A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial dif...

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Bibliographic Details
Main Authors: Giles, M.B., Vidal-Codina, Ferran, Nguyen, Ngoc Cuong, Peraire, Jaime
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Published: Elsevier BV 2017
Online Access:http://hdl.handle.net/1721.1/112946
https://orcid.org/0000-0002-8556-685X