Reduced basis stochastic Galerkin methods for partial differential equations with random inputs

DOI10.1016/J.AMC.2023.128375MaRDI QIDQ6090283zbMATH OpenOpenAlexFDO

Authors Guanjie Wang, Qifeng Liao

Publication date 14 November 2023

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2209.12163

zbMATH Keywords

generalized polynomial chaosPDEs with random datareduced basisstochastic Galerkin method

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx) Numerical methods for partial differential equations, boundary value problems (65Nxx)

Abstract: We present a reduced basis stochastic Galerkin method for partial differential equations with random inputs. In this method, the reduced basis methodology is integrated into the stochastic Galerkin method, such that the cost of solvers for the Galerkin system is significantly reduced. To reduce the main cost of matrix-vector manipulation involved in our reduced basis stochastic Galerkin approach, the secant method is applied to identify the number of reduced basis functions. We present a general mathematical framework of the methodology, validate its accuracy and demonstrate its efficiency with numerical experiments.

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Cited in

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• An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
• Random field of homogeneous and multi-material structures by the smoothed finite element method and Karhunen-Loève expansion
• An alternating low-rank projection approach for partial differential equations with random inputs
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