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Quadrature Methods with Adjusted Grids for Stochastic Models of Coupled Problems

  • Roland Pulch
  • Andreas Bartel
  • Sebastian Schöps
Conference paper
Part of the Mathematics in Industry book series (MATHINDUSTRY, volume 22)

Abstract

We consider coupled problems with uncertain parameters modelled as random variables. Due to the largely differing behaviour of subsystems in coupled problems, we introduce a strategy of adjusted grids defined in the parameter domain for resolving the stochastic model. This allows us to adapt quadrature grids to each subsystem. The communication between the different grids requires global approximations of coupling variables in the random space. Since implicit time integration methods are typically included, we investigate dynamic iteration schemes to realise this approach. Numerical results for a thermal-electric test circuit outline the feasibility of the method.

Keywords

Coupled problems Stochastic modeling Thermal-electric circuit Uncertain parameters 

Notes

Acknowledgements

This work is a part of the project ‘Nanoelectronic Coupled Problems Solutions’ (NANOCOPS) funded by the European Union within FP7-ICT-2013 (grant no. 619166).

References

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Copyright information

© Springer International Publishing AG 2016

Authors and Affiliations

  • Roland Pulch
    • 1
  • Andreas Bartel
    • 2
  • Sebastian Schöps
    • 3
  1. 1.Institute for Mathematics and Computer ScienceErnst-Moritz-Arndt-Universität GreifswaldGreifswaldGermany
  2. 2.Chair of Applied Mathematics and Numerical AnalysisBergische Universität WuppertalWuppertalGermany
  3. 3.Graduate School Computational ElectromagneticsTechnische Universität DarmstadtDarmstadtGermany

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