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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Cites work
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- Model reduction based on proper generalized decomposition for the stochastic steady incompressible Navier-Stokes equations
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- On the numerical expansion of a second order stochastic process
- SLEPc
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- The Numerical Solution of Integral Equations of the Second Kind
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- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
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- A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients
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