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Intrusive versus Non-Intrusive Methods for Stochastic Finite Elements

In: From Nano to Space

Author

Listed:
  • M. Herzog

    (Technische Universität München, Centre for Mathematical Sciences, Numerical Analysis)

  • A. Gilg

    (Siemens AG, Corporate Technology)

  • M. Paffrath

    (Siemens AG)

  • P. Rentrop

    (Technische Universität München)

  • U. Wever

    (Siemens AG)

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.

Suggested Citation

  • M. Herzog & A. Gilg & M. Paffrath & P. Rentrop & U. Wever, 2008. "Intrusive versus Non-Intrusive Methods for Stochastic Finite Elements," Springer Books, in: Michael H. Breitner & Georg Denk & Peter Rentrop (ed.), From Nano to Space, pages 161-174, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-74238-8_13
    DOI: 10.1007/978-3-540-74238-8_13
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