Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
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Integral representations, integral operators, integral equations methods in higher dimensions (31B10) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Parallel numerical computation (65Y05)
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Cited in
(13)- Application of hierarchical matrices for computing the Karhunen-Loève expansion
- Faster computation of the Karhunen-Loève expansion using its domain independence property
- Fast sampling of parameterised Gaussian random fields
- Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
- Addressing the curse of dimensionality in SSFEM using the dependence of eigenvalues in KL expansion on domain size
- Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
- Parallel Domain Decomposition Methods for Stochastic Elliptic Equations
- 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
- 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
- A local hybrid surrogate-based finite element tearing interconnecting dual-primal method for nonsmooth random partial differential equations
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