Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
DOI10.1137/17M1132197zbMATH Open1417.65163OpenAlexW2882991384MaRDI QIDQ3174781FDOQ3174781
Authors: Andres Contreras, Paul Mycek, F. Rizzi, Bert Debusschere, Omar M. Knio, O. Le Maître 
Publication date: 18 July 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1132197
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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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- Probabilistically induced domain decomposition methods for elliptic boundary-value problems
- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
- Parallel Domain Decomposition Methods for Stochastic Elliptic Equations
- Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems
- Challenges of order reduction techniques for problems involving polymorphic uncertainty
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- Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
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