@@ -10,6 +10,41 @@ of the stochastic Galerkin (SG) methods implemented in this repository.
1010- Solve the system with solvers that exploit the tensor/block structure.
1111- Adaptivity in space and in the stochastic index set to reduce costs.
1212
13+ ## Example: Parametric Poisson Problem
14+
15+ To illustrate the workflow, consider a Poisson problem with parametric diffusion coefficient:
16+
17+ ``` math
18+ -\mathrm{div}(a(y,x) \nabla u(y,x)) = f(x) \quad \text{for } (y,x) \in \Gamma \times D
19+ ```
20+
21+ where the coefficient has the Karhunen-Loève expansion:
22+
23+ ``` math
24+ a(y,x) = a_0(x) + \sum_{m=1}^M \sqrt{\lambda_m} \phi_m(x) y_m
25+ ```
26+
27+ with mean field $a_0$, eigenpairs $(\lambda_m,\phi_m)$ and parameters $y_m \in [ -1,1] $.
28+
29+ ### Stochastic Galerkin Formulation
30+
31+ 1 . Expand the solution in tensorized basis functions:
32+ ``` math
33+ u(y,x) = \sum_{\mu} u_\mu(x) H_\mu(y)
34+ ```
35+ where $H_ \mu(y) = \prod_ {m=1}^M H_ {\mu_m}(y_m)$ are multivariate Legendre polynomials.
36+
37+ 2 . Galerkin projection yields the weak form:
38+ ``` math
39+ \sum_{\mu} \int_\Gamma a(y,x) \nabla u_\mu(x) \cdot \nabla v(x) H_\mu(y) H_\nu(y)\,dy = \int_\Gamma f(x)v(x) H_\nu(y)\,dy
40+ ```
41+ for all test functions $v(x)$ and indices $\nu$.
42+
43+ 3 . This results in a coupled block system $\mathbf{A}\mathbf{u} = \mathbf{b}$ where:
44+ - Each block $\mathbf{A}_ {\mu,\nu}$ involves the mean and KL terms of $a(y,x)$
45+ - The tensor structure allows efficient matrix-free operations
46+
47+
1348## Where to find documentation/implementations of the key blocks
14491 . Parametric model / KL representation of the random coefficient.
1550 - See:
@@ -35,7 +70,6 @@ of the stochastic Galerkin (SG) methods implemented in this repository.
3570 - Error estimators and marking criteria implemented in the script driver ` scripts/poisson.jl ` for the available Poisson model problems.
3671 - Error estimators are problem-dependent and can be currently found in ` src/estimate.jl `
3772 - Spatial (mesh refinement) uses refinement routines from [ ExtendableFEMBase.jl] ( https://github.com/WIAS-PDELib/ExtendableGrids.jl )
38- - Stochastic refinement (enrich multi‑index set) uses functions from
39- ` src/mopcontrol.jl `
40- - see dcomumentation page on [ Estimators] ( estimators.md ) for some more details
73+ - Stochastic refinement (enrich multi‑index set) uses functions from ` src/mopcontrol.jl `
74+ - see documentation page on [ Estimators] ( estimators.md ) for some more details
4175 - Results, parameters and reproducible outputs are stored with DrWatson (see scripts/poisson.jl for naming pattern).
0 commit comments