• Media type: Text; Report; E-Book
  • Title: Low rank surrogates for polymorphic fields with application to fuzzy-stochastic partial differential equations
  • Contributor: Eigel, Martin [Author]; Grasedyck, Lars [Author]; Gruhlke, Robert [Author]; Moser, Dieter [Author]
  • imprint: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019
  • Issue: published Version
  • Language: English
  • DOI: https://doi.org/10.34657/8192; https://doi.org/10.20347/WIAS.PREPRINT.2580
  • ISSN: 2198-5855
  • Keywords: Fuzzy-stochastic partial differential equations ; polymorphic domain ; possibility ; uncertainty quantification ; polymorphic uncertainty modeling ; low-rank hierachical tensor formats ; parameteric partial differential equations
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  • Description: We consider a general form of fuzzy-stochastic PDEs depending on the interaction of probabilistic and non-probabilistic ("possibilistic") influences. Such a combined modelling of aleatoric and epistemic uncertainties for instance can be applied beneficially in an engineering context for real-world applications, where probabilistic modelling and expert knowledge has to be accounted for. We examine existence and well-definedness of polymorphic PDEs in appropriate function spaces. The fuzzy-stochastic dependence is described in a high-dimensional parameter space, thus easily leading to an exponential complexity in practical computations. To aleviate this severe obstacle in practise, a compressed low-rank approximation of the problem formulation and the solution is derived. This is based on the Hierarchical Tucker format which is constructed with solution samples by a non-intrusive tensor reconstruction algorithm. The performance of the proposed model order reduction approach is demonstrated with two examples. One of these is the ubiquitous groundwater flow model with Karhunen-Loeve coefficient field which is generalized by a fuzzy correlation length.
  • Access State: Open Access