arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1607.00693math.NAcs.NA
收藏

探索在求解随机椭圆偏微分方程中的局部低维结构

Exploring the locally low dimensional structure in solving random elliptic PDEs

Caltech(加州理工学院);UW-Madison(威斯康星大学麦迪逊分校)

Thomas Y. Hou, Qin Li, Pengchuan Zhang

AI总结:

本文提出一种随机多尺度有限元方法,用于求解高随机维度的随机椭圆偏微分方程,通过同时提升物理空间中的随机解并探索每个局部块内的低随机维度,实现计算效率的提升。

摘要:

我们提出了一种随机多尺度有限元方法(StoMsFEM)来求解具有高随机维度的随机椭圆偏微分方程。关键思想是同时在物理空间中提升所有随机样本的随机解,并在每个局部块内探索随机解的低随机维度。我们提出了两种有效的方法来实现这种同时的局部提升。第一种方法是在随机空间中使用高阶插值方法,探索局部提升量对随机变量的高正则性。第二种方法是一种降阶方法,探索每个粗网格块内的多尺度基函数的低秩性质。我们的复杂度分析表明,与在细网格上使用标准FEM相比,StoMsFEM可以在顺序$(H/h)^{d}/(\log(H/h))^k$中实现计算节省,其中$H/h$是粗网格和细网格尺寸的比值,$d$是物理维度,$k$是局部随机维度。几个数值示例展示了所提方法的准确性和有效性。在高对比度示例中,我们观察到2000倍的加速效果。

英文摘要:

We propose a stochastic multiscale finite element method (StoMsFEM) to solve random elliptic partial differential equations with a high stochastic dimension. The key idea is to simultaneously upscale the stochastic solutions in the physical space for all random samples and explore the low stochastic dimensions of the stochastic solution within each local patch. We propose two effective methods to achieve this simultaneous local upscaling. The first method is a high order interpolation method in the stochastic space that explores the high regularity of the local upscaled quantities with respect to the random variables. The second method is a reduced-order method that explores the low rank property of the multiscale basis functions within each coarse grid patch. Our complexity analysis shows that compared with the standard FEM on a fine grid, the StoMsFEM can achieve computational saving in the order of $(H/h)^{d}/(\log(H/h))^k$, where $H/h$ is the ratio between the coarse and the fine gird sizes, $d$ is the physical dimension and $k$ is the local stochastic dimension. Several numerical examples are presented to demonstrate the accuracy and effectiveness of the proposed methods. In the high contrast example, we observe a factor of 2000 speed-up.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑