Generalized Neumann expansion and its application in stochastic finite element methods

MaRDI QIDQ459771zbMATH OpenFDO

Authors Song Cen, Chenfeng Li, Xiangyu Wang

Publication date 13 October 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75)

Review text

Summary: An acceleration technique, termed generalized Neumann expansion (GNE), is presented for evaluating the responses of uncertain systems. The GNE method, which solves stochastic linear algebraic equations arising in stochastic finite element analysis, is easy to implement and is of high efficiency. The convergence condition of the new method is studied, and a rigorous error estimator is proposed to evaluate the upper bound of the relative error of a given GNE solution. It is found that the third-order GNE solution is sufficient to achieve a good accuracy even when the variation of the source stochastic field is relatively high. The relationship between the GNE method, the perturbation method, and the standard Neumann expansion method is also discussed. Based on the links between these three methods, quantitative error estimations for the perturbation method and the standard Neumann method are obtained for the first time in the probability context.

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Cited in

(6)

• \textit{A priori} error estimation for the stochastic perturbation method
• Projection methods for stochastic dynamic systems: a frequency domain approach
• Parametric reduced-order modeling enhancement for a geometrically imperfect component via hyper-reduction
• Efficient bounds for the Monte Carlo-Neumann solution of stochastic systems
• Implementation of the multiscale stochastic finite element method on elliptic PDE problems
• Random field of homogeneous and multi-material structures by the smoothed finite element method and Karhunen-Loève expansion

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