Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Parallel numerical computation (65Y05) PDEs with randomness, stochastic partial differential equations (35R60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Integral representations, integral operators, integral equations methods in higher dimensions (31B10) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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- Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
- Addressing the curse of dimensionality in SSFEM using the dependence of eigenvalues in KL expansion on domain size
- A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients
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- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
- Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
- Application of hierarchical matrices for computing the Karhunen-Loève expansion
- Parallel Domain Decomposition Methods for Stochastic Elliptic Equations
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- Multiscale sampling for the inverse modeling of partial differential equations
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