Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
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Publication:3174781
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Parallel numerical computation (65Y05) PDEs with randomness, stochastic partial differential equations (35R60) 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)
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Cited in
(11)- Probabilistically induced domain decomposition methods for elliptic boundary-value problems
- Parallel solution methods for stochastic finite element analysis using Monte Carlo simulation
- A local hybrid surrogate-based finite element tearing interconnecting dual-primal method for nonsmooth random partial differential equations
- Scalable domain decomposition solvers for stochastic PDEs in high performance computing
- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
- Challenges of order reduction techniques for problems involving polymorphic uncertainty
- Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
- Parallel Domain Decomposition Methods for Stochastic Elliptic Equations
- 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
- Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems
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