An Efficient Ensemble Algorithm for Numerical Approximation of Stochastic Stokes–Darcy Equations
Abstract
We propose and analyze an efficient ensemble algorithm for fast computation of multiple realizations of the stochastic Stokes-Darcy model with a random hydraulic conductivity tensor. The algorithm results in a common coefficient matrix for all realizations at each time step making solving the linear systems much less expensive while maintaining comparable accuracy to traditional methods that compute each realization separately. Moreover, it decouples the Stokes–Darcy system into two smaller sub-physics problems, which reduces the size of the linear systems and allows parallel computation of the two sub-physics problems. We prove the ensemble method is long time stable and first-order in time convergent under a time-step condition and two parameter conditions. Numerical examples are presented to support the theoretical results and illustrate the application of the algorithm.
Recommended Citation
N. Jiang and C. Qiu, "An Efficient Ensemble Algorithm for Numerical Approximation of Stochastic Stokes–Darcy Equations," Computer Methods in Applied Mechanics and Engineering, vol. 343, pp. 249 - 275, Elsevier B.V., Jan 2019.
The definitive version is available at https://doi.org/10.1016/j.cma.2018.08.020
Department(s)
Mathematics and Statistics
Keywords and Phrases
Ensemble algorithm; Finite element method; Partitioned method; Stokes-Darcy equations; Uncertainty quantification
International Standard Serial Number (ISSN)
0045-7825
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2019 Elsevier B.V., All rights reserved.
Publication Date
01 Jan 2019
Comments
The first author was partially supported by the US National Science Foundation grant DMS-1720001 and a University of Missouri Research Board grant. The second author was partially supported by the US National Science Foundation grant DMS-1720001.