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Combination Technique Based Second Moment Analysis for Elliptic PDEs on Random Domains
[chapter]
2016
Lecture Notes in Computational Science and Engineering
In this article, we propose the sparse grid combination technique for the second moment analysis of elliptic partial differential equations on random domains. By employing shape sensitivity analysis, we linearize the influence of the random domain perturbation on the solution. We derive deterministic partial differential equations to approximate the random solution's mean and its covariance with leading order in the amplitude of the random domain perturbation. The partial differential equation
doi:10.1007/978-3-319-28262-6_3
fatcat:qg4zrktrmfchxfqnzbm4efnm3y