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arXiv 2103.06204math.NAcs.NA
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基于随机网格的概率有限元法:误差估计和贝叶斯逆问题

A probabilistic finite element method based on random meshes: Error estimators and Bayesian inverse problems

Assyr Abdulle, Giacomo Garegnani

摘要:

提出了一种新的随机网格概率有限元法(RM FEM),用于椭圆型偏微分方程的求解和不确定性量化.我们的方法允许引入一个概率测度标准分段线性有限元。我们提出了一种基于概率信息的后验误差估计。一系列的数值实验说明了潜在的RM-FEM的误差估计和验证我们的分析。我们还展示了如何采用RM-FEM提高质量的贝叶斯逆问题的解决方案,从而允许更好地量化的计算管道中的数值误差。

英文摘要:

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows to introduce a probability measure on standard piecewise linear FEM. We present a posteriori error estimators based uniquely on probabilistic information. A series of numerical experiments illustrates the potential of the RM-FEM for error estimation and validates our analysis. We furthermore demonstrate how employing the RM-FEM enhances the quality of the solution of Bayesian inverse problems, thus allowing a better quantification of numerical errors in pipelines of computations.

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