Abstract
This paper presents an efficient a posteriori error analysis for stochastic PDEs. While adaptive methods have already been used to quantify uncertainty of large scale and/or high dimensional problems, no rigorous criterion for the adaption strategy exists and the different techniques all rely on heuristic considerations. An extension of the dual-based a posteriori error analysis is here presented in the uncertainty quantification framework. The method allows both for refinement and coarsening of the stochastic discretization, leading to an efficient tool. A stiff chemical system with uncertain reactions rates is considered to illustrate the technique. A 8-D uncertain problem arises which solution is intractable without a specific strategy while the present technique is shown to perform well and at a reasonable computational cost.
Original language | English (US) |
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Title of host publication | Proceedings of the 6th International Conference on Engineering Computational Technology |
State | Published - 2008 |
Externally published | Yes |
Event | 6th International Conference on Engineering Computational Technology, ECT 2008 - Athens, Greece Duration: Sep 2 2008 → Sep 5 2008 |
Other
Other | 6th International Conference on Engineering Computational Technology, ECT 2008 |
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Country/Territory | Greece |
City | Athens |
Period | 09/2/08 → 09/5/08 |
Keywords
- Adaptive mesh refinement
- Error analysis
- Polynomial chaos
- Refinement scheme
- Stochastic finite element method
- Uncertainty quantification
ASJC Scopus subject areas
- Computer Science(all)