Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions

Andres Contreras (1) , Paul Mycek (2) , Olivier Le Maître (3) , Francesco Rizzi (4) , Bert Debusschere , Omar Knio (5)

1 Department of Mathematics and Statistics, McMaster University, Hamilton, Canada
2 LOMC - Laboratoire Ondes et Milieux Complexes
3 LIMSI - Laboratoire d'Informatique pour la Mécanique et les Sciences de l'Ingénieur
4 IIT - Istituto Italiano di Tecnologia
5 KAUST - King Abdullah University of Science and Technology

Domains: Analysis of PDEs [math.AP]; Probability [math.PR]; Materials and structures in mechanics [physics.class-ph]

Andres Contreras, Paul Mycek, Olivier Le Maître, Francesco Rizzi, Bert Debusschere, et al.. Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions. SIAM Journal on Scientific Computing, 2018, 40 (4), pp.C547-C580. ⟨10.1137/17M1132197⟩. ⟨hal-02327678⟩