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- W2048399845 abstract "Abstract This paper addresses issues of model reduction of stochastic representations and computational efficiency of spectral stochastic Galerkin schemes for the solution of partial differential equations with stochastic coefficients. In particular, an algorithm is developed for the efficient characterization of a lower dimensional manifold occupied by the solution to a stochastic partial differential equation (SPDE) in the Hilbert space spanned by Wiener chaos. A description of the stochastic aspect of the problem on two well-separated scales is developed to enable the stochastic characterization on the fine scale using algebraic operations on the coarse scale. With such algorithms at hand, the solution of SPDE’s becomes both computationally manageable and efficient. Moreover, a solid foundation is thus provided for the adaptive error control in stochastic Galerkin procedures. Different aspects of the proposed methodology are clarified through its application to an example problem from solid mechanics." @default.
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- W2048399845 date "2007-08-01" @default.
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- W2048399845 title "Stochastic model reduction for chaos representations" @default.
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- W2048399845 doi "https://doi.org/10.1016/j.cma.2006.10.047" @default.
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