Preconditioning techniques for stochastic partial differential equations
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2013.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2013
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| Online Access: | http://hdl.handle.net/1721.1/82507 |
| _version_ | 1826205774777417728 |
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| author | Spantini, Alessio |
| author2 | Youssef Marzouk. |
| author_facet | Youssef Marzouk. Spantini, Alessio |
| author_sort | Spantini, Alessio |
| collection | MIT |
| description | Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2013. |
| first_indexed | 2024-09-23T13:18:54Z |
| format | Thesis |
| id | mit-1721.1/82507 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T13:18:54Z |
| publishDate | 2013 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/825072019-04-10T13:34:16Z Preconditioning techniques for stochastic partial differential equations Spantini, Alessio Youssef Marzouk. Massachusetts Institute of Technology. Department of Aeronautics and Astronautics. Massachusetts Institute of Technology. Department of Aeronautics and Astronautics. Aeronautics and Astronautics. Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2013. This thesis was scanned as part of an electronic thesis pilot project. Cataloged from PDF version of thesis. Includes bibliographical references (p. 149-155). This thesis is about preconditioning techniques for time dependent stochastic Partial Differential Equations arising in the broader context of Uncertainty Quantification. State-of-the-art methods for an efficient integration of stochastic PDEs require the solution field to lie on a low dimensional linear manifold. In cases when there is not such an intrinsic low rank structure we must resort on expensive and time consuming simulations. We provide a preconditioning technique based on local time stretching capable to either push or keep the solution field on a low rank manifold with substantial reduction in the storage and the computational burden. As a by-product we end up addressing also classical issues related to long time integration of stochastic PDEs. by Alessio Spantini. S.M. 2013-11-18T21:46:45Z 2013-11-18T21:46:45Z 2013 2013 Thesis http://hdl.handle.net/1721.1/82507 862454994 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 155 p. application/pdf Massachusetts Institute of Technology |
| spellingShingle | Aeronautics and Astronautics. Spantini, Alessio Preconditioning techniques for stochastic partial differential equations |
| title | Preconditioning techniques for stochastic partial differential equations |
| title_full | Preconditioning techniques for stochastic partial differential equations |
| title_fullStr | Preconditioning techniques for stochastic partial differential equations |
| title_full_unstemmed | Preconditioning techniques for stochastic partial differential equations |
| title_short | Preconditioning techniques for stochastic partial differential equations |
| title_sort | preconditioning techniques for stochastic partial differential equations |
| topic | Aeronautics and Astronautics. |
| url | http://hdl.handle.net/1721.1/82507 |
| work_keys_str_mv | AT spantinialessio preconditioningtechniquesforstochasticpartialdifferentialequations |