A two-level stochastic collocation method for semilinear elliptic equations with random coefficients

DOI10.1016/J.CAM.2016.10.030zbMATH Open1404.65290arXiv1407.1119OpenAlexW2963206581MaRDI QIDQ729862FDOQ729862

Authors: Luoping Chen, Bin Zheng, Guang Lin, Nikolaos K. Voulgarakis 

Publication date: 22 December 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu cite{xu1994novel}, our two-level stochastic collocation method utilizes a two-grid finite element discretization in the physical space and a two-level collocation method in the random domain. In particular, we solve semilinear equations on a coarse mesh $mathcal{T}_H$ with a low level stochastic collocation (corresponding to the polynomial space $$) and solve linearized equations on a fine mesh $mathcal{T}_h$ using high level stochastic collocation (corresponding to the polynomial space $$). We prove that the approximated solution obtained from this method achieves the same order of accuracy as that from solving the original semilinear problem directly by stochastic collocation method with $mathcal{T}_h$ and $$. The two-level method is computationally more efficient than the standard stochastic collocation method for solving nonlinear problems with random coefficients. Numerical experiments are provided to verify the theoretical results.

Full work available at URL: https://arxiv.org/abs/1407.1119

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zbMATH Keywords

finite elementrandom coefficientssemilinear problemsstochastic collocationtwo-grid

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Semilinear elliptic equations (35J61) PDEs with randomness, stochastic partial differential equations (35R60) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

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Cited In (11)

• Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity
• On the strong unique continuation of electromagnetic Schrödinger equations with random coefficients
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• A novel discretization method for semilinear reaction-diffusion equation
• A Multilevel Stochastic Collocation Method for Schrödinger Equations with a Random Potential
• A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
• A two-level sparse grid collocation method for semilinear stochastic elliptic equation
• A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients
• Numerical simulation on staggered grids of three-dimensional Brinkman-Forchheimer flow and heat transfer in porous media
• A stochastic Galerkin method for Maxwell equations with uncertainty
• Second-order efficient algorithm for coupled nonlinear model of groundwater transport system

Uses Software

• iFEM

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