Reduced Basis Methods for Parameterized Partial Differential Equations with Stochastic Influences Using the Karhunen--Loève Expansion
From MaRDI portal
Publication:5397865
DOI10.1137/120876745zbMath1281.35100OpenAlexW2078352615MaRDI QIDQ5397865
Karsten Urban, Bernhard Wieland, Bernard Haasdonk
Publication date: 25 February 2014
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/120876745
stochastic partial differential equationserror estimatorsKarhunen-Loève decompositionreduced basis methods
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations, A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations, 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, A Goal-Oriented Reduced Basis Methods-Accelerated Generalized Polynomial Chaos Algorithm, An algorithmic comparison of the hyper-reduction and the discrete empirical interpolation method for a nonlinear thermal problem, POD-Galerkin reduced-order modeling with adaptive finite element snapshots, A POD-EIM reduced two-scale model for crystal growth, Implicit partitioning methods for unknown parameter sets. In the context of the reduced basis method, Uncertainty Quantification for Low-Frequency, Time-Harmonic Maxwell Equations with Stochastic Conductivity Models, A reduced basis Kalman filter for parametrized partial differential equations, Efficient Reduced Basis Methods for Saddle Point Problems with Applications in Groundwater Flow, Reduced Basis Methods for Uncertainty Quantification, Physics-Based Kriging Surrogates for a Class of Finite Element Codes, An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations, Balanced Truncation for Model Order Reduction of Linear Dynamical Systems with Quadratic Outputs, Reduced basis method for the adapted mesh and Monte Carlo methods applied to an elliptic stochastic problem