A multiscale method for semi-linear elliptic equations with localized uncertainties and non-linearities
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Publication:4631391
DOI10.1051/M2AN/2018025zbMATH Open1479.35971arXiv1704.05331OpenAlexW3103249331WikidataQ129968183 ScholiaQ129968183MaRDI QIDQ4631391FDOQ4631391
Publication date: 24 April 2019
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Abstract: A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It relies on a domain decomposition method which introduces several subdomains of interest (called patches) containing the different sources of uncertainties and non-linearities. An iterative algorithm is then introduced, which requires the solution of a sequence of linear global problems (with deterministic operators and uncertain right-hand sides), and non-linear local problems (with uncertain operators and/or right-hand sides) over the patches. Non-linear local problems are solved using an adaptive sampling-based least-squares method for the construction of sparse polynomial approximations of local solutions as functions of the random parameters. Consistency, convergence and robustness of the algorithm are proved under general assumptions on the semi-linear elliptic operator. A convergence acceleration technique (Aitken's dynamic relaxation) is also introduced to speed up the convergence of the algorithm. The performances of the proposed method are illustrated through numerical experiments carried out on a stationary non-linear diffusion-reaction problem.
Full work available at URL: https://arxiv.org/abs/1704.05331
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sparse approximationuncertainty quantificationdomain decompositionnonlinear elliptic stochastic partial differential equation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Quasilinear elliptic equations (35J62) Nonlinear boundary value problems for nonlinear elliptic equations (35J66) PDEs with randomness, stochastic partial differential equations (35R60) Algorithms for approximation of functions (65D15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cited In (6)
- A LOCAL CONSERVATIVE MULTISCALE METHOD FOR ELLIPTIC PROBLEMS WITH OSCILLATING COEFFICIENTS
- A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
- Certified real-time shape optimization using isogeometric analysis, PGD model reduction, and a posteriori error estimation
- A posteriori error estimation and adaptivity in non-intrusive couplings between concurrent models
- Asynchronous global-local non-invasive coupling for linear elliptic problems
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
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