Related papers: MDFEM: Multivariate decomposition finite element m…
We introduce the multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with uniform random diffusion coefficients. We show that the MDFEM can be used to reduce the computational complexity of estimating the…
Quasi-Monte Carlo (QMC) methods are applied to multi-level Finite Element (FE) discretizations of elliptic partial differential equations (PDEs) with a random coefficient, to estimate expected values of linear functionals of the solution.…
The oversampling multiscale finite element method (MsFEM) is one of the most popular methods for simulating composite materials and flows in porous media which may have many scales. But the method may be inapplicable or inefficient in some…
We provide a concise review of the exponentially convergent multiscale finite element method (ExpMsFEM) for efficient model reduction of PDEs in heterogeneous media without scale separation and in high-frequency wave propagation. ExpMsFEM…
The efficient approximation of quantity of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. In this study, we propose a multilevel quasi-Monte Carlo framework to approximate…
General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often…
We develop a multilevel Monte Carlo (MLMC)-FEM algorithm for linear, elliptic diffusion problems in polytopal domain $\mathcal D\subset \mathbb R^d$, with Besov-tree random coefficients. This is to say that the logarithms of the diffusion…
Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The two key…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
In a recent work (Dick et al, arXiv:2310.06187), we considered a linear stochastic elasticity equation with random Lam\'e parameters which are parameterized by a countably infinite number of terms in separate expansions. We estimated the…
This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…
In this paper we focus on efficient implementations of the Multivariate Decomposition Method (MDM) for approximating integrals of $\infty$-variate functions. Such $\infty$-variate integrals occur for example as expectations in uncertainty…
This paper analyses the finite element component of the error when using preintegration to approximate the cdf and pdf for uncertainty quantification (UQ) problems involving elliptic PDEs with random inputs. It is a follow up to Gilbert,…
We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the…
In this paper, we construct a combined multiscale finite element method (MsFEM) using the Local Orthogonal Decomposition (LOD) technique to solve the multiscale problems which may have singularities in some special portions of the…
We develop a family of expanded mixed Multiscale Finite Element Methods (MsFEMs) and their hybridizations for second-order elliptic equations. This formulation expands the standard mixed Multiscale Finite Element formulation in the sense…
We explore a linear inhomogeneous elasticity equation with random Lam\'e parameters. The latter are parameterized by a countably infinite number of terms in separated expansions. The main aim of this work is to estimate expected values…
In this paper, we propose a multiscale method for the Darcy-Forchheimer model in highly heterogeneous porous media. The problem is solved in the framework of generalized multiscale finite element methods (GMsFEM) combined with a multipoint…
The use of nonlinear PDEs has led to significant advancements in various fields, such as physics, biology, ecology, and quantum mechanics. However, finding multiple solutions for nonlinear PDEs can be a challenging task, especially when…
Estimating parameters of Partial Differential Equations (PDEs) is of interest in a number of applications such as geophysical and medical imaging. Parameter estimation is commonly phrased as a PDE-constrained optimization problem that can…