Vol. 2, No. 1, 2007

Download this article
Download this article For screen
For printing
Recent Issues
Volume 11, Issue 1
Volume 10, Issue 2
Volume 10, Issue 1
Volume 9, Issue 2
Volume 9, Issue 1
Volume 8, Issue 1
Volume 7, Issue 2
Volume 7, Issue 1
Volume 6, Issue 1
Volume 5, Issue 2
Volume 5, Issue 1
Volume 4, Issue 1
Volume 3, Issue 1
Volume 2, Issue 1
Volume 1, Issue 1
The Journal
About the Cover
Editorial Board
About the Journal
Scientific Advantages
Submission Guidelines
Submission Form
Editorial Login
Author Index
To Appear
ISSN: 2157-5452 (e-only)
ISSN: 1559-3940 (print)
Dual-based {\itshape a posteriori} error estimate for stochastic finite element methods

Lionel Mathelin and Olivier Le Maître

Vol. 2 (2007), No. 1, 83–115

We present an a posteriori error estimation for the numerical solution of a stochastic variational problem arising in the context of parametric uncertainties. The discretization of the stochastic variational problem uses standard finite elements in space and piecewise continuous orthogonal polynomials in the stochastic domain. The a posteriori methodology is derived by measuring the error as the functional difference between the continuous and discrete solutions. This functional difference is approximated using the discrete solution of the primal stochastic problem and two discrete adjoint solutions (on two imbricated spaces) of the associated dual stochastic problem. The dual problem being linear, the error estimation results in a limited computational overhead. With this error estimate, different adaptive refinement strategies of the approximation space can be thought of: applied to the spatial and/or stochastic approximations, by increasing the approximation order or using a finer mesh. In order to investigate the efficiency of different refinement strategies, various tests are performed on the uncertain Burgers’ equation. The lack of appropriate anisotropic error estimator is particularly underlined.

error analysis, stochastic finite element method, uncertainty quantification, refinement scheme
Received: 28 November 2006
Revised: 25 July 2007
Accepted: 15 August 2007
Published: 1 September 2007
Lionel Mathelin
BP 133
91403 Orsay cedex
Olivier Le Maître
Laboratoire de Mécanique et d’Energétique d’Evry and LIMSI- CNRS
40, rue du Pelvoux
CE 1455 Courcouronnes
91020 Evry cedex