋮ Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms ⋮ Subcell resolution in simplex stochastic collocation for spatial discontinuities ⋮ Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems ⋮ Fast \(r\)-adaptivity for multiple queries of heterogeneous stochastic material fields ⋮ Uncertainty quantification in a chemical system using error estimate-based mesh adaption ⋮ Transonic velocity fluctuations simulated using extremum diminishing uncertainty quantification based on inverse distance weighting ⋮ Numerical convergence and error analysis for the truncated iterative generalized stochastic perturbation-based Finite element method ⋮ A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations ⋮ A Posteriori Validation of Generalized Polynomial Chaos Expansions ⋮ An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements ⋮ Accurate and efficient evaluation of failure probability for partial different equations with random input data ⋮ Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputs ⋮ Explicit-in-time goal-oriented adaptivity ⋮ Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations ⋮ Spectral convergence of the generalized polynomial chaos reduced model obtained from the uncertain linear Boltzmann equation ⋮ Spatio-stochastic adaptive discontinuous Galerkin methods ⋮ Generalized spectral decomposition for stochastic nonlinear problems ⋮ A posteriori error estimation for elliptic partial differential equations with small uncertainties ⋮ Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations ⋮ Convergence of Adaptive Stochastic Galerkin FEM ⋮ A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations. ⋮ Adjoint Error Estimation for Stochastic Collocation Methods ⋮ Essentially Non-oscillatory Stencil Selection and Subcell Resolution in Uncertainty Quantification ⋮ Residual-based a posteriori error estimation for stochastic magnetostatic problems

This page was built for publication: Dual-based a posteriori error estimate for stochastic finite element methods