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Multi-element stochastic reduced basis methods

Surya Mohan, P., Nair, Prasanth B. and Keane, Andy J. (2008) Multi-element stochastic reduced basis methods Computer Methods in Applied Mechanics and Engineering, 197, (17-18), pp. 1495-1506. (doi:10.1016/j.cma.2007.11.021).

Record type: Article


This paper presents mutli-element Stochastic Reduced Basis Methods (ME-SRBMs) for solving linear stochastic partial differential equations. In ME-SRBMs, the domain of definition of the random inputs is decomposed into smaller subdomains or random elements. Stochastic Reduced Basis Methods (SRBMs) are employed in each random element to evaluated the response statistics. These elemental statistics are assimilated to compute the overall statistics. The effectiveness of the method is demonstrated by solving the stochastic steady state heat transfer equation on two geometries involving different types of boundary conditions. Numerical studies are conducted to investigate the h-convergence rates of global and local preconditioning strategies.

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Submitted date: 29 November 2006
Published date: 1 March 2008
Keywords: stochastic reduced basis methods, stochastic partial differential equations, uncertainty quantification, heat transfer, preconditioning
Organisations: Computational Engineering and Design


Local EPrints ID: 50118
ISSN: 0045-7825
PURE UUID: ea11f790-3207-4c8e-b623-f0f7445bf831

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Date deposited: 28 Jan 2008
Last modified: 17 Jul 2017 14:53

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Author: P. Surya Mohan
Author: Prasanth B. Nair
Author: Andy J. Keane

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