Multivariate Decomposition Finite Element Method for Elliptic PDEs with Random Diffusion Coefficients KU Leuven
We develop a multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with random diffusion coefficients where the diffusion coefficient is parameterized by a countably infinite number of random variables and an appropriate system of functions. We consider two models of parametric diffusion coefficients: uniform and lognormal.
We show that the MDFEM reduces the computational complexity of estimating the expected ...