As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given medium. As an extension of this methodology to flows in heterogeneous\fractured\porous media, we incorporate jumps in the diffusion coefficient. These discontinuities then represent transitions in the media. More precisely, we consider a second order elliptic problem where the random coefficient is given by the sum of a (continuous) Gaussian random field and a (discontinuous) jump part. To estimate moments of the solution to the resulting random partial differential equation, we use a pathwise numerical approximation combined with multilevel Monte Carlo sampling. In order to account for the discontinuities and improve the convergence of the pathwise approximation, the spatial domain is decomposed with respect to the jump positions in each sample, leading to pathdependent grids. Hence, it is not possible to create a nested sequence of grids which is suitable for each sample path a-priori. We address this issue by an adaptive multilevel algorithm, where the discretization on each level is sample-dependent and fulfills given refinement conditions.
Multigrid Preconditioner for Nonconforming Discretization of Elliptic Problems with Jump Coefficients
Centre de Recerca Matematica (CRM)（数学研究中心）；Department of Mathematics, University of California at San Diego（加州大学圣地亚哥分校数学系）；Department of Mathematics, The Pennsylvania State University（宾夕法尼亚州立大学数学系）
Walk-on-Interfaces: A Monte Carlo Estimator for an Elliptic Interface Problem with Nonhomogeneous Flux Jump Conditions and a Neumann Boundary Condition
Additive Schwarz preconditioner for the general finite volume element discretization of symmetric elliptic problems
University of Warsaw（华沙大学）；Bergen University College（卑尔根大学学院）；University of Bergen（卑尔根大学）；University of South Bohemia（南波希米亚大学）；Institute of Information Theory and Automation of the ASCR（捷克科学院信息论与自动化研究所）
