Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains

DOI10.1137/18M1236265zbMATH Open1434.65256arXiv1509.09058MaRDI QIDQ5217601FDOQ5217601

Authors: Michael Griebel, H. Harbrecht, Michael Peters 

Publication date: 25 February 2020

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: Multilevel quadrature methods for parametric operator equations such as the multilevel (quasi-) Monte Carlo method are closely related to the sparse tensor product approximation between the spatial variable and the parameter. In this article, we employ this fact and reverse the multilevel quadrature method via the sparse grid construction by applying differences of quadrature rules to finite element discretizations of increasing resolution. Besides being algorithmically more efficient if the underlying quadrature rules are nested, this way of performing the sparse tensor product approximation enables the easy use of non-nested and even adaptively refined finite element meshes. Especially, we present a rigorous error and regularity analysis of the fully discrete solution, taking into account the effect of polygonal approximations to a curved physical domain and the numerical approximation of the bilinear form. Our results facilitate the construction of efficient multilevel quadrature methods based on deterministic quadrature rules. Numerical results in three spatial dimensions are provided to illustrate the approach.

Full work available at URL: https://arxiv.org/abs/1509.09058

Recommendations

• Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations
• Multilevel QMC with product weights for affine-parametric, elliptic PDEs
• Multilevel approximation of parametric and stochastic PDES
• Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
• Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs

zbMATH Keywords

parametric partial differential equationsvariational crimesmultilevel quadrature

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical quadrature and cubature formulas (65D32) Smoothness and regularity of solutions to PDEs (35B65) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Cites Work

• Title not available (Why is that?)
• Sparse grids
• Title not available (Why is that?)
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Numerical integration using sparse grids
• Multilevel Monte Carlo Path Simulation
• The Mathematical Theory of Finite Element Methods
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
• Title not available (Why is that?)
• A multilevel stochastic collocation method for partial differential equations with random input data
• Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
• Title not available (Why is that?)
• Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
• Optimization of mesh hierarchies in multilevel Monte Carlo samplers
• Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• Karhunen-Loève approximation of random fields by generalized fast multipole methods
• High dimensional integration of smooth functions over cubes
• Title not available (Why is that?)
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Novel results for the anisotropic sparse grid quadrature
• Finite elements. Theory, fast solvers, and applications in solid mechanics. Transl. from the German by Larry L. Schumaker.
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Finite elements for elliptic problems with stochastic coefficients
• On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
• Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• A constructive approach to strong tractability using quasi-Monte Carlo algorithms
• On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
• Analysis of the domain mapping method for elliptic diffusion problems on random domains
• Efficient approximation of random fields for numerical applications.
• On the construction of sparse tensor product spaces
• Multilevel quasi-Monte Carlo path simulation
• Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
• \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
• Stochastic collocation for elliptic PDEs with random data: the lognormal case
• Title not available (Why is that?)
• Multilevel higher-order quasi-Monte Carlo Bayesian estimation

Cited In (4)

• Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion
• Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs
• Space-time Multilevel Quadrature Methods and their Application for Cardiac Electrophysiology
• Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM

This page was built for publication: Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5217601)