Uncertainty quantification for PDEs with anisotropic random diffusion
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Publication:5347529
PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75)
Abstract: In this article, we consider elliptic diffusion problems with an anisotropic random diffusion coefficient. We model the notable direction in terms of a random vector field and derive regularity results for the solution's dependence on the random parameter. It turns out that the decay of the vector field's Karhunen-Loeve expansion entirely determines this regularity. The obtained results allow for sophisticated quadrature methods, such as the quasi-Monte Carlo method or the anisotropic sparse grid quadrature, in order to approximate quantities of interest, like the solution's mean or the variance. Numerical examples in three spatial dimensions are provided to supplement the presented theory.
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Cited in
(9)- Uncertainty quantification and stochastic polynomial chaos expansion for recovering random data in Darcy and diffusion equations
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