Efficient Adaptive Stochastic Galerkin Methods for Parametric Operator Equations

Efficient Adaptive Stochastic Galerkin Methods for Parametric Operator Equations
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参数算子方程的高效自适应随机伽辽金方法

DOI:
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发表时间:
2016
影响因子:
3.1
通讯作者:
D. Silvester
D. Silvester
中科院分区:
数学2区
文献类型:
--
作者:
Alex Bespalov;D. Silvester

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本文关注具有相关随机数据的椭圆偏微分方程问题的有效求解算法的设计和实现。巧妙地利用随机伽辽金近似中内置的能量正交性,给出了一种利用近似空间的张量积结构的创新能量误差估计策略。构建了相关的误差估计器,并在理论上和数值上证明了其是驱动自适应细化过程的有效机制。数值研究中使用的代码可在线获取。
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 estimator is constructed and shown theoretically and numerically to be an effective mechanism for driving an adaptive refinement process. The codes used in the numerical studies are available online.
DOI: 10.1137/130916849
发表时间: 2014-03
期刊: SIAM J. Sci. Comput.
影响因子: --
作者:
A. Bespalov;C. Powell;D. Silvester
通讯作者: A. Bespalov;C. Powell;D. Silvester