A Domain Decomposition Approach for Uncertainty Analysis

This paper proposes a decomposition approach for uncertainty analysis of systems governed by partial differential equations (PDEs). The system is split into local components using domain decomposition. Our domain-decomposed uncertainty quantification (DDUQ) approach performs uncertainty analysis ind...

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Bibliographic Details
Main Authors: Liao, Qifeng (Contributor), Willcox, Karen E. (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics (Contributor)
Format: Article
Language:English
Published: Society for Industrial and Applied Mathematics, 2015-04-08T20:03:39Z.
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Online Access:Get fulltext
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100 1 0 |a Liao, Qifeng  |e author 
100 1 0 |a Massachusetts Institute of Technology. Department of Aeronautics and Astronautics  |e contributor 
100 1 0 |a Liao, Qifeng  |e contributor 
100 1 0 |a Willcox, Karen E.  |e contributor 
700 1 0 |a Willcox, Karen E.  |e author 
245 0 0 |a A Domain Decomposition Approach for Uncertainty Analysis 
260 |b Society for Industrial and Applied Mathematics,   |c 2015-04-08T20:03:39Z. 
856 |z Get fulltext  |u http://hdl.handle.net/1721.1/96477 
520 |a This paper proposes a decomposition approach for uncertainty analysis of systems governed by partial differential equations (PDEs). The system is split into local components using domain decomposition. Our domain-decomposed uncertainty quantification (DDUQ) approach performs uncertainty analysis independently on each local component in an "offline" phase, and then assembles global uncertainty analysis results using precomputed local information in an "online" phase. At the heart of the DDUQ approach is importance sampling, which weights the precomputed local PDE solutions appropriately so as to satisfy the domain decomposition coupling conditions. To avoid global PDE solves in the online phase, a proper orthogonal decomposition reduced model provides an efficient approximate representation of the coupling functions. 
520 |a United States. Air Force Office of Scientific Research (Grant FA9550-12-1-0420) 
546 |a en_US 
655 7 |a Article 
773 |t SIAM Journal on Scientific Computing