• Medientyp: Sonstige Veröffentlichung; E-Book; Bericht
  • Titel: Low rank surrogates for polymorphic fields with application to fuzzy-stochastic partial differential equations
  • Beteiligte: Eigel, Martin [VerfasserIn]; Grasedyck, Lars [VerfasserIn]; Gruhlke, Robert [VerfasserIn]; Moser, Dieter [VerfasserIn]
  • Erschienen: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2019
  • Sprache: Englisch
  • DOI: https://doi.org/10.20347/WIAS.PREPRINT.2580
  • Schlagwörter: 74B05 ; 35R13 ; 65N12 ; 65N22 ; 97N50 ; 65J10 ; 60H35 ; 65C20 ; article ; 15A69 ; Fuzzy-stochastic partial differential equations -- possibility -- polymorphic uncertainty modeling -- uncertainty quantification -- low-rank hierachical tensor formats -- parameteric partial differential equations -- polymorphic domain ; 35R60
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  • Beschreibung: 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.
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