
doi: 10.1137/130930108
Summary: We evaluate the performance of global stochastic collocation methods for solving nonlinear parabolic and elliptic problems (e.g., transient and steady nonlinear diffusion) with random coefficients. The robustness of these and other strategies based on a spectral decomposition of stochastic state variables depends on the regularity of the system's response in outcome space. The latter is affected by statistical properties of the input random fields. These include variances of the input parameters, whose effect on the computational efficiency of this class of uncertainty quantification techniques has remained unexplored. Our analysis shows that if random coefficients have low variances and large correlation lengths, stochastic collocation strategies outperform Monte Carlo simulations (MCS). As variance increases, the regularity of the stochastic response decreases, which requires higher-order quadrature rules to accurately approximate the moments of interest and increases the overall computational cost above that of MCS.
Numerical solutions to stochastic differential and integral equations, computational efficiency, uncertainty quantification, Monte Carlo methods, Richards equation, random coefficients, Nonlinear elliptic equations, stochastic collocation, Monte Carlo simulations, Complexity and performance of numerical algorithms, Stochastic partial differential equations (aspects of stochastic analysis), nonlinear parabolic and elliptic problems, Nonlinear parabolic equations, nonlinear diffusion, PDEs with randomness, stochastic partial differential equations, Spectral, collocation and related methods for boundary value problems involving PDEs, Computational methods for stochastic equations (aspects of stochastic analysis), Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
Numerical solutions to stochastic differential and integral equations, computational efficiency, uncertainty quantification, Monte Carlo methods, Richards equation, random coefficients, Nonlinear elliptic equations, stochastic collocation, Monte Carlo simulations, Complexity and performance of numerical algorithms, Stochastic partial differential equations (aspects of stochastic analysis), nonlinear parabolic and elliptic problems, Nonlinear parabolic equations, nonlinear diffusion, PDEs with randomness, stochastic partial differential equations, Spectral, collocation and related methods for boundary value problems involving PDEs, Computational methods for stochastic equations (aspects of stochastic analysis), Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 25 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 10% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
