Volume 52, Number 5, September–October 2018
|Page(s)||1763 - 1802|
|Published online||22 November 2018|
A multiscale method for semi-linear elliptic equations with localized uncertainties and non-linearities★
Centrale Nantes, LMJL UMR CNRS 6629,
1 rue de la Noë, BP 92101,
Nantes Cedex 3, France.
2 Université Paris-Est, Laboratoire Modélisation et Simulation Multi Echelle, MSME UMR 8208 CNRS, 5 bd Descartes, 77454 Marne-la-Vallée, France.
* Corresponding author: email@example.com
Accepted: 16 April 2018
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It relies on a domain decomposition method which introduces several subdomains of interest (called patches) containing the different sources of uncertainties and non-linearities. An iterative algorithm is then introduced, which requires the solution of a sequence of linear global problems (with deterministic operators and uncertain right-hand sides), and non-linear local problems (with uncertain operators and/or right-hand sides) over the patches. Non-linear local problems are solved using an adaptive sampling-based least-squares method for the construction of sparse polynomial approximations of local solutions as functions of the random parameters. Consistency, convergence and robustness of the algorithm are proved under general assumptions on the semi-linear elliptic operator. A convergence acceleration technique (Aitken’s dynamic relaxation) is also introduced to speed up the convergence of the algorithm. The performances of the proposed method are illustrated through numerical experiments carried out on a stationary non-linear diffusion-reaction problem.
Mathematics Subject Classification: 35R60 / 60H15 / 65N30 / 65N55 / 65D15
Key words: Uncertainty quantification / non-linear elliptic stochastic partial differential equation / multiscale / domain decomposition / sparse approximation
© EDP Sciences, SMAI 2018
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