A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient

DOI10.1016/j.cma.2009.05.019zbMath1230.80013MaRDI QIDQ660371

Yvon Maday, Ngoc Cuong Nguyen, Claude Le Bris, Anthony T. Patera, Sebastien Boyabal

Publication date: 1 February 2012

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/99354

zbMATH Keywords

Monte Carlo; reduced basis method; a posteriori error estimation; Karhunen-Loève; stochastic parameterized partial differential equations

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65C30: Numerical solutions to stochastic differential and integral equations

80M31: Monte Carlo methods applied to problems in thermodynamics and heat transfer

Related Items

Reduced Basis Methods for Uncertainty Quantification, Random field representations for stochastic elliptic boundary value problems and statistical inverse problems, Adjoint Error Estimation for Stochastic Collocation Methods, Reduced basis techniques for stochastic problems, A two-step certified reduced basis method, Comparison between reduced basis and stochastic collocation methods for elliptic problems, Application of Galerkin method to Kirchhoff plates stochastic bending problem, A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation, Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations, On the verification of model reduction methods based on the proper generalized decomposition, A priori model reduction through proper generalized decomposition for solving time-dependent partial differential equations, Structural modal reanalysis methods using homotopy perturbation and projection techniques, Adaptive reduced basis strategy based on goal oriented error assessment for stochastic problems, Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations, Certified reduced basis approximation for parametrized partial differential equations and applications, Accurate and efficient evaluation of failure probability for partial different equations with random input data, Galerkin lumped parameter methods for transient problems, A reduced basis Kalman filter for parametrized partial differential equations, A Goal-Oriented Reduced Basis Methods-Accelerated Generalized Polynomial Chaos Algorithm, A multiscale problem in thermal science

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• A variant of stochastic homogenization theory for elliptic operators.
• Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
• A multiscale stochastic finite element method on elliptic problems involving uncertainties
• A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
• Stochastic model reduction for chaos representations
• Spectral stochastic homogenization of divergence-type PDEs.
• An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
• Stochastic approaches to uncertainty quantification in CFD simulations
• Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
• Finite elements for elliptic problems with stochastic coefficients
• Iterative solution of systems of linear equations arising in the context of stochastic finite elements
• Stochastic finite elements as a bridge between random material microstructure and global response
• A monotonic evaluation of lower bounds for inf-sup stability constants in the frame of reduced basis approximations
• Reduced basis approximation and a posteriori error estimation for a Boltzmann model
• A successive constraint linear optimization method for lower bounds of parametric coercivity and inf-sup stability constants
• Inversion of Robin coefficient by a spectral stochastic finite element approach
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• ``Natural norm a posteriori error estimators for reduced basis approximations
• Karhunen-Loève approximation of random fields by generalized fast multipole methods
• Multi-element stochastic reduced basis methods
• Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
• A stochastic finite element procedure for moment and reliability analysis
• On the Error Behavior of the Reduced Basis Technique for Nonlinear Finite Element Approximations
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations
• Reduced basis approximation anda posteriori error estimation for stress intensity factors
• Reduced-Basis Approach for Homogenization beyond the Periodic Setting
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Estimation of the Error in the Reduced Basis Method Solution of Nonlinear Equations
• Output bounds for reduced-basis approximations of symmetric positive definite eigenvalue problems
• Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
• Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
• Certified real‐time solution of the parametrized steady incompressible Navier–Stokes equations: rigorous reduced‐basis a posteriori error bounds
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• A posteriorierror bounds for reduced-basis approximations of parametrized parabolic partial differential equations
• Reduced basis method for finite volume approximations of parametrized linear evolution equations
• High-Order Collocation Methods for Differential Equations with Random Inputs
• A physical basis for the generalized gamma distribution
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Solution of stochastic partial differential equations using Galerkin finite element techniques
• Stochastic differential equations. An introduction with applications.