Intrusive versus non-intrusive methods for stochastic finite elements

M. Herzog, A. Gilg, M. Paffrath, P. Rentrop, U. Wever

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

20 Scopus citations

Abstract

In this paper we compare an intrusive with an non-intrusive method for computing Polynomial Chaos expansions. The main disadvantage of the nonintrusive method, the high number of function evaluations, is eliminated by a special Adaptive Gauss-Quadrature method. A detailed efficiency and accuracy analysis is performed for the new algorithm. The Polynomial Chaos expansion is applied to a practical problem in the field of stochastic Finite Elements.

Original languageEnglish
Title of host publicationFrom Nano to Space
Subtitle of host publicationApplied Mathematics Inspired by Roland Bulirsch
PublisherSpringer Berlin Heidelberg
Pages161-174
Number of pages14
ISBN (Print)9783540742371
DOIs
StatePublished - 2008

Keywords

  • 41A10
  • 60Gxx
  • 65Cxx
  • MSC

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