Acceleration of uncertainty propagation through Lagrange multipliers in partitioned stochastic method

Hee Sun Choi, Jin Gyun Kim, Alireza Doostan, K. C. Park

Research output: Contribution to journalArticlepeer-review


A partitioned stochastic method (PSM) is proposed for the solution of static structural mechanics problems with uncertainties, whose solution vectors are the displacements for each partition and Lagrange multipliers along with the partition interfaces. The proposed partitioned stochastic method employs three stochastic basis selection steps: an arbitrary initial choice of displacement random bases, a set of conjugate bases for the Lagrange multipliers, and finally modification of the displacement bases affected by those of the Lagrange multipliers. The present PSM thus propagates the uncertainties instantly across partitioned substructures, resulting in an improved rate of convergence. Numerical experiments illustrate the proposed PSM outperforms a conventional partitioned solution method for structural mechanics problems.

Original languageEnglish
Article number112837
JournalComputer Methods in Applied Mechanics and Engineering
Publication statusPublished - 15 Apr 2020


  • Lagrange multipliers
  • Partitioned stochastic method (PSM)
  • Spectral method
  • Stochastic basis
  • Uncertainty propagation


Dive into the research topics of 'Acceleration of uncertainty propagation through Lagrange multipliers in partitioned stochastic method'. Together they form a unique fingerprint.

Cite this