Thursday, Aug 24, 2017 - 3:30pm - Allen 14
A two-level Stochastic collocation method for quasilinear elliptic equation with random input data
Dr. Luoping Chen, Mathematics, Southwest Jiaotong University
Title: A two-level Stochastic collocation method for quasilinear elliptic equation with random input data
Abstract: In this talk, we will study a novel two-level discretization for solving semi-linear elliptic equations with random coecients. Motivated by the two-grid method for deterministic partial differential equations introduced by Jinchao Xu, our two-level stochastic collocation method utilizes a two-grid finite element discretization in the physical space and a two-level collocation method in the random domain. We prove that the approximated solution obtained from this method achieves the same order of accuracy as that from solving the original semilinear problem directly by stochastic collocation method. The two-level method is computationally more efficient, especially for nonlinear problems with high random dimensions. Numerical experiments are also provided to verify the theoretical results.