Multiscale stochastic finite element method on random boundary value problems

  • Authors:
  • Lihua Shen;X. Frank Xu

  • Affiliations:
  • Institute of Mathematics and Interdisciplinary Science, College of Mathematical Science, Capital Normal University, Beijing, China;Department of Civil, Environmental, and Ocean Engineering, Stevens Institute of Technology, Hoboken, NJ

  • Venue:
  • HPCA'09 Proceedings of the Second international conference on High Performance Computing and Applications
  • Year:
  • 2009

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Abstract

In this paper, we present a novel Multiscale Stochastic Finite Element Method (MSFEM) to solve boundary value problems involving random heterogeneous materials. The Green-function-based MSFEM decomposes a boundary value problem into three subproblems at three length scales with each being solved with reduced computational cost. A numerical example is provided to illustrate the MSFEM.