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Conference Papers Year : 2016

Level set Methods for Polynomial Chaos expansion of stochastic PDEs outputs

Abstract

We propose a new method to approximate stochastic solutions of uncertain PDEs using Polynomial Chaos expansions of their level sets. The method is non-intrusive and targets solutions with steep gradients with random locations. An adaptive choice of the level set is used to control the approximation error, ensuring high accuracy at a significantly lower cost compared to classical non-intrusive projection approach. We apply and validate the method on subsurface flows exhibiting steep fronts.
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Dates and versions

hal-01266242 , version 1 (02-02-2016)

Identifiers

  • HAL Id : hal-01266242 , version 1

Cite

Pierre Sochala, Olivier Le Maitre. Level set Methods for Polynomial Chaos expansion of stochastic PDEs outputs. SIAM conference on Uncertainty quantification, SIAM, Apr 2016, Lausanne, Switzerland. ⟨hal-01266242⟩
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