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A multilevel finite element method for Fredholm integral eigenvalue problems

文献类型：期刊论文

作者Xie, Hehu1; Zhou, Tao2
刊名JOURNAL OF COMPUTATIONAL PHYSICS
出版日期2015-12-15
卷号303页码:173-184
关键词Uncertainty quantification Karhunen-Loeve expansion Fredholm eigenvalue problem Multigrid finite element
ISSN号0021-9991
DOI10.1016/j.jcp.2015.09.043
英文摘要In this work, we proposed a multigrid finite element (MFE) method for solving the Fredholm integral eigenvalue problems. The main motivation for such studies is to compute the Karhunen-Loeve expansions of random fields, which play an important role in the applications of uncertainty quantification. In our MFE framework, solving the eigenvalue problem is converted to doing a series of integral iterations and eigenvalue solving in the coarsest mesh. Then, any existing efficient integration scheme can be used for the associated integration process. The error estimates are provided, and the computational complexity is analyzed. It is noticed that the total computational work of our method is comparable with a single integration step in the finest mesh. Several numerical experiments are presented to validate the efficiency of the proposed numerical method. (C) 2015 Elsevier Inc. All rights reserved.
资助项目National Science Foundation of China[NSFC 91330202] ; National Science Foundation of China[11371026] ; National Science Foundation of China[11001259] ; National Science Foundation of China[11201501] ; National Science Foundation of China[2011CB309703] ; National Science Foundation of China[91130003] ; National Science Foundation of China[11201461] ; National Center for Mathematics and Interdisciplinary Science (CAS) ; President Foundation of AMSS-CAS
WOS研究方向Computer Science ; Physics
语种英语
WOS记录号WOS:000364886900011
出版者ACADEMIC PRESS INC ELSEVIER SCIENCE
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/21298]  
专题计算数学与科学工程计算研究所
通讯作者Zhou, Tao
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math, LSEC,NCMIS, Beijing 100190, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math, LSEC, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Xie, Hehu,Zhou, Tao. A multilevel finite element method for Fredholm integral eigenvalue problems[J]. JOURNAL OF COMPUTATIONAL PHYSICS,2015,303:173-184.
APA Xie, Hehu,&Zhou, Tao.(2015).A multilevel finite element method for Fredholm integral eigenvalue problems.JOURNAL OF COMPUTATIONAL PHYSICS,303,173-184.
MLA Xie, Hehu,et al."A multilevel finite element method for Fredholm integral eigenvalue problems".JOURNAL OF COMPUTATIONAL PHYSICS 303(2015):173-184.

入库方式： OAI收割

来源：数学与系统科学研究院

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