MATHICSE Technical Report : A quasi-optimal sparse grids procedure for groundwater flows

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Titel: MATHICSE Technical Report : A quasi-optimal sparse grids procedure for groundwater flows
Autoren: Beck, Joakim, Nobile, Fabio, Tamellini, Lorenzo, Tempone, Raúl
Weitere Verfasser: MATHICSE-Group
Verlagsinformationen: MATHICSE
Écublens
Publikationsjahr: 2019
Bestand: Ecole Polytechnique Fédérale Lausanne (EPFL): Infoscience
Schlagwörter: Uncertainty Quantification, PDEs with random data, linear elliptic equations, Darcy equation, lognormal permeability, Karhunen-Loève, Stochastic Collocation methods, Sparse grids approximation
Beschreibung: In this work we explore the extension of the quasi-optimal sparse grids method proposed in our previous work \On the optimal polynomial ap- proximation of stochastic PDEs by Galerkin and Collocation methods" to a Darcy problem where the permeability is modeled as a lognormal random field. We propose an explicit a-priori/a-posteriori procedure for the construc- tion of such quasi-optimal grid and show its effectivenenss on a numerical ex- ample. In this approach, the two main ingredients are an estimate of the decay of the Hermite coefficients of the solution and ; CSQI ; MATHICSE Technical Report Nr. 46.2012 November 2012
Publikationsart: report
Sprache: unknown
Relation: https://infoscience.epfl.ch/record/263218/files/46.2012_JB-FN-LT-RT.pdf; #PLACEHOLDER_PARENT_METADATA_VALUE#; https://infoscience.epfl.ch/handle/20.500.14299/153689
DOI: 10.5075/epfl-MATHICSE-263218
Verfügbarkeit: https://doi.org/10.5075/epfl-MATHICSE-263218
https://infoscience.epfl.ch/handle/20.500.14299/153689
https://hdl.handle.net/20.500.14299/153689
Dokumentencode: edsbas.23537318
Datenbank: BASE
Beschreibung
Abstract:In this work we explore the extension of the quasi-optimal sparse grids method proposed in our previous work \On the optimal polynomial ap- proximation of stochastic PDEs by Galerkin and Collocation methods" to a Darcy problem where the permeability is modeled as a lognormal random field. We propose an explicit a-priori/a-posteriori procedure for the construc- tion of such quasi-optimal grid and show its effectivenenss on a numerical ex- ample. In this approach, the two main ingredients are an estimate of the decay of the Hermite coefficients of the solution and ; CSQI ; MATHICSE Technical Report Nr. 46.2012 November 2012
DOI:10.5075/epfl-MATHICSE-263218