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比利时vs摩洛哥足彩 ,
university of california san diego

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math 278 - numerical analysis seminar

axel malqvist

ucsd

error estimation and adaptive computation for elliptic problems with randomly perturbed coefficients

abstract:

we develop and analyze an efficient numerical method for computing the response of the solution of an elliptic problem with randomly perturbed coefficients. we use a variational analysis based on the adjoint operator to deal with the perturbations in data. to deal with perturbations in the diffusion coefficient, we construct a piecewise constant approximation to the random perturbation then use domain decomposition to decompose the problem into sub-problems on which the diffusion coefficient is constant. to compute local solutions of the sub-problems, we use the infinite series for the inverse of a perturbation of an invertible matrix to devise a fast way to compute the effects of variation in the parameter. finally, we derive a posteriori error estimates that take into account all the sources of error and derive a new adaptive algorithm that provides a quantitative way to distribute computational resources between all of the sources.

november 7, 2006

10:00 am

ap&m 7321

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