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).


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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.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1016/j.cma.2007.11.021
ISSNs: 0045-7825 (print)
Keywords: stochastic reduced basis methods, stochastic partial differential equations, uncertainty quantification, heat transfer, preconditioning
ePrint ID: 50118
Date :
Date Event
29 November 2006Submitted
1 March 2008Published
Date Deposited: 28 Jan 2008
Last Modified: 16 Apr 2017 18:13
Further Information:Google Scholar

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