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SOLUTION STRATEGIES FOR STOCHASTIC FINITE ELEMENT DISCRETIZATIONS

  • We consider efficient numerical methods for the solution of partial differential equations with stochastic coefficients or right hand side. The discretization is performed by the stochastic finite element method (SFEM). Separation of spatial and stochastic variables in the random input data is achieved via a Karhunen-Loève expansion or Wiener's polynomial chaos expansion. We discuss solutionWe consider efficient numerical methods for the solution of partial differential equations with stochastic coefficients or right hand side. The discretization is performed by the stochastic finite element method (SFEM). Separation of spatial and stochastic variables in the random input data is achieved via a Karhunen-Loève expansion or Wiener's polynomial chaos expansion. We discuss solution strategies for the Galerkin system that take advantage of the special structure of the system matrix. For stochastic coefficients linear in a set of independent random variables we employ Krylov subspace recycling techniques after having decoupled the large SFEM stiffness matrix.show moreshow less

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Metadaten
Document Type:Conference Proceeding
Author: Michael Eiermann, O. Ernst, Elisabeth Ullmann
DOI (Cite-Link):https://doi.org/10.25643/bauhaus-universitaet.2949Cite-Link
URN (Cite-Link):https://nbn-resolving.org/urn:nbn:de:gbv:wim2-20170327-29493Cite-Link
URL:http://euklid.bauing.uni-weimar.de/ikm2006/index.php_lang=de&what=papers.html
Editor: Klaus GürlebeckGND, Carsten KönkeORCiDGND
Language:English
Date of Publication (online):2017/03/24
Date of first Publication:2006/07/14
Release Date:2017/03/27
Publishing Institution:Bauhaus-Universität Weimar
Creating Corporation:Bauhaus-Universität Weimar
Institutes:Bauhaus-Universität Weimar / In Zusammenarbeit mit der Bauhaus-Universität Weimar
Pagenumber:11
GND Keyword:Architektur <Informatik>; CAD; Computerunterstütztes Verfahren
Dewey Decimal Classification:500 Naturwissenschaften und Mathematik / 510 Mathematik
BKL-Classification:56 Bauwesen / 56.03 Methoden im Bauingenieurwesen
Collections:Bauhaus-Universität Weimar / Internationales Kolloquium über Anwendungen der Informatik und Mathematik in Architektur und Bauwesen, IKM, Weimar / Internationales Kolloquium über Anwendungen der Informatik und Mathematik in Architektur und Bauwesen, IKM, Weimar, 17. 2006
Licence (German):License Logo Creative Commons 4.0 - Namensnennung-Nicht kommerziell (CC BY-NC 4.0)