Emergent Mind

Uncertainty quantification for random domains using periodic random variables

(2210.17329)
Published Oct 31, 2022 in math.NA and cs.NA

Abstract

We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja, Kuo, and Sloan (SIAM J. Numer. Anal., 2020) in which a countably infinite number of independent random variables enter the random field as periodic functions. We develop lattice quasi-Monte Carlo (QMC) cubature rules for computing the expected value of the solution to the Poisson problem subject to domain uncertainty. These QMC rules can be shown to exhibit higher order cubature convergence rates permitted by the periodic setting independently of the stochastic dimension of the problem. In addition, we present a complete error analysis for the problem by taking into account the approximation errors incurred by truncating the input random field to a finite number of terms and discretizing the spatial domain using finite elements. The paper concludes with numerical experiments demonstrating the theoretical error estimates.

We're not able to analyze this paper right now due to high demand.

Please check back later (sorry!).

Generate a summary of this paper on our Pro plan:

We ran into a problem analyzing this paper.

Newsletter

Get summaries of trending comp sci papers delivered straight to your inbox:

Unsubscribe anytime.