Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
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PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Monte Carlo methods (65C05) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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
(11)- Parallel solution methods for stochastic finite element analysis using Monte Carlo simulation
- Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
- Scalable domain decomposition solvers for stochastic PDEs in high performance computing
- Probabilistically induced domain decomposition methods for elliptic boundary-value problems
- Local surrogate responses in the Schwarz alternating method for elastic problems on random voided domains
- Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
- Parallel Domain Decomposition Methods for Stochastic Elliptic Equations
- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
- Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems
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- A local hybrid surrogate-based finite element tearing interconnecting dual-primal method for nonsmooth random partial differential equations
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