Publications
Spatially varying embedded stochastic galerkin methods for steady-state PDEs
Existing discretizations for stochastic PDEs, based on a tensor product between the deterministic basis and the stochastic basis, treat the required resolution of uncertainty as uniform across the physical domain. However, solutions to many PDEs of interest exhibit spatially localized features that may result in uncertainty being severely over or under-resolved by existing discretizations. In this report, we explore the mechanics and accuracy of using a spatially varying stochastic expansion. This is achieved through an adaptive refinement algorithm where simple error estimates are used to independently drive refinement of the stochastic basis at each point in the physical domain. Results are presented comparing the accuracy of the adaptive techinque to the accuracy achieved using uniform refinement.