Preconditioning techniques for stochastic partial differential equations
Name
862454994-MIT.pdf
Description
Full printable version
Size
6.52 MB
Format
Adobe PDF
Checksum (MD5)
7242dfbeda2fd7b21db717df00557a8b
Author(s)
Spantini, Alessio
Advisor(s)
Youssef Marzouk.
Date Issued
2013
Publisher
Massachusetts Institute of Technology
Abstract
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.
Description
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).
Subjects
Aeronautics and Astronautics.
MIT Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Terms of Use
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.
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.
Persistent DSpace Link
