Journal Articles Journal of Computational Physics Year : 2017

Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs

Abstract

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of multiscale problems, but the purpose is more general. On a set of prototypical situations, we investigate two critical issues present in many settings: variance reduction techniques to obtain sufficiently accurate results at a limited computational cost when solving PDEs with random coefficients, and finite element techniques that are sufficiently flexible to carry over to geometries with random fluctuations. Some elements of theoretical analysis and numerical analysis are briefly mentioned. Numerical experiments, although simple, provide convincing evidence of the efficiency of the approaches.

Dates and versions

hal-01304040 , version 1 (19-04-2016)

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Claude Le Bris, Frédéric Legoll. Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs. Journal of Computational Physics, 2017, 328, pp.455-473. ⟨10.1016/j.jcp.2016.10.027⟩. ⟨hal-01304040⟩
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