An Adaptive ANOVA Stochastic Galerkin Method for Partial Differential Equations with High-dimensional Random Inputs

Guanjie Wang, Smita Sahu, Qifeng Liao*

*Corresponding author for this work

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It is known that standard stochastic Galerkin methods encounter challenges when solving par- tial differential equations with high-dimensional random inputs, which are typically caused by the large number of stochastic basis functions required. It becomes crucial to properly choose effective basis functions, such that the dimension of the stochastic approximation space can be reduced. In this work, we focus on the stochastic Galerkin approximation associated with generalized polynomial chaos (gPC), and explore the gPC expansion based on the analysis of variance (ANOVA) decomposition. A concise form of the gPC expansion is presented for each component function of the ANOVA expansion, and an adaptive ANOVA procedure is proposed to construct the overall stochastic Galerkin system. Numerical results demonstrate the efficiency of our proposed adaptive ANOVA stochastic Galerkin method for both diffusion and Helmholtz problems.
Original languageEnglish
Article number24
Number of pages26
JournalJournal of Scientific Computing
Issue number24
Publication statusPublished - 15 Dec 2023


  • Adaptive ANOVA
  • Stochastic Galerkin methods
  • Generalized polynomial chaos
  • Uncertainty quantification

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