2015
DOI: 10.1002/num.21991
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A posteriori error estimation for elliptic partial differential equations with small uncertainties

Abstract: In this article, a finite element error analysis is performed on a class of linear and nonlinear elliptic problems with small uncertain input. Using a perturbation approach, the exact (random) solution is expanded up to a certain order with respect to a parameter that controls the amount of randomness in the input and discretized by finite elements. We start by studying a diffusion (linear) model problem with a random coefficient characterized via a finite number of random variables. The main focus of the arti… Show more

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Cited by 15 publications
(5 citation statements)
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References 46 publications
(112 reference statements)
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“…However, in the late 90s, an adjointbased (goal-oriented) error estimation theory devoted to the error in functional outputs of computer simulations-so-called quantities of interest (QoI)-was developed by Oden and Prudhomme [19,24], Becker and Rannacher [4], Patera and Peraire [21], and Giles and Süli [12]. More recently, sophisticated a posteriori error estimation techniques have also been developed for stochastic problems with parametric and domain uncertainties [13,14,20]. However, this theory is still limited in nonlinear or transient settings.…”
Section: Adjoint-based Strategies and Other Extensionsmentioning
confidence: 99%
“…However, in the late 90s, an adjointbased (goal-oriented) error estimation theory devoted to the error in functional outputs of computer simulations-so-called quantities of interest (QoI)-was developed by Oden and Prudhomme [19,24], Becker and Rannacher [4], Patera and Peraire [21], and Giles and Süli [12]. More recently, sophisticated a posteriori error estimation techniques have also been developed for stochastic problems with parametric and domain uncertainties [13,14,20]. However, this theory is still limited in nonlinear or transient settings.…”
Section: Adjoint-based Strategies and Other Extensionsmentioning
confidence: 99%
“…In such a setting, it allows to combine sensitivity analysis with goal-oriented a posteriori error estimation, see [15]. In the same spirit, the interplay between a posteriori error estimation and uncertainty quantification has been object of recent research interests [40,56]. We also note that if users can obtain some estimate, even rough, of modeling errors, they will also be able to compare discretization and model errors.…”
Section: Applicability For Patient-specific Biomechanics?mentioning
confidence: 99%
“…In what follows, the only restriction on I will be that it is a downward closed set (a.k.a. lower set), i.e., it satisfies (10) \forall…”
Section: \Biggl\{mentioning
confidence: 99%
“…Moreover, exploiting the possible regularity of the solution with respect to the random parameters, the SC method has the advantage of a potentially much faster convergence rate than the Monte-Carlo method. It is also suitable for large uncertainties, contrary to perturbation-type methods as considered in our previous works [10,11].…”
mentioning
confidence: 99%