Efficient Adaptive Stochastic Galerkin Methods for Parametric Operator Equations
نویسندگان
چکیده
منابع مشابه
Efficient Adaptive Stochastic Galerkin Methods for Parametric Operator Equations
This paper is concerned with the design and implementation of efficient solution algorithms for elliptic PDE problems with correlated random data. The energy orthogonality that is built into stochastic Galerkin approximations is cleverly exploited to give an innovative energy error estimation strategy that utilizes the tensor product structure of the approximation space. An associated error est...
متن کاملEfficient stochastic Galerkin methods for random diffusion equations
We discuss in this paper efficient solvers for stochastic diffusion equations in random media. We employ generalized polynomial chaos (gPC) expansion to express the solution in a convergent series and obtain a set of deterministic equations for the expansion coefficients by Galerkin projection. Although the resulting system of diffusion equations are coupled, we show that one can construct fast...
متن کاملUSING FRAMES OF SUBSPACES IN GALERKIN AND RICHARDSON METHODS FOR SOLVING OPERATOR EQUATIONS
In this paper, two iterative methods are constructed to solve the operator equation $ Lu=f $ where $L:Hrightarrow H $ is a bounded, invertible and self-adjoint linear operator on a separable Hilbert space $ H $. By using the concept of frames of subspaces, which is a generalization of frame theory, we design some algorithms based on Galerkin and Richardson methods, and then we in...
متن کاملAdaptive frame methods for elliptic operator equations
Stephan Dahlke a, Massimo Fornasier b and Thorsten Raasch a a Philipps-Universität Marburg, FB 12 Mathematik und Informatik, Hans-Meerwein Straße, Lahnberge, 35032 Marburg, Germany E-mail: {dahlke;raasch}@mathematik.uni-marburg.de b Università “La Sapienza” in Roma, Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate, Via Antonio Scarpa, 16/B, 00161 Roma, Italy E-mail: mfornasi...
متن کاملStochastic Galerkin methods for the steady-state Navier-Stokes equations
We study the steady-state Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galer...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2016
ISSN: 1064-8275,1095-7197
DOI: 10.1137/15m1027048