An efficient and accurate method for the identification of the most influential random parameters appearing in the input data for PDEs

DOI10.1137/120883785MaRDI QIDQ2938435zbMATH OpenOpenAlexFDO

Authors

Publication date 14 January 2015

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/120883785

zbMATH Keywords

analysis of variancepartial differential equationsmagnetohydrodynamicsmultivariate functionscut-HDMR expansionsimportant inputsimportant interactions

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis applied to problems in fluid mechanics (76M35) Magnetohydrodynamics and electrohydrodynamics (76W05)

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(4)

• A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs
• Efficient reliability analysis with a CDA-based dimension-reduction model and polynomial chaos expansion
• A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations
• A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations

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