Variational multiscale analysis : the fine-scale Green ’ s function for stochastic partial differential equations

@inproceedings{JagalurMohan2013VariationalMA,
  title={Variational multiscale analysis : the fine-scale Green ’ s function for stochastic partial differential equations},
  author={J. Jagalur-Mohan and Onkar Sahni and Alireza Doostan and A. A. Oberai},
  year={2013}
}
We present the variational multiscale (VMS) method for partial differential equations (PDEs) with stochastic coefficients and source terms. We use it as a method for generating accurate coarse-scale solutions while accounting for the effect of the unresolved fine scales through a model term that contains a fine-scale stochastic Green’s function. For a natural choice of an “optimal” coarse-scale solution and L-orthogonal stochastic basis functions, we demonstrate that the fine-scale stochastic… CONTINUE READING
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