A Domain-Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients

We develop a domain-decomposition model reduction method for linear steady-state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equations with random diffusivities, and the convection-dominated transport equations with random velocities. We investigate the equations with two types of random fields, i.e., colored noises and discrete white noises, both of which can lead to high-dimensional parametric dependence. The motivation is to use domain decomposition to exploit low-dimensional structures of local problems in the sub-domains, such that the total number of expensive PDE solves can be greatly reduced. Our objective is to develop an efficient model reduction method to simultaneously handle high-dimensionality and irregular behaviors of the stochastic PDEs under consideration. The advantages of our method lie in three aspects: (i) online-offline decomposition, i.e., the online cost is independent of the size of the triangle mesh; (ii) operator approximation for handling non-affine and high-dimensional random fields; (iii) effective strategy to capture irregular behaviors, e.g., sharp transitions of the PDE solution. Two numerical examples will be provided to demonstrate the advantageous performance of our method

A Systematic Study on Weak Galerkin Finite Element Method for Second Order Parabolic Problems

A systematic numerical study on weak Galerkin (WG) finite element method for second order linear parabolic problems is presented by allowing polynomial approximations with various degrees for each local element. Convergence of both semidiscrete and fully discrete WG solutions are established in $L^{\infty}(L^2)$ and $L^{\infty}(H^1)$ norms for a general WG element $({\cal P}_{k}(K),\;{\cal P}_{j}(\partial K),\;\big[{\cal P}_{l}(K)\big]^2)$, where $k\ge 1$, $j\ge 0$ and $l\ge 0$ are arbitrary integers. The fully discrete space-time discretization is based on a first order in time Euler scheme. Our results are intended to extend the numerical analysis of WG methods for elliptic problems [J. Sci. Comput., 74 (2018), 1369-1396] to parabolic problems. Numerical experiments are reported to justify the robustness, reliability and accuracy of the WG finite element method