326 research outputs found
Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
Partial differential equations (PDEs) with inputs that depend on infinitely
many parameters pose serious theoretical and computational challenges.
Sophisticated numerical algorithms that automatically determine which
parameters need to be activated in the approximation space in order to estimate
a quantity of interest to a prescribed error tolerance are needed. For elliptic
PDEs with parameter-dependent coefficients, stochastic Galerkin finite element
methods (SGFEMs) have been well studied. Under certain assumptions, it can be
shown that there exists a sequence of SGFEM approximation spaces for which the
energy norm of the error decays to zero at a rate that is independent of the
number of input parameters. However, it is not clear how to adaptively
construct these spaces in a practical and computationally efficient way. We
present a new adaptive SGFEM algorithm that tackles elliptic PDEs with
parameter-dependent coefficients quickly and efficiently. We consider
approximation spaces with a multilevel structure---where each solution mode is
associated with a finite element space on a potentially different mesh---and
use an implicit a posteriori error estimation strategy to steer the adaptive
enrichment of the space. At each step, the components of the error estimator
are used to assess the potential benefits of a variety of enrichment
strategies, including whether or not to activate more parameters. No marking or
tuning parameters are required. Numerical experiments for a selection of test
problems demonstrate that the new method performs optimally in that it
generates a sequence of approximations for which the estimated energy error
decays to zero at the same rate as the error for the underlying finite element
method applied to the associated parameter-free problem.Comment: 22 page
Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
Stochastic Galerkin methods for non-affine coefficient representations are
known to cause major difficulties from theoretical and numerical points of
view. In this work, an adaptive Galerkin FE method for linear parametric PDEs
with lognormal coefficients discretized in Hermite chaos polynomials is
derived. It employs problem-adapted function spaces to ensure solvability of
the variational formulation. The inherently high computational complexity of
the parametric operator is made tractable by using hierarchical tensor
representations. For this, a new tensor train format of the lognormal
coefficient is derived and verified numerically. The central novelty is the
derivation of a reliable residual-based a posteriori error estimator. This can
be regarded as a unique feature of stochastic Galerkin methods. It allows for
an adaptive algorithm to steer the refinements of the physical mesh and the
anisotropic Wiener chaos polynomial degrees. For the evaluation of the error
estimator to become feasible, a numerically efficient tensor format
discretization is developed. Benchmark examples with unbounded lognormal
coefficient fields illustrate the performance of the proposed Galerkin
discretization and the fully adaptive algorithm
Goal-oriented adaptivity for multilevel stochastic Galerkin FEM with nonlinear goal functionals
This paper is concerned with the numerical approximation of quantities of
interest associated with solutions to parametric elliptic partial differential
equations (PDEs). The key novelty of this work is in its focus on the
quantities of interest represented by continuously G\^ateaux differentiable
nonlinear functionals. We consider a class of parametric elliptic PDEs where
the underlying differential operator has affine dependence on a countably
infinite number of uncertain parameters. We design a goal-oriented adaptive
algorithm for approximating nonlinear functionals of solutions to this class of
parametric PDEs. In the algorithm, the approximations of parametric solutions
to the primal and dual problems are computed using the multilevel stochastic
Galerkin finite element method (SGFEM) and the adaptive refinement process is
guided by reliable spatial and parametric error indicators that identify the
dominant sources of error. We prove that the proposed algorithm generates
multilevel SGFEM approximations for which the estimates of the error in the
goal functional converge to zero. Numerical experiments for a selection of test
problems and nonlinear quantities of interest demonstrate that the proposed
goal-oriented adaptive strategy yields optimal convergence rates (for both the
error estimates and the reference errors in the quantities of interest) with
respect to the overall dimension of the underlying multilevel approximations
spaces.Comment: 26 pages, 2 figure
Adaptive stochastic Galerkin FEM for log-normal coefficients in hierarchical tensor representations
Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with log-normal coefficients discretized in Hermite chaos polynomials is derived. It employs problem-adapted function spaces to ensure solvability of the variational formulation. The inherently high computational complexity of the parametric operator is made tractable by using hierarchical tensor representations. For this, a new tensor train format of the lognormal coefficient is derived and verified numerically. The central novelty is the derivation of a reliable residual-based a posteriori error estimator. This can be regarded as a unique feature of stochastic Galerkin methods. It allows for an adaptive algorithm to steer the refinements of the physical mesh and the anisotropic Wiener chaos polynomial degrees. For the evaluation of the error estimator to become feasible, a numerically efficient tensor format discretization is developed. Benchmark examples with unbounded lognormal coefficient fields illustrate the performance of the proposed Galerkin discretization and the fully adaptive algorithm
Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with lognormal coefficients discretized in Hermite chaos polynomials is derived. It employs problem-adapted function spaces to ensure solvability of the variational formulation. The inherently high computational complexity of the parametric operator is made tractable by using hierarchical tensor representations. For this, a new tensor train format of the lognormal coefficient is derived and verified numerically. The central novelty is the derivation of a reliable residual-based a posteriori error estimator. This can be regarded as a unique feature of stochastic Galerkin methods. It allows for an adaptive algorithm to steer the refinements of the physical mesh and the anisotropic Wiener chaos polynomial degrees. For the evaluation of the error estimator to become feasible, a numerically efficient tensor format discretization is developed. Benchmark examples with unbounded lognormal coefficient fields illustrate the performance of the proposed Galerkin discretization and the fully adaptive algorithm
Convergence of adaptive stochastic Galerkin FEM
We propose and analyze novel adaptive algorithms for the numerical solution
of elliptic partial differential equations with parametric uncertainty. Four
different marking strategies are employed for refinement of stochastic Galerkin
finite element approximations. The algorithms are driven by the energy error
reduction estimates derived from two-level a posteriori error indicators for
spatial approximations and hierarchical a posteriori error indicators for
parametric approximations. The focus of this work is on the mathematical
foundation of the adaptive algorithms in the sense of rigorous convergence
analysis. In particular, we prove that the proposed algorithms drive the
underlying energy error estimates to zero
Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method
The paper considers a class of parametric elliptic partial differential equations (PDEs), where the coefficients and the right-hand side function depend on infinitely many (uncertain) parameters. We introduce a two-level a posteriori estimator to control the energy error in multilevel stochastic Galerkin approximations for this class of PDE problems. We prove that the two-level estimator always provides a lower bound for the unknown approximation error, while the upper bound is equivalent to a saturation assumption. We propose and empirically compare three adaptive algorithms, where the structure of the estimator is exploited to perform spatial refinement as well as parametric enrichment. The paper also discusses implementation aspects of computing multilevel stochastic Galerkin approximations
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