International audienceWe here propose a multiscale numerical method for the solution of stochastic partial di erential equations with localized uncertainties. It is based on a multiscale domain decomposition method that exploits the localized side of uncertainties and incidentally improves the conditioning of the problem by operating a separation of scales. An efficient iterative algorithm is proposed that requires the solution of a sequence of simple global problems at a macro scale, involving a deterministic operator, and local problems at a micro scale for which we have the possibility to use ne approximation spaces. Global and local problems are solved using tensor approximation methods allowing the representation of high dimensional stochastic parametric solutions. Convergence properties of these tensor based methods, which are closely related to spectral decompositions, benefit from the separation of scales. Different types of uncertainties are considered at the micro level. They may be associated with some variability in the operator or source terms, or even with some geometrical variability. In the latter case, specific reformulations of local problems using fictitious domain methods are introduced
International audienceA tensor-based method is proposed for the solution of partial differential equations defined on uncertain parameterized domains. It provides an accurate solution which is explicit with respect to parameters defining the shape of the domain, thus allowing efficient a posteriori probabilistic or parametric analyses. In the proposed method, a fictitious domain approach is first adopted for the reformulation of the parametric problem on a fixed domain, yielding a weak formulation in a tensor product space (product of space functions and parametric functions). The paper is limited to the case of Neumann conditions on uncertain parts of the boundary. The Proper Generalized Decomposition method is then introduced for the construction of a tensor product approximation (separated representation) of the solution. It can be seen as an a priori model reduction technique which automatically captures reduced bases of space functions and parametric functions which are optimal for the representation of the solution. This tensor-based method is made computationally tractable by introducing separated representations of variational forms, resulting from separated representations of the parameterized indicator function of the uncertain domain. For this purpose, a method is proposed for the construction of a constrained tensor product approximation which preserves positivity and therefore ensures well-posedness of problems associated with approximate indicator functions. Moreover, a regularization of the geometry is introduced to speed up the convergence of these tensor product approximations
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