Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

DOI10.1016/J.CMA.2004.05.027zbMATH Open1088.65002OpenAlexW2064332562MaRDI QIDQ817341FDOQ817341

Hermann G. Matthies, Andreas Keese

Publication date: 8 March 2006

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

Full work available at URL: https://publikationsserver.tu-braunschweig.de/servlets/MCRFileNodeServlet/dbbs_derivate_00001489/Document.pdf

zbMATH Keywords

algorithmsnumerical examplesstabilityMonte Carlo methodsparallel computationGalerkin methodsKarhunen-Loeve expansionwhite noise analysisstochastic finite elementslinear and nonlinear elliptic stochastic partial differential equationssparse Smolyak quadratureWiener's polynomial chaos

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Boundary value problems for second-order elliptic equations (35J25) Nonlinear boundary value problems for linear elliptic equations (35J65) 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) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Cites Work

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Cited In (only showing first 100 items - show all)

• Transient landing dynamics analysis for a lunar lander with random and interval fields
• The discontinuous Galerkin method for stochastic differential equations driven by additive noises
• Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method
• PLS-based adaptation for efficient PCE representation in high dimensions
• \(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation
• An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations
• Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
• An Adaptive Multilevel Monte Carlo Method with Stochastic Bounds for Quantities of Interest with Uncertain Data
• Local Equilibration Error Estimators for Guaranteed Error Control in Adaptive Stochastic Higher-Order Galerkin Finite Element Methods
• Adaptive stochastic Galerkin FEM with hierarchical tensor representations
• Accelerating Monte Carlo estimation with derivatives of high-level finite element models
• A stochastically and spatially adaptive parallel scheme for uncertain and nonlinear two-phase flow problems
• An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation
• A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
• Iterative Polynomial Approximation Adapting to Arbitrary Probability Distribution
• Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
• SDE Based Regression for Linear Random PDEs
• Stochastic phase-field modeling of brittle fracture: computing multiple crack patterns and their probabilities
• Intrusive uncertainty quantification for hyperbolic-elliptic systems governing two-phase flow in heterogeneous porous media
• A two-level stochastic collocation method for semilinear elliptic equations with random coefficients
• On probabilistic yielding of materials
• Robust optimization of subsurface flow using polynomial chaos and response surface surrogates
• A two-level sparse grid collocation method for semilinear stochastic elliptic equation
• A Model Reduction Method for Multiscale Elliptic Pdes with Random Coefficients Using an Optimization Approach
• A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
• An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
• Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty
• Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
• Uncertainty Quantification for PDEs with Anisotropic Random Diffusion
• A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms
• Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations
• Multiresolution analysis for stochastic finite element problems with wavelet-based Karhunen-Loève expansion
• Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
• Lack of knowledge in structural model validation
• Multi-index stochastic collocation for random PDEs
• Fokker-Planck linearization for non-Gaussian stochastic elastoplastic finite elements
• Second Moment Analysis for Robin Boundary Value Problems on Random Domains
• A Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEs
• Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
• Lattice Boltzmann Method for Stochastic Convection-Diffusion Equations
• Least squares polynomial chaos expansion: a review of sampling strategies
• On output functionals of boundary value problems on stochastic domains
• Iterative algorithms for the post-processing of high-dimensional data
• Stochastic finite element methods for partial differential equations with random input data
• Stochastic Galerkin methods for the steady-state Navier-Stokes equations
• A new membership function approach to uncertain functions
• A relaxation approach to modeling the stochastic behavior of elastic materials
• A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation
• A hybrid stochastic Galerkin method for uncertainty quantification applied to a conservation law modelling a clarifier-thickener unit
• Simultaneous state-time approximation of the chemical master equation using tensor product formats
• A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems
• A new regularized stochastic approximation framework for stochastic inverse problems
• Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
• Adaptive reduced basis strategy based on goal oriented error assessment for stochastic problems
• Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations
• An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data
• Multilevel Estimation of Rare Events
• The stochastic Galerkin scaled boundary finite element method on random domain
• Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields
• Probabilistic failure mechanisms via Monte Carlo simulations of complex microstructures
• Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
• Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
• Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems
• Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space
• On spectral fuzzy-stochastic FEM for problems involving polymorphic geometrical uncertainties
• Uncertainty updating in the description of coupled heat and moisture transport in heterogeneous materials
• A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
• Interpolation of inverse operators for preconditioning parameter-dependent equations
• Efficient probabilistic multi-fidelity calibration of a damage-plastic model for confined concrete
• Bayesian sparse polynomial chaos expansion for global sensitivity analysis
• A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations
• A unified framework for mesh refinement in random and physical space
• An analytical approach to modeling the stochastic behavior of visco‐elastic materials
• Double-grid quadrature with interpolation-projection (DoGIP) as a novel discretisation approach: an application to FEM on simplexes
• Uncertainty quantification for a 1D thermo-hyperelastic coupled problem using polynomial chaos projection and \(p\)-FEMs
• Feasibility of DEIM for retrieving the initial field via dimensionality reduction
• Hybrid uncertainty analysis of functionally graded plates via multiple-imprecise-random-field modelling of uncertain material properties
• Optimal sparse polynomial chaos expansion for arbitrary probability distribution and its application on global sensitivity analysis
• Fuzzy dynamics of multibody systems with polymorphic uncertainty in the material microstructure
• Inverse subspace iteration for spectral stochastic finite element methods
• Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients
• An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations
• Uncertainty Quantification for a Clarifier–Thickener Model with Random Feed
• An efficient hybrid method for uncertainty quantification
• Computational uncertainty quantification for some strongly degenerate parabolic convection-diffusion equations
• Numerical approximation of poroelasticity with random coefficients using polynomial chaos and hybrid high-order methods
• Inexact Methods for Symmetric Stochastic Eigenvalue Problems
• Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
• Discontinuous Galerkin methods for elliptic partial differential equations with random coefficients
• A meshfree peridynamic model for brittle fracture in randomly heterogeneous materials
• Uncertainty quantification for mineral precipitation and dissolution in fractured porous media
• An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems
• Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains
• Convergence of adaptive stochastic collocation with finite elements
• A stochastic Galerkin method with adaptive time-stepping for the Navier-Stokes equations
• Dimensionality reduction in thermal tomography
• Adaptive wavelet methods for elliptic partial differential equations with random operators
• Transient response analysis of randomly parametrized finite element systems based on approximate balanced reduction
• Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions
• Urban planning image feature enhancement and simulation based on partial differential equation method

Uses Software

• Smolpack

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