A multiscale method for semi-linear elliptic equations with localized uncertainties and non-linearities
From MaRDI portal
Publication:4631391
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)
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.
Recommendations
- A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
- A novel method for solving multiscale elliptic problems with randomly perturbed data
- A Multiscale Multilevel Monte Carlo Method for Multiscale Elliptic PDEs with Random Coefficients
- A localized orthogonal decomposition method for semi-linear elliptic problems
- A multiscale stochastic finite element method on elliptic problems involving uncertainties
Cites work
- scientific article; zbMATH DE number 3509053 (Why is no real title available?)
- scientific article; zbMATH DE number 911319 (Why is no real title available?)
- A Stochastic Mortar Mixed Finite Element Method for Flow in Porous Media with Multiple Rock Types
- A fictitious domain approach to the numerical solution of PDEs in stochastic domains
- A finite element method for crack growth without remeshing
- A local multigrid X-FEM strategy for 3-D crack propagation
- A localized orthogonal decomposition method for semi-linear elliptic problems
- A multiscale finite element method for elliptic problems in composite materials and porous media
- A multiscale method with patch for the solution of stochastic partial differential equations with localized uncertainties
- A multiscale preconditioner for stochastic mortar mixed finite elements
- A multiscale stochastic finite element method on elliptic problems involving uncertainties
- A novel method for solving multiscale elliptic problems with randomly perturbed data
- A robust cubic reaction-diffusion system for gene propagation
- A stochastic coupling method for atomic-to-continuum MonteCarlo simulations
- A stochastic multiscale framework for modeling flow through random heterogeneous porous media
- A stochastic variational multiscale method for diffusion in heterogeneous random media
- A stochastic-deterministic coupling method for continuum mechanics
- A two-scale approximation of the Schur complement and its use for non-intrusive coupling
- A version of the Aitken accelerator for computer iteration
- Accelerating the method of finite element patches using approximately harmonic functions
- Acceleration of vector sequences by multi-dimensional Δ2 methods
- Adaptive sparse polynomial chaos expansion based on least angle regression
- An Inverse Matrix Adjustment Arising in Discriminant Analysis
- An extended stochastic finite element method for solving stochastic partial differential equations on random domains
- Analysis of a Chimera method
- Coupled model- and solution-adaptivity in the finite element method
- Direct estimation of generalized stress intensity factors using a three-scale concurrent multigrid X-FEM
- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
- Discretization methods and iterative solvers based on domain decomposition
- Domain decomposition methods for CAD
- Domain decomposition methods for linear and semilinear elliptic stochastic partial differential equations
- Domain decomposition of stochastic PDEs: Theoretical formulations
- Elastic crack growth in finite elements with minimal remeshing
- Error control and adaptivity for heterogeneous multiscale approximations of nonlinear monotone problems
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines
- Fast numerical methods for stochastic computations: a review
- Fictitious domain method and separated representations for the solution of boundary value problems on uncertain parameterized domains
- Finite element approximation of multi-scale elliptic problems using patches of elements
- Fixed-point fluid-structure interaction solvers with dynamic relaxation
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Model selection for small sample regression
- Modeling diffusion in random heterogeneous media: data-driven models, stochastic collocation and the variational multiscale method
- Multiplier spaces for the mortar finite element method in three dimensions
- Multiscale Finite Element Methods
- Multiscale Finite Element approach for “weakly” random problems and related issues
- Multiscale finite element methods for nonlinear problems and their applications
- Multiscale finite element methods for stochastic porous media flow equations and application to uncertainty quantification
- Non-intrusive and exact global/local techniques for structural problems with local plasticity
- Non-intrusive coupling: recent advances and scalable nonlinear domain decomposition
- Nonlinear partial differential equations with applications
- Numerical Methods for Differential Equations in Random Domains
- Numerical zoom for multiscale problems with an application to flows through porous media
- Parallel Domain Decomposition Methods for Stochastic Elliptic Equations
- Problèmes mécaniques multi-échelles: la méthode Arlequin
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
- Solving dynamic contact problems with local refinement in space and time
- Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
- Spectral Methods for Uncertainty Quantification
- Stochastic analysis of transport in tubes with rough walls
- The design and analysis of the generalized finite element method
- The heterogeneous multiscale methods
- The mortar finite element method with Lagrange multipliers
- The variational multiscale method -- a paradigm for computational mechanics
- Theoretical Numerical Analysis
- To be or not to be intrusive? The solution of parametric and stochastic equations -- proper generalized decomposition
- To be or not to be intrusive? The solution of parametric and stochastic equations -- the ``plain vanilla Galerkin case
- Variational and heterogeneous multiscale methods
- Variational multiscale stabilized FEM formulations for transport equations: Stochastic advection-diffusion and incompressible stochastic Navier-Stokes equations
Cited in
(6)- A posteriori error estimation and adaptivity in non-intrusive couplings between concurrent models
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- Asynchronous global-local non-invasive coupling for linear elliptic problems
- Certified real-time shape optimization using isogeometric analysis, PGD model reduction, and a posteriori error estimation
- 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
This page was built for publication: A multiscale method for semi-linear elliptic equations with localized uncertainties and non-linearities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4631391)
