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Efficient stochastic Galerkin methods for random diffusion equations

delete2009-02-01
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Dongbin Xiu *
J
Jie Shen
DOI:10.1016/j.jcp.2008.09.008delete
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摘要

摘要

En 中文
We discuss in this paper efficient solvers for stochastic diffusion equations in random media. We employ generalized polynomial chaos (gPC) expansion to express the solution in a convergent series and obtain a set of deterministic equations for the expansion coefficients by Galerkin projection. Although the resulting system of diffusion equations are coupled, we show that one can construct fast numerical methods to solve them in a decoupled fashion. The methods are based on separation of the diagonal terms and off-diagonal terms in the matrix of the Galerkin system. We examine properties of this matrix and show that the proposed method is unconditionally stable for unsteady problems and convergent for steady problems with a convergent rate independent of discretization parameters. Numerical examples are provided, for both steady and unsteady random diffusions, to support the analysis. (C) 2008 Elsevier Inc. All rights reserved.
Keyword:
Generalized polynomial chaos
Stochastic Galerkin
Random diffusion
Uncertainty quantification
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期刊

Journal of Computational Physics 封面图
Journal of Computational Physics
IF:
3.8
论文数:
1.6W
被引数:
7.4W

机构

Purdue University System 封面图
Purdue University System
学者数:
3.9W
论文数: 3.6W
被引数: 66
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