A Weighted Reduced Basis Method for Elliptic Partial Differential Equations with Random Input Data

DOI10.1137/130905253zbMath1288.65007OpenAlexW2070999115WikidataQ56995992 ScholiaQ56995992MaRDI QIDQ5397608

Peng Chen, Gianluigi Rozza, Alfio M. Quarteroni

Publication date: 24 February 2014

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

Full work available at URL: https://semanticscholar.org/paper/c0be80915142c729a193a539de69765abae3f255

zbMATH Keywords

numerical examples exponential convergence stochastic partial differential equation uncertainty quantification stochastic collocation method Kolmogorov \(N\)-width weighted reduced basis method

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (36)

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations ⋮ Adaptive stochastic Galerkin FEM with hierarchical tensor representations ⋮ An offline/online algorithm for a class of stochastic multiple obstacle scattering configurations in the half-plane ⋮ A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods ⋮ Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations ⋮ Sparse-grid, reduced-basis Bayesian inversion ⋮ Local Equilibration Error Estimators for Guaranteed Error Control in Adaptive Stochastic Higher-Order Galerkin Finite Element Methods ⋮ A Goal-Oriented Reduced Basis Methods-Accelerated Generalized Polynomial Chaos Algorithm ⋮ Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints ⋮ An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems ⋮ Preconditioning Techniques for Reduced Basis Methods for Parameterized Elliptic Partial Differential Equations ⋮ Online Adaptive Model Reduction for Nonlinear Systems via Low-Rank Updates ⋮ A meshfree peridynamic model for brittle fracture in randomly heterogeneous materials ⋮ Space and chaos‐expansion Galerkin proper orthogonal decomposition low‐order discretization of partial differential equations for uncertainty quantification ⋮ Offline-enhanced reduced basis method through adaptive construction of the surrogate training set ⋮ Stochastic domain decomposition based on variable-separation method ⋮ A robust error estimator and a residual-free error indicator for reduced basis methods ⋮ Stochastic Finite Element Method for Torso Conductivity Uncertainties Quantification in Electrocardiography Inverse Problem ⋮ Distributed Control of the Stochastic Burgers Equation with Random Input Data ⋮ Uncertainty Quantification for Low-Frequency, Time-Harmonic Maxwell Equations with Stochastic Conductivity Models ⋮ Stabilized Weighted Reduced Basis Methods for Parametrized Advection Dominated Problems with Random Inputs ⋮ Comparison between reduced basis and stochastic collocation methods for elliptic problems ⋮ Accurate and efficient evaluation of failure probability for partial different equations with random input data ⋮ Efficient Reduced Basis Methods for Saddle Point Problems with Applications in Groundwater Flow ⋮ Reduced Basis Methods for Uncertainty Quantification ⋮ An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk ⋮ Quantifying Truncation-Related Uncertainties in Unsteady Fluid Dynamics Reduced Order Models ⋮ Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs ⋮ Model order reduction for parametrized nonlinear hyperbolic problems as an application to uncertainty quantification ⋮ A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs ⋮ Derivative-informed projected neural networks for high-dimensional parametric maps governed by PDEs ⋮ Reduced basis methods for nonlocal diffusion problems with random input data ⋮ Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models ⋮ An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids ⋮ On a goal-oriented version of the proper generalized decomposition method ⋮ A weighted POD method for elliptic PDEs with random inputs

Uses Software

rbMIT

This page was built for publication: A Weighted Reduced Basis Method for Elliptic Partial Differential Equations with Random Input Data