Uncertainty quantification for random domains using periodic random variables

被引:2
|
作者
Hakula, Harri [1 ]
Harbrecht, Helmut [2 ]
Kaarnioja, Vesa [3 ]
Kuo, Frances Y. [4 ]
Sloan, Ian H. [4 ]
机构
[1] Aalto Univ, Dept Math & Syst Anal, Sch Sci, POB 11100, Aalto 00076, Finland
[2] Univ Basel, Dept Math Informat, Spiegelgasse 1, CH-4051 Basel, Switzerland
[3] Free Univ Berlin, Fachbereich Math & Informat, Arnimallee 6, D-14195 Berlin, Germany
[4] UNSW Sydney, Sch Math & Stat, Sydney, NSW 2052, Australia
基金
澳大利亚研究理事会;
关键词
65D30; 65D32; 35R60; PARTIAL-DIFFERENTIAL-EQUATIONS;
D O I
10.1007/s00211-023-01392-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 et al. (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.
引用
收藏
页码:273 / 317
页数:45
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