Generalized Neumann Expansion and Its Application in Stochastic Finite Element Methods

An acceleration technique, termed generalized Neumann expansion (GNE), is presented for evaluating the responses of uncertain systems. The GNE method, which solves stochastic linear algebraic equations arising in stochastic finite element analysis, is easy to implement and is of high efficiency. The convergence condition of the new method is studied, and a rigorous error estimator is proposed to evaluate the upper bound of the relative error of a given GNE solution. It is found that the third-order GNE solution is sufficient to achieve a good accuracy even when the variation of the source stochastic field is relatively high. The relationship between the GNE method, the perturbation method, and the standard Neumann expansion method is also discussed. Based on the links between these three methods, quantitative error estimations for the perturbation method and the standard Neumann method are obtained for the first time in the probability context.