An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains

DOI10.1137/19M1246080MaRDI QIDQ5119643zbMATH OpenOpenAlexFDO

Authors Martin Eigel, Manuel Marschall, Michael Peters

Publication date 31 August 2020

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.07753

zbMATH Keywords

adaptive methodslow-rankpartial differential equations with random coefficientsrandom domaintensor trainuncertainty quantification

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Random linear operators (47B80) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to equations with linear operators (65J10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: A linear PDE problem for randomly perturbed domains is considered in an adaptive Galerkin framework. The perturbation of the domain's boundary is described by a vector valued random field depending on a countable number of random variables in an affine way. The corresponding Karhunen-Lo`eve expansion is approximated by the pivoted Cholesky decomposition based on a prescribed covariance function. The examined high-dimensional Galerkin system follows from the domain mapping approach, transferring the randomness from the domain to the diffusion coefficient and the forcing. In order to make this computationally feasible, the representation makes use of the modern tensor train format for the implicit compression of the problem. Moreover, an a posteriori error estimator is presented, which allows for the problem-dependent iterative refinement of all discretization parameters and the assessment of the achieved error reduction. The proposed approach is demonstrated in numerical benchmark problems.

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Cited in

(5)

• Tensor train based isogeometric analysis for PDE approximation on parameter dependent geometries
• Adaptive stochastic Galerkin FEM with hierarchical tensor representations
• Stochastic approximation for optimization in shape spaces
• Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
• Fictitious domain method and separated representations for the solution of boundary value problems on uncertain parameterized domains

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