A new projection scheme for linear stochastic systems
A new projection scheme for linear stochastic systems
In this paper we present a new projection scheme for solving linear stochastic partial differential equations. The solution process is approximated using a set of basis vectors spanning a preconditioned stochastic Krylov subspace. We propose a strong Galerkin condition which ensures that the stochastic residual error is orthogonal to the approximating subspace with probability one. We present numerical studies for a model problem in stochastic structural mechanics to demonstrate that the proposed strong Galerkin projection scheme gives better results that the weak Galerkin scheme.
Stochastic projection schemes, Polynomial chaos, Krylov subspace
Sachdeva, S.K.
89f03943-6443-495d-a560-a2f850ecb8cd
Nair, P.B.
d4d61705-bc97-478e-9e11-bcef6683afe7
Keane, A.J.
26d7fa33-5415-4910-89d8-fb3620413def
2005
Sachdeva, S.K.
89f03943-6443-495d-a560-a2f850ecb8cd
Nair, P.B.
d4d61705-bc97-478e-9e11-bcef6683afe7
Keane, A.J.
26d7fa33-5415-4910-89d8-fb3620413def
Sachdeva, S.K., Nair, P.B. and Keane, A.J.
(2005)
A new projection scheme for linear stochastic systems.
In Proceedings of the Third M.I.T. Conference on Computational Fluid and Solid Mechanics.
Elsevier..
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Conference or Workshop Item
(Paper)
Abstract
In this paper we present a new projection scheme for solving linear stochastic partial differential equations. The solution process is approximated using a set of basis vectors spanning a preconditioned stochastic Krylov subspace. We propose a strong Galerkin condition which ensures that the stochastic residual error is orthogonal to the approximating subspace with probability one. We present numerical studies for a model problem in stochastic structural mechanics to demonstrate that the proposed strong Galerkin projection scheme gives better results that the weak Galerkin scheme.
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Published date: 2005
Additional Information:
CD-ROM
Venue - Dates:
Third M.I.T. Conference on Computational Fluid and Solid Mechanics, Cambridge, Massachusetts USA, 2005-06-14 - 2005-06-17
Keywords:
Stochastic projection schemes, Polynomial chaos, Krylov subspace
Identifiers
Local EPrints ID: 23309
URI: http://eprints.soton.ac.uk/id/eprint/23309
PURE UUID: 54ee9da2-12f2-44e5-8022-1eab0366e7f0
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Date deposited: 27 Mar 2006
Last modified: 05 Jan 2024 02:36
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Contributors
Author:
S.K. Sachdeva
Author:
P.B. Nair
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