Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients

DOI10.1515/MCMA-2014-0006MaRDI QIDQ487529zbMATH OpenOpenAlexFDO

Authors Irina A. Shalimova, Karl Sabelfeld

Publication date 22 January 2015

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2014-0006

zbMATH Keywords

algorithmDarcy equationKarhunen-Loève expansionMonte Carlo methodpolynomial chaos expansionprobabilistic collocation methodrandom fieldrandom hydraulic conductivitysingular value decomposition

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis applied to problems in fluid mechanics (76M35) Flows in porous media; filtration; seepage (76S05)

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Cited in

(16)

• Spectral polynomial chaos solutions of the stochastic advection equation
• Uncertainty quantification and stochastic polynomial chaos expansion for recovering random data in Darcy and diffusion equations
• A Chebyshev polynomial-based Galerkin method for the discretization of spatially varying random properties
• A resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEs
• Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs
• Stochastic polynomial chaos expansion method for random Darcy equation
• On closure schemes for polynomial chaos expansions of stochastic differential equations
• Polynomial Chaos in Stochastic Finite Elements
• Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
• Local polynomial chaos expansion for linear differential equations with high dimensional random inputs
• Solution of a stochastic Darcy equation by polynomial chaos expansion
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• A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
• Stochastic computation based on orthogonal expansion of random fields
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