Solution verification, goal-oriented adaptive methods for stochastic advection–diffusion problems

Regina C. Almeida, J. Tinsley Oden

Research output: Contribution to journalArticlepeer-review

29 Scopus citations


A goal-oriented analysis of linear, stochastic advection-diffusion models is presented which provides both a method for solution verification as well as a basis for improving results through adaptation of both the mesh and the way random variables are approximated. A class of model problems with random coefficients and source terms is cast in a variational setting. Specific quantities of interest are specified which are also random variables. A stochastic adjoint problem associated with the quantities of interest is formulated and a posteriori error estimates are derived. These are used to guide an adaptive algorithm which adjusts the sparse probabilistic grid so as to control the approximation error. Numerical examples are given to demonstrate the methodology for a specific model problem. © 2010 Elsevier B.V.
Original languageEnglish (US)
Pages (from-to)2472-2486
Number of pages15
JournalComputer Methods in Applied Mechanics and Engineering
Issue number37-40
StatePublished - Aug 2010
Externally publishedYes


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