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Combination technique based k-th moment analysis of elliptic problems with random diffusion

Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus. (2013) Combination technique based k-th moment analysis of elliptic problems with random diffusion. Journal of computational physics, Vol. 252 , S. 128–141.

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Official URL: http://edoc.unibas.ch/dok/A6164938

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Abstract

We consider the efficient deterministic solution of elliptic boundary value problems with random diffusion matrix. Assuming random perturbations with known k moments, we derive, to leading order in the random perturbation’s amplitude, deterministic equations for k moments of the random solution. The solution’s k-th moment satisfies a k-fold tensor product boundary value problem on the k-fold product domain which can efficiently be discretized in sparse tensor product spaces. By defining the complement spaces via Galerkin projections, the related system of linear equations decouples and can be solved by standard multilevel finite element solvers. Numerical results for k = 2 are presented to validate and quantify our theoretical findings.
Faculties and Departments:05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Computational Mathematics (Harbrecht)
UniBasel Contributors:Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus
Item Type:Article, refereed
Article Subtype:Research Article
Bibsysno:Link to catalogue
Publisher:Elsevier
ISSN:0021-9991
Note:Publication type according to Uni Basel Research Database: Journal article
Last Modified:13 Sep 2013 07:59
Deposited On:13 Sep 2013 07:52

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