Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach

DOI10.1016/J.CMA.2014.02.004MaRDI QIDQ459303zbMATH OpenOpenAlexFDO

Authors Mohammad Hadigol, Alireza Doostan, Hermann G. Matthies, Rainer Niekamp

Publication date 8 October 2014

Published in Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.6818

zbMATH Keywords

uncertainty quantificationdomain decompositionseparated representationFETIcoupled problemstochastic decoupling

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: This work is concerned with the propagation of uncertainty across coupled domain problems with high-dimensional random inputs. A stochastic model reduction approach based on low-rank separated representations is proposed for the partitioned treatment of the uncertainty space. The construction of the coupled domain solution is achieved though a sequence of approximations with respect to the dimensionality of the random inputs associated with each individual sub-domain and not the combined dimensionality, hence drastically reducing the overall computational cost. The coupling between the sub-domain solutions is done via the classical Finite Element Tearing and Interconnecting (FETI) method, thus providing a well suited framework for parallel computing. Two high-dimensional stochastic problems, a 2D elliptic PDE with random diffusion coefficient and a stochastic linear elasticity problem, have been considered to study the performance and accuracy of the proposed stochastic coupling approach.

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Cited in

(24)

• Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations
• On spectral fuzzy-stochastic FEM for problems involving polymorphic geometrical uncertainties
• A local hybrid surrogate-based finite element tearing interconnecting dual-primal method for nonsmooth random partial differential equations
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• Stochastic domain decomposition based on variable-separation method
• Reduced-order modeling via proper generalized decomposition for uncertainty quantification of frequency response functions
• Randomized alternating least squares for canonical tensor decompositions: application to a PDE with random data

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