Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations. Part A: Local Karhunen--Loève Representations

DOI10.1137/17M1132185zbMath1404.65154OpenAlexW2884447341MaRDI QIDQ3174780

Francesco Rizzi, Paul Mycek, Bert J. Debusschere, Omar M. Knio, Andres Contreras, Olivier P. Le Maître

Publication date: 18 July 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1132185

zbMATH Keywords

stochastic processesdomain decompositionKarhunen-Loève expansion

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Integral representations, integral operators, integral equations methods in higher dimensions (31B10) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Related Items

Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions, A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients, Multiscale sampling for the inverse modeling of partial differential equations, Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients, Fast sampling of parameterised Gaussian random fields, A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients, Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields

Uses Software

• SLEPc
• Anasazi
• P - ARPACK
• AS 136

Cites Work

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